Fund Holdings as of,"26-Mar-2024"   Ticker,Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Shares,Par Value,Price,Location,Exchange,Duration,Maturity,Coupon (%),Market Currency,Effective Date "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","16,700,719.76","0.58","16,700,719.76","16,113,000.00","16,113,000.00","102.02","United States","-","7.67","15-Nov-2033","4.50","USD","15-Nov-2023" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","14,439,219.52","0.51","14,439,219.52","14,797,000.00","14,797,000.00","97.16","United States","-","7.75","15-Aug-2033","3.88","USD","15-Aug-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","13,836,702.66","0.48","13,836,702.66","16,988,000.00","16,988,000.00","81.31","United States","-","6.88","15-Aug-2031","1.25","USD","16-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","13,578,579.71","0.48","13,578,579.71","14,807,800.00","14,807,800.00","90.66","United States","-","7.04","15-May-2032","2.88","USD","16-May-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","13,300,172.34","0.47","13,300,172.34","13,214,000.00","13,214,000.00","99.16","United States","-","7.10","15-Nov-2032","4.13","USD","15-Nov-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,641,866.30","0.44","12,641,866.30","13,346,000.00","13,346,000.00","93.50","United States","-","7.64","15-May-2033","3.38","USD","15-May-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,608,074.03","0.44","12,608,074.03","15,370,100.00","15,370,100.00","81.53","United States","-","7.04","15-Nov-2031","1.38","USD","15-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,503,266.95","0.44","12,503,266.95","13,173,000.00","13,173,000.00","94.53","United States","-","7.50","15-Feb-2033","3.50","USD","15-Feb-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,343,595.27","0.43","12,343,595.27","14,604,600.00","14,604,600.00","84.31","United States","-","7.15","15-Feb-2032","1.88","USD","15-Feb-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,121,539.09","0.42","12,121,539.09","13,491,000.00","13,491,000.00","89.55","United States","-","7.32","15-Aug-2032","2.75","USD","15-Aug-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,102,282.86","0.42","12,102,282.86","14,286,000.00","14,286,000.00","84.13","United States","-","6.54","15-May-2031","1.63","USD","17-May-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,048,712.93","0.42","12,048,712.93","14,691,000.00","14,691,000.00","81.89","United States","-","6.48","15-Feb-2031","1.13","USD","16-Feb-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,015,488.79","0.42","12,015,488.79","14,804,500.00","14,804,500.00","80.84","United States","-","6.28","15-Nov-2030","0.88","USD","16-Nov-2020" "TNOTE","US TREASURY N/B","Treasury","Fixed Income","11,525,395.88","0.40","11,525,395.88","14,400,000.00","14,400,000.00","79.97","United States","-","6.12","15-Aug-2030","0.63","USD","17-Aug-2020" "TBOND","TREASURY BOND (OLD)","Treasury","Fixed Income","10,200,916.47","0.36","10,200,916.47","9,482,000.00","9,482,000.00","105.86","United States","-","15.94","15-Nov-2053","4.75","USD","15-Nov-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","9,868,925.03","0.35","9,868,925.03","10,670,000.00","10,670,000.00","92.27","United States","-","2.73","31-Jan-2027","1.50","USD","31-Jan-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","9,335,862.00","0.33","9,335,862.00","8,521,000.00","8,521,000.00","107.30","France","-","5.61","25-May-2030","2.50","EUR","06-May-2014" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","9,095,880.84","0.32","9,095,880.84","10,298,000.00","10,298,000.00","87.72","United States","-","4.28","30-Sept-2028","1.25","USD","30-Sept-2021" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","8,996,105.53","0.32","8,996,105.53","9,003,000.00","9,003,000.00","99.28","United States","-","1.75","31-Jan-2026","4.25","USD","31-Jan-2024" "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","8,993,446.51","0.31","8,993,446.51","9,032,000.00","9,032,000.00","98.97","United States","-","4.34","31-Jan-2029","4.00","USD","31-Jan-2024" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,970,041.54","0.31","8,970,041.54","8,897,000.00","8,897,000.00","100.14","France","-","4.04","25-May-2028","0.75","EUR","09-Oct-2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,964,817.80","0.31","8,964,817.80","11,083,700.00","11,083,700.00","80.66","United States","-","5.87","15-May-2030","0.63","USD","15-May-2020" "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","8,943,978.35","0.31","8,943,978.35","8,972,000.00","8,972,000.00","99.23","United States","-","2.69","15-Feb-2027","4.13","USD","15-Feb-2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,924,911.32","0.31","8,924,911.32","9,211,000.00","9,211,000.00","96.08","United States","-","1.57","15-Nov-2025","2.25","USD","16-Nov-2015" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,751,145.16","0.31","8,751,145.16","7,985,000.00","7,985,000.00","108.35","France","-","3.38","25-Oct-2027","2.75","EUR","11-Sept-2012" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,736,759.28","0.31","8,736,759.28","8,615,000.00","8,615,000.00","100.06","France","-","6.67","25-May-2031","1.50","EUR","05-Oct-2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,729,103.09","0.31","8,729,103.09","9,217,000.00","9,217,000.00","94.39","United States","-","4.05","15-Aug-2028","2.88","USD","15-Aug-2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,639,876.92","0.30","8,639,876.92","8,549,000.00","8,549,000.00","99.84","United States","-","2.51","15-Dec-2026","4.38","USD","15-Dec-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,623,421.79","0.30","8,623,421.79","9,011,000.00","9,011,000.00","94.66","United States","-","3.80","15-May-2028","2.88","USD","15-May-2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,599,376.09","0.30","8,599,376.09","9,243,000.00","9,243,000.00","92.67","United States","-","1.95","31-Mar-2026","0.75","USD","31-Mar-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","8,469,179.95","0.30","8,469,179.95","12,622,000.00","12,622,000.00","66.91","United States","-","14.02","15-Aug-2041","1.75","USD","31-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,207,630.35","0.29","8,207,630.35","8,517,000.00","8,517,000.00","95.23","United States","-","4.21","15-Nov-2028","3.13","USD","15-Nov-2018" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,177,630.79","0.29","8,177,630.79","8,214,000.00","8,214,000.00","99.29","France","-","4.54","25-Nov-2028","0.75","EUR","11-Jun-2018" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","8,173,459.45","0.29","8,173,459.45","8,276,000.00","8,276,000.00","97.88","United States","-","4.28","31-Dec-2028","3.75","USD","02-Jan-2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,169,550.71","0.29","8,169,550.71","8,626,000.00","8,626,000.00","94.41","United States","-","3.62","15-Feb-2028","2.75","USD","15-Feb-2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,136,723.22","0.28","8,136,723.22","8,892,000.00","8,892,000.00","91.45","United States","-","2.36","31-Aug-2026","0.75","USD","31-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,136,359.12","0.28","8,136,359.12","8,117,000.00","8,117,000.00","99.23","United States","-","1.66","31-Dec-2025","4.25","USD","02-Jan-2024" "TBOND","TREASURY BOND (2OLD)","Treasury","Fixed Income","8,073,654.90","0.28","8,073,654.90","8,432,000.00","8,432,000.00","95.30","United States","-","16.51","15-Aug-2053","4.13","USD","15-Aug-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,011,845.89","0.28","8,011,845.89","8,212,000.00","8,212,000.00","97.11","France","-","5.02","25-May-2029","0.50","EUR","11-Mar-2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,891,031.07","0.28","7,891,031.07","8,899,000.00","8,899,000.00","88.59","United States","-","3.77","29-Feb-2028","1.13","USD","01-Mar-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,881,510.86","0.28","7,881,510.86","8,999,000.00","8,999,000.00","87.47","United States","-","3.71","31-Jan-2028","0.75","USD","01-Feb-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,876,165.00","0.28","7,876,165.00","7,537,000.00","7,537,000.00","102.53","United States","-","4.02","31-Oct-2028","4.88","USD","31-Oct-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,840,363.24","0.27","7,840,363.24","8,085,000.00","8,085,000.00","96.92","United States","-","0.94","15-Mar-2025","1.75","USD","15-Mar-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,828,093.28","0.27","7,828,093.28","8,472,000.00","8,472,000.00","92.00","United States","-","2.57","30-Nov-2026","1.25","USD","30-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,730,992.44","0.27","7,730,992.44","7,596,000.00","7,596,000.00","100.22","United States","-","1.58","30-Nov-2025","4.88","USD","30-Nov-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,699,087.34","0.27","7,699,087.34","8,665,000.00","8,665,000.00","88.45","United States","-","3.98","31-May-2028","1.25","USD","01-Jun-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,684,488.80","0.27","7,684,488.80","7,539,000.00","7,539,000.00","100.53","United States","-","4.14","30-Nov-2028","4.38","USD","30-Nov-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,678,579.56","0.27","7,678,579.56","7,294,000.00","7,294,000.00","104.82","France","-","1.14","25-May-2025","0.50","EUR","09-Feb-2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,666,821.47","0.27","7,666,821.47","8,336,000.00","8,336,000.00","91.55","United States","-","2.42","30-Sept-2026","0.88","USD","30-Sept-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,653,134.97","0.27","7,653,134.97","8,585,000.00","8,585,000.00","88.64","United States","-","3.90","30-Apr-2028","1.25","USD","30-Apr-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,643,130.38","0.27","7,643,130.38","8,204,000.00","8,204,000.00","92.88","United States","-","4.50","15-Feb-2029","2.63","USD","15-Feb-2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,639,328.51","0.27","7,639,328.51","8,274,000.00","8,274,000.00","91.88","United States","-","2.50","31-Oct-2026","1.13","USD","01-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,621,610.33","0.27","7,621,610.33","8,242,000.00","8,242,000.00","92.44","United States","-","1.88","28-Feb-2026","0.50","USD","01-Mar-2021" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,587,132.26","0.27","7,587,132.26","5,729,000.00","5,729,000.00","127.96","France","-","12.10","25-Apr-2041","4.50","EUR","30-Jun-2009" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,573,775.86","0.27","7,573,775.86","8,187,000.00","8,187,000.00","92.45","United States","-","1.81","31-Jan-2026","0.38","USD","01-Feb-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,562,531.77","0.26","7,562,531.77","8,265,000.00","8,265,000.00","91.41","United States","-","2.28","31-Jul-2026","0.63","USD","02-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,551,699.74","0.26","7,551,699.74","7,949,000.00","7,949,000.00","94.14","United States","-","2.95","15-May-2027","2.38","USD","15-May-2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","7,482,661.43","0.26","7,482,661.43","7,904,000.00","7,904,000.00","93.22","United States","-","16.21","15-Nov-2052","4.00","USD","15-Nov-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,442,671.74","0.26","7,442,671.74","7,970,000.00","7,970,000.00","93.22","United States","-","2.30","15-Aug-2026","1.50","USD","15-Aug-2016" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,381,079.68","0.26","7,381,079.68","6,532,000.00","6,532,000.00","109.52","France","-","1.96","25-Apr-2026","3.50","EUR","06-Jul-2010" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,367,740.50","0.26","7,367,740.50","8,289,000.00","8,289,000.00","88.41","United States","-","4.41","30-Nov-2028","1.50","USD","30-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,333,470.85","0.26","7,333,470.85","7,937,000.00","7,937,000.00","92.16","United States","-","2.11","31-May-2026","0.75","USD","01-Jun-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,272,047.45","0.25","7,272,047.45","7,833,000.00","7,833,000.00","92.75","United States","-","1.72","31-Dec-2025","0.38","USD","31-Dec-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,250,783.09","0.25","7,250,783.09","7,980,000.00","7,980,000.00","90.86","France","-","6.59","25-Nov-2030","0.00","EUR","08-Jun-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,228,159.72","0.25","7,228,159.72","6,992,000.00","6,992,000.00","102.92","France","-","2.12","25-May-2026","0.50","EUR","07-Mar-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,222,368.55","0.25","7,222,368.55","7,314,000.00","7,314,000.00","97.58","United States","-","1.01","15-Apr-2025","2.63","USD","18-Apr-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,196,083.03","0.25","7,196,083.03","7,762,000.00","7,762,000.00","92.41","United States","-","2.03","30-Apr-2026","0.75","USD","30-Apr-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,184,012.73","0.25","7,184,012.73","7,706,000.00","7,706,000.00","93.09","United States","-","2.80","28-Feb-2027","1.88","USD","28-Feb-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,165,615.54","0.25","7,165,615.54","7,685,000.00","7,685,000.00","93.14","United States","-","1.56","31-Oct-2025","0.25","USD","02-Nov-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,164,287.66","0.25","7,164,287.66","6,994,000.00","6,994,000.00","100.38","United States","-","2.34","15-Oct-2026","4.63","USD","16-Oct-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,129,542.54","0.25","7,129,542.54","6,875,000.00","6,875,000.00","101.45","United States","-","3.96","30-Sept-2028","4.63","USD","02-Oct-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,120,508.08","0.25","7,120,508.08","7,728,000.00","7,728,000.00","91.84","United States","-","2.66","31-Dec-2026","1.25","USD","31-Dec-2021" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,113,605.38","0.25","7,113,605.38","6,927,000.00","6,927,000.00","101.97","France","-","7.88","25-Nov-2032","2.00","EUR","11-Jul-2022" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","7,107,527.58","0.25","7,107,527.58","7,131,000.00","7,131,000.00","98.89","United States","-","2.60","15-Jan-2027","4.00","USD","16-Jan-2024" "TBOND","TREASURY BOND","Treasury","Fixed Income","7,101,131.36","0.25","7,101,131.36","10,421,000.00","10,421,000.00","67.28","United States","-","17.64","15-May-2051","2.38","USD","17-May-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,101,140.52","0.25","7,101,140.52","7,361,000.00","7,361,000.00","96.25","United States","-","1.34","15-Aug-2025","2.00","USD","17-Aug-2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,095,149.54","0.25","7,095,149.54","8,131,000.00","8,131,000.00","87.11","United States","-","4.16","31-Jul-2028","1.00","USD","02-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,081,129.85","0.25","7,081,129.85","6,892,000.00","6,892,000.00","100.31","United States","-","1.41","30-Sept-2025","5.00","USD","02-Oct-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,048,168.52","0.25","7,048,168.52","7,007,000.00","7,007,000.00","100.52","France","-","3.83","25-Feb-2028","0.75","EUR","23-May-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,006,650.67","0.25","7,006,650.67","7,405,000.00","7,405,000.00","94.03","United States","-","2.05","15-May-2026","1.63","USD","16-May-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,005,768.33","0.25","7,005,768.33","6,843,000.00","6,843,000.00","100.36","United States","-","1.49","31-Oct-2025","5.00","USD","31-Oct-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,993,085.69","0.24","6,993,085.69","7,923,000.00","7,923,000.00","88.26","France","-","7.58","25-Nov-2031","0.00","EUR","12-Apr-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,983,986.12","0.24","6,983,986.12","7,983,000.00","7,983,000.00","87.41","United States","-","4.23","31-Aug-2028","1.13","USD","31-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,975,361.99","0.24","6,975,361.99","6,833,000.00","6,833,000.00","100.41","United States","-","2.42","15-Nov-2026","4.63","USD","15-Nov-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,968,280.63","0.24","6,968,280.63","7,448,000.00","7,448,000.00","93.44","United States","-","1.47","30-Sept-2025","0.25","USD","30-Sept-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,961,002.75","0.24","6,961,002.75","6,403,000.00","6,403,000.00","107.35","France","-","2.39","24-Sept-2026","2.50","EUR","20-Feb-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,916,003.23","0.24","6,916,003.23","6,755,000.00","6,755,000.00","102.38","France","-","1.89","25-Feb-2026","0.00","EUR","20-Apr-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,916,011.46","0.24","6,916,011.46","7,858,000.00","7,858,000.00","87.69","United States","-","4.51","31-Dec-2028","1.38","USD","31-Dec-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,884,261.43","0.24","6,884,261.43","7,264,000.00","7,264,000.00","94.59","United States","-","1.83","15-Feb-2026","1.63","USD","16-Feb-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,857,785.97","0.24","6,857,785.97","7,362,000.00","7,362,000.00","93.03","United States","-","1.64","30-Nov-2025","0.38","USD","30-Nov-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,854,263.75","0.24","6,854,263.75","7,736,000.00","7,736,000.00","88.05","United States","-","4.34","31-Oct-2028","1.38","USD","01-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,843,171.98","0.24","6,843,171.98","7,229,000.00","7,229,000.00","93.94","United States","-","2.51","15-Nov-2026","2.00","USD","15-Nov-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,769,228.20","0.24","6,769,228.20","11,308,000.00","11,308,000.00","59.66","United States","-","18.63","15-Feb-2051","1.88","USD","16-Feb-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,731,238.43","0.24","6,731,238.43","7,525,000.00","7,525,000.00","88.84","United States","-","3.81","31-Mar-2028","1.25","USD","31-Mar-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,715,658.05","0.24","6,715,658.05","7,276,000.00","7,276,000.00","91.44","United States","-","4.71","15-May-2029","2.38","USD","15-May-2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,662,743.91","0.23","6,662,743.91","7,535,000.00","7,535,000.00","87.11","United States","-","16.73","15-May-2053","3.63","USD","15-May-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,657,086.50","0.23","6,657,086.50","6,667,000.00","6,667,000.00","98.91","United States","-","3.84","30-Jun-2028","4.00","USD","30-Jun-2023" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","6,656,378.94","0.23","6,656,378.94","5,096,000.00","5,096,000.00","128.91","United Kingdom","-","3.76","07-Jun-2028","4.50","GBP","21-Jun-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,652,917.46","0.23","6,652,917.46","6,113,000.00","6,113,000.00","108.59","France","-","4.61","25-Feb-2029","2.75","EUR","24-Apr-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,650,174.82","0.23","6,650,174.82","6,612,000.00","6,612,000.00","99.22","United States","-","1.13","31-May-2025","4.25","USD","31-May-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,601,612.48","0.23","6,601,612.48","7,453,000.00","7,453,000.00","88.28","United States","-","4.06","30-Jun-2028","1.25","USD","30-Jun-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,585,816.07","0.23","6,585,816.07","7,530,000.00","7,530,000.00","87.06","United States","-","16.82","15-Feb-2053","3.63","USD","15-Feb-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,536,943.83","0.23","6,536,943.83","6,833,000.00","6,833,000.00","94.83","United States","-","2.98","31-May-2027","2.63","USD","31-May-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,499,534.50","0.23","6,499,534.50","7,031,000.00","7,031,000.00","92.23","United States","-","2.19","30-Jun-2026","0.88","USD","30-Jun-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,499,668.38","0.23","6,499,668.38","6,774,000.00","6,774,000.00","94.73","United States","-","2.82","31-Mar-2027","2.50","USD","31-Mar-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,497,077.50","0.23","6,497,077.50","6,671,000.00","6,671,000.00","96.63","United States","-","3.03","30-Jun-2027","3.25","USD","30-Jun-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,495,968.37","0.23","6,495,968.37","7,430,000.00","7,430,000.00","87.28","United States","-","3.64","31-Dec-2027","0.63","USD","31-Dec-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,432,338.08","0.23","6,432,338.08","7,476,000.00","7,476,000.00","85.88","United States","-","5.51","15-Feb-2030","1.50","USD","18-Feb-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,368,185.42","0.22","6,368,185.42","6,062,000.00","6,062,000.00","104.69","France","-","1.63","25-Nov-2025","1.00","EUR","07-Sept-2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,366,824.32","0.22","6,366,824.32","6,790,000.00","6,790,000.00","93.75","United States","-","1.40","31-Aug-2025","0.25","USD","31-Aug-2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,337,018.43","0.22","6,337,018.43","9,132,000.00","9,132,000.00","69.19","United States","-","13.59","15-Feb-2041","1.88","USD","01-Mar-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,331,410.60","0.22","6,331,410.60","6,303,000.00","6,303,000.00","100.31","United States","-","2.31","15-Sept-2026","4.63","USD","15-Sept-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,323,085.73","0.22","6,323,085.73","7,052,000.00","7,052,000.00","89.53","United States","-","4.61","28-Feb-2029","1.88","USD","28-Feb-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,313,664.66","0.22","6,313,664.66","6,550,000.00","6,550,000.00","95.28","United States","-","2.89","30-Apr-2027","2.75","USD","02-May-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,293,006.40","0.22","6,293,006.40","6,785,000.00","6,785,000.00","91.59","United States","-","4.59","31-Mar-2029","2.38","USD","31-Mar-2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,287,262.78","0.22","6,287,262.78","4,659,000.00","4,659,000.00","132.35","France","-","6.98","25-Oct-2032","5.75","EUR","12-Jun-2001" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,283,004.86","0.22","6,283,004.86","8,935,000.00","8,935,000.00","69.59","United States","-","13.78","15-Nov-2041","2.00","USD","30-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,236,897.63","0.22","6,236,897.63","6,976,000.00","6,976,000.00","89.14","United States","-","4.55","31-Jan-2029","1.75","USD","31-Jan-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,219,103.56","0.22","6,219,103.56","6,366,000.00","6,366,000.00","96.92","United States","-","1.09","15-May-2025","2.13","USD","15-May-2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,163,779.62","0.22","6,163,779.62","6,120,000.00","6,120,000.00","100.41","United States","-","3.98","31-Aug-2028","4.38","USD","31-Aug-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,149,581.03","0.22","6,149,581.03","9,989,000.00","9,989,000.00","61.34","United States","-","18.58","15-Aug-2051","2.00","USD","16-Aug-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,144,759.62","0.22","6,144,759.62","6,440,000.00","6,440,000.00","95.00","United States","-","3.14","31-Jul-2027","2.75","USD","01-Aug-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,122,451.28","0.21","6,122,451.28","8,053,000.00","8,053,000.00","74.98","United States","-","17.27","15-May-2052","2.88","USD","16-May-2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,048,076.32","0.21","6,048,076.32","6,478,000.00","6,478,000.00","93.36","France","-","5.60","25-Nov-2029","0.00","EUR","07-Oct-2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,032,368.72","0.21","6,032,368.72","7,804,000.00","7,804,000.00","76.97","United States","-","17.36","15-Aug-2052","3.00","USD","15-Aug-2022" "TBOND","TREASURY BOND (OLD)","Treasury","Fixed Income","6,028,732.83","0.21","6,028,732.83","5,750,000.00","5,750,000.00","103.13","United States","-","12.52","15-Nov-2043","4.75","USD","30-Nov-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,026,868.00","0.21","6,026,868.00","6,113,000.00","6,113,000.00","97.59","United States","-","1.09","15-May-2025","2.75","USD","16-May-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,024,340.43","0.21","6,024,340.43","5,978,000.00","5,978,000.00","98.89","United States","-","0.96","31-Mar-2025","3.88","USD","31-Mar-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,982,904.73","0.21","5,982,904.73","5,947,000.00","5,947,000.00","100.25","United States","-","1.37","31-Aug-2025","5.00","USD","31-Aug-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,981,789.72","0.21","5,981,789.72","6,347,000.00","6,347,000.00","93.11","France","-","9.33","25-May-2034","1.25","EUR","05-Feb-2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,966,146.75","0.21","5,966,146.75","5,893,000.00","5,893,000.00","99.61","United States","-","1.54","15-Nov-2025","4.50","USD","15-Nov-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,931,548.94","0.21","5,931,548.94","6,076,000.00","6,076,000.00","97.09","United States","-","3.54","31-Jan-2028","3.50","USD","31-Jan-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,877,900.51","0.21","5,877,900.51","7,931,000.00","7,931,000.00","73.30","United States","-","13.25","15-May-2041","2.25","USD","01-Jun-2021" "UKT","UK CONV GILT","Treasury","Fixed Income","5,876,238.53","0.21","5,876,238.53","4,654,000.00","4,654,000.00","124.38","United Kingdom","-","1.50","22-Oct-2025","3.50","GBP","18-Jan-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,849,169.34","0.20","5,849,169.34","5,851,000.00","5,851,000.00","99.97","France","-","2.88","25-Feb-2027","0.00","EUR","26-Apr-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,836,434.73","0.20","5,836,434.73","8,928,000.00","8,928,000.00","65.13","United States","-","18.32","15-Feb-2052","2.25","USD","15-Feb-2022" "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","5,822,931.15","0.20","5,822,931.15","5,870,000.00","5,870,000.00","98.59","United States","-","5.90","31-Jan-2031","4.00","USD","31-Jan-2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,811,158.26","0.20","5,811,158.26","5,849,000.00","5,849,000.00","98.44","United States","-","3.43","31-Dec-2027","3.88","USD","03-Jan-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,808,832.25","0.20","5,808,832.25","5,735,000.00","5,735,000.00","99.28","United States","-","3.17","30-Sept-2027","4.13","USD","30-Sept-2022" "TBOND","TREASURY BOND (2OLD)","Treasury","Fixed Income","5,804,450.77","0.20","5,804,450.77","5,880,000.00","5,880,000.00","98.23","United States","-","12.78","15-Aug-2043","4.38","USD","31-Aug-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,743,798.45","0.20","5,743,798.45","5,743,000.00","5,743,000.00","99.39","United States","-","3.92","31-Jul-2028","4.13","USD","31-Jul-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,735,176.95","0.20","5,735,176.95","6,102,000.00","6,102,000.00","93.11","United States","-","4.71","31-May-2029","2.75","USD","31-May-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,721,900.33","0.20","5,721,900.33","5,659,000.00","5,659,000.00","99.22","United States","-","1.46","15-Oct-2025","4.25","USD","17-Oct-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,711,417.43","0.20","5,711,417.43","6,048,000.00","6,048,000.00","94.19","United States","-","2.75","15-Feb-2027","2.25","USD","15-Feb-2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,708,231.97","0.20","5,708,231.97","5,685,000.00","5,685,000.00","98.84","United States","-","1.04","30-Apr-2025","3.88","USD","01-May-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,708,254.47","0.20","5,708,254.47","5,063,000.00","5,063,000.00","110.03","France","-","7.88","25-May-2033","3.00","EUR","12-Apr-2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","5,698,447.18","0.20","5,698,447.18","4,720,000.00","4,720,000.00","120.11","United Kingdom","-","7.54","31-Jan-2033","3.25","GBP","11-Jan-2023" "TNOTE","TREASURY NOTE (OTR)","Treasury","Fixed Income","5,697,031.59","0.20","5,697,031.59","5,780,000.00","5,780,000.00","98.13","United States","-","8.05","15-Feb-2034","4.00","USD","15-Feb-2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,696,569.47","0.20","5,696,569.47","5,687,000.00","5,687,000.00","99.69","United States","-","2.24","15-Aug-2026","4.38","USD","15-Aug-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,652,709.49","0.20","5,652,709.49","7,628,000.00","7,628,000.00","73.84","United States","-","13.64","15-Feb-2042","2.38","USD","28-Feb-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,641,142.49","0.20","5,641,142.49","5,857,000.00","5,857,000.00","96.09","United States","-","3.20","31-Aug-2027","3.13","USD","31-Aug-2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,636,963.83","0.20","5,636,963.83","5,199,000.00","5,199,000.00","108.15","Germany","-","8.04","15-Feb-2033","2.30","EUR","13-Jan-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,632,957.84","0.20","5,632,957.84","6,423,000.00","6,423,000.00","87.50","United States","-","3.56","30-Nov-2027","0.63","USD","30-Nov-2020" "TNOTE","UNITED STATES TREASURY","Treasury","Fixed Income","5,631,589.27","0.20","5,631,589.27","5,666,000.00","5,666,000.00","98.08","United States","-","2.00","15-May-2026","3.63","USD","15-May-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,628,385.96","0.20","5,628,385.96","5,510,000.00","5,510,000.00","100.75","United States","-","5.68","30-Nov-2030","4.38","USD","30-Nov-2023" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","5,566,070.19","0.19","5,566,070.19","4,381,000.00","4,381,000.00","126.23","United Kingdom","-","2.64","29-Jan-2027","4.13","GBP","13-Oct-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,550,462.99","0.19","5,550,462.99","5,641,000.00","5,641,000.00","97.59","United States","-","1.17","15-Jun-2025","2.88","USD","15-Jun-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,543,717.98","0.19","5,543,717.98","5,840,000.00","5,840,000.00","93.77","United States","-","4.61","30-Apr-2029","2.88","USD","02-May-2022" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","5,525,006.65","0.19","5,525,006.65","6,089,000.00","6,089,000.00","89.61","France","-","10.99","25-May-2036","1.25","EUR","19-Apr-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,499,406.11","0.19","5,499,406.11","5,547,000.00","5,547,000.00","98.86","United States","-","3.59","29-Feb-2028","4.00","USD","28-Feb-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,495,878.03","0.19","5,495,878.03","5,446,000.00","5,446,000.00","99.25","United States","-","3.26","31-Oct-2027","4.13","USD","31-Oct-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,492,176.56","0.19","5,492,176.56","5,262,000.00","5,262,000.00","102.13","United States","-","5.47","30-Sept-2030","4.63","USD","02-Oct-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,465,939.46","0.19","5,465,939.46","5,542,000.00","5,542,000.00","97.47","United States","-","3.79","31-May-2028","3.63","USD","31-May-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,465,527.13","0.19","5,465,527.13","5,485,000.00","5,485,000.00","98.41","United States","-","3.35","30-Nov-2027","3.88","USD","30-Nov-2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,453,234.40","0.19","5,453,234.40","5,268,000.00","5,268,000.00","102.61","France","-","3.06","25-May-2027","1.00","EUR","10-Apr-2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,450,395.04","0.19","5,450,395.04","5,490,000.00","5,490,000.00","97.52","United States","-","3.62","31-Mar-2028","3.63","USD","31-Mar-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,442,054.38","0.19","5,442,054.38","5,895,000.00","5,895,000.00","91.89","United States","-","12.89","15-Feb-2043","3.88","USD","28-Feb-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,431,927.47","0.19","5,431,927.47","5,472,000.00","5,472,000.00","98.83","United States","-","1.80","15-Feb-2026","4.00","USD","15-Feb-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,409,625.55","0.19","5,409,625.55","5,403,000.00","5,403,000.00","99.98","United States","-","1.86","15-Mar-2026","4.63","USD","15-Mar-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,401,766.33","0.19","5,401,766.33","5,401,000.00","5,401,000.00","98.34","United States","-","1.92","15-Apr-2026","3.75","USD","17-Apr-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,393,355.87","0.19","5,393,355.87","6,258,000.00","6,258,000.00","85.81","United States","-","13.02","15-Aug-2042","3.38","USD","31-Aug-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,386,588.46","0.19","5,386,588.46","5,421,000.00","5,421,000.00","98.61","United States","-","1.71","15-Jan-2026","3.88","USD","17-Jan-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,374,598.33","0.19","5,374,598.33","5,726,000.00","5,726,000.00","93.05","United States","-","3.41","15-Nov-2027","2.25","USD","15-Nov-2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,365,597.66","0.19","5,365,597.66","5,702,000.00","5,702,000.00","94.06","United States","-","1.31","31-Jul-2025","0.25","USD","31-Jul-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,357,821.56","0.19","5,357,821.56","5,077,000.00","5,077,000.00","103.56","United States","-","5.52","31-Oct-2030","4.88","USD","31-Oct-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,350,351.51","0.19","5,350,351.51","5,318,000.00","5,318,000.00","99.89","United States","-","1.28","31-Jul-2025","4.75","USD","31-Jul-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,318,123.28","0.19","5,318,123.28","5,403,000.00","5,403,000.00","97.02","United States","-","3.72","30-Apr-2028","3.50","USD","01-May-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,314,730.71","0.19","5,314,730.71","8,859,000.00","8,859,000.00","59.31","United States","-","18.81","15-Nov-2051","1.88","USD","15-Nov-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,306,921.24","0.19","5,306,921.24","6,073,000.00","6,073,000.00","87.20","United States","-","3.41","30-Sept-2027","0.38","USD","30-Sept-2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,302,867.12","0.19","5,302,867.12","6,302,000.00","6,302,000.00","82.92","United States","-","15.39","15-Nov-2048","3.38","USD","15-Nov-2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,300,827.54","0.19","5,300,827.54","5,394,000.00","5,394,000.00","97.69","United States","-","1.25","15-Jul-2025","3.00","USD","15-Jul-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,297,615.12","0.19","5,297,615.12","5,301,000.00","5,301,000.00","99.61","United States","-","0.89","28-Feb-2025","4.63","USD","28-Feb-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,296,540.59","0.19","5,296,540.59","5,225,000.00","5,225,000.00","101.28","France","-","2.62","25-Nov-2026","0.25","EUR","05-Sept-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,295,627.23","0.19","5,295,627.23","5,569,000.00","5,569,000.00","93.64","United States","-","12.57","15-Nov-2042","4.00","USD","30-Nov-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,290,961.54","0.19","5,290,961.54","5,250,000.00","5,250,000.00","99.69","United States","-","1.20","30-Jun-2025","4.63","USD","30-Jun-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,280,687.50","0.18","5,280,687.50","6,033,000.00","6,033,000.00","87.33","United States","-","3.49","31-Oct-2027","0.50","USD","02-Nov-2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,274,169.74","0.18","5,274,169.74","8,209,000.00","8,209,000.00","63.75","United States","-","13.93","15-Nov-2040","1.38","USD","30-Nov-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,259,777.09","0.18","5,259,777.09","5,352,000.00","5,352,000.00","98.17","United States","-","1.41","15-Sept-2025","3.50","USD","15-Sept-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,248,349.06","0.18","5,248,349.06","5,971,000.00","5,971,000.00","87.72","United States","-","5.05","15-Aug-2029","1.63","USD","15-Aug-2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,228,278.72","0.18","5,228,278.72","5,186,000.00","5,186,000.00","99.94","United States","-","2.15","15-Jul-2026","4.50","USD","17-Jul-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,221,015.74","0.18","5,221,015.74","5,224,000.00","5,224,000.00","98.83","United States","-","1.62","15-Dec-2025","4.00","USD","15-Dec-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,208,759.89","0.18","5,208,759.89","5,310,000.00","5,310,000.00","97.75","United States","-","1.33","15-Aug-2025","3.13","USD","15-Aug-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,187,482.84","0.18","5,187,482.84","5,911,000.00","5,911,000.00","87.70","United States","-","3.26","31-Jul-2027","0.38","USD","31-Jul-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,167,342.32","0.18","5,167,342.32","5,471,000.00","5,471,000.00","94.39","United States","-","1.23","30-Jun-2025","0.25","USD","30-Jun-2020" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","5,153,100.08","0.18","5,153,100.08","5,256,000.00","5,256,000.00","97.16","United States","-","5.85","31-Dec-2030","3.75","USD","02-Jan-2024" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,151,519.02","0.18","5,151,519.02","6,017,000.00","6,017,000.00","84.44","United States","-","12.87","15-May-2042","3.25","USD","31-May-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","5,129,366.58","0.18","5,129,366.58","5,020,000.00","5,020,000.00","101.99","United Kingdom","-","7.38","31-Jan-2032","1.00","GBP","02-Dec-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,129,229.69","0.18","5,129,229.69","9,079,000.00","9,079,000.00","55.91","United States","-","18.93","15-Nov-2050","1.63","USD","16-Nov-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,127,702.04","0.18","5,127,702.04","4,010,000.00","4,010,000.00","122.41","France","-","4.36","25-Apr-2029","5.50","EUR","12-Mar-1998" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,118,246.12","0.18","5,118,246.12","5,466,000.00","5,466,000.00","93.39","United States","-","3.20","15-Aug-2027","2.25","USD","15-Aug-2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,109,682.13","0.18","5,109,682.13","5,130,000.00","5,130,000.00","99.31","United States","-","5.59","31-Aug-2030","4.13","USD","31-Aug-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,087,506.08","0.18","5,087,506.08","5,004,000.00","5,004,000.00","101.67","Germany","-","2.36","15-Aug-2026","0.00","EUR","15-Jul-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,083,339.78","0.18","5,083,339.78","5,071,000.00","5,071,000.00","99.09","United States","-","2.07","15-Jun-2026","4.13","USD","15-Jun-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,083,494.33","0.18","5,083,494.33","5,290,000.00","5,290,000.00","95.33","United States","-","4.74","30-Jun-2029","3.25","USD","30-Jun-2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,078,440.93","0.18","5,078,440.93","4,797,000.00","4,797,000.00","105.20","Germany","-","1.36","15-Aug-2025","1.00","EUR","17-Jul-2015" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,068,326.76","0.18","5,068,326.76","3,845,000.00","3,845,000.00","127.09","France","-","8.64","25-Apr-2035","4.75","EUR","06-Apr-2004" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,050,270.84","0.18","5,050,270.84","5,330,000.00","5,330,000.00","94.67","United States","-","1.15","31-May-2025","0.25","USD","01-Jun-2020" "DBR","BUNDESREPUBLIK DEUTSCHLAND RegS","Treasury","Fixed Income","4,991,646.68","0.17","4,991,646.68","3,921,000.00","3,921,000.00","126.33","Germany","-","10.26","04-Jan-2037","4.00","EUR","28-Jan-2005" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,991,097.01","0.17","4,991,097.01","4,479,000.00","4,479,000.00","110.79","Italy","-","10.03","01-Feb-2037","4.00","EUR","19-Oct-2005" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,988,820.01","0.17","4,988,820.01","6,425,400.00","6,425,400.00","77.31","United States","-","16.04","15-Feb-2049","3.00","USD","15-Feb-2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,988,377.80","0.17","4,988,377.80","4,562,000.00","4,562,000.00","107.69","Germany","-","16.91","15-Aug-2046","2.50","EUR","28-Feb-2014" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,962,671.54","0.17","4,962,671.54","5,207,000.00","5,207,000.00","95.16","United States","-","1.06","30-Apr-2025","0.38","USD","30-Apr-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,945,379.13","0.17","4,945,379.13","4,983,000.00","4,983,000.00","98.64","United States","-","5.52","31-Jul-2030","4.00","USD","31-Jul-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,907,533.96","0.17","4,907,533.96","4,904,000.00","4,904,000.00","98.19","United States","-","4.82","30-Sept-2029","3.88","USD","30-Sept-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,874,226.46","0.17","4,874,226.46","4,923,000.00","4,923,000.00","98.09","United States","-","5.06","31-Dec-2029","3.88","USD","03-Jan-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,869,093.78","0.17","4,869,093.78","4,001,000.00","4,001,000.00","120.89","Italy","-","8.20","01-Aug-2034","5.00","EUR","24-Sept-2003" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,864,796.18","0.17","4,864,796.18","5,224,000.00","5,224,000.00","91.72","United States","-","12.85","15-May-2043","3.88","USD","31-May-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,837,674.42","0.17","4,837,674.42","4,295,000.00","4,295,000.00","110.66","Germany","-","8.23","15-Aug-2033","2.60","EUR","14-Jul-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,800,242.31","0.17","4,800,242.31","5,176,000.00","5,176,000.00","92.34","United States","-","4.88","31-Jul-2029","2.63","USD","01-Aug-2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,788,280.69","0.17","4,788,280.69","4,144,000.00","4,144,000.00","114.28","France","-","8.23","25-Nov-2033","3.50","EUR","09-Oct-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,778,476.34","0.17","4,778,476.34","6,248,000.00","6,248,000.00","75.44","United States","-","16.14","15-May-2049","2.88","USD","15-May-2019" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,770,838.73","0.17","4,770,838.73","4,259,000.00","4,259,000.00","109.08","France","-","15.03","25-May-2045","3.25","EUR","04-Apr-2013" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,730,576.97","0.17","4,730,576.97","6,083,000.00","6,083,000.00","77.44","United States","-","15.85","15-Aug-2048","3.00","USD","15-Aug-2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,723,643.35","0.17","4,723,643.35","4,658,000.00","4,658,000.00","101.38","Germany","-","2.85","15-Feb-2027","0.25","EUR","13-Jan-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","4,712,200.14","0.17","4,712,200.14","3,702,000.00","3,702,000.00","126.36","Italy","-","7.09","01-Feb-2033","5.75","EUR","18-Mar-2002" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,687,425.30","0.16","4,687,425.30","7,622,000.00","7,622,000.00","61.38","United States","-","14.15","15-Aug-2040","1.13","USD","31-Aug-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,675,666.94","0.16","4,675,666.94","4,508,000.00","4,508,000.00","103.66","Germany","-","1.86","15-Feb-2026","0.50","EUR","15-Jan-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,673,742.25","0.16","4,673,742.25","4,761,000.00","4,761,000.00","97.28","United States","-","5.47","30-Jun-2030","3.75","USD","30-Jun-2023" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,631,705.67","0.16","4,631,705.67","4,426,000.00","4,426,000.00","104.02","Germany","-","3.43","15-Oct-2027","1.30","EUR","30-Jun-2022" "BTPS","ITALY (REPUBLIC OF) MTN","Treasury","Fixed Income","4,629,497.96","0.16","4,629,497.96","4,204,000.00","4,204,000.00","109.86","Italy","-","5.34","01-Mar-2030","3.50","EUR","21-May-2014" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,628,861.42","0.16","4,628,861.42","4,198,000.00","4,198,000.00","108.24","Germany","-","4.26","19-Oct-2028","2.40","EUR","15-Jun-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,606,673.52","0.16","4,606,673.52","4,806,000.00","4,806,000.00","95.61","United States","-","0.98","31-Mar-2025","0.50","USD","31-Mar-2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,558,992.74","0.16","4,558,992.74","8,695,000.00","8,695,000.00","52.28","United States","-","19.58","15-Aug-2050","1.38","USD","17-Aug-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,545,890.62","0.16","4,545,890.62","4,575,000.00","4,575,000.00","98.13","United States","-","4.98","30-Nov-2029","3.88","USD","30-Nov-2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,541,156.50","0.16","4,541,156.50","3,725,000.00","3,725,000.00","121.11","Italy","-","10.95","01-Aug-2039","5.00","EUR","23-Oct-2007" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,512,558.97","0.16","4,512,558.97","4,122,000.00","4,122,000.00","107.51","Germany","-","15.63","04-Jul-2044","2.50","EUR","27-Apr-2012" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,497,370.81","0.16","4,497,370.81","5,323,000.00","5,323,000.00","83.66","Germany","-","20.16","15-Aug-2048","1.25","EUR","22-Sept-2017" "UKT","UK CONV GILT 0.5 1/31/29 RegS","Treasury","Fixed Income","4,493,817.76","0.16","4,493,817.76","4,169,000.00","4,169,000.00","107.70","United Kingdom","-","4.70","31-Jan-2029","0.50","GBP","02-Sept-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,482,262.81","0.16","4,482,262.81","4,550,000.00","4,550,000.00","97.31","United States","-","5.39","31-May-2030","3.75","USD","31-May-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,476,509.85","0.16","4,476,509.85","4,719,000.00","4,719,000.00","94.64","United States","-","4.91","31-Aug-2029","3.13","USD","31-Aug-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,466,347.58","0.16","4,466,347.58","5,552,000.00","5,552,000.00","79.31","United States","-","15.46","15-May-2048","3.13","USD","15-May-2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,446,357.08","0.16","4,446,357.08","4,371,000.00","4,371,000.00","101.39","Germany","-","3.32","15-Aug-2027","0.50","EUR","14-Jul-2017" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,438,387.90","0.16","4,438,387.90","3,283,000.00","3,283,000.00","131.45","Germany","-","8.24","04-Jul-2034","4.75","EUR","31-Jan-2003" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,400,153.35","0.15","4,400,153.35","3,602,000.00","3,602,000.00","120.35","France","-","11.20","25-Oct-2038","4.00","EUR","12-Sept-2006" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,386,063.55","0.15","4,386,063.55","7,044,000.00","7,044,000.00","62.05","United States","-","17.94","15-Feb-2050","2.00","USD","18-Feb-2020" "JGB","JAPAN (GOVERNMENT OF) 10YR #373","Treasury","Fixed Income","4,378,224.92","0.15","4,378,224.92","670,950,000.00","670,950,000.00","0.65","Japan","-","9.42","20-Dec-2033","0.60","JPY","11-Jan-2024" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,361,961.45","0.15","4,361,961.45","4,654,000.00","4,654,000.00","93.72","Germany","-","6.31","15-Aug-2030","0.00","EUR","19-Jun-2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","4,356,246.74","0.15","4,356,246.74","3,821,000.00","3,821,000.00","111.99","United Kingdom","-","16.50","22-Oct-2053","3.75","GBP","25-Jan-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,335,574.92","0.15","4,335,574.92","4,380,000.00","4,380,000.00","98.70","United States","-","5.21","28-Feb-2030","4.00","USD","28-Feb-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,313,698.06","0.15","4,313,698.06","3,725,000.00","3,725,000.00","115.45","Italy","-","4.01","01-Sept-2028","4.75","EUR","22-Jan-2013" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,306,011.66","0.15","4,306,011.66","4,289,000.00","4,289,000.00","98.78","United States","-","4.89","31-Oct-2029","4.00","USD","31-Oct-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,283,955.17","0.15","4,283,955.17","4,350,000.00","4,350,000.00","96.72","United States","-","5.24","31-Mar-2030","3.63","USD","31-Mar-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,266,384.88","0.15","4,266,384.88","4,807,000.00","4,807,000.00","88.59","United States","-","3.09","31-May-2027","0.50","USD","01-Jun-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,263,664.83","0.15","4,263,664.83","2,963,000.00","2,963,000.00","140.16","Germany","-","11.83","04-Jul-2040","4.75","EUR","25-Jul-2008" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,249,946.58","0.15","4,249,946.58","8,323,000.00","8,323,000.00","50.61","United States","-","19.68","15-May-2050","1.25","USD","15-May-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,219,631.77","0.15","4,219,631.77","4,770,000.00","4,770,000.00","88.34","United States","-","3.16","30-Jun-2027","0.50","USD","30-Jun-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,208,702.24","0.15","4,208,702.24","4,353,000.00","4,353,000.00","96.16","United States","-","5.19","31-Jan-2030","3.50","USD","31-Jan-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,199,123.05","0.15","4,199,123.05","4,831,000.00","4,831,000.00","86.92","France","-","8.07","25-May-2032","0.00","EUR","10-Jan-2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,193,021.80","0.15","4,193,021.80","4,279,000.00","4,279,000.00","97.96","Germany","-","4.81","15-Feb-2029","0.25","EUR","11-Jan-2019" "UKT","UK CONV GILT 0.375 10/22/26 RegS","Treasury","Fixed Income","4,178,664.89","0.15","4,178,664.89","3,629,000.00","3,629,000.00","114.94","United Kingdom","-","2.51","22-Oct-2026","0.38","GBP","03-Mar-2021" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","4,142,237.55","0.15","4,142,237.55","4,467,000.00","4,467,000.00","91.31","France","-","12.95","25-Jun-2039","1.75","EUR","31-Jan-2017" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,112,220.76","0.14","4,112,220.76","3,928,000.00","3,928,000.00","104.69","France","-","0.98","25-Mar-2025","0.00","EUR","24-Apr-2019" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,109,851.47","0.14","4,109,851.47","3,971,000.00","3,971,000.00","103.50","Germany","-","1.52","10-Oct-2025","0.00","EUR","10-Jul-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,081,037.82","0.14","4,081,037.82","4,123,000.00","4,123,000.00","98.82","Germany","-","4.31","15-Aug-2028","0.25","EUR","13-Jul-2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,055,079.86","0.14","4,055,079.86","4,423,000.00","4,423,000.00","91.68","Germany","-","7.30","15-Aug-2031","0.00","EUR","18-Jun-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,037,793.66","0.14","4,037,793.66","5,877,000.00","5,877,000.00","67.84","United States","-","17.04","15-Nov-2049","2.38","USD","15-Nov-2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,015,696.56","0.14","4,015,696.56","4,121,000.00","4,121,000.00","96.03","United States","-","5.34","30-Apr-2030","3.50","USD","01-May-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,006,082.50","0.14","4,006,082.50","3,064,000.00","3,064,000.00","129.41","Germany","-","5.82","04-Jan-2031","5.50","EUR","27-Oct-2000" "GBP","GBP CASH","Cash and/or Derivatives","Cash","3,992,233.22","0.14","3,992,233.22","3,161,289.00","3,161,289.00","126.28","United Kingdom","-","0.00","-","0.00","GBP","01-Jan-1989" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,990,588.85","0.14","3,990,588.85","4,541,000.00","4,541,000.00","87.84","United States","-","3.33","31-Aug-2027","0.50","USD","31-Aug-2020" "JGB","JAPAN (GOVERNMENT OF) 10YR #372","Treasury","Fixed Income","3,985,861.01","0.14","3,985,861.01","599,050,000.00","599,050,000.00","0.67","Japan","-","9.12","20-Sept-2033","0.80","JPY","04-Oct-2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,966,716.97","0.14","3,966,716.97","3,016,000.00","3,016,000.00","129.91","United Kingdom","-","6.82","07-Jun-2032","4.25","GBP","25-May-2000" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,962,389.21","0.14","3,962,389.21","5,087,000.00","5,087,000.00","77.56","United States","-","15.65","15-Feb-2048","3.00","USD","15-Feb-2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,961,395.91","0.14","3,961,395.91","3,933,000.00","3,933,000.00","100.66","Germany","-","3.81","15-Feb-2028","0.50","EUR","12-Jan-2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,931,826.94","0.14","3,931,826.94","4,107,000.00","4,107,000.00","95.73","Germany","-","5.33","15-Aug-2029","0.00","EUR","12-Jul-2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,927,953.50","0.14","3,927,953.50","3,644,000.00","3,644,000.00","107.31","Italy","-","4.90","01-Aug-2029","3.00","EUR","01-Mar-2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,907,248.64","0.14","3,907,248.64","3,739,000.00","3,739,000.00","103.37","Germany","-","7.71","15-Aug-2032","1.70","EUR","08-Jul-2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,892,607.01","0.14","3,892,607.01","3,012,000.00","3,012,000.00","126.63","Italy","-","5.81","01-May-2031","6.00","EUR","17-Mar-2000" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","3,884,268.87","0.14","3,884,268.87","2,902,000.00","2,902,000.00","132.97","United Kingdom","-","7.87","31-Jan-2034","4.63","GBP","12-Oct-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,877,381.29","0.14","3,877,381.29","5,846,000.00","5,846,000.00","66.08","United States","-","17.29","15-Aug-2049","2.25","USD","15-Aug-2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,876,187.26","0.14","3,876,187.26","3,189,000.00","3,189,000.00","121.18","Italy","-","11.51","01-Sept-2040","5.00","EUR","16-Sept-2009" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,866,737.27","0.14","3,866,737.27","3,777,000.00","3,777,000.00","102.38","Germany","-","2.01","10-Apr-2026","0.00","EUR","15-Jan-2021" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,856,534.27","0.14","3,856,534.27","3,581,000.00","3,581,000.00","106.87","Germany","-","5.28","15-Nov-2029","2.10","EUR","20-Oct-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #37","Treasury","Fixed Income","3,778,603.33","0.13","3,778,603.33","530,100,000.00","530,100,000.00","0.71","Japan","-","15.59","20-Sept-2042","1.90","JPY","20-Sept-2012" "JGB","JAPAN (GOVERNMENT OF) 10YR #371","Treasury","Fixed Income","3,778,249.36","0.13","3,778,249.36","587,000,000.00","587,000,000.00","0.64","Japan","-","9.03","20-Jun-2033","0.40","JPY","05-Jul-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,751,307.08","0.13","3,751,307.08","3,961,000.00","3,961,000.00","94.71","Germany","-","5.82","15-Feb-2030","0.00","EUR","10-Jan-2020" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,748,155.40","0.13","3,748,155.40","4,259,000.00","4,259,000.00","86.19","France","-","18.07","25-May-2048","2.00","EUR","25-May-2017" "OBL","GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","3,740,061.41","0.13","3,740,061.41","3,396,000.00","3,396,000.00","107.32","Germany","-","3.77","13-Apr-2028","2.20","EUR","19-Jan-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #36","Treasury","Fixed Income","3,737,331.49","0.13","3,737,331.49","515,650,000.00","515,650,000.00","0.72","Japan","-","15.14","20-Mar-2042","2.00","JPY","21-Mar-2012" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,734,324.36","0.13","3,734,324.36","3,685,000.00","3,685,000.00","101.34","Germany","-","2.50","09-Oct-2026","0.00","EUR","09-Jul-2021" "TBOND","TREASURY BOND (OTR)","Treasury","Fixed Income","3,734,330.08","0.13","3,734,330.08","3,810,000.00","3,810,000.00","97.55","United States","-","16.57","15-Feb-2054","4.25","USD","15-Feb-2024" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,727,116.21","0.13","3,727,116.21","4,115,000.00","4,115,000.00","90.57","Germany","-","7.80","15-Feb-2032","0.00","EUR","07-Jan-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,726,314.08","0.13","3,726,314.08","2,758,000.00","2,758,000.00","133.31","United Kingdom","-","5.67","07-Dec-2030","4.75","GBP","03-Oct-2007" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,698,429.38","0.13","3,698,429.38","3,512,000.00","3,512,000.00","104.76","Italy","-","2.11","01-Jun-2026","1.60","EUR","01-Mar-2016" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,696,017.13","0.13","3,696,017.13","3,058,000.00","3,058,000.00","120.12","United Kingdom","-","10.52","29-Jan-2038","3.75","GBP","09-Nov-2022" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,679,580.96","0.13","3,679,580.96","3,509,000.00","3,509,000.00","102.15","France","-","19.18","25-May-2054","3.00","EUR","14-Feb-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","3,676,570.56","0.13","3,676,570.56","2,862,500.00","2,862,500.00","124.46","France","-","19.94","25-Apr-2060","4.00","EUR","17-Mar-2010" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,669,572.19","0.13","3,669,572.19","4,121,000.00","4,121,000.00","88.84","United States","-","3.00","30-Apr-2027","0.50","USD","30-Apr-2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,667,939.84","0.13","3,667,939.84","3,008,000.00","3,008,000.00","119.66","Italy","-","4.82","01-Nov-2029","5.25","EUR","18-Nov-1998" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,660,143.54","0.13","3,660,143.54","3,791,000.00","3,791,000.00","96.47","United States","-","0.90","28-Feb-2025","1.13","USD","02-Mar-2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,655,798.95","0.13","3,655,798.95","3,789,000.00","3,789,000.00","96.32","United Kingdom","-","8.73","31-Jul-2033","0.88","GBP","22-Sept-2021" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,647,171.73","0.13","3,647,171.73","3,892,000.00","3,892,000.00","92.52","Germany","-","21.91","15-Aug-2053","1.80","EUR","18-Oct-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,641,598.32","0.13","3,641,598.32","4,110,000.00","4,110,000.00","87.97","United States","-","5.23","15-Nov-2029","1.75","USD","15-Nov-2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,639,844.53","0.13","3,639,844.53","3,307,000.00","3,307,000.00","109.70","Italy","-","0.91","01-Mar-2025","5.00","EUR","15-Jul-2009" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,634,626.84","0.13","3,634,626.84","3,739,000.00","3,739,000.00","97.21","Germany","-","4.59","15-Nov-2028","0.00","EUR","29-Apr-2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,630,283.15","0.13","3,630,283.15","3,718,000.00","3,718,000.00","97.59","United Kingdom","-","7.13","31-Jul-2031","0.25","GBP","13-Nov-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,627,248.25","0.13","3,627,248.25","3,913,000.00","3,913,000.00","92.70","Germany","-","6.82","15-Feb-2031","0.00","EUR","08-Jan-2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,611,670.11","0.13","3,611,670.11","3,788,000.00","3,788,000.00","95.22","Italy","-","7.34","01-Mar-2032","1.65","EUR","24-Mar-2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,610,139.27","0.13","3,610,139.27","3,750,000.00","3,750,000.00","96.09","United States","-","1.85","28-Feb-2026","2.50","USD","28-Feb-2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,596,645.31","0.13","3,596,645.31","3,235,000.00","3,235,000.00","110.85","Italy","-","1.84","01-Mar-2026","4.50","EUR","29-Sept-2010" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,571,087.78","0.13","3,571,087.78","2,954,000.00","2,954,000.00","120.65","United Kingdom","-","1.17","07-Jun-2025","0.63","GBP","03-Jul-2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,545,986.21","0.12","3,545,986.21","2,623,000.00","2,623,000.00","131.84","Germany","-","11.49","04-Jul-2039","4.25","EUR","26-Jan-2007" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,535,111.90","0.12","3,535,111.90","4,603,000.00","4,603,000.00","75.44","France","-","20.13","25-May-2050","1.50","EUR","26-Feb-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,523,092.38","0.12","3,523,092.38","2,709,000.00","2,709,000.00","128.34","United Kingdom","-","12.36","07-Dec-2042","4.50","GBP","06-Jun-2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #181","Treasury","Fixed Income","3,515,563.27","0.12","3,515,563.27","577,300,000.00","577,300,000.00","0.61","Japan","-","16.56","20-Jun-2042","0.90","JPY","15-Jul-2022" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,489,124.57","0.12","3,489,124.57","3,479,400.00","3,479,400.00","100.28","Germany","-","3.02","16-Apr-2027","0.00","EUR","20-Jan-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,485,315.25","0.12","3,485,315.25","4,675,000.00","4,675,000.00","74.25","United States","-","15.74","15-Aug-2047","2.75","USD","15-Aug-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,471,648.80","0.12","3,471,648.80","2,971,000.00","2,971,000.00","114.96","Italy","-","7.80","01-Nov-2033","4.35","EUR","02-May-2023" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,440,784.55","0.12","3,440,784.55","2,713,000.00","2,713,000.00","122.85","France","-","18.31","25-Apr-2055","4.00","EUR","28-Feb-2005" "JGB","JAPAN (GOVERNMENT OF) 30YR #33","Treasury","Fixed Income","3,436,173.62","0.12","3,436,173.62","471,050,000.00","471,050,000.00","0.73","Japan","-","14.10","20-Sept-2040","2.00","JPY","21-Sept-2010" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,425,109.21","0.12","3,425,109.21","3,282,000.00","3,282,000.00","104.04","Italy","-","3.67","01-Feb-2028","2.00","EUR","01-Feb-2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,404,733.85","0.12","3,404,733.85","5,253,000.00","5,253,000.00","64.46","Canada","-","6.66","01-Jun-2031","1.50","CAD","26-Apr-2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,381,307.14","0.12","3,381,307.14","3,659,000.00","3,659,000.00","91.94","Italy","-","6.68","01-Apr-2031","0.90","EUR","01-Oct-2020" "JGB","JAPAN (GOVERNMENT OF) 5YR #163","Treasury","Fixed Income","3,364,674.76","0.12","3,364,674.76","508,800,000.00","508,800,000.00","0.66","Japan","-","4.44","20-Sept-2028","0.40","JPY","15-Nov-2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","3,360,472.42","0.12","3,360,472.42","2,905,000.00","2,905,000.00","112.96","France","-","1.51","25-Oct-2025","6.00","EUR","25-Feb-1994" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,341,717.03","0.12","3,341,717.03","5,360,000.00","5,360,000.00","61.94","United States","-","13.91","15-May-2040","1.13","USD","01-Jun-2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,331,713.59","0.12","3,331,713.59","3,092,000.00","3,092,000.00","106.79","Italy","-","4.33","01-Dec-2028","2.80","EUR","01-Aug-2018" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,301,751.39","0.12","3,301,751.39","4,397,000.00","4,397,000.00","74.09","United States","-","15.70","15-Nov-2047","2.75","USD","15-Nov-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,278,462.80","0.11","3,278,462.80","3,351,000.00","3,351,000.00","97.13","Italy","-","5.68","01-Apr-2030","1.35","EUR","02-Sept-2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,273,999.19","0.11","3,273,999.19","2,786,000.00","2,786,000.00","115.60","Italy","-","7.45","01-May-2033","4.40","EUR","01-Nov-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #186","Treasury","Fixed Income","3,266,463.96","0.11","3,266,463.96","492,450,000.00","492,450,000.00","0.66","Japan","-","16.74","20-Sept-2043","1.50","JPY","18-Oct-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,264,371.04","0.11","3,264,371.04","3,329,000.00","3,329,000.00","97.49","Italy","-","6.23","01-Dec-2030","1.65","EUR","10-Jun-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #179","Treasury","Fixed Income","3,260,678.96","0.11","3,260,678.96","571,550,000.00","571,550,000.00","0.57","Japan","-","16.75","20-Dec-2041","0.50","JPY","17-Jan-2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,258,274.22","0.11","3,258,274.22","2,743,000.00","2,743,000.00","118.44","Italy","-","13.41","01-Sept-2044","4.75","EUR","22-May-2013" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,258,132.51","0.11","3,258,132.51","3,060,000.00","3,060,000.00","105.96","Italy","-","1.15","01-Jun-2025","1.50","EUR","02-Mar-2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,237,962.41","0.11","3,237,962.41","3,009,000.00","3,009,000.00","106.89","United Kingdom","-","13.75","22-Jan-2044","3.25","GBP","24-Oct-2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #35","Treasury","Fixed Income","3,225,194.42","0.11","3,225,194.42","444,350,000.00","444,350,000.00","0.73","Japan","-","14.80","20-Sept-2041","2.00","JPY","20-Sept-2011" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,218,963.46","0.11","3,218,963.46","3,076,000.00","3,076,000.00","104.65","Germany","-","1.02","11-Apr-2025","0.00","EUR","31-Jan-2020" "JGB","JAPAN (GOVERNMENT OF) 2YR #457","Treasury","Fixed Income","3,216,954.03","0.11","3,216,954.03","488,400,000.00","488,400,000.00","0.66","Japan","-","1.85","01-Feb-2026","0.10","JPY","01-Feb-2024" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,191,639.22","0.11","3,191,639.22","4,380,000.00","4,380,000.00","72.59","United States","-","14.96","15-Feb-2045","2.50","USD","17-Feb-2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,172,327.06","0.11","3,172,327.06","2,547,000.00","2,547,000.00","122.94","United Kingdom","-","14.02","07-Dec-2046","4.25","GBP","12-May-2006" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,163,263.87","0.11","3,163,263.87","3,113,000.00","3,113,000.00","101.61","Italy","-","1.99","01-Apr-2026","0.00","EUR","01-Mar-2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,149,184.43","0.11","3,149,184.43","3,039,000.00","3,039,000.00","103.20","Italy","-","2.60","01-Dec-2026","1.25","EUR","01-Aug-2016" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,140,028.87","0.11","3,140,028.87","5,666,000.00","5,666,000.00","54.95","Canada","-","19.75","01-Dec-2051","2.00","CAD","22-Dec-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,132,692.64","0.11","3,132,692.64","2,776,000.00","2,776,000.00","111.69","Italy","-","5.10","15-Dec-2029","3.85","EUR","15-Nov-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #177","Treasury","Fixed Income","3,128,671.81","0.11","3,128,671.81","553,600,000.00","553,600,000.00","0.56","Japan","-","16.46","20-Jun-2041","0.40","JPY","14-Jul-2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,126,897.23","0.11","3,126,897.23","2,741,000.00","2,741,000.00","112.51","Italy","-","5.77","15-Nov-2030","4.00","EUR","15-Sept-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,125,704.65","0.11","3,125,704.65","2,563,000.00","2,563,000.00","119.40","Germany","-","13.80","04-Jul-2042","3.25","EUR","23-Jul-2010" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,122,020.11","0.11","3,122,020.11","4,799,000.00","4,799,000.00","64.76","Canada","-","5.83","01-Jun-2030","1.25","CAD","26-Jul-2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,116,961.31","0.11","3,116,961.31","3,815,000.00","3,815,000.00","81.36","United States","-","14.10","15-Aug-2044","3.13","USD","15-Aug-2014" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,112,169.16","0.11","3,112,169.16","3,970,000.00","3,970,000.00","78.06","United States","-","15.25","15-Feb-2047","3.00","USD","15-Feb-2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,102,287.39","0.11","3,102,287.39","4,554,000.00","4,554,000.00","67.88","United States","-","15.96","15-Aug-2046","2.25","USD","15-Aug-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,099,422.56","0.11","3,099,422.56","3,876,000.00","3,876,000.00","78.92","United States","-","13.64","15-May-2043","2.88","USD","15-May-2013" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,089,584.04","0.11","3,089,584.04","3,198,000.00","3,198,000.00","95.52","United States","-","1.91","31-Mar-2026","2.25","USD","01-Apr-2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,076,951.74","0.11","3,076,951.74","3,053,000.00","3,053,000.00","100.75","Italy","-","3.38","15-Sept-2027","0.95","EUR","16-Jul-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #180","Treasury","Fixed Income","3,077,007.81","0.11","3,077,007.81","513,500,000.00","513,500,000.00","0.60","Japan","-","16.54","20-Mar-2042","0.80","JPY","15-Apr-2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,077,053.33","0.11","3,077,053.33","5,412,000.00","5,412,000.00","56.86","Germany","-","26.07","15-Aug-2050","0.00","EUR","23-Aug-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,071,780.36","0.11","3,071,780.36","2,763,000.00","2,763,000.00","110.40","United Kingdom","-","13.96","22-Jan-2045","3.50","GBP","25-Jun-2014" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,067,210.54","0.11","3,067,210.54","3,168,000.00","3,168,000.00","96.42","United States","-","1.77","31-Jan-2026","2.63","USD","31-Jan-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,061,317.96","0.11","3,061,317.96","2,369,000.00","2,369,000.00","127.61","United Kingdom","-","3.36","07-Dec-2027","4.25","GBP","06-Sept-2006" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,053,503.12","0.11","3,053,503.12","2,995,000.00","2,995,000.00","101.77","Italy","-","2.74","15-Jan-2027","0.85","EUR","15-Nov-2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,043,379.27","0.11","3,043,379.27","2,674,000.00","2,674,000.00","113.50","Italy","-","8.16","01-Mar-2034","4.20","EUR","01-Sept-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,033,268.80","0.11","3,033,268.80","3,092,000.00","3,092,000.00","97.91","United States","-","0.90","28-Feb-2025","2.75","USD","28-Feb-2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,003,879.64","0.11","3,003,879.64","2,335,000.00","2,335,000.00","128.37","United Kingdom","-","9.29","07-Mar-2036","4.25","GBP","27-Feb-2003" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,000,479.43","0.11","3,000,479.43","3,137,000.00","3,137,000.00","94.97","United States","-","2.08","31-May-2026","2.13","USD","31-May-2019" "JGB","JAPAN (GOVERNMENT OF) 30YR #32","Treasury","Fixed Income","2,995,837.64","0.10","2,995,837.64","393,850,000.00","393,850,000.00","0.76","Japan","-","13.52","20-Mar-2040","2.30","JPY","23-Mar-2010" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,994,628.92","0.10","2,994,628.92","3,029,000.00","3,029,000.00","97.41","United States","-","1.43","30-Sept-2025","3.00","USD","01-Oct-2018" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,967,376.04","0.10","2,967,376.04","2,694,000.00","2,694,000.00","110.02","Italy","-","2.35","15-Sept-2026","3.85","EUR","17-Jul-2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,962,244.35","0.10","2,962,244.35","2,742,000.00","2,742,000.00","107.05","Italy","-","1.58","15-Nov-2025","2.50","EUR","17-Sept-2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,957,935.41","0.10","2,957,935.41","2,242,000.00","2,242,000.00","131.64","United Kingdom","-","8.31","07-Sept-2034","4.50","GBP","17-Jun-2009" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,949,400.66","0.10","2,949,400.66","2,638,000.00","2,638,000.00","110.69","Italy","-","5.51","15-Jun-2030","3.70","EUR","17-Apr-2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,947,191.46","0.10","2,947,191.46","2,759,000.00","2,759,000.00","106.13","Italy","-","1.63","01-Dec-2025","2.00","EUR","01-Sept-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #178","Treasury","Fixed Income","2,945,956.25","0.10","2,945,956.25","515,000,000.00","515,000,000.00","0.57","Japan","-","16.55","20-Sept-2041","0.50","JPY","20-Oct-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #175","Treasury","Fixed Income","2,940,952.61","0.10","2,940,952.61","506,150,000.00","506,150,000.00","0.58","Japan","-","15.87","20-Dec-2040","0.50","JPY","20-Jan-2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,931,471.77","0.10","2,931,471.77","2,762,000.00","2,762,000.00","105.38","Italy","-","3.03","01-Jun-2027","2.20","EUR","01-Feb-2017" "JGB","JAPAN (GOVERNMENT OF) 30YR #34","Treasury","Fixed Income","2,921,211.47","0.10","2,921,211.47","390,400,000.00","390,400,000.00","0.75","Japan","-","14.28","20-Mar-2041","2.20","JPY","22-Mar-2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #182","Treasury","Fixed Income","2,901,437.05","0.10","2,901,437.05","462,850,000.00","462,850,000.00","0.63","Japan","-","16.53","20-Sept-2042","1.10","JPY","19-Oct-2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,894,400.13","0.10","2,894,400.13","2,716,000.00","2,716,000.00","106.00","Italy","-","1.11","15-May-2025","1.45","EUR","15-Mar-2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,877,616.06","0.10","2,877,616.06","4,118,000.00","4,118,000.00","69.85","Canada","-","1.40","01-Sept-2025","0.50","CAD","03-Apr-2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,877,116.35","0.10","2,877,116.35","2,587,000.00","2,587,000.00","109.43","Italy","-","3.69","01-Apr-2028","3.40","EUR","30-Nov-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,876,043.66","0.10","2,876,043.66","3,994,000.00","3,994,000.00","71.73","United States","-","15.41","15-Feb-2046","2.50","USD","16-Feb-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #185","Treasury","Fixed Income","2,862,638.03","0.10","2,862,638.03","459,600,000.00","459,600,000.00","0.62","Japan","-","17.06","20-Jun-2043","1.10","JPY","14-Jul-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,859,692.58","0.10","2,859,692.58","2,920,000.00","2,920,000.00","97.02","United States","-","1.60","30-Nov-2025","2.88","USD","30-Nov-2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,855,759.98","0.10","2,855,759.98","2,301,000.00","2,301,000.00","122.50","United Kingdom","-","16.70","07-Dec-2055","4.25","GBP","27-May-2005" "TBOND","TREASURY BOND (OTR)","Treasury","Fixed Income","2,845,763.26","0.10","2,845,763.26","2,830,000.00","2,830,000.00","100.06","United States","-","12.91","15-Feb-2044","4.50","USD","29-Feb-2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,844,051.13","0.10","2,844,051.13","2,874,000.00","2,874,000.00","97.80","United States","-","1.05","30-Apr-2025","2.88","USD","30-Apr-2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,843,230.77","0.10","2,843,230.77","2,104,000.00","2,104,000.00","133.33","United Kingdom","-","10.46","07-Dec-2038","4.75","GBP","23-Apr-2004" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,827,867.30","0.10","2,827,867.30","2,973,000.00","2,973,000.00","95.00","United Kingdom","-","11.49","07-Sept-2037","1.75","GBP","09-Nov-2016" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,826,753.43","0.10","2,826,753.43","3,497,000.00","3,497,000.00","80.83","Germany","-","11.99","15-May-2036","0.00","EUR","05-Mar-2021" "JGB","JAPAN (GOVERNMENT OF) 5YR #153","Treasury","Fixed Income","2,819,080.37","0.10","2,819,080.37","430,350,000.00","430,350,000.00","0.66","Japan","-","3.23","20-Jun-2027","0.01","JPY","13-Jul-2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,811,482.63","0.10","2,811,482.63","3,154,000.00","3,154,000.00","89.04","Italy","-","7.09","01-Aug-2031","0.60","EUR","23-Feb-2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,800,848.37","0.10","2,800,848.37","2,559,000.00","2,559,000.00","108.71","Italy","-","1.73","15-Jan-2026","3.50","EUR","17-Oct-2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,800,695.93","0.10","2,800,695.93","2,826,000.00","2,826,000.00","99.10","Germany","-","3.59","15-Nov-2027","0.00","EUR","14-May-2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,789,365.51","0.10","2,789,365.51","2,565,000.00","2,565,000.00","107.39","France","-","3.31","24-Sept-2027","2.50","EUR","22-Jan-2024" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,774,766.39","0.10","2,774,766.39","2,757,000.00","2,757,000.00","100.64","Italy","-","2.32","01-Aug-2026","0.00","EUR","02-Aug-2021" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,770,477.03","0.10","2,770,477.03","3,786,000.00","3,786,000.00","72.72","France","-","15.11","25-May-2040","0.50","EUR","03-Jun-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,768,078.09","0.10","2,768,078.09","3,074,000.00","3,074,000.00","89.11","Germany","-","12.84","15-May-2038","1.00","EUR","29-Apr-2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,742,705.53","0.10","2,742,705.53","2,917,000.00","2,917,000.00","93.87","Italy","-","6.08","01-Aug-2030","0.95","EUR","02-Mar-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #173","Treasury","Fixed Income","2,740,221.45","0.10","2,740,221.45","474,850,000.00","474,850,000.00","0.58","Japan","-","15.55","20-Jun-2040","0.40","JPY","22-Jul-2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,731,758.27","0.10","2,731,758.27","3,283,000.00","3,283,000.00","82.99","United Kingdom","-","13.03","31-Jan-2039","1.13","GBP","14-Jul-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,728,008.87","0.10","2,728,008.87","2,919,000.00","2,919,000.00","92.94","United States","-","2.56","30-Nov-2026","1.63","USD","02-Dec-2019" "JGB","JAPAN (GOVERNMENT OF) 30YR #30","Treasury","Fixed Income","2,725,592.50","0.10","2,725,592.50","357,250,000.00","357,250,000.00","0.76","Japan","-","12.82","20-Mar-2039","2.30","JPY","17-Apr-2009" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,724,689.85","0.10","2,724,689.85","2,348,000.00","2,348,000.00","115.77","United Kingdom","-","3.19","22-Jul-2027","1.25","GBP","15-Mar-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,724,384.71","0.10","2,724,384.71","2,593,000.00","2,593,000.00","104.74","Italy","-","3.21","01-Aug-2027","2.05","EUR","04-Jul-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,723,248.26","0.10","2,723,248.26","2,564,000.00","2,564,000.00","105.77","Italy","-","2.22","15-Jul-2026","2.10","EUR","15-Apr-2019" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,722,564.77","0.10","2,722,564.77","4,546,000.00","4,546,000.00","59.21","France","-","23.67","25-May-2052","0.75","EUR","04-Feb-2020" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,716,000.60","0.10","2,716,000.60","2,739,000.00","2,739,000.00","98.98","Italy","-","8.32","01-Sept-2033","2.45","EUR","25-Jan-2017" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","2,713,428.81","0.10","2,713,428.81","3,103,000.00","3,103,000.00","87.33","United Kingdom","-","10.63","31-Jul-2035","0.63","GBP","09-Sept-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,711,709.13","0.09","2,711,709.13","2,900,000.00","2,900,000.00","93.09","United States","-","2.64","31-Dec-2026","1.75","USD","31-Dec-2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,696,729.59","0.09","2,696,729.59","2,615,000.00","2,615,000.00","103.04","Italy","-","1.82","01-Feb-2026","0.50","EUR","01-Sept-2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,694,207.58","0.09","2,694,207.58","2,419,000.00","2,419,000.00","109.54","Italy","-","1.94","15-Apr-2026","3.80","EUR","16-Mar-2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,690,371.55","0.09","2,690,371.55","4,190,000.00","4,190,000.00","63.86","Canada","-","7.09","01-Dec-2031","1.50","CAD","25-Oct-2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,688,923.83","0.09","2,688,923.83","2,292,000.00","2,292,000.00","117.29","United Kingdom","-","1.81","30-Jan-2026","0.13","GBP","03-Jun-2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,687,765.91","0.09","2,687,765.91","2,405,000.00","2,405,000.00","111.15","Italy","-","3.99","01-Aug-2028","3.80","EUR","01-Jun-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,685,111.74","0.09","2,685,111.74","3,230,000.00","3,230,000.00","83.13","Germany","-","11.00","15-May-2035","0.00","EUR","13-May-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #183","Treasury","Fixed Income","2,681,710.76","0.09","2,681,710.76","406,450,000.00","406,450,000.00","0.66","Japan","-","16.27","20-Dec-2042","1.40","JPY","20-Jan-2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,680,546.47","0.09","2,680,546.47","3,593,000.00","3,593,000.00","74.11","Canada","-","1.75","01-Feb-2026","4.50","CAD","01-Nov-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,679,181.68","0.09","2,679,181.68","2,737,000.00","2,737,000.00","97.45","United States","-","1.29","31-Jul-2025","2.88","USD","31-Jul-2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #174","Treasury","Fixed Income","2,674,732.38","0.09","2,674,732.38","466,900,000.00","466,900,000.00","0.57","Japan","-","15.80","20-Sept-2040","0.40","JPY","21-Oct-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,672,639.56","0.09","2,672,639.56","2,830,000.00","2,830,000.00","94.16","United States","-","2.25","31-Jul-2026","1.88","USD","31-Jul-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,665,050.86","0.09","2,665,050.86","3,356,000.00","3,356,000.00","78.74","United Kingdom","-","14.72","22-Oct-2041","1.25","GBP","22-Jan-2020" "JGB","JAPAN (GOVERNMENT OF) 40YR #15","Treasury","Fixed Income","2,652,941.04","0.09","2,652,941.04","529,450,000.00","529,450,000.00","0.50","Japan","-","29.69","20-Mar-2062","1.00","JPY","27-May-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,647,055.86","0.09","2,647,055.86","2,288,000.00","2,288,000.00","114.82","United Kingdom","-","4.30","22-Oct-2028","1.63","GBP","16-Mar-2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,643,212.78","0.09","2,643,212.78","2,415,000.00","2,415,000.00","109.43","United Kingdom","-","3.77","31-Jan-2028","0.13","GBP","12-Jun-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,636,190.94","0.09","2,636,190.94","2,811,000.00","2,811,000.00","93.13","United States","-","2.48","31-Oct-2026","1.63","USD","31-Oct-2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,635,783.27","0.09","2,635,783.27","2,324,000.00","2,324,000.00","112.76","Italy","-","4.39","01-Feb-2029","4.10","EUR","02-Oct-2023" "BTPS","BUONI POLIENNALI DEL TESORO RegS","Treasury","Fixed Income","2,622,927.73","0.09","2,622,927.73","2,122,000.00","2,122,000.00","120.78","Italy","-","3.18","01-Nov-2027","6.50","EUR","01-Nov-1997" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,613,246.29","0.09","2,613,246.29","2,951,000.00","2,951,000.00","88.16","United States","-","13.47","15-Feb-2044","3.63","USD","18-Feb-2014" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,582,318.53","0.09","2,582,318.53","2,401,000.00","2,401,000.00","106.64","Italy","-","3.46","01-Dec-2027","2.65","EUR","04-Jul-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,581,892.64","0.09","2,581,892.64","2,036,000.00","2,036,000.00","125.20","United Kingdom","-","11.64","07-Dec-2040","4.25","GBP","30-Jun-2010" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,580,564.43","0.09","2,580,564.43","2,828,000.00","2,828,000.00","89.89","United States","-","13.14","15-Nov-2043","3.75","USD","15-Nov-2013" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,580,292.35","0.09","2,580,292.35","2,618,000.00","2,618,000.00","97.64","United States","-","1.13","31-May-2025","2.88","USD","31-May-2018" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,575,351.54","0.09","2,575,351.54","2,541,000.00","2,541,000.00","100.49","Italy","-","7.67","01-Dec-2032","2.50","EUR","03-May-2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,573,611.01","0.09","2,573,611.01","2,207,000.00","2,207,000.00","114.25","Italy","-","16.41","01-Oct-2053","4.50","EUR","23-Feb-2023" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,563,310.92","0.09","2,563,310.92","2,332,000.00","2,332,000.00","108.46","Germany","-","1.65","12-Dec-2025","3.10","EUR","19-Oct-2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,559,205.14","0.09","2,559,205.14","2,519,000.00","2,519,000.00","101.39","United Kingdom","-","6.36","22-Oct-2030","0.38","GBP","13-May-2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,558,025.52","0.09","2,558,025.52","2,641,000.00","2,641,000.00","96.85","Italy","-","3.90","15-Mar-2028","0.25","EUR","18-Jan-2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,556,908.25","0.09","2,556,908.25","2,140,000.00","2,140,000.00","119.15","United Kingdom","-","2.24","22-Jul-2026","1.50","GBP","18-Feb-2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,549,127.56","0.09","2,549,127.56","2,688,000.00","2,688,000.00","94.39","United States","-","2.16","30-Jun-2026","1.88","USD","01-Jul-2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,540,041.72","0.09","2,540,041.72","3,505,000.00","3,505,000.00","71.56","United States","-","15.38","15-May-2046","2.50","USD","16-May-2016" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,531,396.24","0.09","2,531,396.24","2,407,000.00","2,407,000.00","104.92","Italy","-","9.09","01-Mar-2035","3.35","EUR","22-Jan-2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,493,273.95","0.09","2,493,273.95","2,527,000.00","2,527,000.00","98.41","Italy","-","15.81","01-Mar-2048","3.45","EUR","14-Jun-2017" "JGB","JAPAN (GOVERNMENT OF) 40YR #14","Treasury","Fixed Income","2,489,371.23","0.09","2,489,371.23","547,350,000.00","547,350,000.00","0.45","Japan","-","30.82","20-Mar-2061","0.70","JPY","28-May-2021" "JGB","JAPAN (GOVERNMENT OF) 40YR #16","Treasury","Fixed Income","2,487,446.38","0.09","2,487,446.38","453,800,000.00","453,800,000.00","0.55","Japan","-","28.74","20-Mar-2063","1.30","JPY","26-May-2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,484,813.94","0.09","2,484,813.94","2,770,000.00","2,770,000.00","89.38","Italy","-","7.74","01-Jun-2032","0.95","EUR","01-Nov-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,479,845.43","0.09","2,479,845.43","3,076,000.00","3,076,000.00","79.53","United States","-","14.19","15-Nov-2044","3.00","USD","17-Nov-2014" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,470,226.11","0.09","2,470,226.11","4,055,000.00","4,055,000.00","60.80","Canada","-","6.45","01-Dec-2030","0.50","CAD","05-Oct-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,464,915.76","0.09","2,464,915.76","2,532,000.00","2,532,000.00","97.16","United States","-","1.38","31-Aug-2025","2.75","USD","31-Aug-2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,447,822.47","0.09","2,447,822.47","2,520,000.00","2,520,000.00","96.52","United States","-","1.69","31-Dec-2025","2.63","USD","31-Dec-2018" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,440,100.87","0.09","2,440,100.87","2,209,000.00","2,209,000.00","107.69","Germany","-","1.16","12-Jun-2025","2.80","EUR","27-Apr-2023" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,433,821.05","0.09","2,433,821.05","4,154,000.00","4,154,000.00","57.91","France","-","24.31","25-May-2053","0.75","EUR","13-Jul-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,432,558.51","0.09","2,432,558.51","2,469,000.00","2,469,000.00","97.31","United States","-","1.52","31-Oct-2025","3.00","USD","31-Oct-2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #140","Treasury","Fixed Income","2,427,259.07","0.09","2,427,259.07","337,550,000.00","337,550,000.00","0.72","Japan","-","7.94","20-Sept-2032","1.70","JPY","20-Sept-2012" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,424,713.59","0.08","2,424,713.59","2,608,000.00","2,608,000.00","92.88","United States","-","2.34","31-Aug-2026","1.38","USD","03-Sept-2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,419,042.38","0.08","2,419,042.38","2,266,000.00","2,266,000.00","106.29","Italy","-","1.23","01-Jul-2025","1.85","EUR","28-Apr-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #184","Treasury","Fixed Income","2,413,931.77","0.08","2,413,931.77","387,450,000.00","387,450,000.00","0.62","Japan","-","16.91","20-Mar-2043","1.10","JPY","21-Apr-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,409,344.98","0.08","2,409,344.98","2,649,000.00","2,649,000.00","90.63","Italy","-","7.29","01-Dec-2031","0.95","EUR","15-Jun-2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,404,714.60","0.08","2,404,714.60","2,505,000.00","2,505,000.00","95.76","Italy","-","15.38","01-Sept-2046","3.25","EUR","22-Jan-2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #28","Treasury","Fixed Income","2,404,894.90","0.08","2,404,894.90","308,250,000.00","308,250,000.00","0.78","Japan","-","11.98","20-Mar-2038","2.50","JPY","18-Apr-2008" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,398,782.00","0.08","2,398,782.00","2,181,000.00","2,181,000.00","108.16","Italy","-","0.96","28-Mar-2025","3.40","EUR","24-Feb-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,397,768.23","0.08","2,397,768.23","2,701,000.00","2,701,000.00","88.38","United States","-","13.26","15-Aug-2043","3.63","USD","15-Aug-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #31","Treasury","Fixed Income","2,390,645.25","0.08","2,390,645.25","317,600,000.00","317,600,000.00","0.75","Japan","-","13.24","20-Sept-2039","2.20","JPY","14-Oct-2009" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,389,364.03","0.08","2,389,364.03","2,161,000.00","2,161,000.00","108.27","Germany","-","1.42","18-Sept-2025","3.10","EUR","20-Jul-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #80","Treasury","Fixed Income","2,371,432.93","0.08","2,371,432.93","356,700,000.00","356,700,000.00","0.66","Japan","-","22.44","20-Sept-2053","1.80","JPY","06-Oct-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,365,897.17","0.08","2,365,897.17","2,142,000.00","2,142,000.00","108.73","Germany","-","6.06","15-Nov-2030","2.40","EUR","28-Jul-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,360,841.40","0.08","2,360,841.40","2,745,000.00","2,745,000.00","84.78","United States","-","13.64","15-May-2044","3.38","USD","15-May-2014" "JGB","JAPAN (GOVERNMENT OF) 2YR #452","Treasury","Fixed Income","2,356,813.21","0.08","2,356,813.21","357,750,000.00","357,750,000.00","0.66","Japan","-","1.43","01-Sept-2025","0.01","JPY","01-Sept-2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,351,305.61","0.08","2,351,305.61","1,893,000.00","1,893,000.00","122.60","United Kingdom","-","15.01","07-Dec-2049","4.25","GBP","03-Sept-2008" "JGB","JAPAN (GOVERNMENT OF) 5YR #154","Treasury","Fixed Income","2,350,316.96","0.08","2,350,316.96","358,050,000.00","358,050,000.00","0.66","Japan","-","3.48","20-Sept-2027","0.10","JPY","17-Oct-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #176","Treasury","Fixed Income","2,346,885.32","0.08","2,346,885.32","406,100,000.00","406,100,000.00","0.58","Japan","-","16.11","20-Mar-2041","0.50","JPY","21-Apr-2021" "JGB","JAPAN (GOVERNMENT OF) 40YR #13","Treasury","Fixed Income","2,344,211.41","0.08","2,344,211.41","547,900,000.00","547,900,000.00","0.43","Japan","-","31.45","20-Mar-2060","0.50","JPY","27-May-2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,335,986.40","0.08","2,335,986.40","2,183,000.00","2,183,000.00","106.23","United Kingdom","-","20.48","22-Jul-2068","3.50","GBP","26-Jun-2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #171","Treasury","Fixed Income","2,334,308.50","0.08","2,334,308.50","407,400,000.00","407,400,000.00","0.57","Japan","-","15.23","20-Dec-2039","0.30","JPY","20-Jan-2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,332,701.12","0.08","2,332,701.12","2,598,000.00","2,598,000.00","89.48","United States","-","2.91","31-Mar-2027","0.63","USD","31-Mar-2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,331,062.42","0.08","2,331,062.42","1,909,000.00","1,909,000.00","121.98","United Kingdom","-","1.41","07-Sept-2025","2.00","GBP","20-Mar-2015" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,324,828.12","0.08","2,324,828.12","2,222,000.00","2,222,000.00","104.34","Italy","-","15.99","01-Sept-2049","3.85","EUR","13-Feb-2019" "JGB","JAPAN (GOVERNMENT OF) 30YR #78","Treasury","Fixed Income","2,321,292.15","0.08","2,321,292.15","383,400,000.00","383,400,000.00","0.61","Japan","-","23.10","20-Mar-2053","1.40","JPY","07-Apr-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #165","Treasury","Fixed Income","2,318,599.01","0.08","2,318,599.01","381,650,000.00","381,650,000.00","0.61","Japan","-","13.63","20-Jun-2038","0.50","JPY","13-Jul-2018" "JGB","JAPAN (GOVERNMENT OF) 30YR #75","Treasury","Fixed Income","2,300,409.94","0.08","2,300,409.94","385,600,000.00","385,600,000.00","0.59","Japan","-","22.83","20-Jun-2052","1.30","JPY","08-Jul-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #151","Treasury","Fixed Income","2,298,950.49","0.08","2,298,950.49","334,300,000.00","334,300,000.00","0.69","Japan","-","10.04","20-Dec-2034","1.20","JPY","22-Dec-2014" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,294,239.78","0.08","2,294,239.78","2,914,000.00","2,914,000.00","77.73","United States","-","13.53","15-Nov-2042","2.75","USD","15-Nov-2012" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,271,740.53","0.08","2,271,740.53","3,575,000.00","3,575,000.00","63.31","United Kingdom","-","20.35","31-Jul-2051","1.25","GBP","28-Apr-2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #29","Treasury","Fixed Income","2,271,065.47","0.08","2,271,065.47","294,200,000.00","294,200,000.00","0.77","Japan","-","12.40","20-Sept-2038","2.40","JPY","24-Oct-2008" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,266,503.27","0.08","2,266,503.27","2,116,000.00","2,116,000.00","106.27","Italy","-","4.80","15-Jun-2029","2.80","EUR","16-May-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #158","Treasury","Fixed Income","2,259,815.64","0.08","2,259,815.64","362,000,000.00","362,000,000.00","0.62","Japan","-","12.05","20-Sept-2036","0.50","JPY","20-Sept-2016" "JGB","JAPAN (GOVERNMENT OF) 2YR #451","Treasury","Fixed Income","2,258,795.41","0.08","2,258,795.41","342,750,000.00","342,750,000.00","0.66","Japan","-","1.35","01-Aug-2025","0.01","JPY","01-Aug-2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,241,890.95","0.08","2,241,890.95","2,069,000.00","2,069,000.00","107.89","United Kingdom","-","5.32","22-Oct-2029","0.88","GBP","19-Jun-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,238,714.91","0.08","2,238,714.91","1,774,000.00","1,774,000.00","125.92","United Kingdom","-","11.16","07-Sept-2039","4.25","GBP","05-Mar-2009" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,238,300.05","0.08","2,238,300.05","2,568,000.00","2,568,000.00","86.96","Italy","-","16.20","01-Mar-2047","2.70","EUR","09-Feb-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,234,838.65","0.08","2,234,838.65","2,828,000.00","2,828,000.00","77.94","United States","-","15.20","15-May-2047","3.00","USD","15-May-2017" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,234,189.89","0.08","2,234,189.89","4,349,000.00","4,349,000.00","50.96","Canada","-","21.23","01-Dec-2053","1.75","CAD","03-Aug-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #172","Treasury","Fixed Income","2,232,575.50","0.08","2,232,575.50","385,500,000.00","385,500,000.00","0.58","Japan","-","15.35","20-Mar-2040","0.40","JPY","22-Apr-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,226,043.00","0.08","2,226,043.00","4,103,000.00","4,103,000.00","54.25","Germany","-","28.06","15-Aug-2052","0.00","EUR","08-Sept-2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,210,095.53","0.08","2,210,095.53","2,289,000.00","2,289,000.00","95.59","United States","-","1.99","30-Apr-2026","2.38","USD","30-Apr-2019" "JGB","JAPAN (GOVERNMENT OF) 5YR #144","Treasury","Fixed Income","2,205,841.35","0.08","2,205,841.35","334,150,000.00","334,150,000.00","0.66","Japan","-","1.23","20-Jun-2025","0.10","JPY","10-Jul-2020" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,194,312.80","0.08","2,194,312.80","2,200,000.00","2,200,000.00","97.48","France","-","14.67","25-May-2043","2.50","EUR","13-Sept-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #76","Treasury","Fixed Income","2,187,511.39","0.08","2,187,511.39","359,900,000.00","359,900,000.00","0.61","Japan","-","22.81","20-Sept-2052","1.40","JPY","13-Oct-2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,183,184.97","0.08","2,183,184.97","2,320,000.00","2,320,000.00","93.31","United States","-","2.40","30-Sept-2026","1.63","USD","30-Sept-2019" "JGB","JAPAN (GOVERNMENT OF) 2YR #454","Treasury","Fixed Income","2,180,376.12","0.08","2,180,376.12","330,500,000.00","330,500,000.00","0.66","Japan","-","1.61","01-Nov-2025","0.10","JPY","01-Nov-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #150","Treasury","Fixed Income","2,180,036.52","0.08","2,180,036.52","311,400,000.00","311,400,000.00","0.70","Japan","-","9.77","20-Sept-2034","1.40","JPY","22-Sept-2014" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,175,574.94","0.08","2,175,574.94","2,285,000.00","2,285,000.00","95.16","Italy","-","4.78","15-Feb-2029","0.45","EUR","15-Nov-2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,175,128.25","0.08","2,175,128.25","1,967,000.00","1,967,000.00","108.66","Italy","-","1.44","29-Sept-2025","3.60","EUR","27-Jul-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,169,108.63","0.08","2,169,108.63","2,352,000.00","2,352,000.00","92.06","Italy","-","10.61","01-Sept-2036","2.25","EUR","26-Apr-2016" "JGB","JAPAN (GOVERNMENT OF) 30YR #79","Treasury","Fixed Income","2,162,753.00","0.08","2,162,753.00","373,200,000.00","373,200,000.00","0.58","Japan","-","23.74","20-Jun-2053","1.20","JPY","07-Jul-2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #158","Treasury","Fixed Income","2,149,925.27","0.08","2,149,925.27","328,400,000.00","328,400,000.00","0.65","Japan","-","3.97","20-Mar-2028","0.10","JPY","16-May-2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,141,664.89","0.08","2,141,664.89","1,996,000.00","1,996,000.00","106.82","Germany","-","8.85","15-Feb-2034","2.20","EUR","12-Jan-2024" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,137,558.91","0.07","2,137,558.91","2,456,000.00","2,456,000.00","85.90","France","-","12.57","25-May-2038","1.25","EUR","11-Apr-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,136,963.12","0.07","2,136,963.12","1,803,000.00","1,803,000.00","117.63","United Kingdom","-","18.05","22-Jan-2060","4.00","GBP","22-Oct-2009" "JGB","JAPAN (GOVERNMENT OF) 10YR #370","Treasury","Fixed Income","2,133,923.47","0.07","2,133,923.47","327,900,000.00","327,900,000.00","0.65","Japan","-","8.77","20-Mar-2033","0.50","JPY","05-Apr-2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,131,390.81","0.07","2,131,390.81","3,211,000.00","3,211,000.00","65.91","Canada","-","7.37","01-Jun-2032","2.00","CAD","16-Mar-2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,129,193.66","0.07","2,129,193.66","1,750,000.00","1,750,000.00","120.30","Germany","-","3.45","04-Jan-2028","5.63","EUR","23-Jan-1998" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,119,283.25","0.07","2,119,283.25","2,182,000.00","2,182,000.00","97.02","Italy","-","4.21","15-Jul-2028","0.50","EUR","17-May-2021" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,116,584.81","0.07","2,116,584.81","2,813,000.00","2,813,000.00","73.92","Canada","-","1.51","01-Nov-2025","4.50","CAD","04-Aug-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #73","Treasury","Fixed Income","2,112,243.31","0.07","2,112,243.31","413,450,000.00","413,450,000.00","0.51","Japan","-","24.35","20-Dec-2051","0.70","JPY","11-Jan-2022" "BKO","GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","2,109,629.40","0.07","2,109,629.40","1,963,000.00","1,963,000.00","107.37","Germany","-","0.95","13-Mar-2025","2.50","EUR","02-Feb-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,109,017.68","0.07","2,109,017.68","2,003,000.00","2,003,000.00","105.15","Italy","-","1.36","15-Aug-2025","1.20","EUR","19-Apr-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,097,806.91","0.07","2,097,806.91","2,538,000.00","2,538,000.00","82.31","United States","-","13.44","15-Feb-2043","3.13","USD","15-Feb-2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #167","Treasury","Fixed Income","2,095,578.66","0.07","2,095,578.66","347,700,000.00","347,700,000.00","0.60","Japan","-","14.08","20-Dec-2038","0.50","JPY","25-Jan-2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,074,948.70","0.07","2,074,948.70","2,674,000.00","2,674,000.00","77.28","United States","-","14.76","15-Aug-2045","2.88","USD","17-Aug-2015" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,065,588.46","0.07","2,065,588.46","2,739,000.00","2,739,000.00","75.21","Canada","-","4.44","01-Mar-2029","4.00","CAD","13-Oct-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #69","Treasury","Fixed Income","2,056,965.55","0.07","2,056,965.55","397,700,000.00","397,700,000.00","0.52","Japan","-","23.61","20-Dec-2050","0.70","JPY","12-Jan-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #169","Treasury","Fixed Income","2,055,654.44","0.07","2,055,654.44","355,100,000.00","355,100,000.00","0.58","Japan","-","14.76","20-Jun-2039","0.30","JPY","18-Jul-2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #123","Treasury","Fixed Income","2,052,761.19","0.07","2,052,761.19","279,450,000.00","279,450,000.00","0.73","Japan","-","6.29","20-Dec-2030","2.10","JPY","20-Dec-2010" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,040,655.41","0.07","2,040,655.41","2,797,000.00","2,797,000.00","72.20","Canada","-","8.15","01-Dec-2033","3.25","CAD","26-Jun-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #71","Treasury","Fixed Income","2,029,489.14","0.07","2,029,489.14","394,800,000.00","394,800,000.00","0.51","Japan","-","23.98","20-Jun-2051","0.70","JPY","07-Jul-2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,014,850.49","0.07","2,014,850.49","1,687,000.00","1,687,000.00","117.28","United Kingdom","-","18.66","22-Oct-2063","4.00","GBP","17-May-2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #150","Treasury","Fixed Income","2,014,891.14","0.07","2,014,891.14","307,100,000.00","307,100,000.00","0.66","Japan","-","2.73","20-Dec-2026","0.01","JPY","13-Jan-2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,005,713.93","0.07","2,005,713.93","1,954,000.00","1,954,000.00","102.07","Italy","-","2.92","01-Apr-2027","1.10","EUR","01-Mar-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #74","Treasury","Fixed Income","2,004,757.35","0.07","2,004,757.35","363,300,000.00","363,300,000.00","0.55","Japan","-","23.60","20-Mar-2052","1.00","JPY","08-Apr-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,992,401.85","0.07","1,992,401.85","2,720,000.00","2,720,000.00","72.92","United Kingdom","-","17.72","22-Jul-2047","1.50","GBP","21-Sept-2016" "JGB","JAPAN (GOVERNMENT OF) 5YR #146","Treasury","Fixed Income","1,987,826.94","0.07","1,987,826.94","301,550,000.00","301,550,000.00","0.66","Japan","-","1.74","20-Dec-2025","0.10","JPY","14-Jan-2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,979,505.42","0.07","1,979,505.42","2,028,000.00","2,028,000.00","97.38","Italy","-","12.28","01-Mar-2040","3.10","EUR","19-Jun-2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #152","Treasury","Fixed Income","1,979,382.33","0.07","1,979,382.33","289,050,000.00","289,050,000.00","0.68","Japan","-","10.28","20-Mar-2035","1.20","JPY","20-Mar-2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #77","Treasury","Fixed Income","1,969,542.42","0.07","1,969,542.42","308,250,000.00","308,250,000.00","0.64","Japan","-","22.37","20-Dec-2052","1.60","JPY","12-Jan-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #162","Treasury","Fixed Income","1,961,169.63","0.07","1,961,169.63","315,050,000.00","315,050,000.00","0.62","Japan","-","12.89","20-Sept-2037","0.60","JPY","20-Sept-2017" "JGB","JAPAN (GOVERNMENT OF) 30YR #70","Treasury","Fixed Income","1,959,938.10","0.07","1,959,938.10","380,950,000.00","380,950,000.00","0.51","Japan","-","23.85","20-Mar-2051","0.70","JPY","07-Apr-2021" "JGB","JAPAN (GOVERNMENT OF) 5YR #149","Treasury","Fixed Income","1,957,194.24","0.07","1,957,194.24","298,100,000.00","298,100,000.00","0.66","Japan","-","2.49","20-Sept-2026","0.01","JPY","15-Oct-2021" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,953,039.52","0.07","1,953,039.52","1,810,000.00","1,810,000.00","107.50","Germany","-","1.92","19-Mar-2026","2.50","EUR","01-Feb-2024" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,949,792.62","0.07","1,949,792.62","2,953,000.00","2,953,000.00","65.62","France","-","18.60","25-Jun-2044","0.50","EUR","23-Mar-2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,949,332.05","0.07","1,949,332.05","2,002,000.00","2,002,000.00","97.15","Italy","-","11.51","01-Sept-2038","2.95","EUR","17-Jan-2018" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,944,801.07","0.07","1,944,801.07","2,518,000.00","2,518,000.00","77.17","Italy","-","11.86","01-Mar-2037","0.95","EUR","12-Jan-2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,941,160.40","0.07","1,941,160.40","2,801,000.00","2,801,000.00","68.91","United Kingdom","-","21.21","22-Jul-2057","1.75","GBP","25-Jan-2017" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,938,329.18","0.07","1,938,329.18","1,710,000.00","1,710,000.00","112.52","United Kingdom","-","16.33","22-Jul-2052","3.75","GBP","28-Sept-2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #155","Treasury","Fixed Income","1,932,500.64","0.07","1,932,500.64","288,900,000.00","288,900,000.00","0.67","Japan","-","11.02","20-Dec-2035","1.00","JPY","21-Dec-2015" "JGB","JAPAN (GOVERNMENT OF) 5YR #147","Treasury","Fixed Income","1,931,192.01","0.07","1,931,192.01","293,750,000.00","293,750,000.00","0.66","Japan","-","1.99","20-Mar-2026","0.01","JPY","09-Apr-2021" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,922,959.75","0.07","1,922,959.75","2,626,000.00","2,626,000.00","72.85","Canada","-","1.30","01-Aug-2025","3.50","CAD","12-May-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #68","Treasury","Fixed Income","1,922,380.22","0.07","1,922,380.22","381,200,000.00","381,200,000.00","0.50","Japan","-","23.81","20-Sept-2050","0.60","JPY","07-Oct-2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,920,252.94","0.07","1,920,252.94","1,453,000.00","1,453,000.00","130.64","Germany","-","4.99","04-Jan-2030","6.25","EUR","21-Jan-2000" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,919,918.68","0.07","1,919,918.68","1,696,000.00","1,696,000.00","111.45","Italy","-","8.86","30-Apr-2035","4.00","EUR","13-Sept-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #38","Treasury","Fixed Income","1,917,610.81","0.07","1,917,610.81","274,200,000.00","274,200,000.00","0.70","Japan","-","16.03","20-Mar-2043","1.80","JPY","21-Mar-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #72","Treasury","Fixed Income","1,904,132.70","0.07","1,904,132.70","372,400,000.00","372,400,000.00","0.51","Japan","-","24.22","20-Sept-2051","0.70","JPY","13-Oct-2021" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,898,712.44","0.07","1,898,712.44","2,759,000.00","2,759,000.00","68.23","Canada","-","7.63","01-Dec-2032","2.50","CAD","08-Aug-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #164","Treasury","Fixed Income","1,896,175.20","0.07","1,896,175.20","311,150,000.00","311,150,000.00","0.61","Japan","-","13.42","20-Mar-2038","0.50","JPY","20-Mar-2018" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,894,876.93","0.07","1,894,876.93","2,349,000.00","2,349,000.00","80.49","Italy","-","18.03","01-Sept-2050","2.45","EUR","22-Jan-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #163","Treasury","Fixed Income","1,881,509.97","0.07","1,881,509.97","302,800,000.00","302,800,000.00","0.62","Japan","-","13.08","20-Dec-2037","0.60","JPY","20-Dec-2017" "JGB","JAPAN (GOVERNMENT OF) 40YR #4","Treasury","Fixed Income","1,874,737.38","0.07","1,874,737.38","257,850,000.00","257,850,000.00","0.73","Japan","-","20.33","20-Mar-2051","2.20","JPY","20-May-2011" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,867,561.25","0.07","1,867,561.25","2,607,000.00","2,607,000.00","71.50","Canada","-","3.23","01-Sept-2027","2.75","CAD","13-May-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #187","Treasury","Fixed Income","1,862,612.74","0.07","1,862,612.74","290,500,000.00","290,500,000.00","0.64","Japan","-","17.13","20-Dec-2043","1.30","JPY","19-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 40YR #10","Treasury","Fixed Income","1,855,253.79","0.06","1,855,253.79","363,200,000.00","363,200,000.00","0.51","Japan","-","27.26","20-Mar-2057","0.90","JPY","29-May-2017" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,851,016.22","0.06","1,851,016.22","2,325,000.00","2,325,000.00","79.48","Italy","-","13.97","01-Mar-2041","1.80","EUR","15-Sept-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #148","Treasury","Fixed Income","1,846,374.24","0.06","1,846,374.24","261,100,000.00","261,100,000.00","0.71","Japan","-","9.29","20-Mar-2034","1.50","JPY","20-Mar-2014" "JGB","JAPAN (GOVERNMENT OF) 30YR #26","Treasury","Fixed Income","1,841,603.92","0.06","1,841,603.92","238,650,000.00","238,650,000.00","0.77","Japan","-","11.31","20-Mar-2037","2.40","JPY","20-Apr-2007" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","1,838,549.54","0.06","1,838,549.54","1,875,000.00","1,875,000.00","97.41","United States","-","1.21","30-Jun-2025","2.75","USD","02-Jul-2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,837,716.67","0.06","1,837,716.67","2,681,000.00","2,681,000.00","68.53","Canada","-","1.89","01-Mar-2026","0.25","CAD","09-Oct-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #130","Treasury","Fixed Income","1,832,912.87","0.06","1,832,912.87","254,200,000.00","254,200,000.00","0.72","Japan","-","7.04","20-Sept-2031","1.80","JPY","20-Sept-2011" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,828,272.10","0.06","1,828,272.10","2,752,000.00","2,752,000.00","66.15","United Kingdom","-","20.46","31-Jul-2053","1.50","GBP","22-Oct-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #168","Treasury","Fixed Income","1,827,387.31","0.06","1,827,387.31","309,400,000.00","309,400,000.00","0.59","Japan","-","14.43","20-Mar-2039","0.40","JPY","17-Apr-2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #160","Treasury","Fixed Income","1,817,785.47","0.06","1,817,785.47","285,900,000.00","285,900,000.00","0.64","Japan","-","12.35","20-Mar-2037","0.70","JPY","21-Mar-2017" "JGB","JAPAN (GOVERNMENT OF) 2YR #453","Treasury","Fixed Income","1,810,685.20","0.06","1,810,685.20","274,950,000.00","274,950,000.00","0.66","Japan","-","1.51","01-Oct-2025","0.01","JPY","02-Oct-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #154","Treasury","Fixed Income","1,803,779.22","0.06","1,803,779.22","264,050,000.00","264,050,000.00","0.68","Japan","-","10.72","20-Sept-2035","1.20","JPY","24-Sept-2015" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,796,617.98","0.06","1,796,617.98","1,472,500.00","1,472,500.00","118.27","Germany","-","3.82","04-Jul-2028","4.75","EUR","09-Oct-1998" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,778,184.60","0.06","1,778,184.60","2,541,000.00","2,541,000.00","69.34","Canada","-","7.93","01-Jun-2033","2.75","CAD","06-Feb-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #149","Treasury","Fixed Income","1,776,968.19","0.06","1,776,968.19","250,500,000.00","250,500,000.00","0.71","Japan","-","9.48","20-Jun-2034","1.50","JPY","20-Jun-2014" "JGB","JAPAN (GOVERNMENT OF) 20YR #166","Treasury","Fixed Income","1,775,925.27","0.06","1,775,925.27","285,450,000.00","285,450,000.00","0.62","Japan","-","13.68","20-Sept-2038","0.70","JPY","19-Oct-2018" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,765,926.20","0.06","1,765,926.20","2,087,000.00","2,087,000.00","84.51","Italy","-","10.70","01-Mar-2036","1.45","EUR","18-Feb-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #117","Treasury","Fixed Income","1,763,128.98","0.06","1,763,128.98","243,050,000.00","243,050,000.00","0.73","Japan","-","5.66","20-Mar-2030","2.10","JPY","27-Apr-2010" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,757,624.38","0.06","1,757,624.38","2,120,000.00","2,120,000.00","82.35","United Kingdom","-","21.45","22-Jul-2065","2.50","GBP","21-Oct-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #170","Treasury","Fixed Income","1,757,402.06","0.06","1,757,402.06","305,500,000.00","305,500,000.00","0.58","Japan","-","15.01","20-Sept-2039","0.30","JPY","25-Oct-2019" "JGB","JAPAN (GOVERNMENT OF) 30YR #65","Treasury","Fixed Income","1,755,187.39","0.06","1,755,187.39","362,750,000.00","362,750,000.00","0.48","Japan","-","23.87","20-Dec-2049","0.40","JPY","10-Jan-2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #99","Treasury","Fixed Income","1,745,995.29","0.06","1,745,995.29","246,550,000.00","246,550,000.00","0.70","Japan","-","3.59","20-Dec-2027","2.10","JPY","25-Dec-2007" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,745,436.80","0.06","1,745,436.80","2,320,500.00","2,320,500.00","73.63","France","-","26.40","25-May-2066","1.75","EUR","19-Apr-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,743,060.75","0.06","1,743,060.75","1,685,000.00","1,685,000.00","102.94","United States","-","11.18","15-Feb-2040","4.63","USD","16-Feb-2010" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,742,820.49","0.06","1,742,820.49","1,703,000.00","1,703,000.00","101.84","United States","-","11.00","15-Aug-2039","4.50","USD","17-Aug-2009" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,740,013.88","0.06","1,740,013.88","2,388,000.00","2,388,000.00","72.70","Canada","-","4.08","01-Sept-2028","3.25","CAD","21-Apr-2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #455","Treasury","Fixed Income","1,738,360.35","0.06","1,738,360.35","264,200,000.00","264,200,000.00","0.66","Japan","-","1.68","01-Dec-2025","0.01","JPY","01-Dec-2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #151","Treasury","Fixed Income","1,737,321.75","0.06","1,737,321.75","265,000,000.00","265,000,000.00","0.66","Japan","-","2.99","20-Mar-2027","0.01","JPY","13-Apr-2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,733,023.36","0.06","1,733,023.36","1,520,000.00","1,520,000.00","113.69","Italy","-","13.15","01-Sept-2043","4.45","EUR","17-Jan-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #159","Treasury","Fixed Income","1,725,033.46","0.06","1,725,033.46","273,400,000.00","273,400,000.00","0.63","Japan","-","12.18","20-Dec-2036","0.60","JPY","20-Dec-2016" "JGB","JAPAN (GOVERNMENT OF) 40YR #5","Treasury","Fixed Income","1,721,653.40","0.06","1,721,653.40","247,100,000.00","247,100,000.00","0.70","Japan","-","21.21","20-Mar-2052","2.00","JPY","17-May-2012" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,721,304.03","0.06","1,721,304.03","2,420,000.00","2,420,000.00","70.58","Canada","-","8.60","01-Jun-2034","3.00","CAD","27-Dec-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,709,979.56","0.06","1,709,979.56","1,636,000.00","1,636,000.00","104.00","United States","-","11.57","15-Feb-2041","4.75","USD","15-Feb-2011" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,690,407.95","0.06","1,690,407.95","2,456,000.00","2,456,000.00","68.78","Canada","-","2.36","01-Sept-2026","1.00","CAD","16-Apr-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,685,276.15","0.06","1,685,276.15","1,661,000.00","1,661,000.00","99.88","United States","-","11.29","15-May-2040","4.38","USD","17-May-2010" "JGB","JAPAN (GOVERNMENT OF) 30YR #39","Treasury","Fixed Income","1,676,321.55","0.06","1,676,321.55","235,400,000.00","235,400,000.00","0.71","Japan","-","16.02","20-Jun-2043","1.90","JPY","20-Jun-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #81","Treasury","Fixed Income","1,674,767.97","0.06","1,674,767.97","263,900,000.00","263,900,000.00","0.63","Japan","-","22.93","20-Dec-2053","1.60","JPY","15-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #67","Treasury","Fixed Income","1,671,633.72","0.06","1,671,633.72","329,750,000.00","329,750,000.00","0.51","Japan","-","23.57","20-Jun-2050","0.60","JPY","08-Jul-2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,670,206.27","0.06","1,670,206.27","2,081,000.00","2,081,000.00","79.17","United States","-","14.39","15-May-2045","3.00","USD","15-May-2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,670,023.25","0.06","1,670,023.25","1,316,000.00","1,316,000.00","126.58","United Kingdom","-","0.91","07-Mar-2025","5.00","GBP","27-Sept-2001" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,668,082.50","0.06","1,668,082.50","1,638,000.00","1,638,000.00","100.25","United States","-","11.06","15-Nov-2039","4.38","USD","16-Nov-2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #128","Treasury","Fixed Income","1,655,746.74","0.06","1,655,746.74","227,450,000.00","227,450,000.00","0.72","Japan","-","6.77","20-Jun-2031","1.90","JPY","20-Jun-2011" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,655,070.61","0.06","1,655,070.61","1,235,000.00","1,235,000.00","131.87","United Kingdom","-","12.52","22-Oct-2043","4.75","GBP","16-Nov-2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #165","Treasury","Fixed Income","1,654,192.03","0.06","1,654,192.03","251,400,000.00","251,400,000.00","0.66","Japan","-","4.69","20-Dec-2028","0.30","JPY","13-Feb-2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #145","Treasury","Fixed Income","1,645,215.06","0.06","1,645,215.06","227,600,000.00","227,600,000.00","0.72","Japan","-","8.55","20-Jun-2033","1.70","JPY","20-Jun-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #46","Treasury","Fixed Income","1,628,273.23","0.06","1,628,273.23","248,350,000.00","248,350,000.00","0.66","Japan","-","17.78","20-Mar-2045","1.50","JPY","20-Mar-2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,627,928.51","0.06","1,627,928.51","2,530,000.00","2,530,000.00","64.18","United Kingdom","-","18.35","31-Jan-2046","0.88","GBP","20-Jan-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #100","Treasury","Fixed Income","1,625,526.90","0.06","1,625,526.90","229,050,000.00","229,050,000.00","0.71","Japan","-","3.84","20-Mar-2028","2.20","JPY","25-Mar-2008" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,620,179.80","0.06","1,620,179.80","1,478,000.00","1,478,000.00","109.20","Italy","-","6.10","15-Feb-2031","3.50","EUR","16-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #59","Treasury","Fixed Income","1,620,453.26","0.06","1,620,453.26","301,950,000.00","301,950,000.00","0.54","Japan","-","21.72","20-Jun-2048","0.70","JPY","06-Jul-2018" "JGB","JAPAN (GOVERNMENT OF) 30YR #41","Treasury","Fixed Income","1,619,013.47","0.06","1,619,013.47","235,950,000.00","235,950,000.00","0.68","Japan","-","16.59","20-Dec-2043","1.70","JPY","20-Dec-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #27","Treasury","Fixed Income","1,607,113.72","0.06","1,607,113.72","205,950,000.00","205,950,000.00","0.78","Japan","-","11.63","20-Sept-2037","2.50","JPY","22-Oct-2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #141","Treasury","Fixed Income","1,606,872.80","0.06","1,606,872.80","222,450,000.00","222,450,000.00","0.72","Japan","-","8.12","20-Dec-2032","1.70","JPY","20-Dec-2012" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","1,603,037.04","0.06","1,603,037.04","1,309,000.00","1,309,000.00","119.31","Italy","-","2.34","01-Nov-2026","7.25","EUR","03-Feb-1997" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,601,338.11","0.06","1,601,338.11","1,590,000.00","1,590,000.00","99.17","United States","-","10.88","15-May-2039","4.25","USD","15-May-2009" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,600,745.03","0.06","1,600,745.03","1,397,000.00","1,397,000.00","112.83","Italy","-","6.48","30-Oct-2031","4.00","EUR","13-Apr-2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #456","Treasury","Fixed Income","1,599,734.87","0.06","1,599,734.87","242,750,000.00","242,750,000.00","0.66","Japan","-","1.78","01-Jan-2026","0.10","JPY","04-Jan-2024" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,598,854.23","0.06","1,598,854.23","1,581,000.00","1,581,000.00","100.89","Italy","-","11.03","01-Mar-2038","3.25","EUR","31-May-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #92","Treasury","Fixed Income","1,593,173.54","0.06","1,593,173.54","228,400,000.00","228,400,000.00","0.69","Japan","-","2.66","20-Dec-2026","2.10","JPY","25-Dec-2006" "JGB","JAPAN (GOVERNMENT OF) 20YR #153","Treasury","Fixed Income","1,590,979.49","0.06","1,590,979.49","229,550,000.00","229,550,000.00","0.69","Japan","-","10.42","20-Jun-2035","1.30","JPY","22-Jun-2015" "JGB","JAPAN (GOVERNMENT OF) 40YR #12","Treasury","Fixed Income","1,586,084.44","0.06","1,586,084.44","365,700,000.00","365,700,000.00","0.43","Japan","-","30.72","20-Mar-2059","0.50","JPY","29-May-2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,564,469.48","0.05","1,564,469.48","1,392,000.00","1,392,000.00","110.22","Italy","-","11.26","01-Oct-2039","4.15","EUR","07-Feb-2024" "JGB","JAPAN (GOVERNMENT OF) 5YR #157","Treasury","Fixed Income","1,558,403.04","0.05","1,558,403.04","237,100,000.00","237,100,000.00","0.66","Japan","-","3.97","20-Mar-2028","0.20","JPY","12-Apr-2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #448","Treasury","Fixed Income","1,557,941.64","0.05","1,557,941.64","236,300,000.00","236,300,000.00","0.66","Japan","-","1.10","01-May-2025","0.01","JPY","01-May-2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #148","Treasury","Fixed Income","1,553,178.72","0.05","1,553,178.72","236,400,000.00","236,400,000.00","0.66","Japan","-","2.24","20-Jun-2026","0.01","JPY","09-Jul-2021" "JGB","JAPAN (GOVERNMENT OF) 2YR #449","Treasury","Fixed Income","1,551,062.78","0.05","1,551,062.78","235,300,000.00","235,300,000.00","0.66","Japan","-","1.18","01-Jun-2025","0.01","JPY","01-Jun-2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","1,543,353.07","0.05","1,543,353.07","1,560,000.00","1,560,000.00","97.66","United States","-","0.97","31-Mar-2025","2.63","USD","22-Mar-2018" "JGB","JAPAN (GOVERNMENT OF) 10YR #345","Treasury","Fixed Income","1,513,662.91","0.05","1,513,662.91","230,050,000.00","230,050,000.00","0.66","Japan","-","2.73","20-Dec-2026","0.10","JPY","20-Dec-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #147","Treasury","Fixed Income","1,503,923.42","0.05","1,503,923.42","210,000,000.00","210,000,000.00","0.71","Japan","-","9.01","20-Dec-2033","1.60","JPY","20-Dec-2013" "JGB","JAPAN (GOVERNMENT OF) 10YR #363","Treasury","Fixed Income","1,500,833.38","0.05","1,500,833.38","234,150,000.00","234,150,000.00","0.64","Japan","-","7.19","20-Jun-2031","0.10","JPY","02-Jul-2021" "JGB","JAPAN (GOVERNMENT OF) 5YR #161","Treasury","Fixed Income","1,498,719.56","0.05","1,498,719.56","227,100,000.00","227,100,000.00","0.66","Japan","-","4.20","20-Jun-2028","0.30","JPY","13-Sept-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #146","Treasury","Fixed Income","1,491,111.65","0.05","1,491,111.65","207,050,000.00","207,050,000.00","0.72","Japan","-","8.80","20-Sept-2033","1.70","JPY","20-Sept-2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #133","Treasury","Fixed Income","1,453,567.19","0.05","1,453,567.19","200,550,000.00","200,550,000.00","0.72","Japan","-","7.23","20-Dec-2031","1.80","JPY","31-Jan-2012" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,453,573.31","0.05","1,453,573.31","2,147,000.00","2,147,000.00","67.58","Italy","-","19.94","01-Sept-2051","1.70","EUR","29-Oct-2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,448,420.45","0.05","1,448,420.45","1,852,000.00","1,852,000.00","77.91","United States","-","13.53","15-Aug-2042","2.75","USD","15-Aug-2012" "JGB","JAPAN (GOVERNMENT OF) 5YR #162","Treasury","Fixed Income","1,447,754.40","0.05","1,447,754.40","219,900,000.00","219,900,000.00","0.66","Japan","-","4.45","20-Sept-2028","0.30","JPY","12-Oct-2023" "JGB","JAPAN (GOVERNMENT OF) 40YR #11","Treasury","Fixed Income","1,444,278.18","0.05","1,444,278.18","295,150,000.00","295,150,000.00","0.49","Japan","-","28.36","20-Mar-2058","0.80","JPY","30-May-2018" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,444,544.06","0.05","1,444,544.06","1,730,000.00","1,730,000.00","83.16","United States","-","12.99","15-Feb-2042","3.13","USD","15-Feb-2012" "JGB","JAPAN (GOVERNMENT OF) 2YR #447","Treasury","Fixed Income","1,441,782.08","0.05","1,441,782.08","218,650,000.00","218,650,000.00","0.66","Japan","-","1.01","01-Apr-2025","0.01","JPY","03-Apr-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #42","Treasury","Fixed Income","1,436,248.44","0.05","1,436,248.44","210,500,000.00","210,500,000.00","0.68","Japan","-","16.83","20-Mar-2044","1.70","JPY","20-Mar-2014" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,424,137.35","0.05","1,424,137.35","1,920,000.00","1,920,000.00","73.07","Canada","-","1.05","01-May-2025","3.75","CAD","10-Feb-2023" "JGB","JAPAN (GOVERNMENT OF) 40YR #9","Treasury","Fixed Income","1,421,285.06","0.05","1,421,285.06","326,000,000.00","326,000,000.00","0.44","Japan","-","29.02","20-Mar-2056","0.40","JPY","30-May-2016" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,414,933.99","0.05","1,414,933.99","2,058,000.00","2,058,000.00","67.88","United Kingdom","-","20.43","22-Oct-2054","1.63","GBP","15-May-2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,409,257.93","0.05","1,409,257.93","1,398,000.00","1,398,000.00","99.22","United States","-","11.73","15-May-2041","4.38","USD","16-May-2011" "JGB","JAPAN (GOVERNMENT OF) 30YR #63","Treasury","Fixed Income","1,407,138.51","0.05","1,407,138.51","288,700,000.00","288,700,000.00","0.49","Japan","-","23.45","20-Jun-2049","0.40","JPY","05-Jul-2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,404,930.08","0.05","1,404,930.08","1,111,000.00","1,111,000.00","121.34","Germany","-","2.91","04-Jul-2027","6.50","EUR","04-Jul-1997" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,392,872.12","0.05","1,392,872.12","1,316,000.00","1,316,000.00","103.94","United States","-","4.03","15-Nov-2028","5.25","USD","16-Nov-1998" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,390,121.75","0.05","1,390,121.75","2,025,000.00","2,025,000.00","68.58","Canada","-","2.83","01-Mar-2027","1.25","CAD","15-Oct-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,382,627.39","0.05","1,382,627.39","1,389,000.00","1,389,000.00","98.00","United States","-","11.58","15-Nov-2040","4.25","USD","15-Nov-2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #161","Treasury","Fixed Income","1,379,212.31","0.05","1,379,212.31","220,300,000.00","220,300,000.00","0.63","Japan","-","12.63","20-Jun-2037","0.60","JPY","20-Jun-2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","1,362,636.07","0.05","1,362,636.07","1,261,000.00","1,261,000.00","107.71","Italy","-","2.75","15-Feb-2027","2.95","EUR","15-Jan-2024" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,355,423.23","0.05","1,355,423.23","967,000.00","967,000.00","137.89","United Kingdom","-","4.05","07-Dec-2028","6.00","GBP","29-Jan-1998" "JGB","JAPAN (GOVERNMENT OF) 20YR #134","Treasury","Fixed Income","1,354,610.13","0.05","1,354,610.13","187,350,000.00","187,350,000.00","0.72","Japan","-","7.48","20-Mar-2032","1.80","JPY","21-Mar-2012" "JGB","JAPAN (GOVERNMENT OF) 5YR #145","Treasury","Fixed Income","1,354,201.84","0.05","1,354,201.84","205,300,000.00","205,300,000.00","0.66","Japan","-","1.49","20-Sept-2025","0.10","JPY","09-Oct-2020" "JGB","JAPAN (GOVERNMENT OF) 40YR #2","Treasury","Fixed Income","1,353,564.29","0.05","1,353,564.29","185,050,000.00","185,050,000.00","0.73","Japan","-","19.26","20-Mar-2049","2.20","JPY","19-May-2009" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","1,349,812.78","0.05","1,349,812.78","1,481,000.00","1,481,000.00","91.06","United States","-","2.82","28-Feb-2027","1.13","USD","02-Mar-2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,340,552.46","0.05","1,340,552.46","1,823,000.00","1,823,000.00","73.36","Canada","-","3.64","01-Mar-2028","3.50","CAD","21-Oct-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #66","Treasury","Fixed Income","1,338,948.37","0.05","1,338,948.37","278,600,000.00","278,600,000.00","0.48","Japan","-","24.11","20-Mar-2050","0.40","JPY","08-Apr-2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #61","Treasury","Fixed Income","1,330,166.13","0.05","1,330,166.13","249,750,000.00","249,750,000.00","0.53","Japan","-","22.11","20-Dec-2048","0.70","JPY","11-Jan-2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #112","Treasury","Fixed Income","1,321,673.24","0.05","1,321,673.24","183,200,000.00","183,200,000.00","0.72","Japan","-","4.96","20-Jun-2029","2.10","JPY","27-Jul-2009" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,312,777.20","0.05","1,312,777.20","1,694,000.00","1,694,000.00","76.45","United States","-","15.14","15-Nov-2046","2.88","USD","15-Nov-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #110","Treasury","Fixed Income","1,301,264.16","0.05","1,301,264.16","181,800,000.00","181,800,000.00","0.72","Japan","-","4.76","20-Mar-2029","2.10","JPY","24-Apr-2009" "JGB","JAPAN (GOVERNMENT OF) 30YR #52","Treasury","Fixed Income","1,300,414.11","0.05","1,300,414.11","247,950,000.00","247,950,000.00","0.52","Japan","-","20.86","20-Sept-2046","0.50","JPY","20-Sept-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #156","Treasury","Fixed Income","1,286,990.89","0.05","1,286,990.89","207,350,000.00","207,350,000.00","0.62","Japan","-","11.65","20-Mar-2036","0.40","JPY","22-Mar-2016" "JGB","JAPAN (GOVERNMENT OF) 10YR #346","Treasury","Fixed Income","1,282,054.33","0.04","1,282,054.33","195,000,000.00","195,000,000.00","0.66","Japan","-","2.98","20-Mar-2027","0.10","JPY","21-Mar-2017" "JGB","JAPAN (GOVERNMENT OF) 10YR #364","Treasury","Fixed Income","1,280,185.61","0.04","1,280,185.61","200,450,000.00","200,450,000.00","0.64","Japan","-","7.44","20-Sept-2031","0.10","JPY","06-Oct-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,279,119.81","0.04","1,279,119.81","1,358,000.00","1,358,000.00","93.77","United States","-","11.79","15-Aug-2040","3.88","USD","16-Aug-2010" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,273,414.01","0.04","1,273,414.01","2,423,000.00","2,423,000.00","52.22","United Kingdom","-","22.20","22-Oct-2050","0.63","GBP","10-Jun-2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #57","Treasury","Fixed Income","1,273,183.67","0.04","1,273,183.67","229,550,000.00","229,550,000.00","0.55","Japan","-","21.07","20-Dec-2047","0.80","JPY","20-Dec-2017" "JGB","JAPAN (GOVERNMENT OF) 5YR #159","Treasury","Fixed Income","1,269,240.43","0.04","1,269,240.43","194,050,000.00","194,050,000.00","0.65","Japan","-","4.22","20-Jun-2028","0.10","JPY","12-Jul-2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #450","Treasury","Fixed Income","1,264,426.28","0.04","1,264,426.28","191,850,000.00","191,850,000.00","0.66","Japan","-","1.26","01-Jul-2025","0.01","JPY","03-Jul-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #113","Treasury","Fixed Income","1,261,934.23","0.04","1,261,934.23","175,050,000.00","175,050,000.00","0.72","Japan","-","5.21","20-Sept-2029","2.10","JPY","24-Sept-2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #157","Treasury","Fixed Income","1,256,413.45","0.04","1,256,413.45","208,100,000.00","208,100,000.00","0.60","Japan","-","12.02","20-Jun-2036","0.20","JPY","27-Jun-2016" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,253,812.07","0.04","1,253,812.07","1,197,000.00","1,197,000.00","104.12","Germany","-","3.43","15-Oct-2027","1.30","EUR","07-Sept-2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #125","Treasury","Fixed Income","1,251,650.25","0.04","1,251,650.25","169,800,000.00","169,800,000.00","0.74","Japan","-","6.52","20-Mar-2031","2.20","JPY","22-Mar-2011" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,249,799.86","0.04","1,249,799.86","1,920,000.00","1,920,000.00","64.45","Canada","-","20.11","01-Dec-2055","2.75","CAD","30-Jan-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #62","Treasury","Fixed Income","1,250,003.59","0.04","1,250,003.59","248,500,000.00","248,500,000.00","0.50","Japan","-","22.95","20-Mar-2049","0.50","JPY","05-Apr-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,237,651.75","0.04","1,237,651.75","1,624,000.00","1,624,000.00","75.82","United Kingdom","-","17.93","22-Jan-2049","1.75","GBP","12-Sept-2018" "JGB","JAPAN (GOVERNMENT OF) 5YR #156","Treasury","Fixed Income","1,235,856.01","0.04","1,235,856.01","187,750,000.00","187,750,000.00","0.66","Japan","-","3.72","20-Dec-2027","0.20","JPY","17-Feb-2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,235,771.79","0.04","1,235,771.79","1,743,000.00","1,743,000.00","70.24","Italy","-","16.86","30-Apr-2045","1.50","EUR","10-Mar-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #114","Treasury","Fixed Income","1,230,982.48","0.04","1,230,982.48","169,450,000.00","169,450,000.00","0.72","Japan","-","5.41","20-Dec-2029","2.10","JPY","21-Dec-2009" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,230,692.55","0.04","1,230,692.55","1,182,000.00","1,182,000.00","103.63","United States","-","9.16","15-Feb-2036","4.50","USD","15-Feb-2006" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,224,489.35","0.04","1,224,489.35","1,701,000.00","1,701,000.00","71.45","Canada","-","0.98","01-Apr-2025","1.50","CAD","24-Jan-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,219,960.72","0.04","1,219,960.72","1,442,000.00","1,442,000.00","83.47","United States","-","12.75","15-Nov-2041","3.13","USD","15-Nov-2011" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,217,920.33","0.04","1,217,920.33","1,524,000.00","1,524,000.00","78.83","United States","-","14.60","15-Nov-2045","3.00","USD","16-Nov-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #121","Treasury","Fixed Income","1,216,870.60","0.04","1,216,870.60","168,750,000.00","168,750,000.00","0.72","Japan","-","6.14","20-Sept-2030","1.90","JPY","21-Sept-2010" "JGB","JAPAN (GOVERNMENT OF) 10YR #344","Treasury","Fixed Income","1,215,541.84","0.04","1,215,541.84","184,700,000.00","184,700,000.00","0.66","Japan","-","2.49","20-Sept-2026","0.10","JPY","20-Sept-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,209,563.08","0.04","1,209,563.08","1,316,000.00","1,316,000.00","91.50","United States","-","12.33","15-Aug-2041","3.75","USD","15-Aug-2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #132","Treasury","Fixed Income","1,202,641.37","0.04","1,202,641.37","167,100,000.00","167,100,000.00","0.72","Japan","-","7.26","20-Dec-2031","1.70","JPY","20-Dec-2011" "JGB","JAPAN (GOVERNMENT OF) 5YR #143","Treasury","Fixed Income","1,201,254.55","0.04","1,201,254.55","182,000,000.00","182,000,000.00","0.66","Japan","-","0.98","20-Mar-2025","0.10","JPY","10-Apr-2020" "JGB","JAPAN (GOVERNMENT OF) 10YR #348","Treasury","Fixed Income","1,188,122.80","0.04","1,188,122.80","181,000,000.00","181,000,000.00","0.66","Japan","-","3.48","20-Sept-2027","0.10","JPY","20-Sept-2017" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,185,582.05","0.04","1,185,582.05","1,094,000.00","1,094,000.00","108.01","Germany","-","21.32","15-Aug-2054","2.50","EUR","06-Feb-2024" "BTPS","BUONI POLIENNALI DEL TESORO","Treasury","Fixed Income","1,185,755.07","0.04","1,185,755.07","1,444,000.00","1,444,000.00","81.91","Italy","-","22.24","01-Mar-2067","2.80","EUR","11-Oct-2016" "JGB","JAPAN (GOVERNMENT OF) 40YR #3","Treasury","Fixed Income","1,184,868.13","0.04","1,184,868.13","162,450,000.00","162,450,000.00","0.73","Japan","-","19.80","20-Mar-2050","2.20","JPY","18-May-2010" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,178,207.39","0.04","1,178,207.39","938,000.00","938,000.00","124.67","United Kingdom","-","16.31","31-Jul-2054","4.38","GBP","24-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #94","Treasury","Fixed Income","1,177,174.79","0.04","1,177,174.79","168,900,000.00","168,900,000.00","0.70","Japan","-","2.91","20-Mar-2027","2.10","JPY","27-Apr-2007" "JGB","JAPAN (GOVERNMENT OF) 30YR #40","Treasury","Fixed Income","1,168,037.54","0.04","1,168,037.54","167,700,000.00","167,700,000.00","0.70","Japan","-","16.37","20-Sept-2043","1.80","JPY","20-Sept-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #58","Treasury","Fixed Income","1,167,604.22","0.04","1,167,604.22","211,950,000.00","211,950,000.00","0.55","Japan","-","21.32","20-Mar-2048","0.80","JPY","20-Mar-2018" "JGB","JAPAN (GOVERNMENT OF) 5YR #152","Treasury","Fixed Income","1,165,683.24","0.04","1,165,683.24","177,300,000.00","177,300,000.00","0.66","Japan","-","2.98","20-Mar-2027","0.10","JPY","22-Jun-2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,155,306.44","0.04","1,155,306.44","2,947,000.00","2,947,000.00","38.93","United Kingdom","-","29.59","22-Oct-2061","0.50","GBP","20-May-2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,150,622.61","0.04","1,150,622.61","1,450,000.00","1,450,000.00","78.42","Canada","-","12.41","01-Jun-2041","4.00","CAD","09-Jun-2008" "JGB","JAPAN (GOVERNMENT OF) 40YR #6","Treasury","Fixed Income","1,146,073.10","0.04","1,146,073.10","168,350,000.00","168,350,000.00","0.68","Japan","-","21.95","20-Mar-2053","1.90","JPY","23-May-2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #15","Treasury","Fixed Income","1,139,579.48","0.04","1,139,579.48","146,850,000.00","146,850,000.00","0.77","Japan","-","9.10","20-Jun-2034","2.50","JPY","20-Aug-2004" "JGB","JAPAN (GOVERNMENT OF) 10YR #350","Treasury","Fixed Income","1,132,245.97","0.04","1,132,245.97","172,950,000.00","172,950,000.00","0.65","Japan","-","3.97","20-Mar-2028","0.10","JPY","20-Mar-2018" "JGB","JAPAN (GOVERNMENT OF) 30YR #64","Treasury","Fixed Income","1,131,167.87","0.04","1,131,167.87","233,250,000.00","233,250,000.00","0.48","Japan","-","23.70","20-Sept-2049","0.40","JPY","11-Oct-2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,130,771.08","0.04","1,130,771.08","1,856,060.00","1,856,060.00","60.05","United Kingdom","-","25.29","22-Oct-2071","1.63","GBP","16-May-2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,130,217.82","0.04","1,130,217.82","1,367,000.00","1,367,000.00","81.33","Canada","-","4.44","01-Jun-2029","5.75","CAD","02-Feb-1998" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,119,984.21","0.04","1,119,984.21","1,050,000.00","1,050,000.00","104.22","France","-","17.26","25-Jun-2049","3.00","EUR","23-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #44","Treasury","Fixed Income","1,119,675.89","0.04","1,119,675.89","164,650,000.00","164,650,000.00","0.68","Japan","-","17.16","20-Sept-2044","1.70","JPY","22-Sept-2014" "JGB","JAPAN (GOVERNMENT OF) 10YR #362","Treasury","Fixed Income","1,116,679.63","0.04","1,116,679.63","173,950,000.00","173,950,000.00","0.64","Japan","-","6.94","20-Mar-2031","0.10","JPY","02-Apr-2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,113,651.75","0.04","1,113,651.75","1,351,000.00","1,351,000.00","81.34","United States","-","13.07","15-May-2042","3.00","USD","15-May-2012" "JGB","JAPAN (GOVERNMENT OF) 20YR #143","Treasury","Fixed Income","1,112,431.17","0.04","1,112,431.17","155,750,000.00","155,750,000.00","0.71","Japan","-","8.40","20-Mar-2033","1.60","JPY","21-Mar-2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #90","Treasury","Fixed Income","1,104,701.14","0.04","1,104,701.14","159,500,000.00","159,500,000.00","0.69","Japan","-","2.44","20-Sept-2026","2.20","JPY","29-Sept-2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #347","Treasury","Fixed Income","1,104,172.62","0.04","1,104,172.62","168,000,000.00","168,000,000.00","0.66","Japan","-","3.23","20-Jun-2027","0.10","JPY","20-Jun-2017" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,100,591.54","0.04","1,100,591.54","1,015,000.00","1,015,000.00","108.16","Germany","-","8.04","15-Feb-2033","2.30","EUR","03-May-2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,098,466.12","0.04","1,098,466.12","1,518,000.00","1,518,000.00","71.84","Canada","-","1.14","01-Jun-2025","2.25","CAD","30-Jun-2014" "JGB","JAPAN (GOVERNMENT OF) 10YR #349","Treasury","Fixed Income","1,094,584.22","0.04","1,094,584.22","166,950,000.00","166,950,000.00","0.66","Japan","-","3.72","20-Dec-2027","0.10","JPY","20-Dec-2017" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,084,299.42","0.04","1,084,299.42","1,183,000.00","1,183,000.00","91.66","Germany","-","7.30","15-Aug-2031","0.00","EUR","10-Sept-2021" "JGB","JAPAN (GOVERNMENT OF) 40YR #7","Treasury","Fixed Income","1,082,516.95","0.04","1,082,516.95","167,200,000.00","167,200,000.00","0.65","Japan","-","22.93","20-Mar-2054","1.70","JPY","29-May-2014" "JGB","JAPAN (GOVERNMENT OF) 30YR #43","Treasury","Fixed Income","1,076,053.17","0.04","1,076,053.17","157,200,000.00","157,200,000.00","0.68","Japan","-","16.92","20-Jun-2044","1.70","JPY","20-Jun-2014" "JGB","JAPAN (GOVERNMENT OF) 5YR #160","Treasury","Fixed Income","1,071,904.17","0.04","1,071,904.17","163,150,000.00","163,150,000.00","0.66","Japan","-","4.21","20-Jun-2028","0.20","JPY","16-Aug-2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #18","Treasury","Fixed Income","1,071,920.75","0.04","1,071,920.75","140,850,000.00","140,850,000.00","0.76","Japan","-","9.81","20-Mar-2035","2.30","JPY","20-Apr-2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #105","Treasury","Fixed Income","1,070,181.72","0.04","1,070,181.72","150,450,000.00","150,450,000.00","0.71","Japan","-","4.30","20-Sept-2028","2.10","JPY","24-Sept-2008" "JGB","JAPAN (GOVERNMENT OF) 10YR #359","Treasury","Fixed Income","1,069,272.68","0.04","1,069,272.68","165,450,000.00","165,450,000.00","0.65","Japan","-","6.20","20-Jun-2030","0.10","JPY","03-Jul-2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,065,421.67","0.04","1,065,421.67","1,450,000.00","1,450,000.00","72.41","Canada","-","1.90","01-Apr-2026","3.00","CAD","20-Jan-2023" "JGB","JAPAN (GOVERNMENT OF) 10YR #365","Treasury","Fixed Income","1,064,921.16","0.04","1,064,921.16","167,150,000.00","167,150,000.00","0.64","Japan","-","7.69","20-Dec-2031","0.10","JPY","06-Jan-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #50","Treasury","Fixed Income","1,056,794.94","0.04","1,056,794.94","186,850,000.00","186,850,000.00","0.57","Japan","-","19.75","20-Mar-2046","0.80","JPY","22-Mar-2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,056,055.53","0.04","1,056,055.53","1,014,000.00","1,014,000.00","102.52","United States","-","10.27","15-May-2038","4.50","USD","15-Aug-2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #23","Treasury","Fixed Income","1,046,679.85","0.04","1,046,679.85","133,700,000.00","133,700,000.00","0.78","Japan","-","10.64","20-Jun-2036","2.50","JPY","20-Jul-2006" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,045,781.21","0.04","1,045,781.21","972,000.00","972,000.00","107.00","United States","-","5.75","15-Feb-2031","5.38","USD","15-Feb-2001" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,041,982.50","0.04","1,041,982.50","1,111,000.00","1,111,000.00","93.79","Germany","-","6.31","15-Aug-2030","0.00","EUR","31-Aug-2020" "JGB","JAPAN (GOVERNMENT OF) 5YR #164","Treasury","Fixed Income","1,029,910.37","0.04","1,029,910.37","157,300,000.00","157,300,000.00","0.65","Japan","-","4.70","20-Dec-2028","0.20","JPY","17-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 10YR #351","Treasury","Fixed Income","1,030,174.53","0.04","1,030,174.53","157,500,000.00","157,500,000.00","0.65","Japan","-","4.22","20-Jun-2028","0.10","JPY","04-Jul-2018" "JPY","JPY CASH","Cash and/or Derivatives","Cash","1,017,824.15","0.04","1,017,824.15","154,286,874.00","154,286,874.00","0.66","Japan","-","0.00","-","0.00","JPY","01-Jan-1990" "JGB","JAPAN (GOVERNMENT OF) 20YR #116","Treasury","Fixed Income","1,010,055.13","0.04","1,010,055.13","138,500,000.00","138,500,000.00","0.73","Japan","-","5.65","20-Mar-2030","2.20","JPY","23-Mar-2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #95","Treasury","Fixed Income","1,007,387.74","0.04","1,007,387.74","142,350,000.00","142,350,000.00","0.70","Japan","-","3.12","20-Jun-2027","2.30","JPY","29-Jun-2007" "JGB","JAPAN (GOVERNMENT OF) 30YR #16","Treasury","Fixed Income","1,004,684.66","0.04","1,004,684.66","130,000,000.00","130,000,000.00","0.77","Japan","-","9.35","20-Sept-2034","2.50","JPY","25-Oct-2004" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,001,838.63","0.04","1,001,838.63","1,366,000.00","1,366,000.00","72.27","Canada","-","1.44","01-Oct-2025","3.00","CAD","25-Jul-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #56","Treasury","Fixed Income","999,517.27","0.04","999,517.27","180,150,000.00","180,150,000.00","0.55","Japan","-","20.93","20-Sept-2047","0.80","JPY","20-Sept-2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","996,302.19","0.03","996,302.19","978,000.00","978,000.00","101.39","United States","-","10.31","15-Feb-2038","4.38","USD","15-Feb-2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #55","Treasury","Fixed Income","994,838.51","0.03","994,838.51","178,400,000.00","178,400,000.00","0.56","Japan","-","20.68","20-Jun-2047","0.80","JPY","20-Jun-2017" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","986,065.11","0.03","986,065.11","919,000.00","919,000.00","106.88","Germany","-","4.77","12-Apr-2029","2.10","EUR","18-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #118","Treasury","Fixed Income","984,088.97","0.03","984,088.97","135,450,000.00","135,450,000.00","0.72","Japan","-","5.87","20-Jun-2030","2.00","JPY","21-Jun-2010" "EUR","EUR CASH","Cash and/or Derivatives","Cash","977,939.05","0.03","977,939.05","903,116.00","903,116.00","108.28","European Union","-","0.00","-","0.00","EUR","01-Jan-1989" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","967,296.68","0.03","967,296.68","1,292,000.00","1,292,000.00","74.05","Canada","-","15.00","01-Dec-2045","3.50","CAD","13-Jun-2011" "JGB","JAPAN (GOVERNMENT OF) 10YR #353","Treasury","Fixed Income","960,636.24","0.03","960,636.24","147,450,000.00","147,450,000.00","0.65","Japan","-","4.72","20-Dec-2028","0.10","JPY","09-Jan-2019" "JGB","JAPAN (GOVERNMENT OF) 10YR #338","Treasury","Fixed Income","956,592.91","0.03","956,592.91","144,500,000.00","144,500,000.00","0.66","Japan","-","0.98","20-Mar-2025","0.40","JPY","20-Mar-2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #22","Treasury","Fixed Income","953,802.53","0.03","953,802.53","122,550,000.00","122,550,000.00","0.78","Japan","-","10.51","20-Mar-2036","2.50","JPY","25-Apr-2006" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","947,198.31","0.03","947,198.31","1,280,000.00","1,280,000.00","73.84","Italy","-","19.35","01-Sept-2052","2.15","EUR","12-Jan-2022" "JGB","JAPAN (GOVERNMENT OF) 10YR #339","Treasury","Fixed Income","943,916.16","0.03","943,916.16","142,350,000.00","142,350,000.00","0.66","Japan","-","1.23","20-Jun-2025","0.40","JPY","22-Jun-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #108","Treasury","Fixed Income","940,778.77","0.03","940,778.77","132,400,000.00","132,400,000.00","0.71","Japan","-","4.53","20-Dec-2028","1.90","JPY","30-Jan-2009" "JGB","JAPAN (GOVERNMENT OF) 30YR #53","Treasury","Fixed Income","939,068.51","0.03","939,068.51","175,150,000.00","175,150,000.00","0.54","Japan","-","20.78","20-Dec-2046","0.60","JPY","20-Dec-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #126","Treasury","Fixed Income","935,725.81","0.03","935,725.81","128,500,000.00","128,500,000.00","0.73","Japan","-","6.56","20-Mar-2031","2.00","JPY","26-Apr-2011" "JGB","JAPAN (GOVERNMENT OF) 30YR #54","Treasury","Fixed Income","917,903.73","0.03","917,903.73","164,550,000.00","164,550,000.00","0.56","Japan","-","20.54","20-Mar-2047","0.80","JPY","21-Mar-2017" "JGB","JAPAN (GOVERNMENT OF) 20YR #109","Treasury","Fixed Income","916,753.13","0.03","916,753.13","129,250,000.00","129,250,000.00","0.71","Japan","-","4.78","20-Mar-2029","1.90","JPY","23-Mar-2009" "JGB","JAPAN (GOVERNMENT OF) 30YR #60","Treasury","Fixed Income","899,975.07","0.03","899,975.07","160,700,000.00","160,700,000.00","0.56","Japan","-","21.44","20-Sept-2048","0.90","JPY","12-Oct-2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #131","Treasury","Fixed Income","893,214.66","0.03","893,214.66","124,700,000.00","124,700,000.00","0.72","Japan","-","7.06","20-Sept-2031","1.70","JPY","28-Nov-2011" "JGB","JAPAN (GOVERNMENT OF) 10YR #360","Treasury","Fixed Income","891,316.48","0.03","891,316.48","138,150,000.00","138,150,000.00","0.65","Japan","-","6.45","20-Sept-2030","0.10","JPY","02-Oct-2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","890,105.46","0.03","890,105.46","1,350,000.00","1,350,000.00","65.29","Canada","-","17.18","01-Dec-2048","2.75","CAD","02-Jun-2014" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","888,560.30","0.03","888,560.30","1,013,000.00","1,013,000.00","86.37","Canada","-","7.20","01-Jun-2033","5.75","CAD","15-Oct-2001" "TBOND","TREASURY BOND","Treasury","Fixed Income","887,201.17","0.03","887,201.17","807,000.00","807,000.00","108.13","United States","-","9.57","15-May-2037","5.00","USD","15-Aug-2007" "JGB","JAPAN (GOVERNMENT OF) 30YR #14","Treasury","Fixed Income","884,249.58","0.03","884,249.58","115,700,000.00","115,700,000.00","0.76","Japan","-","8.98","20-Mar-2034","2.40","JPY","20-Apr-2004" "JGB","JAPAN (GOVERNMENT OF) 20YR #124","Treasury","Fixed Income","883,772.46","0.03","883,772.46","121,050,000.00","121,050,000.00","0.73","Japan","-","6.31","20-Dec-2030","2.00","JPY","25-Feb-2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #102","Treasury","Fixed Income","883,481.22","0.03","883,481.22","122,400,000.00","122,400,000.00","0.72","Japan","-","4.03","20-Jun-2028","2.40","JPY","20-Jun-2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #142","Treasury","Fixed Income","881,611.80","0.03","881,611.80","121,100,000.00","121,100,000.00","0.72","Japan","-","8.09","20-Dec-2032","1.80","JPY","25-Feb-2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #135","Treasury","Fixed Income","879,571.76","0.03","879,571.76","122,600,000.00","122,600,000.00","0.72","Japan","-","7.50","20-Mar-2032","1.70","JPY","26-Apr-2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #51","Treasury","Fixed Income","873,952.59","0.03","873,952.59","173,950,000.00","173,950,000.00","0.50","Japan","-","21.15","20-Jun-2046","0.30","JPY","20-Jun-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #88","Treasury","Fixed Income","869,418.15","0.03","869,418.15","125,150,000.00","125,150,000.00","0.69","Japan","-","2.18","20-Jun-2026","2.30","JPY","26-Jun-2006" "JGB","JAPAN (GOVERNMENT OF) 30YR #25","Treasury","Fixed Income","868,070.44","0.03","868,070.44","113,100,000.00","113,100,000.00","0.76","Japan","-","11.12","20-Dec-2036","2.30","JPY","25-Jan-2007" "JGB","JAPAN (GOVERNMENT OF) 10YR #369","Treasury","Fixed Income","862,585.74","0.03","862,585.74","132,100,000.00","132,100,000.00","0.65","Japan","-","8.52","20-Dec-2032","0.50","JPY","06-Jan-2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","861,512.21","0.03","861,512.21","940,000.00","940,000.00","91.27","United States","-","11.25","15-Feb-2039","3.50","USD","17-Feb-2009" "JGB","JAPAN (GOVERNMENT OF) 10YR #342","Treasury","Fixed Income","860,224.33","0.03","860,224.33","130,600,000.00","130,600,000.00","0.66","Japan","-","1.99","20-Mar-2026","0.10","JPY","22-Mar-2016" "JGB","JAPAN (GOVERNMENT OF) 10YR #361","Treasury","Fixed Income","858,833.10","0.03","858,833.10","133,450,000.00","133,450,000.00","0.64","Japan","-","6.70","20-Dec-2030","0.10","JPY","07-Jan-2021" "JGB","JAPAN (GOVERNMENT OF) 10YR #358","Treasury","Fixed Income","850,329.70","0.03","850,329.70","131,350,000.00","131,350,000.00","0.65","Japan","-","5.96","20-Mar-2030","0.10","JPY","03-Apr-2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","836,787.50","0.03","836,787.50","1,731,000.00","1,731,000.00","47.74","United Kingdom","-","28.64","22-Oct-2073","1.13","GBP","09-Feb-2022" "JGB","JAPAN (GOVERNMENT OF) 40YR #8","Treasury","Fixed Income","834,142.05","0.03","834,142.05","139,350,000.00","139,350,000.00","0.60","Japan","-","24.28","20-Mar-2055","1.40","JPY","27-Apr-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #120","Treasury","Fixed Income","820,537.74","0.03","820,537.74","115,600,000.00","115,600,000.00","0.71","Japan","-","5.93","20-Jun-2030","1.60","JPY","27-Aug-2010" "JGB","JAPAN (GOVERNMENT OF) 10YR #352","Treasury","Fixed Income","801,950.32","0.03","801,950.32","122,900,000.00","122,900,000.00","0.65","Japan","-","4.47","20-Sept-2028","0.10","JPY","03-Oct-2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","800,431.53","0.03","800,431.53","853,000.00","853,000.00","92.64","Germany","-","21.91","15-Aug-2053","1.80","EUR","20-Jun-2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #144","Treasury","Fixed Income","795,075.30","0.03","795,075.30","112,200,000.00","112,200,000.00","0.71","Japan","-","8.43","20-Mar-2033","1.50","JPY","22-Apr-2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #119","Treasury","Fixed Income","793,215.53","0.03","793,215.53","110,450,000.00","110,450,000.00","0.72","Japan","-","5.90","20-Jun-2030","1.80","JPY","27-Jul-2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #85","Treasury","Fixed Income","786,302.72","0.03","786,302.72","114,800,000.00","114,800,000.00","0.68","Japan","-","1.96","20-Mar-2026","2.10","JPY","27-Mar-2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #356","Treasury","Fixed Income","784,760.47","0.03","784,760.47","120,900,000.00","120,900,000.00","0.65","Japan","-","5.46","20-Sept-2029","0.10","JPY","02-Oct-2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #101","Treasury","Fixed Income","778,171.06","0.03","778,171.06","108,850,000.00","108,850,000.00","0.71","Japan","-","3.83","20-Mar-2028","2.40","JPY","30-May-2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #139","Treasury","Fixed Income","776,282.70","0.03","776,282.70","108,500,000.00","108,500,000.00","0.71","Japan","-","7.72","20-Jun-2032","1.60","JPY","27-Aug-2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #20","Treasury","Fixed Income","758,291.16","0.03","758,291.16","97,600,000.00","97,600,000.00","0.78","Japan","-","10.12","20-Sept-2035","2.50","JPY","25-Oct-2005" "JGB","JAPAN (GOVERNMENT OF) 30YR #17","Treasury","Fixed Income","753,350.89","0.03","753,350.89","97,700,000.00","97,700,000.00","0.77","Japan","-","9.53","20-Dec-2034","2.40","JPY","21-Feb-2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #115","Treasury","Fixed Income","751,141.59","0.03","751,141.59","102,850,000.00","102,850,000.00","0.73","Japan","-","5.40","20-Dec-2029","2.20","JPY","26-Feb-2010" "JGB","JAPAN (GOVERNMENT OF) 30YR #45","Treasury","Fixed Income","745,929.12","0.03","745,929.12","113,200,000.00","113,200,000.00","0.66","Japan","-","17.54","20-Dec-2044","1.50","JPY","22-Dec-2014" "JGB","JAPAN (GOVERNMENT OF) 10YR #341","Treasury","Fixed Income","734,632.95","0.03","734,632.95","111,000,000.00","111,000,000.00","0.66","Japan","-","1.73","20-Dec-2025","0.30","JPY","21-Dec-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #127","Treasury","Fixed Income","721,187.88","0.03","721,187.88","99,650,000.00","99,650,000.00","0.72","Japan","-","6.58","20-Mar-2031","1.90","JPY","31-May-2011" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","719,240.15","0.03","719,240.15","1,674,000.00","1,674,000.00","42.51","France","-","37.85","25-May-2072","0.50","EUR","26-Jan-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #84","Treasury","Fixed Income","709,187.32","0.02","709,187.32","103,650,000.00","103,650,000.00","0.68","Japan","-","1.71","20-Dec-2025","2.00","JPY","31-Jan-2006" "JGB","JAPAN (GOVERNMENT OF) 30YR #49","Treasury","Fixed Income","704,614.76","0.02","704,614.76","109,650,000.00","109,650,000.00","0.64","Japan","-","18.39","20-Dec-2045","1.40","JPY","21-Dec-2015" "JGB","JAPAN (GOVERNMENT OF) 10YR #357","Treasury","Fixed Income","698,479.42","0.02","698,479.42","107,750,000.00","107,750,000.00","0.65","Japan","-","5.71","20-Dec-2029","0.10","JPY","08-Jan-2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #21","Treasury","Fixed Income","698,127.23","0.02","698,127.23","91,100,000.00","91,100,000.00","0.76","Japan","-","10.35","20-Dec-2035","2.30","JPY","25-Jan-2006" "JGB","JAPAN (GOVERNMENT OF) 20YR #111","Treasury","Fixed Income","697,447.03","0.02","697,447.03","96,200,000.00","96,200,000.00","0.72","Japan","-","4.95","20-Jun-2029","2.20","JPY","22-Jun-2009" "JGB","JAPAN (GOVERNMENT OF) 10YR #355","Treasury","Fixed Income","695,735.49","0.02","695,735.49","107,050,000.00","107,050,000.00","0.65","Japan","-","5.21","20-Jun-2029","0.10","JPY","03-Jul-2019" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","695,413.04","0.02","695,413.04","1,021,000.00","1,021,000.00","67.88","Canada","-","3.07","01-Jun-2027","1.00","CAD","03-Aug-2016" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","692,560.13","0.02","692,560.13","1,214,000.00","1,214,000.00","57.05","Germany","-","26.07","15-Aug-2050","0.00","EUR","18-May-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #136","Treasury","Fixed Income","682,104.98","0.02","682,104.98","95,750,000.00","95,750,000.00","0.71","Japan","-","7.53","20-Mar-2032","1.60","JPY","28-May-2012" "JGB","JAPAN (GOVERNMENT OF) 40YR #1","Treasury","Fixed Income","675,903.04","0.02","675,903.04","88,900,000.00","88,900,000.00","0.76","Japan","-","18.43","20-Mar-2048","2.40","JPY","20-Nov-2007" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","674,911.04","0.02","674,911.04","652,000.00","652,000.00","103.51","Germany","-","1.52","10-Oct-2025","0.00","EUR","06-Nov-2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #47","Treasury","Fixed Income","670,730.97","0.02","670,730.97","100,250,000.00","100,250,000.00","0.67","Japan","-","17.74","20-Jun-2045","1.60","JPY","22-Jun-2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #24","Treasury","Fixed Income","669,919.47","0.02","669,919.47","86,000,000.00","86,000,000.00","0.78","Japan","-","10.89","20-Sept-2036","2.50","JPY","20-Oct-2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #343","Treasury","Fixed Income","666,145.17","0.02","666,145.17","101,150,000.00","101,150,000.00","0.66","Japan","-","2.23","20-Jun-2026","0.10","JPY","20-Jun-2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #93","Treasury","Fixed Income","665,458.09","0.02","665,458.09","95,750,000.00","95,750,000.00","0.69","Japan","-","2.92","20-Mar-2027","2.00","JPY","26-Mar-2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #122","Treasury","Fixed Income","657,435.43","0.02","657,435.43","91,700,000.00","91,700,000.00","0.72","Japan","-","6.15","20-Sept-2030","1.80","JPY","26-Oct-2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #129","Treasury","Fixed Income","653,032.23","0.02","653,032.23","90,300,000.00","90,300,000.00","0.72","Japan","-","6.79","20-Jun-2031","1.80","JPY","30-Aug-2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #97","Treasury","Fixed Income","649,922.74","0.02","649,922.74","92,250,000.00","92,250,000.00","0.70","Japan","-","3.38","20-Sept-2027","2.20","JPY","28-Sept-2007" "JGB","JAPAN (GOVERNMENT OF) 10YR #340","Treasury","Fixed Income","643,705.35","0.02","643,705.35","97,150,000.00","97,150,000.00","0.66","Japan","-","1.49","20-Sept-2025","0.40","JPY","24-Sept-2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #138","Treasury","Fixed Income","637,676.44","0.02","637,676.44","89,800,000.00","89,800,000.00","0.71","Japan","-","7.75","20-Jun-2032","1.50","JPY","30-Jul-2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #19","Treasury","Fixed Income","637,809.41","0.02","637,809.41","83,300,000.00","83,300,000.00","0.76","Japan","-","9.96","20-Jun-2035","2.30","JPY","20-Jul-2005" "TBOND","TREASURY BOND","Treasury","Fixed Income","630,967.31","0.02","630,967.31","560,000.00","560,000.00","110.41","United States","-","5.04","15-May-2030","6.25","USD","15-Feb-2000" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","625,572.22","0.02","625,572.22","497,000.00","497,000.00","124.90","United Kingdom","-","2.75","07-Mar-2027","3.75","GBP","11-Jan-2024" "JGB","JAPAN (GOVERNMENT OF) 5YR #155","Treasury","Fixed Income","625,505.63","0.02","625,505.63","94,650,000.00","94,650,000.00","0.66","Japan","-","3.71","20-Dec-2027","0.30","JPY","16-Jan-2023" "JGB","JAPAN (GOVERNMENT OF) 10YR #367","Treasury","Fixed Income","621,990.66","0.02","621,990.66","97,350,000.00","97,350,000.00","0.64","Japan","-","8.14","20-Jun-2032","0.20","JPY","06-Jul-2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","618,299.76","0.02","618,299.76","600,000.00","600,000.00","102.39","United States","-","1.77","15-Feb-2026","6.00","USD","15-Feb-1996" "JGB","JAPAN (GOVERNMENT OF) 20YR #107","Treasury","Fixed Income","617,380.38","0.02","617,380.38","86,100,000.00","86,100,000.00","0.71","Japan","-","4.51","20-Dec-2028","2.10","JPY","22-Dec-2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #13","Treasury","Fixed Income","614,012.41","0.02","614,012.41","82,800,000.00","82,800,000.00","0.74","Japan","-","8.87","20-Dec-2033","2.00","JPY","27-Feb-2004" "JGB","JAPAN (GOVERNMENT OF) 20YR #137","Treasury","Fixed Income","599,002.96","0.02","599,002.96","83,100,000.00","83,100,000.00","0.72","Japan","-","7.69","20-Jun-2032","1.70","JPY","20-Jun-2012" "JGB","JAPAN (GOVERNMENT OF) 10YR #1","Treasury","Fixed Income","593,495.09","0.02","593,495.09","90,100,000.00","90,100,000.00","0.66","Japan","-","9.37","20-Dec-2033","0.70","JPY","15-Feb-2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #8","Treasury","Fixed Income","577,226.08","0.02","577,226.08","79,200,000.00","79,200,000.00","0.72","Japan","-","8.02","22-Nov-2032","1.80","JPY","20-Nov-2002" "JGB","JAPAN (GOVERNMENT OF) 20YR #81","Treasury","Fixed Income","574,613.81","0.02","574,613.81","84,700,000.00","84,700,000.00","0.68","Japan","-","1.48","20-Sept-2025","2.00","JPY","30-Sept-2005" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","572,519.03","0.02","572,519.03","815,000.00","815,000.00","69.90","Canada","-","2.10","01-Jun-2026","1.50","CAD","21-Jul-2015" "TBOND","TREASURY BOND","Treasury","Fixed Income","572,247.12","0.02","572,247.12","530,000.00","530,000.00","105.75","United States","-","3.19","15-Nov-2027","6.13","USD","17-Nov-1997" "JGB","JAPAN (GOVERNMENT OF) 20YR #86","Treasury","Fixed Income","563,455.56","0.02","563,455.56","81,950,000.00","81,950,000.00","0.69","Japan","-","1.95","20-Mar-2026","2.30","JPY","28-Apr-2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #354","Treasury","Fixed Income","558,350.05","0.02","558,350.05","85,850,000.00","85,850,000.00","0.65","Japan","-","4.96","20-Mar-2029","0.10","JPY","03-Apr-2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #103","Treasury","Fixed Income","550,651.00","0.02","550,651.00","76,600,000.00","76,600,000.00","0.71","Japan","-","4.04","20-Jun-2028","2.30","JPY","29-Jul-2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #87","Treasury","Fixed Income","531,838.42","0.02","531,838.42","77,500,000.00","77,500,000.00","0.69","Japan","-","1.96","20-Mar-2026","2.20","JPY","30-May-2006" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","524,462.94","0.02","524,462.94","748,000.00","748,000.00","69.59","Canada","-","4.79","01-Jun-2029","2.25","CAD","27-Jul-2018" "JGB","JAPAN (GOVERNMENT OF) 30YR #48","Treasury","Fixed Income","510,435.69","0.02","510,435.69","79,600,000.00","79,600,000.00","0.64","Japan","-","18.28","20-Sept-2045","1.40","JPY","24-Sept-2015" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","508,697.10","0.02","508,697.10","711,000.00","711,000.00","71.48","Canada","-","0.91","01-Mar-2025","1.25","CAD","11-Oct-2019" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","508,148.51","0.02","508,148.51","788,000.00","788,000.00","63.84","Canada","-","23.04","01-Dec-2064","2.75","CAD","01-May-2014" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","499,607.33","0.02","499,607.33","716,000.00","716,000.00","69.31","Canada","-","3.93","01-Jun-2028","2.00","CAD","01-Aug-2017" "JGB","JAPAN (GOVERNMENT OF) 30YR #11","Treasury","Fixed Income","482,866.28","0.02","482,866.28","66,800,000.00","66,800,000.00","0.72","Japan","-","8.55","20-Jun-2033","1.70","JPY","30-Jul-2003" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","473,391.63","0.02","473,391.63","696,000.00","696,000.00","67.86","Italy","-","24.86","01-Mar-2072","2.15","EUR","14-Apr-2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #106","Treasury","Fixed Income","465,689.19","0.02","465,689.19","65,200,000.00","65,200,000.00","0.71","Japan","-","4.30","20-Sept-2028","2.20","JPY","31-Oct-2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #98","Treasury","Fixed Income","455,747.21","0.02","455,747.21","64,900,000.00","64,900,000.00","0.70","Japan","-","3.38","20-Sept-2027","2.10","JPY","30-Nov-2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #96","Treasury","Fixed Income","454,201.19","0.02","454,201.19","64,600,000.00","64,600,000.00","0.70","Japan","-","3.13","20-Jun-2027","2.10","JPY","31-Aug-2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #104","Treasury","Fixed Income","453,472.10","0.02","453,472.10","63,600,000.00","63,600,000.00","0.71","Japan","-","4.05","20-Jun-2028","2.10","JPY","29-Aug-2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #12","Treasury","Fixed Income","439,939.02","0.02","439,939.02","59,100,000.00","59,100,000.00","0.74","Japan","-","8.67","20-Sept-2033","2.10","JPY","20-Nov-2003" "JGB","JAPAN (GOVERNMENT OF) 20YR #89","Treasury","Fixed Income","426,228.48","0.01","426,228.48","61,500,000.00","61,500,000.00","0.69","Japan","-","2.18","20-Jun-2026","2.20","JPY","30-Aug-2006" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","417,653.39","0.01","417,653.39","598,000.00","598,000.00","69.31","Canada","-","5.23","01-Dec-2029","2.25","CAD","29-Mar-2022" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","410,900.22","0.01","410,900.22","476,000.00","476,000.00","85.15","Canada","-","9.79","01-Jun-2037","5.00","CAD","19-Jul-2004" "JGB","JAPAN (GOVERNMENT OF) 20YR #76","Treasury","Fixed Income","406,480.63","0.01","406,480.63","60,500,000.00","60,500,000.00","0.67","Japan","-","0.98","20-Mar-2025","1.90","JPY","28-Apr-2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #82","Treasury","Fixed Income","400,844.72","0.01","400,844.72","59,000,000.00","59,000,000.00","0.68","Japan","-","1.47","20-Sept-2025","2.10","JPY","31-Oct-2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #83","Treasury","Fixed Income","387,324.51","0.01","387,324.51","56,500,000.00","56,500,000.00","0.68","Japan","-","1.71","20-Dec-2025","2.10","JPY","20-Dec-2005" "JGB","JAPAN (GOVERNMENT OF) 10YR #368","Treasury","Fixed Income","384,045.93","0.01","384,045.93","60,300,000.00","60,300,000.00","0.64","Japan","-","8.40","20-Sept-2032","0.20","JPY","05-Oct-2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #7","Treasury","Fixed Income","383,131.03","0.01","383,131.03","50,750,000.00","50,750,000.00","0.75","Japan","-","7.45","20-May-2032","2.30","JPY","20-May-2002" "JGB","JAPAN (GOVERNMENT OF) 20YR #78","Treasury","Fixed Income","311,841.47","0.01","311,841.47","46,000,000.00","46,000,000.00","0.67","Japan","-","1.22","20-Jun-2025","1.90","JPY","27-Jun-2005" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","284,840.80","0.01","284,840.80","385,000.00","385,000.00","73.64","Canada","-","1.98","01-May-2026","4.00","CAD","12-Feb-2024" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","271,903.28","0.01","271,903.28","213,000.00","213,000.00","127.30","United Kingdom","-","6.48","22-Oct-2031","4.00","GBP","29-Feb-2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #75","Treasury","Fixed Income","165,603.14","0.01","165,603.14","24,600,000.00","24,600,000.00","0.67","Japan","-","0.98","20-Mar-2025","2.10","JPY","25-Mar-2005" "CHF","CHF CASH","Cash and/or Derivatives","Cash","162,847.16","0.01","162,847.16","147,027.00","147,027.00","110.76","Switzerland","-","0.00","-","0.00","CHF","01-Jan-1990" "CAD","CAD CASH","Cash and/or Derivatives","Cash","156,595.98","0.01","156,595.98","212,524.00","212,524.00","73.68","Canada","-","0.00","-","0.00","CAD","01-Jan-1989" "USD","USD CASH","Cash and/or Derivatives","Cash","156,340.98","0.01","156,340.98","156,341.00","156,341.00","100.00","United States","-","0.00","-","0.00","USD","01-Jan-1989" "GBP","GBP/USD","Cash and/or Derivatives","FX","2,708.53","0.00","2,708.53","-1,687,556.00","-1,687,556.00","1.00","United States","-","0.00","27-Mar-2024","0.00","USD","25-Mar-2024" "GBP","GBP/CAD","Cash and/or Derivatives","FX","183.53","0.00","183.53","-72,346.00","-72,346.00","0.74","Canada","-","0.00","27-Mar-2024","0.00","CAD","25-Mar-2024" "GBP","GBP/EUR","Cash and/or Derivatives","FX","398.67","0.00","398.67","-786,134.00","-786,134.00","1.08","European Union","-","0.00","27-Mar-2024","0.00","EUR","25-Mar-2024" "GBP","GBP/JPY","Cash and/or Derivatives","FX","36.80","0.00","36.80","-446,081.00","-446,081.00","0.01","Japan","-","0.00","27-Mar-2024","0.00","JPY","25-Mar-2024"