iShares Global Government Bond USD Hedged Active ETF
Fund Holdings as of,"Jul 23, 2026"
Inception Date,"Jun 25, 2025"
Shares Outstanding,"58,980,000.00"
Stock,"-"
Bond,"-"
Cash,"-"
Other,"-"

Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Par Value,CUSIP,ISIN,SEDOL,Location,Exchange,Currency,Duration,YTM (%),FX Rate,Maturity,Coupon (%),Mod. Duration,Yield to Call (%),Yield to Worst (%),Real Duration,Real YTM (%),Market Currency,Accrual Date,Effective Date
"BLACKROCK CASH CL INST SL AGENCY","Cash and/or Derivatives","Money Market","97,912,179.77","3.32","97,912,179.77","97,892,601.00","066922519","US0669225197","BKGRT85","United States","-","USD","0.08","3.73","1.00","-","3.60","0.20","-","3.71","0.17","3.71","USD","-","Feb 04, 2009"
"CASH COLLATERAL USD RBCFT","Cash and/or Derivatives","Cash Collateral and Margins","54,180,000.00","1.84","54,180,000.00","54,180,000.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.60","0.00","-","4.96","0.00","4.96","USD","Nov 12, 2024","Nov 12, 2024"
"TREASURY NOTE","Treasury","Fixed Income","50,264,806.34","1.70","50,264,806.34","49,960,000.00","91282CJN2","US91282CJN20","BNTC728","United States","-","USD","2.20","4.38","1.00","Nov 30, 2028","4.38","2.20","-","4.38","2.20","4.38","USD","Nov 30, 2023","Nov 30, 2023"
"TREASURY NOTE","Treasury","Fixed Income","48,411,385.87","1.64","48,411,385.87","49,600,000.00","91282CGZ8","US91282CGZ86","-","United States","-","USD","3.46","4.43","1.00","Apr 30, 2030","3.50","3.46","-","4.43","3.46","4.43","USD","Apr 30, 2023","May 01, 2023"
"TREASURY NOTE","Treasury","Fixed Income","46,794,397.30","1.59","46,794,397.30","47,320,000.00","91282CFY2","US91282CFY21","BP4XZ04","United States","-","USD","3.09","4.42","1.00","Nov 30, 2029","3.88","3.09","-","4.42","3.09","4.42","USD","Nov 30, 2022","Nov 30, 2022"
"TREASURY NOTE","Treasury","Fixed Income","46,479,084.58","1.58","46,479,084.58","45,500,000.00","91282CJF9","US91282CJF95","BPQ0075","United States","-","USD","2.11","4.39","1.00","Oct 31, 2028","4.88","2.11","-","4.39","2.11","4.39","USD","Oct 31, 2023","Oct 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","42,950,335.61","1.46","42,950,335.61","46,770,000.00","91282CFF3","US91282CFF32","BPJK0D8","United States","-","USD","5.41","4.53","1.00","Aug 15, 2032","2.75","5.40","-","4.53","5.40","4.53","USD","Aug 15, 2022","Aug 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","40,216,596.88","1.36","40,216,596.88","46,280,000.00","912828ZQ6","US912828ZQ64","BMHCRF6","United States","-","USD","3.68","4.43","1.00","May 15, 2030","0.63","3.68","-","4.43","3.68","4.43","USD","May 15, 2020","May 15, 2020"
"TREASURY NOTE","Treasury","Fixed Income","39,274,109.63","1.33","39,274,109.63","39,060,000.00","91282CLQ2","US91282CLQ23","BSVLV71","United States","-","USD","1.18","4.29","1.00","Oct 15, 2027","3.88","1.18","-","4.29","1.18","4.29","USD","Oct 15, 2024","Oct 15, 2024"
"TREASURY NOTE","Treasury","Fixed Income","37,434,761.72","1.27","37,434,761.72","40,590,000.00","91282CEP2","US91282CEP23","BPSLLY0","United States","-","USD","5.23","4.52","1.00","May 15, 2032","2.88","5.22","-","4.52","5.22","4.52","USD","May 15, 2022","May 16, 2022"
"TREASURY NOTE","Treasury","Fixed Income","34,237,324.74","1.16","34,237,324.74","35,590,000.00","91282CPM7","US91282CPM72","BVPJDT8","United States","-","USD","5.54","4.54","1.00","Nov 30, 2032","3.75","5.54","-","4.54","5.54","4.54","USD","Nov 30, 2025","Dec 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","29,712,178.94","1.01","29,712,178.94","30,070,000.00","91282CPY1","US91282CPY11","BWQLSF1","United States","-","USD","5.55","4.55","1.00","Jan 31, 2033","4.00","5.55","-","4.55","5.55","4.55","USD","Jan 31, 2026","Feb 02, 2026"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","29,204,723.71","0.99","29,204,723.71","29,204,724.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.60","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"TREASURY NOTE","Treasury","Fixed Income","27,387,509.61","0.93","27,387,509.61","27,590,000.00","91282CPL9","US91282CPL99","BVPJDS7","United States","-","USD","1.30","4.31","1.00","Nov 30, 2027","3.38","1.30","-","4.31","1.30","4.31","USD","Nov 30, 2025","Dec 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","26,984,212.10","0.92","26,984,212.10","30,670,000.00","91282CDY4","US91282CDY49","BM96PV8","United States","-","USD","5.13","4.51","1.00","Feb 15, 2032","1.88","5.12","-","4.51","5.12","4.51","USD","Feb 15, 2022","Feb 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","25,914,670.31","0.88","25,914,670.31","26,490,000.00","91282CNC1","US91282CNC19","BPJK9X1","United States","-","USD","7.18","4.67","1.00","May 15, 2035","4.25","7.19","-","4.67","7.19","4.67","USD","May 15, 2025","May 15, 2025"
"TREASURY NOTE","Treasury","Fixed Income","24,891,874.49","0.84","24,891,874.49","25,200,000.00","91282CQG9","US91282CQG95","BW5YW93","United States","-","USD","4.18","4.46","1.00","Mar 31, 2031","3.88","4.18","-","4.46","4.18","4.46","USD","Mar 31, 2026","Mar 31, 2026"
"TREASURY BOND","Treasury","Fixed Income","24,330,792.89","0.83","24,330,792.89","39,760,000.00","912810SQ2","US912810SQ22","BKVKF47","United States","-","USD","12.22","5.07","1.00","Aug 15, 2040","1.13","12.25","-","5.07","12.25","5.07","USD","Aug 15, 2020","Aug 31, 2020"
"TREASURY NOTE","Treasury","Fixed Income","23,725,968.01","0.80","23,725,968.01","23,730,000.00","91282CFZ9","US91282CFZ95","BP4XZ15","United States","-","USD","1.30","4.31","1.00","Nov 30, 2027","3.88","1.30","-","4.31","1.30","4.31","USD","Nov 30, 2022","Nov 30, 2022"
"TREASURY NOTE","Treasury","Fixed Income","23,609,632.81","0.80","23,609,632.81","24,460,000.00","91282CPQ8","US91282CPQ86","BSSBHZ4","United States","-","USD","5.60","4.55","1.00","Dec 31, 2032","3.88","5.60","-","4.55","5.60","4.55","USD","Dec 31, 2025","Dec 31, 2025"
"TREASURY NOTE","Treasury","Fixed Income","23,063,450.32","0.78","23,063,450.32","23,370,000.00","91282CGJ4","US91282CGJ45","BPQGCQ6","United States","-","USD","3.22","4.42","1.00","Jan 31, 2030","3.50","3.21","-","4.42","3.21","4.42","USD","Jan 31, 2023","Jan 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","22,521,659.31","0.76","22,521,659.31","22,140,000.00","91282CHX2","US91282CHX20","BMGC3Q0","United States","-","USD","1.96","4.37","1.00","Aug 31, 2028","4.38","1.96","-","4.37","1.96","4.37","USD","Aug 31, 2023","Aug 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","22,376,097.52","0.76","22,376,097.52","22,190,000.00","91282CKC4","US91282CKC46","BMG7NX2","United States","-","USD","4.07","4.45","1.00","Feb 28, 2031","4.25","4.07","-","4.45","4.07","4.45","USD","Feb 29, 2024","Feb 29, 2024"
"TREASURY NOTE","Treasury","Fixed Income","20,622,537.25","0.70","20,622,537.25","20,460,000.00","91282CLC3","US91282CLC37","BRC1742","United States","-","USD","2.76","4.40","1.00","Jul 31, 2029","4.00","2.76","-","4.40","2.76","4.40","USD","Jul 31, 2024","Jul 31, 2024"
"TREASURY NOTE","Treasury","Fixed Income","19,479,423.55","0.66","19,479,423.55","19,730,000.00","91282CNT4","US91282CNT44","BQT2LK5","United States","-","USD","7.27","4.68","1.00","Aug 15, 2035","4.25","7.28","-","4.68","7.28","4.68","USD","Aug 15, 2025","Aug 15, 2025"
"TREASURY BOND","Treasury","Fixed Income","19,111,692.96","0.65","19,111,692.96","32,480,000.00","912810TD0","US912810TD00","BM96PW9","United States","-","USD","16.34","5.27","1.00","Feb 15, 2052","2.25","16.55","-","5.27","16.55","5.27","USD","Feb 15, 2022","Feb 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","18,392,068.33","0.62","18,392,068.33","19,100,000.00","91282CFC0","US91282CFC01","BPG9B13","United States","-","USD","2.82","4.40","1.00","Jul 31, 2029","2.63","2.82","-","4.40","2.82","4.40","USD","Jul 31, 2022","Aug 01, 2022"
"TREASURY BOND","Treasury","Fixed Income","18,381,296.48","0.62","18,381,296.48","34,595,000.00","912810TB4","US912810TB44","BMCNFZ0","United States","-","USD","17.09","5.28","1.00","Nov 15, 2051","1.88","17.29","-","5.28","17.29","5.28","USD","Nov 15, 2021","Nov 15, 2021"
"TREASURY BOND","Treasury","Fixed Income","17,981,248.96","0.61","17,981,248.96","28,200,000.00","912810RT7","US912810RT79","BZ56WJ0","United States","-","USD","14.23","5.28","1.00","Aug 15, 2046","2.25","14.39","-","5.28","14.39","5.28","USD","Aug 15, 2016","Aug 15, 2016"
"JAPAN (GOVERNMENT OF) 2YR #484","Treasury","Fixed Income","16,704,282.01","0.57","16,704,282.01","2,732,450,000.00","-","JP1024841S56","BP96RM4","Japan","-","USD","1.74","1.46","163.94","May 01, 2028","1.40","1.74","-","1.46","1.74","1.46","JPY","May 01, 2026","May 01, 2026"
"JAPAN (GOVERNMENT OF) 10YR #2","Treasury","Fixed Income","16,074,741.12","0.55","16,074,741.12","2,919,500,000.00","-","JP1480021Q54","BMDQQK0","Japan","-","USD","7.25","2.58","163.94","Mar 20, 2034","1.00","7.26","-","2.58","7.26","2.58","JPY","Mar 20, 2024","May 29, 2024"
"TREASURY NOTE","Treasury","Fixed Income","15,706,925.00","0.53","15,706,925.00","16,120,000.00","91282CJQ5","US91282CJQ50","BRT4MF0","United States","-","USD","4.03","4.45","1.00","Dec 31, 2030","3.75","4.02","-","4.45","4.02","4.45","USD","Dec 31, 2023","Jan 02, 2024"
"JAPAN (GOVERNMENT OF) 5YR #181","Treasury","Fixed Income","15,637,510.33","0.53","15,637,510.33","2,611,450,000.00","-","JP1051811RA8","BTMMRP0","Japan","-","USD","4.01","1.89","163.94","Sep 20, 2030","1.30","4.01","-","1.89","4.01","1.89","JPY","Sep 20, 2025","Oct 10, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","15,587,489.39","0.53","15,587,489.39","14,170,000.00","-","FR001400H7V7","BPK28C8","France","-","USD","6.15","3.63","0.88","May 25, 2033","3.00","6.02","-","3.63","6.02","3.63","EUR","May 25, 2022","Apr 12, 2023"
"JAPAN (GOVERNMENT OF) 10YR #1","Treasury","Fixed Income","15,423,767.14","0.52","15,423,767.14","2,856,300,000.00","-","JP1480011Q23","BP6TJW0","Japan","-","USD","7.13","2.55","163.94","Dec 20, 2033","0.70","7.13","-","2.55","7.13","2.55","JPY","Dec 20, 2023","Feb 15, 2024"
"TREASURY BOND","Treasury","Fixed Income","15,417,777.11","0.52","15,417,777.11","23,500,000.00","912810TA6","US912810TA60","BLDBLR0","United States","-","USD","12.24","5.13","1.00","Aug 15, 2041","1.75","12.29","-","5.13","12.29","5.13","USD","Aug 15, 2021","Aug 31, 2021"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","15,376,567.70","0.52","15,376,567.70","11,650,000.00","-","GB00BVP99566","BVP9956","United Kingdom","-","USD","2.63","4.59","0.75","May 22, 2029","4.00","2.63","-","4.59","2.63","4.59","GBP","Oct 09, 2025","Oct 09, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","15,225,093.79","0.52","15,225,093.79","13,450,000.00","-","FR001400PM68","BRDX877","France","-","USD","3.39","3.22","0.88","Feb 25, 2030","2.75","3.33","-","3.22","3.33","3.22","EUR","Feb 25, 2024","Apr 22, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","14,801,236.52","0.50","14,801,236.52","12,960,000.00","-","IT0005622128","BQXM3C7","Italy","-","USD","1.19","2.96","0.88","Oct 15, 2027","2.70","1.19","-","2.96","1.19","2.96","EUR","Nov 15, 2024","Nov 15, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","14,549,874.13","0.49","14,549,874.13","13,000,000.00","-","FR001400Z2L7","BN7QFJ5","France","-","USD","4.27","3.33","0.88","Feb 25, 2031","2.70","4.19","-","3.33","4.19","3.33","EUR","Feb 25, 2025","Apr 23, 2025"
"TREASURY NOTE","Treasury","Fixed Income","14,395,945.23","0.49","14,395,945.23","14,640,000.00","9128284V9","US9128284V99","BFZLQP9","United States","-","USD","1.95","4.37","1.00","Aug 15, 2028","2.88","1.95","-","4.37","1.95","4.37","USD","Aug 15, 2018","Aug 15, 2018"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","14,342,374.83","0.49","14,342,374.83","12,800,000.00","-","IT0005706285","BVR0CW5","Italy","-","USD","8.20","4.05","0.88","Jul 01, 2036","3.80","8.17","-","4.05","8.17","4.05","EUR","Apr 22, 2026","Apr 22, 2026"
"JAPAN (GOVERNMENT OF) 2YR #477","Treasury","Fixed Income","14,183,733.75","0.48","14,183,733.75","2,326,400,000.00","-","JP1024771RA8","BRBR3F4","Japan","-","USD","1.18","1.31","163.94","Oct 01, 2027","1.00","1.18","-","1.31","1.18","1.31","JPY","Oct 01, 2025","Oct 01, 2025"
"JAPAN (GOVERNMENT OF) 30YR #29","Treasury","Fixed Income","14,053,469.56","0.48","14,053,469.56","2,444,100,000.00","-","JP13002918A0","B3F3YW4","Japan","-","USD","10.26","3.15","163.94","Sep 20, 2038","2.40","10.30","-","3.15","10.30","3.15","JPY","Sep 20, 2008","Oct 24, 2008"
"TREASURY BOND","Treasury","Fixed Income","14,016,953.95","0.48","14,016,953.95","20,210,000.00","912810RY6","US912810RY64","BF53YK6","United States","-","USD","14.04","5.27","1.00","Aug 15, 2047","2.75","14.23","-","5.27","14.23","5.27","USD","Aug 15, 2017","Aug 15, 2017"
"TREASURY BOND","Treasury","Fixed Income","13,860,864.06","0.47","13,860,864.06","27,460,000.00","912810SS8","US912810SS87","BN7JWV5","United States","-","USD","17.22","5.29","1.00","Nov 15, 2050","1.63","17.40","-","5.29","17.40","5.29","USD","Nov 15, 2020","Nov 16, 2020"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","13,682,497.77","0.46","13,682,497.77","92,150,000.00","-","CND1000B7VN1","-","China","-","USD","1.63","1.25","6.77","Mar 15, 2028","1.29","1.61","-","1.25","1.61","1.25","CNY","Mar 15, 2026","Mar 13, 2026"
"JAPAN (GOVERNMENT OF) 30YR #7","Treasury","Fixed Income","13,621,098.11","0.46","13,621,098.11","2,204,900,000.00","-","JP1300071253","6528465","Japan","-","USD","5.41","2.13","163.94","May 20, 2032","2.30","5.41","-","2.13","5.41","2.13","JPY","May 20, 2002","May 20, 2002"
"JAPAN (GOVERNMENT OF) 30YR #6","Treasury","Fixed Income","13,513,013.87","0.46","13,513,013.87","2,169,250,000.00","-","JP13000611B1","6421757","Japan","-","USD","4.96","2.05","163.94","Nov 20, 2031","2.40","4.96","-","2.05","4.96","2.05","JPY","Nov 20, 2001","Nov 20, 2001"
"JAPAN (GOVERNMENT OF) 30YR #32","Treasury","Fixed Income","13,143,083.37","0.45","13,143,083.37","2,374,550,000.00","-","JP1300321A34","B645J83","Japan","-","USD","11.32","3.38","163.94","Mar 20, 2040","2.30","11.39","-","3.38","11.39","3.38","JPY","Mar 20, 2010","Mar 23, 2010"
"JAPAN (GOVERNMENT OF) 30YR #31","Treasury","Fixed Income","12,686,156.94","0.43","12,686,156.94","2,299,200,000.00","-","JP13003119A4","B4TQX85","Japan","-","USD","11.05","3.33","163.94","Sep 20, 2039","2.20","11.11","-","3.33","11.11","3.33","JPY","Sep 20, 2009","Oct 14, 2009"
"UK CONV GILT RegS","Treasury","Fixed Income","12,608,360.05","0.43","12,608,360.05","10,370,000.00","-","GB00BPJJKP77","BPJJKP7","United Kingdom","-","USD","11.03","5.65","0.75","Oct 22, 2043","4.75","11.18","-","5.65","11.18","5.65","GBP","Nov 16, 2023","Nov 16, 2023"
"JAPAN (GOVERNMENT OF) 30YR #30","Treasury","Fixed Income","12,597,037.98","0.43","12,597,037.98","2,235,250,000.00","-","JP1300301940","B3VV701","Japan","-","USD","10.66","3.24","163.94","Mar 20, 2039","2.30","10.71","-","3.24","10.71","3.24","JPY","Mar 20, 2009","Apr 17, 2009"
"TREASURY BOND","Treasury","Fixed Income","12,383,525.00","0.42","12,383,525.00","18,380,000.00","912810TC2","US912810TC27","BPBMDF5","United States","-","USD","12.24","5.14","1.00","Nov 15, 2041","2.00","12.30","-","5.14","12.30","5.14","USD","Nov 15, 2021","Nov 30, 2021"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","12,275,688.49","0.42","12,275,688.49","10,860,000.00","-","ES0000012O59","BTFK999","Spain","-","USD","1.81","2.93","0.88","May 31, 2028","2.40","1.78","-","2.93","1.78","2.93","EUR","Jan 14, 2025","Jan 14, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","12,271,160.86","0.42","12,271,160.86","82,300,000.00","-","CND10008YMK6","-","China","-","USD","1.57","1.22","6.77","Feb 25, 2028","1.45","1.56","-","1.22","1.56","1.22","CNY","Feb 25, 2025","Feb 24, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","12,020,228.95","0.41","12,020,228.95","9,270,000.00","-","GB00BVP99897","BVP9989","United Kingdom","-","USD","9.92","5.50","0.75","Jan 31, 2041","5.25","10.01","-","5.50","10.01","5.50","GBP","Oct 15, 2025","Oct 15, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","11,902,373.41","0.40","11,902,373.41","8,810,000.00","-","GB00BSQNRC93","-","United Kingdom","-","USD","1.53","4.49","0.75","Mar 07, 2028","4.38","1.53","-","4.49","1.53","4.49","GBP","Nov 14, 2024","Nov 14, 2024"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","11,851,838.93","0.40","11,851,838.93","10,400,000.00","-","FR001400HI98","BMFG5N4","France","-","USD","2.48","3.11","0.88","Feb 25, 2029","2.75","2.44","-","3.11","2.44","3.11","EUR","Feb 25, 2023","Apr 24, 2023"
"TREASURY NOTE (2OLD)","Treasury","Fixed Income","11,735,104.69","0.40","11,735,104.69","12,270,000.00","91282CPJ4","US91282CPJ44","BMJ0P87","United States","-","USD","7.58","4.68","1.00","Nov 15, 2035","4.00","7.58","-","4.68","7.58","4.68","USD","Nov 15, 2025","Nov 17, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","11,673,290.88","0.40","11,673,290.88","77,000,000.00","-","CND10008GYY9","-","China","-","USD","3.11","1.32","6.77","Oct 15, 2029","1.74","3.09","-","1.32","3.09","1.32","CNY","Oct 15, 2024","Oct 14, 2024"
"JAPAN (GOVERNMENT OF) 5YR #185","Treasury","Fixed Income","11,634,599.30","0.39","11,634,599.30","1,891,150,000.00","-","JP1051851S56","BRJHY53","Japan","-","USD","4.40","1.96","163.94","Mar 20, 2031","2.00","4.40","-","1.96","4.40","1.96","JPY","Mar 20, 2026","May 19, 2026"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","11,322,676.29","0.38","11,322,676.29","11,322,676.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.60","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"JAPAN (GOVERNMENT OF) 2YR #480","Treasury","Fixed Income","11,256,639.55","0.38","11,256,639.55","1,851,350,000.00","-","JP1024801S13","BRZXDQ9","Japan","-","USD","1.43","1.38","163.94","Jan 01, 2028","1.10","1.42","-","1.38","1.42","1.38","JPY","Jan 01, 2026","Jan 05, 2026"
"USD CASH","Cash and/or Derivatives","Cash","11,226,459.11","0.38","11,226,459.11","11,226,459.00","-","-","-","United States","-","USD","0.00","3.60","1.00","-","0.00","0.00","-","3.60","0.00","3.60","USD","-","Jan 01, 1989"
"TREASURY BOND (OLD)","Treasury","Fixed Income","11,220,614.47","0.38","11,220,614.47","11,725,000.00","912810UR7","US912810UR76","BWBZNN1","United States","-","USD","14.73","5.17","1.00","Feb 15, 2056","4.75","14.99","-","5.17","14.99","5.17","USD","Feb 15, 2026","Feb 17, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","11,013,813.71","0.37","11,013,813.71","73,100,000.00","-","CND100088H73","-","China","-","USD","1.05","1.15","6.77","Aug 15, 2027","1.62","1.04","-","1.15","1.04","1.15","CNY","Aug 15, 2024","Aug 14, 2024"
"TREASURY BOND (2OLD)","Treasury","Fixed Income","10,995,496.88","0.37","10,995,496.88","11,880,000.00","912810UP1","US912810UP11","BMJ0P76","United States","-","USD","14.94","5.18","1.00","Nov 15, 2055","4.63","15.21","-","5.18","15.21","5.18","USD","Nov 15, 2025","Nov 17, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","10,932,907.00","0.37","10,932,907.00","73,400,000.00","-","CND10009X0X2","-","China","-","USD","8.53","1.72","6.77","Nov 15, 2035","1.78","8.52","-","1.72","8.52","1.72","CNY","Nov 15, 2025","Nov 14, 2025"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","10,827,561.49","0.37","10,827,561.49","9,640,000.00","-","DE000BU25042","BSZBC63","Germany","-","USD","3.55","2.93","0.88","Apr 18, 2030","2.40","3.49","-","2.93","3.49","2.93","EUR","Jan 16, 2025","Jan 16, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","10,782,461.09","0.37","10,782,461.09","9,380,000.00","-","FR001400L834","BRBS1F3","France","-","USD","6.35","3.69","0.88","Nov 25, 2033","3.50","6.22","-","3.69","6.22","3.69","EUR","Nov 25, 2022","Oct 09, 2023"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","10,747,470.19","0.36","10,747,470.19","9,540,000.00","-","FR0014012II5","-","France","-","USD","7.79","3.92","0.88","Nov 25, 2035","3.50","7.62","-","3.92","7.62","3.92","EUR","Nov 25, 2024","Sep 08, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","10,656,747.33","0.36","10,656,747.33","10,120,000.00","-","FR001400BKZ3","BMWT5Y7","France","-","USD","5.83","3.56","0.88","Nov 25, 2032","2.00","5.72","-","3.56","5.72","3.56","EUR","Nov 25, 2021","Jul 11, 2022"
"JAPAN (GOVERNMENT OF) 5YR #180","Treasury","Fixed Income","10,615,200.20","0.36","10,615,200.20","1,787,400,000.00","-","JP1051801R90","BVTB4H5","Japan","-","USD","3.80","1.85","163.94","Jun 20, 2030","1.10","3.80","-","1.85","3.80","1.85","JPY","Jun 20, 2025","Sep 11, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","10,559,549.46","0.36","10,559,549.46","9,130,000.00","-","IT0005607970","BQ5HRF1","Italy","-","USD","7.10","3.90","0.88","Feb 01, 2035","3.85","7.08","-","3.90","7.08","3.90","EUR","Aug 01, 2024","Aug 01, 2024"
"JAPAN (GOVERNMENT OF) 2YR #481","Treasury","Fixed Income","10,394,648.29","0.35","10,394,648.29","1,696,200,000.00","-","JP1024811S29","BVYH070","Japan","-","USD","1.50","1.40","163.94","Feb 01, 2028","1.30","1.50","-","1.40","1.50","1.40","JPY","Feb 01, 2026","Feb 02, 2026"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","10,351,275.25","0.35","10,351,275.25","7,710,000.00","-","GB00BSQNRD01","BSQNRD0","United Kingdom","-","USD","3.26","4.62","0.75","Mar 07, 2030","4.38","3.26","-","4.62","3.26","4.62","GBP","Jan 09, 2025","Jan 09, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","10,322,879.10","0.35","10,322,879.10","9,260,000.00","-","FR0014017Z10","-","France","-","USD","8.93","4.06","0.88","Jun 25, 2037","3.80","8.74","-","4.06","8.74","4.06","EUR","Jun 25, 2025","Apr 21, 2026"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","10,311,240.60","0.35","10,311,240.60","7,800,000.00","-","GB00BVP99673","BVP9967","United Kingdom","-","USD","4.09","4.68","0.75","Mar 07, 2031","4.13","4.09","-","4.68","4.09","4.68","GBP","Oct 24, 2025","Oct 24, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","10,194,272.96","0.35","10,194,272.96","9,150,000.00","-","IT0005704868","-","Italy","-","USD","6.10","3.72","0.88","Jun 15, 2033","3.30","6.08","-","3.72","6.08","3.72","EUR","Apr 15, 2026","Apr 15, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","10,130,097.26","0.34","10,130,097.26","8,900,000.00","-","ES0000012O00","BLGTZG8","Spain","-","USD","3.32","3.06","0.88","Jan 31, 2030","2.70","3.27","-","3.06","3.27","3.06","EUR","Nov 12, 2024","Nov 12, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","9,980,711.66","0.34","9,980,711.66","8,820,000.00","-","IT0005641029","-","Italy","-","USD","1.83","3.09","0.88","Jun 15, 2028","2.65","1.83","-","3.09","1.83","3.09","EUR","Mar 17, 2025","Mar 17, 2025"
"TREASURY BOND","Treasury","Fixed Income","9,933,631.64","0.34","9,933,631.64","13,615,000.00","912810SC3","US912810SC36","BD59D47","United States","-","USD","14.07","5.27","1.00","May 15, 2048","3.13","14.28","-","5.27","14.28","5.27","USD","May 15, 2018","May 15, 2018"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,926,526.69","0.34","9,926,526.69","66,950,000.00","-","CND10009CBG1","-","China","-","USD","0.89","1.11","6.77","Jun 15, 2027","1.38","0.90","-","1.11","0.90","1.11","CNY","Jun 15, 2025","Jun 13, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","9,798,618.63","0.33","9,798,618.63","9,900,000.00","-","GB00BMF9LF76","BMF9LF7","United Kingdom","-","USD","15.81","5.74","0.75","Oct 22, 2063","4.00","16.13","-","5.74","16.13","5.74","GBP","May 17, 2023","May 17, 2023"
"UK CONV GILT RegS","Treasury","Fixed Income","9,746,891.94","0.33","9,746,891.94","8,460,000.00","-","GB00BQC4R999","BQC4R99","United Kingdom","-","USD","9.00","5.32","0.75","Jan 29, 2038","3.75","9.04","-","5.32","9.04","5.32","GBP","Nov 09, 2022","Nov 09, 2022"
"UK CONV GILT RegS","Treasury","Fixed Income","9,728,983.61","0.33","9,728,983.61","7,400,000.00","-","GB00BQC82B83","BQC82B8","United Kingdom","-","USD","2.79","4.59","0.75","Jul 22, 2029","4.13","2.78","-","4.59","2.78","4.59","GBP","May 01, 2024","May 01, 2024"
"JAPAN (GOVERNMENT OF) 30YR #90","Treasury","Fixed Income","9,561,849.21","0.32","9,561,849.21","1,617,050,000.00","-","JP1300901S40","BSHRRG4","Japan","-","USD","16.62","4.02","163.94","Mar 20, 2056","3.70","17.40","-","4.02","17.40","4.02","JPY","Mar 20, 2026","Apr 08, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,487,104.18","0.32","9,487,104.18","63,100,000.00","-","CND10009MKH9","-","China","-","USD","8.30","1.71","6.77","Aug 25, 2035","1.83","8.29","-","1.71","8.29","1.71","CNY","Aug 25, 2025","Aug 22, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","9,479,801.98","0.32","9,479,801.98","7,080,000.00","-","GB00BMF9LG83","BMF9LG8","United Kingdom","-","USD","1.77","4.51","0.75","Jun 07, 2028","4.50","1.77","-","4.51","1.77","4.51","GBP","Jun 21, 2023","Jun 21, 2023"
"TREASURY NOTE","Treasury","Fixed Income","9,454,126.02","0.32","9,454,126.02","9,300,000.00","91282CKP5","US91282CKP58","BLDCKH6","United States","-","USD","2.55","4.39","1.00","Apr 30, 2029","4.63","2.55","-","4.39","2.55","4.39","USD","Apr 30, 2024","Apr 30, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,442,464.21","0.32","9,442,464.21","62,970,000.00","-","CND10009PRW6","-","China","-","USD","1.13","1.17","6.77","Sep 15, 2027","1.44","1.12","-","1.17","1.12","1.17","CNY","Sep 15, 2025","Sep 12, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","9,429,947.72","0.32","9,429,947.72","11,300,000.00","-","FR0014009O62","BN4BYK7","France","-","USD","10.69","4.16","0.88","May 25, 2038","1.25","10.45","-","4.16","10.45","4.16","EUR","May 25, 2021","Apr 11, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,414,259.87","0.32","9,414,259.87","61,560,000.00","-","CND10005QTD8","-","China","-","USD","1.20","1.07","6.77","Oct 15, 2027","2.44","1.19","-","1.07","1.19","1.07","CNY","Oct 15, 2022","Oct 14, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,400,031.22","0.32","9,400,031.22","63,020,000.00","-","CND10009ZWS3","-","China","-","USD","1.38","1.23","6.77","Dec 15, 2027","1.36","1.37","-","1.23","1.37","1.23","CNY","Dec 15, 2025","Dec 12, 2025"
"JAPAN (GOVERNMENT OF) 5YR #182","Treasury","Fixed Income","9,364,948.10","0.32","9,364,948.10","1,557,050,000.00","-","JP1051821RC3","BVV8Z93","Japan","-","USD","4.00","1.89","163.94","Sep 20, 2030","1.40","4.00","-","1.89","4.00","1.89","JPY","Sep 20, 2025","Dec 10, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,323,981.38","0.32","9,323,981.38","60,900,000.00","-","CND10005ZT18","-","China","-","USD","1.46","1.07","6.77","Jan 15, 2028","2.64","1.44","-","1.07","1.44","1.07","CNY","Jan 15, 2023","Jan 13, 2023"
"JAPAN (GOVERNMENT OF) 5YR #183","Treasury","Fixed Income","9,284,694.90","0.31","9,284,694.90","1,540,800,000.00","-","JP1051831S10","BSTQVK1","Japan","-","USD","4.23","1.93","163.94","Dec 20, 2030","1.60","4.23","-","1.93","4.23","1.93","JPY","Dec 20, 2025","Jan 15, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","9,115,287.74","0.31","9,115,287.74","7,970,000.00","-","IT0005584856","BJK16W9","Italy","-","USD","6.80","3.83","0.88","Jul 01, 2034","3.85","6.77","-","3.83","6.77","3.83","EUR","Mar 01, 2024","Mar 01, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,109,805.89","0.31","9,109,805.89","60,900,000.00","-","CND10008M2X2","-","China","-","USD","1.30","1.18","6.77","Nov 15, 2027","1.42","1.29","-","1.18","1.29","1.18","CNY","Nov 15, 2024","Nov 14, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,036,471.92","0.31","9,036,471.92","60,900,000.00","-","CND10008WR28","-","China","-","USD","7.92","1.64","6.77","Feb 15, 2035","1.61","7.91","-","1.64","7.91","1.64","CNY","Feb 15, 2025","Feb 14, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","9,032,132.44","0.31","9,032,132.44","8,460,000.00","-","GB00BPSNBB36","BPSNBB3","United Kingdom","-","USD","14.22","5.81","0.75","Jul 31, 2054","4.38","14.60","-","5.81","14.60","5.81","GBP","Jan 24, 2024","Jan 24, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,948,101.66","0.30","8,948,101.66","60,500,000.00","-","CND1000BC1G9","-","China","-","USD","2.79","1.28","6.77","May 25, 2029","1.26","2.77","-","1.28","2.77","1.28","CNY","May 25, 2026","May 22, 2026"
"JAPAN (GOVERNMENT OF) 30YR #34","Treasury","Fixed Income","8,908,249.32","0.30","8,908,249.32","1,661,150,000.00","-","JP1300341B39","B5V3ZN0","Japan","-","USD","12.03","3.53","163.94","Mar 20, 2041","2.20","12.12","-","3.53","12.12","3.53","JPY","Mar 20, 2011","Mar 22, 2011"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","8,872,794.95","0.30","8,872,794.95","8,500,000.00","-","FR001400WYO4","-","France","-","USD","11.80","4.38","0.88","May 25, 2042","3.60","11.57","-","4.38","11.57","4.38","EUR","May 25, 2024","Jan 28, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","8,751,966.87","0.30","8,751,966.87","8,100,000.00","-","FR0014016CV2","-","France","-","USD","16.36","4.75","0.88","May 25, 2057","4.40","16.15","-","4.75","16.15","4.75","EUR","May 25, 2025","Feb 18, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","8,737,732.35","0.30","8,737,732.35","7,661,000.00","-","IT0005668238","BSSH503","Italy","-","USD","15.43","4.78","0.88","Oct 01, 2055","4.65","15.58","-","4.78","15.58","4.78","EUR","Sep 09, 2025","Sep 09, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","8,695,609.36","0.29","8,695,609.36","10,000,000.00","-","GB00BBJNQY21","BBJNQY2","United Kingdom","-","USD","17.17","5.68","0.75","Jul 22, 2068","3.50","17.32","-","5.68","17.32","5.68","GBP","Jun 26, 2013","Jun 26, 2013"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,568,891.06","0.29","8,568,891.06","42,500,000.00","-","CND10000LMZ8","-","China","-","USD","14.98","2.18","6.77","Mar 19, 2048","4.22","15.19","-","2.18","15.19","2.18","CNY","Mar 19, 2018","Mar 19, 2018"
"TREASURY BOND (OTR)","Treasury","Fixed Income","8,411,062.50","0.29","8,411,062.50","8,550,000.00","912810UU0","US912810UU06","BSHW985","United States","-","USD","14.81","5.17","1.00","May 15, 2056","5.00","15.08","-","5.17","15.08","5.17","USD","May 15, 2026","May 15, 2026"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","8,378,288.60","0.28","8,378,288.60","7,300,000.00","-","DE000BU22106","-","Germany","-","USD","1.11","2.79","0.88","Sep 16, 2027","1.90","1.10","-","2.79","1.10","2.79","EUR","Jul 17, 2025","Jul 17, 2025"
"JAPAN (GOVERNMENT OF) 20YR #196","Treasury","Fixed Income","8,319,224.25","0.28","8,319,224.25","1,396,800,000.00","-","JP1201961S47","BVK4W13","Japan","-","USD","13.68","3.71","163.94","Mar 20, 2046","3.40","13.96","-","3.71","13.96","3.71","JPY","Mar 20, 2026","Apr 15, 2026"
"JAPAN (GOVERNMENT OF) 2YR #479","Treasury","Fixed Income","8,269,710.81","0.28","8,269,710.81","1,360,150,000.00","-","JP1024791RC2","BNG8D98","Japan","-","USD","1.34","1.35","163.94","Dec 01, 2027","1.00","1.34","-","1.35","1.34","1.35","JPY","Dec 01, 2025","Dec 01, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,186,659.17","0.28","8,186,659.17","52,900,000.00","-","CND100089K10","-","China","-","USD","7.38","1.59","6.77","Aug 25, 2034","2.11","7.38","-","1.59","7.38","1.59","CNY","Aug 25, 2024","Aug 23, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,181,685.99","0.28","8,181,685.99","55,220,000.00","-","CND100098JS4","-","China","-","USD","8.15","1.65","6.77","May 15, 2035","1.65","8.15","-","1.65","8.15","1.65","CNY","May 15, 2025","May 14, 2025"
"FSWP: EUR 2.831000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","8,156,038.52","0.28","-573,851,539.98","-511,835,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.83","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","May 29, 2026"
"TREASURY NOTE","Treasury","Fixed Income","8,070,821.00","0.27","8,070,821.00","8,080,000.00","91282CKF7","US91282CKF76","BQV12W9","United States","-","USD","4.16","4.46","1.00","Mar 31, 2031","4.13","4.16","-","4.46","4.16","4.46","USD","Mar 31, 2024","Apr 01, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,063,974.45","0.27","8,063,974.45","51,220,000.00","-","CND10007LB61","-","China","-","USD","6.91","1.56","6.77","Feb 25, 2034","2.35","6.90","-","1.56","6.90","1.56","CNY","Feb 25, 2024","Feb 23, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,897,693.11","0.27","7,897,693.11","52,490,000.00","-","CND100084T81","-","China","-","USD","2.91","1.28","6.77","Jul 15, 2029","1.91","2.89","-","1.28","2.89","1.28","CNY","Jul 15, 2024","Jul 12, 2024"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","7,886,551.02","0.27","7,886,551.02","7,190,000.00","-","ES0000012O75","-","Spain","-","USD","11.10","3.98","0.88","Jan 31, 2041","3.50","10.91","-","3.98","10.91","3.98","EUR","Mar 04, 2025","Mar 04, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","7,798,878.85","0.26","7,798,878.85","6,880,000.00","-","FR0014016G71","-","France","-","USD","2.99","3.17","0.88","Sep 24, 2029","2.40","2.94","-","3.17","2.94","3.17","EUR","Sep 24, 2025","Feb 23, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,774,629.92","0.26","7,774,629.92","7,080,000.00","-","IT0005694630","-","Italy","-","USD","11.07","4.42","0.88","Oct 01, 2041","3.95","11.08","-","4.42","11.08","4.42","EUR","Feb 10, 2026","Feb 10, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,712,654.71","0.26","7,712,654.71","6,810,000.00","-","IT0005692410","BVRY4Y3","Italy","-","USD","1.55","3.05","0.88","Feb 28, 2028","2.20","1.54","-","3.05","1.54","3.05","EUR","Jan 29, 2026","Jan 29, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,709,180.75","0.26","7,709,180.75","49,480,000.00","-","CND10007YHJ0","-","China","-","USD","7.17","1.57","6.77","May 25, 2034","2.27","7.16","-","1.57","7.16","1.57","CNY","May 25, 2024","May 24, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,690,695.55","0.26","7,690,695.55","6,470,000.00","-","IT0005560948","BRJ7YZ3","Italy","-","USD","6.40","3.79","0.88","Mar 01, 2034","4.20","6.39","-","3.79","6.39","3.79","EUR","Sep 01, 2023","Sep 01, 2023"
"UK CONV GILT RegS","Treasury","Fixed Income","7,625,695.09","0.26","7,625,695.09","6,090,000.00","-","GB00BT7J0241","BT7J024","United Kingdom","-","USD","13.90","5.79","0.75","Jan 31, 2056","5.38","14.29","-","5.79","14.29","5.79","GBP","May 21, 2025","May 21, 2025"
"TREASURY NOTE","Treasury","Fixed Income","7,570,609.38","0.26","7,570,609.38","7,600,000.00","91282CGC9","US91282CGC91","BMCVF10","United States","-","USD","1.38","4.33","1.00","Dec 31, 2027","3.88","1.38","-","4.33","1.38","4.33","USD","Dec 31, 2022","Jan 03, 2023"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,563,125.71","0.26","7,563,125.71","6,670,000.00","-","IT0005631590","-","Italy","-","USD","7.50","3.96","0.88","Aug 01, 2035","3.65","7.47","-","3.96","7.47","3.96","EUR","Jan 15, 2025","Jan 15, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,473,851.35","0.25","7,473,851.35","6,670,000.00","-","IT0005648149","BT7M960","Italy","-","USD","7.67","3.97","0.88","Oct 01, 2035","3.60","7.65","-","3.97","7.65","3.97","EUR","May 02, 2025","May 02, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,446,426.41","0.25","7,446,426.41","49,590,000.00","-","CND10009LC19","-","China","-","USD","2.01","1.25","6.77","Aug 15, 2028","1.42","2.00","-","1.25","2.00","1.25","CNY","Aug 15, 2025","Aug 14, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,345,587.40","0.25","7,345,587.40","6,460,000.00","-","IT0005657330","BVN5990","Italy","-","USD","1.06","2.92","0.88","Aug 26, 2027","2.10","1.06","-","2.92","1.06","2.92","EUR","Jun 27, 2025","Jun 27, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,231,284.69","0.25","7,231,284.69","6,260,000.00","-","FR001400NBC6","BPK8688","France","-","USD","1.13","2.92","0.88","Sep 24, 2027","2.50","1.12","-","2.92","1.12","2.92","EUR","Sep 24, 2023","Jan 22, 2024"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","7,222,382.19","0.24","7,222,382.19","6,400,000.00","-","DE000BU27014","BTY1RC2","Germany","-","USD","5.70","3.03","0.88","Nov 15, 2032","2.50","5.61","-","3.03","5.61","3.03","EUR","Aug 29, 2025","Aug 29, 2025"
"TREASURY NOTE","Treasury","Fixed Income","7,166,726.95","0.24","7,166,726.95","7,100,000.00","91282CKT7","US91282CKT70","BS3FRV7","United States","-","USD","2.64","4.40","1.00","May 31, 2029","4.50","2.64","-","4.40","2.64","4.40","USD","May 31, 2024","May 31, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","7,104,192.63","0.24","7,104,192.63","6,910,000.00","-","DE000BU3F007","-","Germany","-","USD","12.01","3.48","0.88","May 15, 2041","2.60","11.85","-","3.48","11.85","3.48","EUR","May 15, 2025","Mar 10, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","7,093,684.32","0.24","7,093,684.32","6,280,000.00","-","ES0000012M85","BPYS9T6","Spain","-","USD","6.83","3.46","0.88","Apr 30, 2034","3.25","6.70","-","3.46","6.70","3.46","EUR","Jan 17, 2024","Jan 17, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,026,110.94","0.24","7,026,110.94","6,140,000.00","-","IT0005599904","BSNTQF6","Italy","-","USD","0.96","2.89","0.88","Jul 15, 2027","3.45","0.96","-","2.89","0.96","2.89","EUR","Jun 17, 2024","Jun 17, 2024"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","6,920,456.20","0.23","6,920,456.20","5,330,000.00","-","GB00BVP99780","BVP9978","United Kingdom","-","USD","5.61","4.85","0.75","Mar 07, 2033","4.13","5.62","-","4.85","5.62","4.85","GBP","Oct 30, 2025","Oct 30, 2025"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,900,926.61","0.23","6,900,926.61","6,100,000.00","-","ES0000012P74","-","Spain","-","USD","5.85","3.33","0.88","Jan 31, 2033","3.00","5.74","-","3.33","5.74","3.33","EUR","Oct 07, 2025","Oct 07, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","6,791,724.55","0.23","6,791,724.55","5,950,000.00","-","DE000BU22114","BW5T588","Germany","-","USD","1.36","2.84","0.88","Dec 16, 2027","2.00","1.34","-","2.84","1.34","2.84","EUR","Oct 16, 2025","Oct 16, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","6,718,785.02","0.23","6,718,785.02","45,180,000.00","-","CND100099MQ0","-","China","-","USD","1.82","1.21","6.77","May 25, 2028","1.46","1.80","-","1.21","1.80","1.21","CNY","May 25, 2025","May 23, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","6,657,700.15","0.23","6,657,700.15","37,620,000.00","-","CND10000BLB2","-","China","-","USD","14.86","2.13","6.77","Aug 22, 2046","3.27","15.03","-","2.13","15.03","2.13","CNY","Aug 22, 2016","Aug 22, 2016"
"JAPAN (GOVERNMENT OF) 10YR #381","Treasury","Fixed Income","6,595,045.51","0.22","6,595,045.51","1,134,600,000.00","-","JP1103811S13","BTZB538","Japan","-","USD","8.41","2.76","163.94","Dec 20, 2035","2.10","8.43","-","2.76","8.43","2.76","JPY","Dec 20, 2025","Jan 07, 2026"
"TREASURY NOTE","Treasury","Fixed Income","6,494,880.77","0.22","6,494,880.77","6,700,000.00","91282CQC8","US91282CQC81","BTY4Z83","United States","-","USD","5.67","4.55","1.00","Feb 28, 2033","3.75","5.67","-","4.55","5.67","4.55","USD","Feb 28, 2026","Mar 02, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","6,464,149.69","0.22","6,464,149.69","5,740,000.00","-","IT0005671273","-","Italy","-","USD","4.16","3.44","0.88","Feb 01, 2031","2.85","4.14","-","3.44","4.14","3.44","EUR","Oct 01, 2025","Oct 01, 2025"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,426,955.70","0.22","6,426,955.70","5,760,000.00","-","ES0000012S22","-","Spain","-","USD","8.63","3.68","0.88","Oct 31, 2036","3.40","8.47","-","3.68","8.47","3.68","EUR","Jun 03, 2026","Jun 03, 2026"
"JAPAN (GOVERNMENT OF) 30YR #2","Treasury","Fixed Income","6,410,728.39","0.22","6,410,728.39","1,018,000,000.00","984999BN1","JP1300021001","6242505","Japan","-","USD","3.39","1.74","163.94","Feb 20, 2030","2.40","3.39","-","1.74","3.39","1.74","JPY","Feb 21, 2000","Feb 21, 2000"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,235,216.37","0.21","6,235,216.37","5,720,000.00","-","ES0000012K95","BP0Q6X7","Spain","-","USD","12.22","4.07","0.88","Jul 30, 2043","3.45","12.02","-","4.07","12.02","4.07","EUR","Sep 27, 2022","Sep 27, 2022"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","6,133,000.00","0.21","6,133,000.00","6,133,000.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.60","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","6,082,398.78","0.21","6,082,398.78","9,050,000.00","-","AU000XCLWAU3","BYXQH78","Australia","-","USD","2.21","4.62","1.43","Nov 21, 2028","2.75","2.21","-","4.62","2.21","4.62","AUD","Nov 21, 2016","Mar 02, 2017"
"JAPAN (GOVERNMENT OF) 30YR #89","Treasury","Fixed Income","6,037,196.06","0.20","6,037,196.06","1,093,000,000.00","-","JP1300891S18","BN7BQY2","Japan","-","USD","17.02","4.14","163.94","Dec 20, 2055","3.40","17.79","-","4.14","17.79","4.14","JPY","Dec 20, 2025","Jan 09, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,954,674.96","0.20","5,954,674.96","6,990,000.00","-","ES0000012I24","BMF1JG0","Spain","-","USD","10.18","3.77","0.88","Jul 30, 2037","0.85","9.98","-","3.77","9.98","3.77","EUR","Apr 20, 2021","Apr 20, 2021"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,917,110.98","0.20","5,917,110.98","5,110,000.00","-","ES0000012M51","BRWHV37","Spain","-","USD","2.72","3.01","0.88","May 31, 2029","3.50","2.67","-","3.01","2.67","3.01","EUR","Oct 10, 2023","Oct 10, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,901,019.49","0.20","5,901,019.49","39,450,000.00","-","CND1000B89M3","-","China","-","USD","6.30","1.54","6.77","Mar 25, 2033","1.66","6.24","-","1.54","6.24","1.54","CNY","Mar 25, 2026","Mar 24, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,893,991.13","0.20","5,893,991.13","5,010,000.00","-","ES0000012L78","BQWRWS2","Spain","-","USD","6.28","3.41","0.88","Oct 31, 2033","3.55","6.17","-","3.41","6.17","3.41","EUR","Jun 14, 2023","Jun 14, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,890,430.71","0.20","5,890,430.71","38,640,000.00","-","CND1000B1D59","-","China","-","USD","20.97","2.23","6.77","Jan 15, 2056","2.38","21.25","-","2.23","21.25","2.23","CNY","Jan 15, 2026","Jan 14, 2026"
"JAPAN (GOVERNMENT OF) 10YR #371","Treasury","Fixed Income","5,868,442.32","0.20","5,868,442.32","1,093,900,000.00","-","JP1103711P74","BRZRFX2","Japan","-","USD","6.73","2.45","163.94","Jun 20, 2033","0.40","6.73","-","2.45","6.73","2.45","JPY","Jun 20, 2023","Jul 05, 2023"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,716,898.97","0.19","5,716,898.97","5,320,000.00","-","ES0000012K53","BPJHY48","Spain","-","USD","2.93","3.01","0.88","Jul 30, 2029","0.80","2.88","-","3.01","2.88","3.01","EUR","Mar 08, 2022","Mar 08, 2022"
"EUR CASH","Cash and/or Derivatives","Cash","5,658,973.89","0.19","5,658,973.89","4,976,672.00","-","-","-","European Union","-","USD","0.00","2.21","0.88","-","0.00","0.00","-","2.21","0.00","2.21","EUR","-","Jan 01, 1989"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,639,774.64","0.19","5,639,774.64","7,100,000.00","-","DE0001102614","BN6NGB6","Germany","-","USD","19.26","3.68","0.88","Aug 15, 2053","1.80","19.07","-","3.68","19.07","3.68","EUR","Aug 15, 2022","Oct 18, 2022"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","5,617,845.15","0.19","5,617,845.15","4,930,000.00","-","FR0014018OI0","-","France","-","USD","5.06","3.47","0.88","Feb 25, 2032","3.25","4.97","-","3.47","4.97","3.47","EUR","Feb 25, 2026","May 25, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","5,610,190.66","0.19","5,610,190.66","4,320,000.00","-","GB00BWBR1N39","BWBR1N3","United Kingdom","-","USD","7.79","5.18","0.75","Jul 31, 2036","4.88","7.82","-","5.18","7.82","5.18","GBP","Apr 15, 2026","Apr 15, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","5,594,593.19","0.19","5,594,593.19","4,300,000.00","-","GB00BPSNBF73","BPSNBF7","United Kingdom","-","USD","4.62","4.72","0.75","Oct 22, 2031","4.00","4.62","-","4.72","4.62","4.72","GBP","Feb 29, 2024","Feb 29, 2024"
"JAPAN (GOVERNMENT OF) 40YR #1","Treasury","Fixed Income","5,451,942.40","0.18","5,451,942.40","1,107,900,000.00","-","JP14000117B7","B292T58","Japan","-","USD","15.56","4.17","163.94","Mar 20, 2048","2.40","15.88","-","4.17","15.88","4.17","JPY","Sep 20, 2007","Nov 20, 2007"
"JAPAN (GOVERNMENT OF) 30YR #88","Treasury","Fixed Income","5,404,425.65","0.18","5,404,425.65","1,008,900,000.00","-","JP1300881RA0","BVZJ9W3","Japan","-","USD","17.03","4.22","163.94","Sep 20, 2055","3.20","17.77","-","4.22","17.77","4.22","JPY","Sep 20, 2025","Oct 08, 2025"
"JAPAN (GOVERNMENT OF) 5YR #178","Treasury","Fixed Income","5,388,975.03","0.18","5,388,975.03","905,050,000.00","-","JP1051781R45","BN91P43","Japan","-","USD","3.56","1.80","163.94","Mar 20, 2030","1.00","3.56","-","1.80","3.56","1.80","JPY","Mar 20, 2025","Apr 11, 2025"
"JAPAN (GOVERNMENT OF) 20YR #195","Treasury","Fixed Income","5,177,943.85","0.18","5,177,943.85","901,500,000.00","-","JP1201951S15","BTQHHW8","Japan","-","USD","13.86","3.75","163.94","Dec 20, 2045","3.20","14.12","-","3.75","14.12","3.75","JPY","Dec 20, 2025","Jan 21, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","5,169,201.74","0.18","5,169,201.74","867,000.00","-","MX0MGO0001F1","-","Mexico","-","USD","2.23","8.04","17.52","Mar 01, 2029","8.50","2.26","-","8.04","2.26","8.04","MXN","Mar 09, 2023","Aug 21, 2023"
"TREASURY BOND (OTR)","Treasury","Fixed Income","5,117,937.50","0.17","5,117,937.50","5,200,000.00","912810UV8","US912810UV88","BVSVZ39","United States","-","USD","12.06","5.20","1.00","May 15, 2046","5.00","12.26","-","5.20","12.26","5.20","USD","May 15, 2026","Jun 01, 2026"
"TREASURY NOTE","Treasury","Fixed Income","5,086,303.31","0.17","5,086,303.31","5,000,000.00","91282CMN8","US91282CMN82","BRXZ4X1","United States","-","USD","1.47","4.34","1.00","Feb 15, 2028","4.25","1.47","-","4.34","1.47","4.34","USD","Feb 15, 2025","Feb 18, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,085,041.19","0.17","5,085,041.19","34,030,000.00","-","CND10009XGG6","-","China","-","USD","2.29","1.29","6.77","Nov 25, 2028","1.40","2.27","-","1.29","2.27","1.29","CNY","Nov 25, 2025","Nov 24, 2025"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,068,803.70","0.17","5,068,803.70","4,530,000.00","-","DE000BU2T000","-","Germany","-","USD","14.53","3.62","0.88","May 15, 2047","3.40","14.40","-","3.62","14.40","3.62","EUR","Feb 03, 2026","Feb 03, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,055,536.37","0.17","5,055,536.37","4,660,000.00","-","ES0000012R56","-","Spain","-","USD","16.93","4.32","0.88","Oct 31, 2056","3.95","16.76","-","4.32","16.76","4.32","EUR","Mar 03, 2026","Mar 03, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","5,017,455.87","0.17","5,017,455.87","4,537,000.00","-","BE0000366758","-","Belgium","-","USD","8.39","3.77","0.88","Jun 22, 2036","3.40","8.22","-","3.77","8.22","3.77","EUR","Jan 14, 2026","Jan 14, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","5,007,965.50","0.17","5,007,965.50","7,112,000.00","135087T38","CA135087T388","-","Canada","-","USD","3.82","3.31","1.41","Sep 01, 2030","2.75","3.81","-","3.31","3.81","3.31","CAD","Apr 11, 2025","Apr 11, 2025"
"JAPAN (GOVERNMENT OF) 10YR #369","Treasury","Fixed Income","4,990,506.59","0.17","4,990,506.59","911,500,000.00","-","JP1103691P11","BNNT8R7","Japan","-","USD","6.24","2.35","163.94","Dec 20, 2032","0.50","6.24","-","2.35","6.24","2.35","JPY","Dec 20, 2022","Jan 06, 2023"
"JAPAN (GOVERNMENT OF) 30YR #28","Treasury","Fixed Income","4,918,674.56","0.17","4,918,674.56","839,100,000.00","-","JP1300281845","B2QZ3B4","Japan","-","USD","9.86","3.05","163.94","Mar 20, 2038","2.50","9.90","-","3.05","9.90","3.05","JPY","Mar 20, 2008","Apr 18, 2008"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","4,897,933.11","0.17","4,897,933.11","4,140,000.00","-","ES0000012L60","BP0Y0C8","Spain","-","USD","9.87","3.88","0.88","Jul 30, 2039","3.90","9.70","-","3.88","9.70","3.88","EUR","Feb 28, 2023","Feb 28, 2023"
"JAPAN (GOVERNMENT OF) 20YR #141","Treasury","Fixed Income","4,892,519.52","0.17","4,892,519.52","827,000,000.00","-","JP1201411CC4","B96L366","Japan","-","USD","6.02","2.27","163.94","Dec 20, 2032","1.70","6.02","-","2.27","6.02","2.27","JPY","Dec 20, 2012","Dec 20, 2012"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,866,655.28","0.17","4,866,655.28","10,200,000.00","-","DE0001102481","BKSV3W7","Germany","-","USD","23.64","3.68","0.88","Aug 15, 2050","0.00","23.21","-","3.68","23.21","3.68","EUR","Aug 15, 2019","Aug 23, 2019"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,753,611.81","0.16","4,753,611.81","4,630,000.00","-","DE000BU2F009","BP6RCC5","Germany","-","USD","12.01","3.49","0.88","May 15, 2041","2.60","11.85","-","3.49","11.85","3.49","EUR","Apr 12, 2024","Apr 12, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,731,781.79","0.16","4,731,781.79","31,940,000.00","-","CND1000BBSJ4","-","China","-","USD","8.97","1.72","6.77","May 15, 2036","1.72","8.97","-","1.72","8.97","1.72","CNY","May 15, 2026","May 14, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","4,695,992.33","0.16","4,695,992.33","4,170,000.00","-","ES0000012P90","BV2FLC8","Spain","-","USD","2.59","3.01","0.88","Mar 31, 2029","2.35","2.54","-","3.01","2.54","3.01","EUR","Jan 20, 2026","Jan 20, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,673,293.06","0.16","4,673,293.06","24,400,000.00","-","CND100045MS9","BN2RC70","China","-","USD","16.88","2.21","6.77","Apr 12, 2051","3.72","17.14","-","2.21","17.14","2.21","CNY","Apr 12, 2021","Apr 09, 2021"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,650,382.88","0.16","4,650,382.88","32,100,000.00","-","CND10009VCF1","-","China","-","USD","28.59","2.36","6.77","Nov 06, 2075","2.28","29.11","-","2.36","29.11","2.36","CNY","Nov 06, 2025","Nov 05, 2025"
"JAPAN (GOVERNMENT OF) 10YR #382","Treasury","Fixed Income","4,645,008.12","0.16","4,645,008.12","776,450,000.00","-","JP1103821S45","BS87J78","Japan","-","USD","8.46","2.76","163.94","Mar 20, 2036","2.40","8.48","-","2.76","8.48","2.76","JPY","Mar 20, 2026","Apr 03, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","4,618,159.32","0.16","4,618,159.32","6,990,000.00","-","AU000XCLWAX7","BFYTYN8","Australia","-","USD","3.12","4.62","1.43","Nov 21, 2029","2.75","3.11","-","4.62","3.11","4.62","AUD","Nov 21, 2017","Jan 25, 2018"
"JAPAN (GOVERNMENT OF) 40YR #4","Treasury","Fixed Income","4,570,040.79","0.15","4,570,040.79","1,018,150,000.00","-","JP1400041B55","B401R76","Japan","-","USD","17.04","4.53","163.94","Mar 20, 2051","2.20","17.49","-","4.53","17.49","4.53","JPY","Mar 20, 2011","May 20, 2011"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,560,741.56","0.15","4,560,741.56","24,400,000.00","-","CND10004NCM5","-","China","-","USD","17.33","2.20","6.77","Oct 18, 2051","3.53","17.59","-","2.20","17.59","2.20","CNY","Oct 18, 2021","Oct 18, 2021"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,499,498.68","0.15","4,499,498.68","24,710,000.00","-","CND100009RF1","-","China","-","USD","14.56","2.12","6.77","Apr 25, 2046","3.52","14.73","-","2.12","14.73","2.12","CNY","Apr 25, 2016","Apr 25, 2016"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","4,474,381.63","0.15","4,474,381.63","3,970,000.00","-","NL0015073TQ2","BVPLJD0","Netherlands","-","USD","4.18","3.02","0.88","Jan 15, 2031","2.50","4.12","-","3.02","4.12","3.02","EUR","Jan 15, 2026","Jan 15, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","4,461,654.58","0.15","4,461,654.58","6,360,000.00","135087T79","CA135087T792","-","Canada","-","USD","4.24","3.28","1.41","Mar 01, 2031","2.75","4.24","-","3.28","4.24","3.28","CAD","Oct 02, 2025","Oct 02, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","4,441,464.47","0.15","4,441,464.47","4,030,000.00","-","NL0015001RG8","BMWJL61","Netherlands","-","USD","12.96","3.62","0.88","Jan 15, 2044","3.25","12.80","-","3.62","12.80","3.62","EUR","Oct 19, 2023","Oct 19, 2023"
"JPY/USD","Cash and/or Derivatives","Forwards","4,385,299.10","0.15","4,385,299.10","-61,485,666,000.00","-","-","-","United States","-","USD","0.00","-","163.83","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"TREASURY NOTE (OTR)","Treasury","Fixed Income","4,382,995.31","0.15","4,382,995.31","4,460,000.00","91282CQQ7","US91282CQQ77","BSHW963","United States","-","USD","7.80","4.70","1.00","May 15, 2036","4.38","7.81","-","4.70","7.81","4.70","USD","May 15, 2026","May 15, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,338,253.14","0.15","4,338,253.14","26,250,000.00","-","CND10007NT69","-","China","-","USD","27.37","2.27","6.77","Mar 25, 2074","2.65","27.89","-","2.27","27.89","2.27","CNY","Mar 25, 2024","Mar 22, 2024"
"JAPAN (GOVERNMENT OF) 30YR #87","Treasury","Fixed Income","4,314,775.12","0.15","4,314,775.12","883,150,000.00","-","JP1300871R70","BVMQ8N1","Japan","-","USD","17.65","4.38","163.94","Jun 20, 2055","2.80","18.37","-","4.38","18.37","4.38","JPY","Jun 20, 2025","Jul 04, 2025"
"BUONI POLIENNALI DEL TESORO","Treasury","Fixed Income","4,230,750.63","0.14","4,230,750.63","5,430,000.00","-","IT0005217390","BD3VHH6","Italy","-","USD","19.75","4.62","0.88","Mar 01, 2067","2.80","20.02","-","4.62","20.02","4.62","EUR","Sep 01, 2016","Oct 11, 2016"
"JAPAN (GOVERNMENT OF) 20YR #142","Treasury","Fixed Income","4,095,338.09","0.14","4,095,338.09","688,000,000.00","-","JP1201421D22","B87LSB8","Japan","-","USD","6.00","2.26","163.94","Dec 20, 2032","1.80","6.00","-","2.26","6.00","2.26","JPY","Dec 20, 2012","Feb 25, 2013"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","4,061,532.85","0.14","4,061,532.85","750,000.00","-","MX0MGO0001L9","-","Mexico","-","USD","6.12","9.34","17.52","Feb 21, 2036","8.00","6.28","-","9.34","6.28","9.34","MXN","Mar 06, 2025","Jun 16, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","4,021,240.18","0.14","4,021,240.18","5,530,000.00","135087R89","CA135087R895","BKVF1J9","Canada","-","USD","2.90","3.14","1.41","Sep 01, 2029","3.50","2.89","-","3.14","2.89","3.14","CAD","Apr 08, 2024","Apr 08, 2024"
"TREASURY NOTE","Treasury","Fixed Income","4,021,250.00","0.14","4,021,250.00","4,000,000.00","91282CLX7","US91282CLX73","BRK1506","United States","-","USD","1.26","4.31","1.00","Nov 15, 2027","4.13","1.26","-","4.31","1.26","4.31","USD","Nov 15, 2024","Nov 15, 2024"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,931,715.34","0.13","3,931,715.34","6,800,000.00","-","AU0000101792","BMGX738","Australia","-","USD","5.06","4.70","1.43","Nov 21, 2031","1.00","5.06","-","4.70","5.06","4.70","AUD","May 21, 2020","Sep 02, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,916,529.17","0.13","3,916,529.17","5,530,000.00","135087U44","CA135087U444","-","Canada","-","USD","1.71","2.96","1.41","May 01, 2028","2.50","1.71","-","2.96","1.71","2.96","CAD","Feb 12, 2026","Feb 12, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,852,125.94","0.13","3,852,125.94","3,530,000.00","-","BE0000363722","-","Belgium","-","USD","7.75","3.67","0.88","Jun 22, 2035","3.10","7.60","-","3.67","7.60","3.67","EUR","Jan 14, 2025","Jan 14, 2025"
"ZAR CASH","Cash and/or Derivatives","Cash","3,765,945.38","0.13","3,765,945.38","63,065,463.00","-","-","-","South Africa","-","USD","0.00","6.92","16.75","-","0.00","0.00","-","6.92","0.00","6.92","ZAR","-","Jan 01, 1990"
"JAPAN (GOVERNMENT OF) 30YR #33","Treasury","Fixed Income","3,733,729.63","0.13","3,733,729.63","708,150,000.00","-","JP1300331A99","B64GKL6","Japan","-","USD","11.86","3.51","163.94","Sep 20, 2040","2.00","11.93","-","3.51","11.93","3.51","JPY","Sep 20, 2010","Sep 21, 2010"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,701,342.78","0.13","3,701,342.78","3,830,000.00","-","FR001400XJJ3","-","France","-","USD","16.71","4.74","0.88","May 25, 2056","3.75","16.48","-","4.74","16.48","4.74","EUR","May 25, 2024","Feb 19, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,527,364.42","0.12","3,527,364.42","3,960,000.00","-","FR0013154044","BD0SJG3","France","-","USD","9.06","3.98","0.88","May 25, 2036","1.25","8.86","-","3.98","8.86","3.98","EUR","May 25, 2015","Apr 19, 2016"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,516,091.89","0.12","3,516,091.89","5,270,550,000.00","-","KR103503GG37","BTLPTZ4","Korea (South)","-","USD","4.18","4.18","1,466.95","Mar 10, 2031","3.38","4.18","-","4.18","4.18","4.18","KRW","Mar 10, 2026","Feb 24, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","3,514,806.22","0.12","3,514,806.22","3,620,000.00","-","GB00BPCJD997","BPCJD99","United Kingdom","-","USD","14.37","5.81","0.75","Oct 22, 2053","3.75","14.74","-","5.81","14.74","5.81","GBP","Jan 25, 2023","Jan 25, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,477,513.43","0.12","3,477,513.43","4,930,000.00","135087U69","CA135087U691","-","Canada","-","USD","4.65","3.32","1.41","Sep 01, 2031","3.00","4.65","-","3.32","4.65","3.32","CAD","Apr 09, 2026","Apr 09, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,461,300.30","0.12","3,461,300.30","23,220,000.00","-","CND1000B5GQ9","-","China","-","USD","8.75","1.73","6.77","Feb 25, 2036","1.75","8.73","-","1.73","8.73","1.73","CNY","Feb 25, 2026","Feb 24, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,432,417.52","0.12","3,432,417.52","5,080,000.00","135087P32","CA135087P329","BPH2JS4","Canada","-","USD","5.78","3.41","1.41","Dec 01, 2032","2.50","5.78","-","3.41","5.78","3.41","CAD","Aug 08, 2022","Aug 08, 2022"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,432,090.40","0.12","3,432,090.40","4,630,000.00","-","DE0001102432","BF51GY8","Germany","-","USD","17.83","3.65","0.88","Aug 15, 2048","1.25","17.59","-","3.65","17.59","3.65","EUR","Aug 15, 2017","Sep 22, 2017"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,425,080.74","0.12","3,425,080.74","24,700,000.00","-","CND10008RFM0","-","China","-","USD","21.32","2.21","6.77","Jan 15, 2055","1.92","21.57","-","2.21","21.57","2.21","CNY","Jan 15, 2025","Jan 14, 2025"
"JAPAN (GOVERNMENT OF) 30YR #83","Treasury","Fixed Income","3,418,274.16","0.12","3,418,274.16","798,950,000.00","-","JP1300831Q70","BMCG6G7","Japan","-","USD","18.32","4.69","163.94","Jun 20, 2054","2.20","18.94","-","4.69","18.94","4.69","JPY","Jun 20, 2024","Jul 05, 2024"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","3,398,115.82","0.12","3,398,115.82","14,100,000.00","-","MYBMN2500029","-","Malaysia","-","USD","7.59","3.69","4.09","Jul 02, 2035","3.48","7.60","-","3.69","7.60","3.69","MYR","Jun 30, 2025","Jun 30, 2025"
"SEK CASH","Cash and/or Derivatives","Cash","3,393,021.49","0.12","3,393,021.49","33,123,015.00","-","-","-","Sweden","-","USD","0.00","1.89","9.76","-","0.00","0.00","-","1.89","0.00","1.89","SEK","-","Jan 01, 1990"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,385,601.15","0.11","3,385,601.15","3,070,000.00","-","BE0000360694","BPYS9W9","Belgium","-","USD","7.17","3.58","0.88","Oct 22, 2034","2.85","7.03","-","3.58","7.03","3.58","EUR","Jan 16, 2024","Jan 16, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,381,845.47","0.11","3,381,845.47","3,000,000.00","-","IT0005707614","-","Italy","-","USD","4.46","3.47","0.88","Jun 01, 2031","3.15","4.44","-","3.47","4.44","3.47","EUR","May 04, 2026","May 04, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","3,337,376.27","0.11","3,337,376.27","12,160,000.00","-","PL0000116760","BRC2M17","Poland","-","USD","2.68","4.81","3.81","Jul 25, 2029","4.75","2.62","-","4.81","2.62","4.81","PLN","Jul 25, 2023","Mar 15, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,318,191.99","0.11","3,318,191.99","5,137,920,000.00","-","KR103503GF95","-","Korea (South)","-","USD","3.83","4.14","1,466.95","Sep 10, 2030","2.50","3.83","-","4.14","3.83","4.14","KRW","Sep 10, 2025","Aug 26, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,316,352.60","0.11","3,316,352.60","5,857,190,000.00","-","KR103501GG39","-","Korea (South)","-","USD","16.58","4.64","1,466.95","Mar 10, 2056","3.50","16.76","-","4.64","16.76","4.64","KRW","Mar 10, 2026","Feb 04, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","3,312,096.75","0.11","3,312,096.75","12,680,000.00","-","PL0000118519","BVPXDR8","Poland","-","USD","3.99","5.18","3.81","Jan 25, 2031","4.50","3.89","-","5.18","3.89","5.18","PLN","Jan 25, 2025","Oct 17, 2025"
"ICE: (CDX.NA.HY.46.V2)","Cash and/or Derivatives","Swaps","3,310,398.96","0.11","45,781,151.46","42,470,752.00","Z97JNT7P5","-","-","United States","-","USD","0.15","3.19","1.00","Jun 20, 2031","5.00","0.00","-","3.19","0.00","3.19","USD","Mar 20, 2026","Mar 20, 2026"
"JAPAN (GOVERNMENT OF) 40YR #3","Treasury","Fixed Income","3,286,931.45","0.11","3,286,931.45","716,800,000.00","-","JP1400031A58","B3R7SY4","Japan","-","USD","16.68","4.41","163.94","Mar 20, 2050","2.20","17.08","-","4.41","17.08","4.41","JPY","Mar 20, 2010","May 18, 2010"
"BELGIUM (KINGDOM OF)","Treasury","Fixed Income","3,255,858.05","0.11","3,255,858.05","3,400,000.00","-","BE0000354630","BL6HWK5","Belgium","-","USD","5.77","3.34","0.88","Jun 22, 2032","0.35","5.67","-","3.34","5.67","3.34","EUR","Jan 25, 2022","Jan 25, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,226,248.47","0.11","3,226,248.47","14,790,000.00","-","CND10002CGX0","-","China","-","USD","23.83","2.27","6.77","Jun 24, 2069","4.00","24.32","-","2.27","24.32","2.27","CNY","Jun 24, 2019","Jun 24, 2019"
"JAPAN (GOVERNMENT OF) 5YR #4","Treasury","Fixed Income","3,210,363.44","0.11","3,210,363.44","531,650,000.00","-","JP1470041S18","BW46MS9","Japan","-","USD","4.23","1.88","163.94","Dec 20, 2030","1.60","4.23","-","1.88","4.23","1.88","JPY","Dec 20, 2025","Jan 27, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","3,205,961.47","0.11","3,205,961.47","2,826,000.00","-","NL0015001DQ7","BMBR5H5","Netherlands","-","USD","3.29","2.97","0.88","Jan 15, 2030","2.50","3.24","-","2.97","3.24","2.97","EUR","Apr 06, 2023","Apr 06, 2023"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,195,143.34","0.11","3,195,143.34","5,460,000.00","-","AU0000143901","BM9KZS7","Australia","-","USD","5.83","4.78","1.43","Nov 21, 2032","1.75","5.82","-","4.78","5.82","4.78","AUD","Nov 21, 2020","Apr 20, 2021"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,152,681.79","0.11","3,152,681.79","4,850,000.00","-","AU0000249302","BQB9VK4","Australia","-","USD","6.60","4.90","1.43","May 21, 2034","3.75","6.60","-","4.90","6.60","4.90","AUD","Nov 21, 2022","Nov 15, 2022"
"JAPAN (GOVERNMENT OF) 40YR #18","Treasury","Fixed Income","3,129,627.38","0.11","3,129,627.38","604,650,000.00","-","JP1400181R57","BL54H35","Japan","-","USD","19.79","4.20","163.94","Mar 20, 2065","3.10","20.58","-","4.20","20.58","4.20","JPY","Mar 20, 2025","May 29, 2025"
"TREASURY NOTE","Treasury","Fixed Income","3,109,321.88","0.11","3,109,321.88","3,630,000.00","91282CDJ7","US91282CDJ71","BMCNFW7","United States","-","USD","5.00","4.50","1.00","Nov 15, 2031","1.38","5.00","-","4.50","5.00","4.50","USD","Nov 15, 2021","Nov 15, 2021"
"ICE: (CDX.NA.IG.46.V1)","Cash and/or Derivatives","Swaps","3,099,294.97","0.11","149,599,794.97","146,500,500.00","Z97J5BG58","-","-","United States","-","USD","0.03","0.54","1.00","Jun 20, 2031","1.00","0.00","-","0.54","0.00","0.54","USD","Mar 20, 2026","Mar 20, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,086,693.83","0.10","3,086,693.83","4,520,000.00","135087Q23","CA135087Q236","BMWJ4B7","Canada","-","USD","6.15","3.44","1.41","Jun 01, 2033","2.75","6.15","-","3.44","6.15","3.44","CAD","Feb 06, 2023","Feb 06, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,059,380.55","0.10","3,059,380.55","4,270,000.00","135087T46","CA135087T461","-","Canada","-","USD","1.00","2.74","1.41","Aug 01, 2027","2.50","0.99","-","2.74","0.99","2.74","CAD","May 15, 2025","May 15, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,041,299.64","0.10","3,041,299.64","2,650,000.00","-","BE0000362716","-","Belgium","-","USD","3.05","3.06","0.88","Oct 22, 2029","2.70","3.00","-","3.06","3.00","3.06","EUR","Apr 16, 2024","Apr 16, 2024"
"UK CONV GILT RegS","Treasury","Fixed Income","3,014,605.27","0.10","3,014,605.27","2,340,000.00","-","GB00BVP99905","BVP9990","United Kingdom","-","USD","8.06","5.24","0.75","Mar 07, 2037","4.63","8.09","-","5.24","8.09","5.24","GBP","Mar 11, 2026","Mar 11, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,008,093.84","0.10","3,008,093.84","2,710,000.00","-","BE0000357666","BQVX247","Belgium","-","USD","6.23","3.43","0.88","Jun 22, 2033","3.00","6.11","-","3.43","6.11","3.43","EUR","Jan 17, 2023","Jan 17, 2023"
"TREASURY NOTE (2OLD)","Treasury","Fixed Income","3,001,038.38","0.10","3,001,038.38","3,050,000.00","91282CQN4","US91282CQN47","BTWP748","United States","-","USD","5.78","4.57","1.00","Apr 30, 2033","4.13","5.78","-","4.57","5.78","4.57","USD","Apr 30, 2026","Apr 30, 2026"
"TREASURY BOND","Treasury","Fixed Income","2,999,531.25","0.10","2,999,531.25","4,500,000.00","912810RS9","US912810RS96","BYZ2TS9","United States","-","USD","13.95","5.27","1.00","May 15, 2046","2.50","14.12","-","5.27","14.12","5.27","USD","May 15, 2016","May 16, 2016"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,974,195.28","0.10","2,974,195.28","20,000,000.00","-","CND1000B5GP1","-","China","-","USD","2.54","1.26","6.77","Feb 25, 2029","1.32","2.52","-","1.26","2.52","1.26","CNY","Feb 25, 2026","Feb 24, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","2,949,885.93","0.10","2,949,885.93","2,870,000.00","-","PTOTELOE0028","BKMG3B7","Portugal","-","USD","4.13","3.02","0.88","Oct 18, 2030","0.47","4.07","-","3.02","4.07","3.02","EUR","Jan 15, 2020","Jan 15, 2020"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,920,665.22","0.10","2,920,665.22","4,306,250,000.00","-","KR103501GE31","-","Korea (South)","-","USD","2.46","3.93","1,466.95","Mar 10, 2029","3.25","2.47","-","3.93","2.47","3.93","KRW","Mar 10, 2024","Jan 23, 2024"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,882,489.77","0.10","2,882,489.77","2,790,000.00","-","BE0000359688","BP4Y3C5","Belgium","-","USD","12.53","4.24","0.88","Jun 22, 2043","3.45","12.30","-","4.24","12.30","4.24","EUR","May 24, 2023","May 24, 2023"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,869,190.54","0.10","2,869,190.54","540,000.00","-","MX0MGO0001D6","-","Mexico","-","USD","5.07","9.07","17.52","May 26, 2033","7.50","5.18","-","9.07","5.18","9.07","MXN","Dec 08, 2022","Dec 09, 2022"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,862,488.51","0.10","2,862,488.51","4,790,000.00","-","AU0000087454","BMDSVJ0","Australia","-","USD","4.22","4.64","1.43","Dec 21, 2030","1.00","4.22","-","4.64","4.22","4.64","AUD","Dec 21, 2019","May 21, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,823,626.84","0.10","2,823,626.84","3,830,000.00","135087Q98","CA135087Q988","BPP4M94","Canada","-","USD","2.43","3.08","1.41","Mar 01, 2029","4.00","2.43","-","3.08","2.43","3.08","CAD","Oct 13, 2023","Oct 13, 2023"
"JAPAN (GOVERNMENT OF) 40YR #17","Treasury","Fixed Income","2,820,200.26","0.10","2,820,200.26","689,700,000.00","-","JP1400171Q50","BRJQFJ1","Japan","-","USD","21.24","4.67","163.94","Mar 20, 2064","2.20","22.01","-","4.67","22.01","4.67","JPY","Mar 20, 2024","May 23, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,814,705.32","0.10","2,814,705.32","4,080,000.00","135087U28","CA135087U287","-","Canada","-","USD","8.28","3.65","1.41","Jun 01, 2036","3.25","8.29","-","3.65","8.29","3.65","CAD","Jan 30, 2026","Jan 30, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,749,218.25","0.09","2,749,218.25","2,640,000.00","-","BE0000364738","-","Belgium","-","USD","12.01","4.21","0.88","Jun 22, 2042","3.45","11.79","-","4.21","11.79","4.21","EUR","Mar 11, 2025","Mar 11, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,738,196.43","0.09","2,738,196.43","49,700,000,000.00","-","IDG000023607","-","Indonesia","-","USD","5.65","7.38","17,895.00","Feb 15, 2034","6.63","5.65","-","7.38","5.65","7.38","IDR","Aug 15, 2023","Aug 24, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","2,731,722.88","0.09","2,731,722.88","11,060,000.00","-","MYBMG2600021","BV5L1Y5","Malaysia","-","USD","2.49","3.29","4.09","Mar 15, 2029","3.24","2.49","-","3.29","2.49","3.29","MYR","Mar 16, 2026","Mar 16, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,726,521.52","0.09","2,726,521.52","490,000.00","-","MX0MGO0000P2","B6TC406","Mexico","-","USD","3.89","8.60","17.52","May 29, 2031","7.75","3.96","-","8.60","3.96","8.60","MXN","Jun 23, 2011","Sep 09, 2011"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","2,698,350.27","0.09","2,698,350.27","11,370,000.00","-","MYBMO2000028","BMD9C89","Malaysia","-","USD","4.36","3.48","4.09","Apr 15, 2031","2.63","4.36","-","3.48","4.36","3.48","MYR","Oct 15, 2020","Oct 15, 2020"
"JAPAN (GOVERNMENT OF) 2YR #482","Treasury","Fixed Income","2,697,552.33","0.09","2,697,552.33","440,800,000.00","-","JP1024821S35","BWQLK55","Japan","-","USD","1.58","1.42","163.94","Mar 01, 2028","1.30","1.58","-","1.42","1.58","1.42","JPY","Mar 01, 2026","Mar 02, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,683,901.13","0.09","2,683,901.13","2,400,000.00","-","IT0005647265","-","Italy","-","USD","5.39","3.60","0.88","Jul 15, 2032","3.25","5.38","-","3.60","5.38","3.60","EUR","Apr 25, 2025","Apr 25, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,673,464.69","0.09","2,673,464.69","13,800,000.00","-","CND10003N750","BMC3TQ9","China","-","USD","16.49","2.21","6.77","Sep 14, 2050","3.81","16.74","-","2.21","16.74","2.21","CNY","Sep 14, 2020","Sep 14, 2020"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,631,500.77","0.09","2,631,500.77","2,340,000.00","-","DE0001102622","BM8HPT0","Germany","-","USD","3.15","2.91","0.88","Nov 15, 2029","2.10","3.10","-","2.91","3.10","2.91","EUR","Oct 20, 2022","Oct 20, 2022"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,605,280.45","0.09","2,605,280.45","48,400,000,000.00","-","IDG000025701","BVMJVX1","Indonesia","-","USD","3.89","7.36","17,895.00","Mar 15, 2031","5.88","3.89","-","7.36","3.89","7.36","IDR","Mar 15, 2025","Aug 14, 2025"
"JAPAN (GOVERNMENT OF) 30YR #8","Treasury","Fixed Income","2,602,292.91","0.09","2,602,292.91","436,000,000.00","-","JP13000812B5","6565796","Japan","-","USD","5.92","2.25","163.94","Nov 22, 2032","1.80","5.93","-","2.25","5.93","2.25","JPY","Nov 20, 2002","Nov 20, 2002"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,578,282.92","0.09","2,578,282.92","87,260,000.00","-","TH0623039409","-","Thailand","-","USD","2.67","1.34","33.81","Apr 17, 2029","1.19","2.67","-","1.34","2.67","1.34","THB","Oct 17, 2025","Oct 17, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,564,148.15","0.09","2,564,148.15","2,350,000.00","-","NL0015001AM2","BMW2052","Netherlands","-","USD","6.38","3.16","0.88","Jul 15, 2033","2.50","6.28","-","3.16","6.28","3.16","EUR","Feb 09, 2023","Feb 09, 2023"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,551,293.79","0.09","2,551,293.79","2,250,000.00","-","FR0014018YR0","BT24L65","France","-","USD","8.40","4.02","0.88","Nov 25, 2036","3.70","8.22","-","4.02","8.22","4.02","EUR","Nov 25, 2025","Jun 08, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,538,114.17","0.09","2,538,114.17","3,700,000.00","-","AU0000451593","-","Australia","-","USD","8.46","5.08","1.43","Oct 21, 2037","4.75","8.48","-","5.08","8.48","5.08","AUD","Oct 21, 2025","Jan 29, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,530,232.16","0.09","2,530,232.16","2,335,000.00","-","NL0015073VV8","BWTWQ24","Netherlands","-","USD","8.68","3.32","0.88","Jul 15, 2036","2.75","8.54","-","3.32","8.54","3.32","EUR","Mar 05, 2026","Mar 05, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,500,166.11","0.08","2,500,166.11","2,190,000.00","-","AT0000A33SH3","-","Austria","-","USD","2.71","2.93","0.88","May 23, 2029","2.90","2.67","-","2.93","2.67","2.93","EUR","Apr 25, 2023","Apr 25, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,499,354.58","0.08","2,499,354.58","2,190,000.00","-","AT0000A3NY15","-","Austria","-","USD","5.52","3.18","0.88","Sep 20, 2032","2.80","5.43","-","3.18","5.43","3.18","EUR","Sep 02, 2025","Sep 02, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,438,233.53","0.08","2,438,233.53","13,440,000.00","-","CND10002M200","-","China","-","USD","16.63","2.21","6.77","Mar 16, 2050","3.39","16.86","-","2.21","16.86","2.21","CNY","Mar 16, 2020","Mar 13, 2020"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,380,344.71","0.08","2,380,344.71","2,100,000.00","-","AT0000A3RVH9","-","Austria","-","USD","8.13","3.43","0.88","Feb 20, 2036","3.20","7.99","-","3.43","7.99","3.43","EUR","Jan 28, 2026","Jan 28, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","2,323,846.54","0.08","2,323,846.54","8,280,000.00","-","PL0000115291","-","Poland","-","USD","5.68","5.57","3.81","Oct 25, 2033","6.00","5.55","-","5.57","5.55","5.57","PLN","Oct 25, 2022","Dec 20, 2022"
"JAPAN (GOVERNMENT OF) 20YR #194","Treasury","Fixed Income","2,295,584.25","0.08","2,295,584.25","426,700,000.00","-","JP1201941RA2","BS6RG46","Japan","-","USD","14.08","3.86","163.94","Sep 20, 2045","2.70","14.32","-","3.86","14.32","3.86","JPY","Sep 20, 2025","Oct 16, 2025"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,284,035.22","0.08","2,284,035.22","3,425,000.00","-","AU0000381832","-","Australia","-","USD","7.64","5.01","1.43","Mar 21, 2036","4.25","7.66","-","5.01","7.66","5.01","AUD","Sep 21, 2024","Feb 11, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,242,622.82","0.08","2,242,622.82","3,375,520,000.00","-","KR103501GF63","-","Korea (South)","-","USD","1.81","3.80","1,466.95","Jun 10, 2028","2.25","1.81","-","3.80","1.81","3.80","KRW","Jun 10, 2025","May 13, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,230,982.95","0.08","2,230,982.95","2,030,000.00","-","BE0000367764","-","Belgium","-","USD","16.42","4.58","0.88","Jun 22, 2056","4.35","16.23","-","4.58","16.23","4.58","EUR","Feb 11, 2026","Feb 11, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,217,281.10","0.08","2,217,281.10","39,340,000,000.00","-","IDG000025008","BR2NQK7","Indonesia","-","USD","8.46","7.38","17,895.00","Aug 15, 2040","7.13","8.45","-","7.38","8.45","7.38","IDR","Aug 15, 2024","Jan 09, 2025"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","2,186,458.67","0.07","2,186,458.67","1,968,000.00","-","PTOTEDOE0010","-","Portugal","-","USD","8.42","3.57","0.88","Jun 13, 2036","3.25","8.27","-","3.57","8.27","3.57","EUR","Jan 15, 2026","Jan 15, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,178,389.12","0.07","2,178,389.12","74,040,000.00","-","TH062303B300","-","Thailand","-","USD","4.47","1.56","33.81","Mar 17, 2031","1.34","4.47","-","1.56","4.47","1.56","THB","Jan 16, 2026","Jan 16, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,168,932.45","0.07","2,168,932.45","2,025,000.00","-","NL0015002F72","-","Netherlands","-","USD","7.99","3.26","0.88","Jul 15, 2035","2.50","7.86","-","3.26","7.86","3.26","EUR","Mar 06, 2025","Mar 06, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","2,158,097.18","0.07","2,158,097.18","1,910,000.00","-","DE000BU25059","BV5QKH6","Germany","-","USD","3.92","2.94","0.88","Oct 10, 2030","2.20","3.87","-","2.94","3.87","2.94","EUR","Jul 10, 2025","Jul 10, 2025"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","2,148,711.83","0.07","2,148,711.83","7,250,000.00","-","PL0000115192","BP4X3Y4","Poland","-","USD","1.77","4.59","3.81","Jul 25, 2028","7.50","1.73","-","4.59","1.73","4.59","PLN","Jul 25, 2022","Nov 07, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,133,946.82","0.07","2,133,946.82","3,379,350,000.00","-","KR103504GD96","-","Korea (South)","-","USD","11.90","4.62","1,466.95","Sep 10, 2043","3.88","11.97","-","4.62","11.97","4.62","KRW","Sep 10, 2023","Aug 23, 2023"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,131,327.13","0.07","2,131,327.13","3,130,150,000.00","-","KR103502GG38","-","Korea (South)","-","USD","1.56","3.77","1,466.95","Mar 10, 2028","3.00","1.56","-","3.77","1.56","3.77","KRW","Mar 10, 2026","Feb 03, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,119,830.52","0.07","2,119,830.52","3,060,000.00","135087T53","CA135087T537","-","Canada","-","USD","7.93","3.61","1.41","Dec 01, 2035","3.25","7.94","-","3.61","7.94","3.61","CAD","Jul 03, 2025","Jul 03, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,101,132.38","0.07","2,101,132.38","3,153,300,000.00","-","KR103501GFC3","-","Korea (South)","-","USD","2.27","3.89","1,466.95","Dec 10, 2028","2.75","2.27","-","3.89","2.27","3.89","KRW","Dec 10, 2025","Nov 11, 2025"
"JAPAN (GOVERNMENT OF) 20YR #140","Treasury","Fixed Income","2,100,584.85","0.07","2,100,584.85","352,350,000.00","-","JP1201401C92","B8943D2","Japan","-","USD","5.78","2.23","163.94","Sep 20, 2032","1.70","5.77","-","2.23","5.77","2.23","JPY","Sep 20, 2012","Sep 20, 2012"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,092,436.54","0.07","2,092,436.54","3,165,000.00","-","AU0000407256","-","Australia","-","USD","8.03","5.04","1.43","Oct 21, 2036","4.25","8.04","-","5.04","8.04","5.04","AUD","Apr 21, 2025","Jul 30, 2025"
"CZECH REPUBLIC","Treasury","Fixed Income","2,080,480.41","0.07","2,080,480.41","41,610,000.00","-","CZ0001007546","BTMJQ98","Czech Republic","-","USD","7.00","5.03","21.27","Sep 19, 2035","5.30","6.85","-","5.03","6.85","5.03","CZK","Sep 19, 2025","Sep 19, 2025"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,069,466.40","0.07","2,069,466.40","2,090,000.00","-","AT0000A2NW83","BMFN5N5","Austria","-","USD","4.51","3.07","0.88","Feb 20, 2031","0.00","4.44","-","3.07","4.44","3.07","EUR","Feb 03, 2021","Feb 03, 2021"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,065,134.27","0.07","2,065,134.27","71,230,000.00","-","TH062303G507","BL9XM44","Thailand","-","USD","8.88","2.10","33.81","May 17, 2036","1.84","8.89","-","2.10","8.89","2.10","THB","Jan 23, 2026","Jan 23, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,045,608.79","0.07","2,045,608.79","37,606,000,000.00","-","IDG000024605","BQXS455","Indonesia","-","USD","3.43","7.32","17,895.00","Jul 15, 2030","6.50","3.43","-","7.32","3.43","7.32","IDR","Jul 15, 2024","Aug 22, 2024"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,036,487.02","0.07","2,036,487.02","420,000.00","-","MX0MGO0000R8","B7V21L1","Mexico","-","USD","8.09","9.73","17.52","Nov 13, 2042","7.75","8.43","-","9.73","8.43","9.73","MXN","Dec 22, 2011","Apr 20, 2012"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,032,360.90","0.07","2,032,360.90","10,030,000.00","-","CND10000JH82","-","China","-","USD","14.79","2.15","6.77","Oct 23, 2047","4.28","15.00","-","2.15","15.00","2.15","CNY","Oct 23, 2017","Oct 23, 2017"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,031,854.43","0.07","2,031,854.43","1,800,000.00","-","DE000BU25067","-","Germany","-","USD","4.40","2.97","0.88","Apr 16, 2031","2.50","4.34","-","2.97","4.34","2.97","EUR","Jan 15, 2026","Jan 15, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,018,759.75","0.07","2,018,759.75","420,000.00","-","MX0MGO0001N5","-","Mexico","-","USD","9.18","9.76","17.52","Apr 29, 2055","8.00","9.74","-","9.76","9.74","9.76","MXN","Jun 05, 2025","Nov 03, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,013,903.88","0.07","2,013,903.88","4,153,000.00","135087H72","CA135087H722","BFMC871","Canada","-","USD","18.01","4.02","1.41","Dec 01, 2051","2.00","18.17","-","4.02","18.17","4.02","CAD","Dec 22, 2017","Dec 22, 2017"
"JAPAN (GOVERNMENT OF) 30YR #16","Treasury","Fixed Income","2,008,072.80","0.07","2,008,072.80","326,950,000.00","-","JP13001614A6","B03FBM0","Japan","-","USD","7.27","2.53","163.94","Sep 20, 2034","2.50","7.28","-","2.53","7.28","2.53","JPY","Sep 20, 2004","Oct 25, 2004"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,953,183.44","0.07","1,953,183.44","8,130,000.00","-","MYBMS2600018","BTQJ2R4","Malaysia","-","USD","10.99","3.93","4.09","Jan 15, 2041","3.77","11.03","-","3.93","11.03","3.93","MYR","Jan 15, 2026","Jan 15, 2026"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,950,701.74","0.07","1,950,701.74","1,707,000.00","-","FI4000557525","-","Finland","-","USD","2.61","2.98","0.88","Apr 15, 2029","2.88","2.57","-","2.98","2.57","2.98","EUR","Aug 30, 2023","Aug 30, 2023"
"AUSTRALIA (COMMONWEALTH OF) GREEN RegS","Treasury","Fixed Income","1,930,055.16","0.07","1,930,055.16","2,880,000.00","-","AU3TB0000200","BQHNHY6","Australia","-","USD","6.58","4.91","1.43","Jun 21, 2034","4.25","6.59","-","4.91","6.59","4.91","AUD","Jun 21, 2024","Jun 14, 2024"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,917,714.61","0.07","1,917,714.61","7,300,000.00","-","MYBMT1800039","BF16186","Malaysia","-","USD","6.14","3.63","4.09","Nov 07, 2033","4.64","6.14","-","3.63","6.14","3.63","MYR","May 07, 2018","May 07, 2018"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","1,915,754.88","0.06","1,915,754.88","1,600,000.00","-","CH0557778310","BMG0SG9","Switzerland","-","USD","8.81","0.51","0.82","Jun 23, 2035","0.25","8.78","-","0.51","8.78","0.51","CHF","Jun 23, 2021","Jun 23, 2021"
"TREASURY BOND","Treasury","Fixed Income","1,913,025.97","0.06","1,913,025.97","3,530,000.00","912810SU3","US912810SU34","BM9WFN8","United States","-","USD","16.66","5.29","1.00","Feb 15, 2051","1.88","16.85","-","5.29","16.85","5.29","USD","Feb 15, 2021","Feb 16, 2021"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,901,843.68","0.06","1,901,843.68","5,740,000.00","-","IL0011948028","BMWJJP6","Israel","-","USD","2.45","3.61","3.07","Feb 28, 2029","3.75","2.41","-","3.61","2.41","3.61","ILS","Apr 18, 2023","Apr 18, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,885,590.73","0.06","1,885,590.73","33,455,000,000.00","-","IDG000025107","BSKQRV3","Indonesia","-","USD","9.94","7.35","17,895.00","Aug 15, 2045","7.13","9.92","-","7.35","9.92","7.35","IDR","Aug 15, 2024","Jan 09, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,865,919.93","0.06","1,865,919.93","1,645,000.00","-","BE0000368770","-","Belgium","-","USD","4.68","3.27","0.88","Aug 22, 2031","3.10","4.60","-","3.27","4.60","3.27","EUR","May 21, 2026","May 21, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,857,265.71","0.06","1,857,265.71","8,400,000.00","-","CND100010GP1","-","China","-","USD","23.19","2.30","6.77","May 21, 2068","4.13","23.67","-","2.30","23.67","2.30","CNY","May 21, 2018","May 18, 2018"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,848,972.66","0.06","1,848,972.66","1,697,000.00","-","AT0000A3D3Q8","-","Austria","-","USD","10.55","3.62","0.88","Jul 15, 2039","3.20","10.38","-","3.62","10.38","3.62","EUR","May 29, 2024","May 29, 2024"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,826,373.88","0.06","1,826,373.88","7,080,000.00","-","PL0000118998","BW6JX61","Poland","-","USD","4.32","5.33","3.81","Jul 25, 2031","4.00","4.21","-","5.33","4.21","5.33","PLN","Jul 25, 2025","Mar 20, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","1,823,057.67","0.06","1,823,057.67","7,730,000.00","-","ROTM7EDD92S2","-","Romania","-","USD","5.79","6.83","4.60","Jul 31, 2034","7.10","5.61","-","6.83","5.61","6.83","RON","Jul 31, 2023","Oct 23, 2023"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,811,796.10","0.06","1,811,796.10","1,710,000.00","-","NL0015000LS8","BP816W3","Netherlands","-","USD","2.45","2.89","0.88","Jan 15, 2029","0.00","2.41","-","2.89","2.41","2.89","EUR","Sep 30, 2021","Sep 30, 2021"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,810,113.55","0.06","1,810,113.55","1,580,000.00","-","FI4000550249","-","Finland","-","USD","6.27","3.29","0.88","Sep 15, 2033","3.00","6.17","-","3.29","6.17","3.29","EUR","May 04, 2023","May 04, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,768,039.23","0.06","1,768,039.23","8,450,000.00","-","CND10001QZP8","-","China","-","USD","23.72","2.30","6.77","Nov 19, 2068","3.82","24.20","-","2.30","24.20","2.30","CNY","Nov 19, 2018","Nov 16, 2018"
"DERIV CAD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","1,764,024.63","0.06","1,764,024.63","2,485,070.00","-","-","-","Canada","-","USD","0.00","3.60","1.41","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","CAD","Jan 01, 2000","Jan 01, 2000"
"TREASURY BOND","Treasury","Fixed Income","1,762,905.84","0.06","1,762,905.84","2,610,000.00","912810RQ3","US912810RQ31","BD2C0D7","United States","-","USD","13.72","5.27","1.00","Feb 15, 2046","2.50","13.88","-","5.27","13.88","5.27","USD","Feb 15, 2016","Feb 16, 2016"
"JAPAN (GOVERNMENT OF) 20YR #176","Treasury","Fixed Income","1,762,635.72","0.06","1,762,635.72","426,750,000.00","-","JP1201761M45","BNDBGK2","Japan","-","USD","13.71","4.02","163.94","Mar 20, 2041","0.50","13.74","-","4.02","13.74","4.02","JPY","Mar 20, 2021","Apr 21, 2021"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,762,532.93","0.06","1,762,532.93","4,317,450,000.00","-","KR103502GB33","-","Korea (South)","-","USD","17.30","4.68","1,466.95","Mar 10, 2051","1.88","17.41","-","4.68","17.41","4.68","KRW","Mar 10, 2021","Feb 02, 2021"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,760,902.77","0.06","1,760,902.77","1,570,000.00","-","AT0000A39UW5","-","Austria","-","USD","6.72","3.29","0.88","Feb 20, 2034","2.90","6.61","-","3.29","6.61","3.29","EUR","Jan 25, 2024","Jan 25, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","1,694,056.92","0.06","1,694,056.92","-505,465,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,680,163.02","0.06","1,680,163.02","2,415,000.00","135087S62","CA135087S620","-","Canada","-","USD","7.57","3.58","1.41","Jun 01, 2035","3.25","7.58","-","3.58","7.58","3.58","CAD","Jan 10, 2025","Jan 10, 2025"
"CZECH REPUBLIC","Treasury","Fixed Income","1,671,220.71","0.06","1,671,220.71","33,500,000.00","-","CZ0001006688","BM9HZJ9","Czech Republic","-","USD","3.66","4.44","21.27","Sep 30, 2030","5.00","3.58","-","4.44","3.58","4.44","CZK","Aug 12, 2022","Aug 12, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,665,724.90","0.06","1,665,724.90","4,401,180,000.00","-","KR103502GA34","-","Korea (South)","-","USD","17.63","4.66","1,466.95","Mar 10, 2050","1.50","17.73","-","4.66","17.73","4.66","KRW","Mar 10, 2020","Feb 06, 2020"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,644,111.42","0.06","1,644,111.42","1,440,000.00","-","AT0000A3EPP2","-","Austria","-","USD","3.06","2.98","0.88","Oct 20, 2029","2.50","3.01","-","2.98","3.01","2.98","EUR","Sep 04, 2024","Sep 04, 2024"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,637,359.11","0.06","1,637,359.11","7,000,000.00","-","PL0000119178","BVPQLS4","Poland","-","USD","2.45","4.65","3.81","Jan 25, 2029","0.00","2.39","-","4.65","2.39","4.65","PLN","May 15, 2026","May 15, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,629,385.99","0.06","1,629,385.99","53,115,000.00","-","TH0623A3F302","-","Thailand","-","USD","7.72","2.04","33.81","Mar 17, 2035","2.41","7.73","-","2.04","7.73","2.04","THB","Jan 24, 2025","Jan 24, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,629,264.86","0.06","1,629,264.86","28,850,000,000.00","-","IDG000023904","-","Indonesia","-","USD","2.40","7.20","17,895.00","Apr 15, 2029","6.88","2.40","-","7.20","2.40","7.20","IDR","Oct 15, 2023","Nov 02, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,611,539.31","0.05","1,611,539.31","2,310,000.00","135087U36","CA135087U360","-","Canada","-","USD","8.04","3.62","1.41","Mar 01, 2036","3.25","8.05","-","3.62","8.05","3.62","CAD","Feb 10, 2026","Feb 10, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,605,867.60","0.05","1,605,867.60","1,370,000.00","-","GR0128017747","-","Greece","-","USD","9.43","4.05","0.88","Jul 18, 2038","4.38","9.24","-","4.05","9.24","4.05","EUR","Jul 18, 2023","Jul 18, 2023"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,603,306.53","0.05","1,603,306.53","1,400,000.00","-","DE000BU25034","BPBM0Q5","Germany","-","USD","3.03","2.91","0.88","Oct 11, 2029","2.50","2.99","-","2.91","2.99","2.91","EUR","Jul 18, 2024","Jul 18, 2024"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","1,590,182.98","0.05","1,590,182.98","1,980,000.00","-","SGXF45447632","BQC84J0","Singapore","-","USD","2.56","1.88","1.29","Apr 01, 2029","3.00","2.56","-","1.88","2.56","1.88","SGD","Apr 01, 2024","Apr 01, 2024"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,583,262.14","0.05","1,583,262.14","1,330,000.00","-","GR0124039737","-","Greece","-","USD","6.02","3.54","0.88","Jun 15, 2033","4.25","5.91","-","3.54","5.91","3.54","EUR","Jan 24, 2023","Jan 24, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,572,048.84","0.05","1,572,048.84","1,610,000.00","-","FI4000507231","BLPJR18","Finland","-","USD","5.05","3.17","0.88","Sep 15, 2031","0.13","4.97","-","3.17","4.97","3.17","EUR","May 26, 2021","May 26, 2021"
"JAPAN (GOVERNMENT OF) 30YR #15","Treasury","Fixed Income","1,563,781.68","0.05","1,563,781.68","255,500,000.00","-","JP1300151485","B02KTV1","Japan","-","USD","7.11","2.48","163.94","Jun 20, 2034","2.50","7.12","-","2.48","7.12","2.48","JPY","Jun 20, 2004","Aug 20, 2004"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,561,623.52","0.05","1,561,623.52","3,321,960,000.00","-","KR103502GF96","BVZJWP7","Korea (South)","-","USD","17.59","4.64","1,466.95","Sep 10, 2055","2.63","17.75","-","4.64","17.75","4.64","KRW","Sep 10, 2025","Aug 07, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,549,489.28","0.05","1,549,489.28","6,250,000.00","-","MYBMI2300024","BMWJJN4","Malaysia","-","USD","1.67","3.24","4.09","Apr 20, 2028","3.52","1.67","-","3.24","1.67","3.24","MYR","Apr 20, 2023","Apr 20, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,537,620.36","0.05","1,537,620.36","1,360,000.00","-","FI4000602891","-","Finland","-","USD","8.53","3.53","0.88","Sep 15, 2036","3.35","8.38","-","3.53","8.38","3.53","EUR","Apr 16, 2026","Apr 16, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","1,537,000.16","0.05","1,537,000.16","6,780,000.00","-","RO1JS63DR5A5","BN7KRQ8","Romania","-","USD","4.00","6.68","4.60","Apr 28, 2031","7.35","3.88","-","6.68","3.88","6.68","RON","Apr 28, 2022","Feb 13, 2023"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,525,337.10","0.05","1,525,337.10","3,263,320,000.00","-","KR103502GC32","BNXFXS1","Korea (South)","-","USD","16.63","4.68","1,466.95","Mar 10, 2052","2.50","16.76","-","4.68","16.76","4.68","KRW","Mar 10, 2022","Feb 08, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,508,427.14","0.05","1,508,427.14","3,199,380,000.00","-","KR103502GF39","-","Korea (South)","-","USD","17.44","4.64","1,466.95","Mar 10, 2055","2.63","17.60","-","4.64","17.60","4.64","KRW","Mar 10, 2025","Feb 06, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,502,218.47","0.05","1,502,218.47","28,073,000,000.00","-","IDG000025602","-","Indonesia","-","USD","6.89","7.37","17,895.00","Apr 15, 2036","6.50","6.89","-","7.37","6.89","7.37","IDR","Apr 15, 2025","Jul 31, 2025"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,491,501.25","0.05","1,491,501.25","1,470,000.00","-","IE00BKFVC899","BMTCVJ6","Ireland","-","USD","4.16","2.98","0.88","Oct 18, 2030","0.20","4.09","-","2.98","4.09","2.98","EUR","Jun 16, 2020","Jun 16, 2020"
"TREASURY BOND","Treasury","Fixed Income","1,480,833.25","0.05","1,480,833.25","2,155,000.00","912810RK6","US912810RK60","BVVT273","United States","-","USD","13.29","5.25","1.00","Feb 15, 2045","2.50","13.42","-","5.25","13.42","5.25","USD","Feb 15, 2015","Feb 17, 2015"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,465,050.26","0.05","1,465,050.26","1,300,000.00","-","AT0000A3V200","-","Austria","-","USD","4.85","3.12","0.88","Oct 20, 2031","2.85","4.77","-","3.12","4.77","3.12","EUR","Jun 03, 2026","Jun 03, 2026"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,442,312.14","0.05","1,442,312.14","4,430,000.00","-","IL0012337825","BTQJ2Q3","Israel","-","USD","4.49","4.20","3.07","Jul 31, 2031","3.75","4.39","-","4.20","4.39","4.20","ILS","Jan 06, 2026","Jan 06, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,416,847.70","0.05","1,416,847.70","2,688,490,000.00","-","KR103504GF94","-","Korea (South)","-","USD","13.69","4.63","1,466.95","Sep 10, 2045","2.75","13.77","-","4.63","13.77","4.63","KRW","Sep 10, 2025","Aug 27, 2025"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,405,864.34","0.05","1,405,864.34","1,271,000.00","-","IE000LQ7YWY4","-","Ireland","-","USD","7.24","3.26","0.88","Oct 18, 2034","2.60","7.12","-","3.26","7.12","3.26","EUR","Jan 18, 2024","Jan 18, 2024"
"TREASURY NOTE","Treasury","Fixed Income","1,405,429.69","0.05","1,405,429.69","1,500,000.00","91282CHC8","US91282CHC82","BQYLTK3","United States","-","USD","5.94","4.57","1.00","May 15, 2033","3.38","5.94","-","4.57","5.94","4.57","USD","May 15, 2023","May 15, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,392,098.29","0.05","1,392,098.29","2,150,000.00","135087S70","CA135087S703","-","Canada","-","USD","17.89","4.02","1.41","Dec 01, 2057","3.50","18.16","-","4.02","18.16","4.02","CAD","Jan 24, 2025","Jan 24, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,388,754.51","0.05","1,388,754.51","2,245,900,000.00","-","KR103502GEC4","BMWG8D8","Korea (South)","-","USD","7.22","4.39","1,466.95","Dec 10, 2034","3.00","7.23","-","4.39","7.23","4.39","KRW","Dec 10, 2024","Oct 22, 2024"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,387,661.54","0.05","1,387,661.54","1,243,000.00","-","AT0000A3HU25","-","Austria","-","USD","7.48","3.36","0.88","Feb 20, 2035","2.95","7.35","-","3.36","7.35","3.36","EUR","Feb 04, 2025","Feb 04, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,384,194.55","0.05","1,384,194.55","1,210,000.00","-","FR001400XLW2","BTY6K28","France","-","USD","2.08","3.06","0.88","Sep 24, 2028","2.40","2.04","-","3.06","2.04","3.06","EUR","Sep 24, 2024","Feb 24, 2025"
"FINLAND (REPUBLIC OF) MTN","Treasury","Fixed Income","1,382,258.04","0.05","1,382,258.04","1,240,000.00","-","FI4000598776","-","Finland","-","USD","11.31","3.81","0.88","Apr 15, 2041","3.55","11.13","-","3.81","11.13","3.81","EUR","Jan 28, 2026","Jan 28, 2026"
"DERIV JPY BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","1,379,452.17","0.05","1,379,452.17","226,140,492.00","-","-","-","Japan","-","USD","0.00","3.60","163.94","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","JPY","Jan 01, 2000","Jan 01, 2000"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,378,003.64","0.05","1,378,003.64","2,330,000.00","-","NZGOVDT530C2","-","New Zealand","-","USD","3.45","4.03","1.73","May 15, 2030","4.50","3.45","-","4.03","3.45","4.03","NZD","Nov 15, 2022","Mar 14, 2023"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,376,983.72","0.05","1,376,983.72","45,900,000.00","-","TH0623B3K608","-","Thailand","-","USD","11.44","2.60","33.81","Jun 17, 2040","2.70","11.52","-","2.60","11.52","2.60","THB","Nov 25, 2024","Nov 25, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,374,788.68","0.05","1,374,788.68","43,380,000.00","-","TH0623A3N603","BP6KM35","Thailand","-","USD","12.70","2.93","33.81","Jun 17, 2043","3.45","12.87","-","2.93","12.87","2.93","THB","Aug 19, 2022","Aug 19, 2022"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,366,832.23","0.05","1,366,832.23","5,380,000.00","-","PL0000119087","BVV7SD5","Poland","-","USD","7.48","5.86","3.81","Apr 25, 2036","5.25","7.30","-","5.86","7.30","5.86","PLN","Apr 25, 2026","Apr 27, 2026"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","1,361,516.37","0.05","1,361,516.37","1,690,000.00","-","SGXF25686589","BRJWCR6","Singapore","-","USD","7.56","2.35","1.29","Mar 01, 2035","2.75","7.57","-","2.35","7.57","2.35","SGD","Mar 03, 2025","Mar 03, 2025"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,359,508.93","0.05","1,359,508.93","1,235,000.00","-","PTOTEAOE0005","-","Portugal","-","USD","7.77","3.46","0.88","Jun 15, 2035","3.00","7.63","-","3.46","7.63","3.46","EUR","Jan 16, 2025","Jan 16, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,354,111.74","0.05","1,354,111.74","44,940,000.00","-","TH0623038401","BQD33C0","Thailand","-","USD","1.70","1.27","33.81","Apr 17, 2028","2.05","1.69","-","1.27","1.69","1.27","THB","Jan 17, 2025","Jan 17, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,349,672.48","0.05","1,349,672.48","1,900,000.00","135087U77","CA135087U774","-","Canada","-","USD","1.94","3.01","1.41","Aug 01, 2028","2.75","1.94","-","3.01","1.94","3.01","CAD","May 07, 2026","May 07, 2026"
"FSWP: EUR 2.833700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","1,348,388.84","0.05","-95,728,112.36","-85,372,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.83","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","Jun 01, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,344,760.87","0.05","1,344,760.87","1,967,500,000.00","-","KR103502GCC8","BMD0B96","Korea (South)","-","USD","5.51","4.29","1,466.95","Dec 10, 2032","4.25","5.51","-","4.29","5.51","4.29","KRW","Dec 10, 2022","Oct 18, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,336,161.78","0.05","1,336,161.78","2,242,760,000.00","-","KR103502GF62","-","Korea (South)","-","USD","7.69","4.40","1,466.95","Jun 10, 2035","2.63","7.70","-","4.40","7.70","4.40","KRW","Jun 10, 2025","May 20, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,334,059.63","0.05","1,334,059.63","7,000,000.00","-","CND100002XK4","-","China","-","USD","11.04","1.76","6.77","Aug 16, 2040","3.96","11.09","-","1.76","11.09","1.76","CNY","Aug 16, 2010","Aug 16, 2010"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,331,921.60","0.05","1,331,921.60","1,220,000.00","-","NL0012818504","BFM0LR6","Netherlands","-","USD","1.95","2.86","0.88","Jul 15, 2028","0.75","1.92","-","2.86","1.92","2.86","EUR","Mar 15, 2018","Mar 15, 2018"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,324,245.49","0.04","1,324,245.49","3,890,000.00","-","IL0012277849","BTWSYT1","Israel","-","USD","7.52","3.94","3.07","Oct 31, 2035","4.15","7.38","-","3.94","7.38","3.94","ILS","Sep 02, 2025","Sep 02, 2025"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,323,366.79","0.04","1,323,366.79","9,150,000.00","-","DK0009924961","BTZ8T59","Denmark","-","USD","8.21","3.06","6.57","Nov 15, 2035","2.25","8.09","-","3.06","8.09","3.06","DKK","Nov 15, 2024","Feb 07, 2025"
"JAPAN (GOVERNMENT OF) 30YR #35","Treasury","Fixed Income","1,319,130.69","0.04","1,319,130.69","255,300,000.00","-","JP1300351B93","B59NZS7","Japan","-","USD","12.51","3.63","163.94","Sep 20, 2041","2.00","12.61","-","3.63","12.61","3.63","JPY","Sep 20, 2011","Sep 20, 2011"
"DERIV USD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","1,315,056.92","0.04","1,315,056.92","1,315,057.00","-","-","-","United States","-","USD","0.00","3.60","1.00","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","USD","Jan 01, 2000","Jan 01, 2000"
"JAPAN (GOVERNMENT OF) 20YR #171","Treasury","Fixed Income","1,314,162.09","0.04","1,314,162.09","313,650,000.00","-","JP1201711L13","BKRQD01","Japan","-","USD","12.86","3.84","163.94","Dec 20, 2039","0.30","12.87","-","3.84","12.87","3.84","JPY","Dec 20, 2019","Jan 20, 2020"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,307,248.89","0.04","1,307,248.89","4,090,000.00","-","PEP01000C5K6","-","Peru","-","USD","6.51","6.13","3.40","Aug 12, 2035","6.85","6.57","-","6.13","6.57","6.13","PEN","Jun 11, 2025","Jun 11, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,299,865.87","0.04","1,299,865.87","2,392,850,000.00","-","KR103504GE95","-","Korea (South)","-","USD","13.10","4.63","1,466.95","Sep 10, 2044","2.88","13.17","-","4.63","13.17","4.63","KRW","Sep 10, 2024","Aug 28, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,294,085.38","0.04","1,294,085.38","8,450,000.00","-","CND10008MC01","-","China","-","USD","7.65","1.61","6.77","Nov 25, 2034","2.04","7.64","-","1.61","7.64","1.61","CNY","Nov 25, 2024","Nov 22, 2024"
"JAPAN (GOVERNMENT OF) 20YR #137","Treasury","Fixed Income","1,286,417.11","0.04","1,286,417.11","216,000,000.00","-","JP1201371C64","B8C0MR4","Japan","-","USD","5.58","2.18","163.94","Jun 20, 2032","1.70","5.57","-","2.18","5.57","2.18","JPY","Jun 20, 2012","Jun 20, 2012"
"JAPAN (GOVERNMENT OF) 20YR #173","Treasury","Fixed Income","1,285,398.40","0.04","1,285,398.40","308,000,000.00","-","JP1201731L76","BMX1FX1","Japan","-","USD","13.20","3.91","163.94","Jun 20, 2040","0.40","13.22","-","3.91","13.22","3.91","JPY","Jun 20, 2020","Jul 22, 2020"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,278,201.14","0.04","1,278,201.14","1,130,000.00","-","PTOTEQOE0023","-","Portugal","-","USD","6.37","3.32","0.88","Oct 14, 2033","2.88","6.26","-","3.32","6.26","3.32","EUR","Sep 30, 2025","Sep 30, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,274,394.09","0.04","1,274,394.09","23,702,000,000.00","-","IDG000024506","BSMTC48","Indonesia","-","USD","6.58","7.36","17,895.00","Jul 15, 2035","6.75","6.58","-","7.36","6.58","7.36","IDR","Jul 15, 2024","Aug 08, 2024"
"DERIV PLN BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","1,272,026.97","0.04","1,272,026.97","4,846,041.00","-","-","-","Poland","-","USD","0.00","3.73","3.81","Jul 24, 2026","3.73","0.00","-","3.73","0.00","3.73","PLN","Jan 01, 2000","Jan 01, 2000"
"JAPAN (GOVERNMENT OF) 20YR #174","Treasury","Fixed Income","1,266,240.75","0.04","1,266,240.75","306,000,000.00","-","JP1201741LA9","BMDV887","Japan","-","USD","13.40","3.96","163.94","Sep 20, 2040","0.40","13.42","-","3.96","13.42","3.96","JPY","Sep 20, 2020","Oct 21, 2020"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,264,743.08","0.04","1,264,743.08","4,820,000.00","-","MYBMZ2300010","BPK4FN4","Malaysia","-","USD","15.46","4.09","4.09","Mar 31, 2053","4.46","15.66","-","4.09","15.66","4.09","MYR","Mar 31, 2023","Mar 31, 2023"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,254,974.57","0.04","1,254,974.57","2,013,700,000.00","-","KR103502GFC1","BVPLB56","Korea (South)","-","USD","7.87","4.43","1,466.95","Dec 10, 2035","3.25","7.88","-","4.43","7.88","4.43","KRW","Dec 10, 2025","Nov 18, 2025"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,249,750.61","0.04","1,249,750.61","2,230,000.00","-","NZGOVDT536C9","-","New Zealand","-","USD","7.81","4.72","1.73","May 15, 2036","4.25","7.84","-","4.72","7.84","4.72","NZD","May 15, 2024","Aug 27, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,248,047.34","0.04","1,248,047.34","1,850,000.00","135087ZS6","CA135087ZS68","B6R2TV4","Canada","-","USD","13.61","3.90","1.41","Dec 01, 2045","3.50","13.71","-","3.90","13.71","3.90","CAD","Jun 13, 2011","Jun 13, 2011"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,230,927.69","0.04","1,230,927.69","1,918,800,000.00","-","KR103502GD64","BMDX065","Korea (South)","-","USD","6.04","4.31","1,466.95","Jun 10, 2033","3.25","6.04","-","4.31","6.04","4.31","KRW","Jun 10, 2023","Apr 18, 2023"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,230,024.29","0.04","1,230,024.29","1,150,000.00","-","GR0124036709","-","Greece","-","USD","3.76","3.18","0.88","Jun 18, 2030","1.50","3.70","-","3.18","3.70","3.18","EUR","Jun 18, 2020","Jun 18, 2020"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,227,851.25","0.04","1,227,851.25","35,620,000.00","-","TH0623A35601","BMV4SD3","Thailand","-","USD","17.30","3.14","33.81","Jun 17, 2055","4.00","17.93","-","3.14","17.93","3.14","THB","Nov 03, 2023","Nov 03, 2023"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","1,225,240.72","0.04","1,225,240.72","1,180,000,000.00","-","CL0003068690","-","Chile","-","USD","5.04","5.78","947.24","Jul 15, 2032","5.30","5.04","-","5.78","5.04","5.78","CLP","Jan 15, 2026","Jan 29, 2026"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","1,218,986.57","0.04","1,218,986.57","13,420,000.00","-","SE0013935319","BN92QC1","Sweden","-","USD","4.73","2.68","9.76","May 12, 2031","0.13","4.66","-","2.68","4.66","2.68","SEK","May 12, 2019","Mar 27, 2020"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,210,670.98","0.04","1,210,670.98","1,560,000.00","-","NL0013552060","BFY1K14","Netherlands","-","USD","12.68","3.52","0.88","Jan 15, 2040","0.50","12.47","-","3.52","12.47","3.52","EUR","May 23, 2019","May 23, 2019"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,210,528.61","0.04","1,210,528.61","2,231,250,000.00","-","KR103502GE30","-","Korea (South)","-","USD","16.31","4.65","1,466.95","Mar 10, 2054","3.25","16.47","-","4.65","16.47","4.65","KRW","Mar 10, 2024","Jan 30, 2024"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,208,200.48","0.04","1,208,200.48","2,190,000.00","-","NZGOVDT433C9","BYZTRB9","New Zealand","-","USD","5.83","4.43","1.73","Apr 14, 2033","3.50","5.84","-","4.43","5.84","4.43","NZD","Oct 14, 2015","Oct 22, 2015"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,200,062.71","0.04","1,200,062.71","51,180,000.00","-","TH0623A3R604","BVKB1Z1","Thailand","-","USD","24.46","3.29","33.81","Jun 17, 2077","2.44","26.12","-","3.29","26.12","3.29","THB","Oct 31, 2025","Oct 31, 2025"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","1,191,797.06","0.04","1,191,797.06","1,065,000.00","-","XS3063879368","-","Bulgaria","-","USD","6.79","3.85","0.88","May 07, 2034","3.50","6.64","-","3.85","6.64","3.85","EUR","May 07, 2025","May 07, 2025"
"JAPAN (GOVERNMENT OF) 5YR #179","Treasury","Fixed Income","1,182,443.35","0.04","1,182,443.35","199,900,000.00","-","JP1051791R76","BT8PQ34","Japan","-","USD","3.80","1.86","163.94","Jun 20, 2030","1.00","3.80","-","1.86","3.80","1.86","JPY","Jun 20, 2025","Jul 09, 2025"
"DERIV MXN BALANCE WITH R93533 CME","Cash and/or Derivatives","Cash Collateral and Margins","1,167,621.79","0.04","1,167,621.79","20,454,574.00","-","-","-","Mexico","-","USD","0.00","6.76","17.52","Jul 24, 2026","6.76","0.00","-","6.76","0.00","6.76","MXN","Jan 01, 2000","Jan 01, 2000"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,166,569.18","0.04","1,166,569.18","35,770,000.00","-","TH062303D603","BLFGTJ1","Thailand","-","USD","6.18","1.81","33.81","Jun 17, 2033","3.35","6.18","-","1.81","6.18","1.81","THB","Oct 07, 2022","Oct 07, 2022"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,164,291.42","0.04","1,164,291.42","2,227,000.00","-","AU0000018442","BF5J6P3","Australia","-","USD","11.35","5.24","1.43","May 21, 2041","2.75","11.40","-","5.24","11.40","5.24","AUD","May 21, 2018","Jul 27, 2018"
"JPY CASH","Cash and/or Derivatives","Cash","1,145,503.61","0.04","1,145,503.61","187,788,134.00","-","-","-","Japan","-","USD","0.00","3.60","163.94","-","0.00","0.00","-","3.60","0.00","3.60","JPY","-","Jan 01, 1990"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,144,889.17","0.04","1,144,889.17","4,660,000.00","-","MYBMZ2000016","BMVN6M5","Malaysia","-","USD","14.99","4.06","4.09","Jun 15, 2050","4.07","15.14","-","4.06","15.14","4.06","MYR","Jun 15, 2020","Jun 15, 2020"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","1,138,579.91","0.04","1,138,579.91","1,050,000.00","-","IE00BH3SQ895","BH3SQ89","Ireland","-","USD","2.74","2.92","0.88","May 15, 2029","1.10","2.70","-","2.92","2.70","2.92","EUR","Jan 16, 2019","Jan 16, 2019"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","1,137,192.71","0.04","1,137,192.71","1,010,000.00","-","SK4000028304","-","Slovak Republic","-","USD","9.01","4.02","0.88","Nov 04, 2037","3.63","8.82","-","4.02","8.82","4.02","EUR","Nov 04, 2025","Nov 04, 2025"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,131,896.82","0.04","1,131,896.82","1,061,000.00","-","IE000GVLBXU6","-","Ireland","-","USD","12.89","3.67","0.88","Oct 18, 2043","3.00","12.73","-","3.67","12.73","3.67","EUR","Jan 12, 2023","Jan 12, 2023"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,117,972.77","0.04","1,117,972.77","3,430,000.00","-","PEP01000C5J8","-","Peru","-","USD","7.87","6.86","3.40","Aug 12, 2039","7.60","8.13","-","6.86","8.13","6.86","PEN","Jul 01, 2024","Jul 01, 2024"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,111,624.40","0.04","1,111,624.40","997,000.00","-","IE000O6GBYC9","-","Ireland","-","USD","8.49","3.37","0.88","Jun 18, 2036","3.10","8.36","-","3.37","8.36","3.37","EUR","Jan 21, 2026","Jan 21, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,090,634.96","0.04","1,090,634.96","2,000,000.00","-","FR0013154028","BD10344","France","-","USD","22.39","4.66","0.88","May 25, 2066","1.75","22.11","-","4.66","22.11","4.66","EUR","May 25, 2015","Apr 19, 2016"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,089,489.41","0.04","1,089,489.41","1,497,000.00","135087YQ1","CA135087YQ12","B39VLH8","Canada","-","USD","11.05","3.83","1.41","Jun 01, 2041","4.00","11.11","-","3.83","11.11","3.83","CAD","Jun 09, 2008","Jun 09, 2008"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,085,566.27","0.04","1,085,566.27","4,380,000.00","-","MYBMX2600034","BTWP663","Malaysia","-","USD","13.37","3.96","4.09","Apr 23, 2046","3.99","13.46","-","3.96","13.46","3.96","MYR","Apr 23, 2026","Apr 23, 2026"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","1,085,138.11","0.04","1,085,138.11","331,700,000.00","-","HU0000407424","BVPPBG9","Hungary","-","USD","2.95","5.60","321.12","Nov 28, 2029","6.00","2.87","-","5.60","2.87","5.60","HUF","Jul 30, 2025","Jul 30, 2025"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,065,684.43","0.04","1,065,684.43","1,000,000.00","-","AT0000A2VB47","BMF91Q8","Austria","-","USD","2.21","2.93","0.88","Oct 20, 2028","0.00","2.18","-","2.93","2.18","2.93","EUR","Jan 26, 2022","Jan 26, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,063,097.21","0.04","1,063,097.21","2,004,100,000.00","-","KR103502GC99","BM8NX16","Korea (South)","-","USD","15.97","4.68","1,466.95","Sep 10, 2052","3.13","16.11","-","4.68","16.11","4.68","KRW","Sep 10, 2022","Aug 02, 2022"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,057,874.36","0.04","1,057,874.36","34,620,000.00","-","TH062303Q308","-","Thailand","-","USD","14.19","3.06","33.81","Mar 17, 2046","3.22","14.43","-","3.06","14.43","3.06","THB","Apr 10, 2026","Apr 10, 2026"
"HKD CASH","Cash and/or Derivatives","Cash","1,053,677.29","0.04","1,053,677.29","8,262,147.00","-","-","-","Hong Kong","-","USD","0.00","2.71","7.84","-","0.00","0.00","-","2.71","0.00","2.71","HKD","-","Jan 01, 1990"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,053,232.20","0.04","1,053,232.20","1,890,000.00","135087P99","CA135087P998","BQ97KX6","Canada","-","USD","18.27","4.03","1.41","Dec 01, 2055","2.75","18.50","-","4.03","18.50","4.03","CAD","Jan 30, 2023","Jan 30, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,040,512.41","0.04","1,040,512.41","3,860,000.00","-","MYBMY2200023","BPSJ7J1","Malaysia","-","USD","11.33","3.94","4.09","Oct 15, 2042","4.70","11.40","-","3.94","11.40","3.94","MYR","Apr 14, 2022","Apr 14, 2022"
"CZECH REPUBLIC","Treasury","Fixed Income","1,028,381.58","0.03","1,028,381.58","20,300,000.00","-","CZ0001006969","-","Czech Republic","-","USD","4.27","4.54","21.27","Jun 16, 2031","6.20","4.18","-","4.54","4.18","4.54","CZK","Jun 16, 2023","Jun 16, 2023"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,024,045.43","0.03","1,024,045.43","900,000.00","-","PTOTEVOE0018","BFWK4N3","Portugal","-","USD","2.14","2.85","0.88","Oct 17, 2028","2.13","2.11","-","2.85","2.11","2.85","EUR","Jan 17, 2018","Jan 17, 2018"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,017,235.33","0.03","1,017,235.33","980,000.00","-","GR0124038721","-","Greece","-","USD","5.56","3.44","0.88","Jun 18, 2032","1.75","5.45","-","3.44","5.45","3.44","EUR","Jan 26, 2022","Jan 26, 2022"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,005,059.74","0.03","1,005,059.74","3,070,000.00","-","PEP01000C5E9","BF8F0J0","Peru","-","USD","4.94","4.55","3.40","Aug 12, 2032","6.15","4.95","-","4.55","4.95","4.55","PEN","Jul 21, 2017","Jul 21, 2017"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","999,478.72","0.03","999,478.72","895,000.00","-","NL0015002P70","BSD3BF3","Netherlands","-","USD","17.75","3.70","0.88","Jan 15, 2056","3.50","17.65","-","3.70","17.65","3.70","EUR","Sep 25, 2025","Sep 25, 2025"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","999,283.51","0.03","999,283.51","10,190,000.00","-","NO0012837642","BNC3773","Norway","-","USD","6.11","4.43","9.62","Aug 15, 2033","3.00","5.98","-","4.43","5.98","4.43","NOK","Feb 15, 2023","Feb 15, 2023"
"FINLAND (REPUBLIC OF) MTN","Treasury","Fixed Income","993,908.15","0.03","993,908.15","955,000.00","-","FI4000586284","-","Finland","-","USD","13.65","3.91","0.88","Apr 15, 2045","3.20","13.46","-","3.91","13.46","3.91","EUR","Jan 29, 2025","Jan 29, 2025"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","982,999.08","0.03","982,999.08","1,300,000.00","-","SGXF29838152","BNG90L2","Singapore","-","USD","11.84","2.45","1.29","Jul 01, 2040","2.25","11.85","-","2.45","11.85","2.45","SGD","Jul 01, 2025","Jul 01, 2025"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","981,584.96","0.03","981,584.96","10,180,000.00","-","SE0017830730","BN7T5J4","Sweden","-","USD","6.72","2.84","9.76","Nov 11, 2033","1.75","6.62","-","2.84","6.62","2.84","SEK","Nov 11, 2021","May 06, 2022"
"ISRAEL (STATE OF)","Treasury","Fixed Income","974,992.12","0.03","974,992.12","2,800,000.00","-","IL0012128935","BLGTZH9","Israel","-","USD","2.81","3.60","3.07","Aug 31, 2029","4.60","2.76","-","3.60","2.76","3.60","ILS","Nov 05, 2024","Nov 05, 2024"
"CZECH REPUBLIC","Treasury","Fixed Income","974,527.41","0.03","974,527.41","20,480,000.00","-","CZ0001006894","-","Czech Republic","-","USD","6.36","4.91","21.27","Apr 14, 2034","4.90","6.23","-","4.91","6.23","4.91","CZK","Apr 14, 2023","Apr 14, 2023"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","974,288.99","0.03","974,288.99","4,440,000.00","-","ROJVM8ELBDU4","-","Romania","-","USD","2.50","6.50","4.60","Apr 25, 2029","6.30","2.42","-","6.50","2.42","6.50","RON","Apr 25, 2023","Jan 29, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","973,507.05","0.03","973,507.05","1,508,600,000.00","-","KR103502GE63","-","Korea (South)","-","USD","6.74","4.37","1,466.95","Jun 10, 2034","3.50","6.75","-","4.37","6.75","4.37","KRW","Jun 10, 2024","Apr 16, 2024"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","965,026.88","0.03","965,026.88","890,000,000.00","-","CL0002886803","-","Chile","-","USD","6.34","5.72","947.24","Oct 01, 2034","5.80","6.35","-","5.72","6.35","5.72","CLP","Oct 01, 2023","Oct 26, 2023"
"JAPAN (GOVERNMENT OF) 20YR #172","Treasury","Fixed Income","952,046.86","0.03","952,046.86","225,550,000.00","-","JP1201721L45","BMVD948","Japan","-","USD","12.96","3.86","163.94","Mar 20, 2040","0.40","12.98","-","3.86","12.98","3.86","JPY","Mar 20, 2020","Apr 22, 2020"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","943,439.40","0.03","943,439.40","17,875,000,000.00","-","IDG000024001","BQRD672","Indonesia","-","USD","11.88","7.36","17,895.00","Jul 15, 2054","6.88","11.91","-","7.36","11.91","7.36","IDR","Jul 15, 2023","Jan 05, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","932,584.75","0.03","932,584.75","860,000.00","-","FR0014015MU5","-","France","-","USD","13.32","4.51","0.88","May 25, 2046","4.10","13.09","-","4.51","13.09","4.51","EUR","May 25, 2025","Jan 21, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","931,137.64","0.03","931,137.64","700,000.00","-","CH0557778815","-","Switzerland","-","USD","15.36","0.71","0.82","Jun 28, 2043","1.25","15.32","-","0.71","15.32","0.71","CHF","Jun 28, 2023","Jun 28, 2023"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","927,577.28","0.03","927,577.28","1,198,000.00","-","PTOTEPOE0032","-","Portugal","-","USD","13.78","3.94","0.88","Apr 11, 2042","1.15","13.52","-","3.94","13.52","3.94","EUR","Jan 19, 2022","Jan 19, 2022"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","920,617.94","0.03","920,617.94","2,070,000.00","135087M68","CA135087M680","BM8B9F6","Canada","-","USD","19.37","4.03","1.41","Dec 01, 2053","1.75","19.55","-","4.03","19.55","4.03","CAD","Aug 03, 2021","Aug 03, 2021"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","917,501.69","0.03","917,501.69","6,200,000.00","-","DK0009924615","BRRFDK7","Denmark","-","USD","6.61","2.90","6.57","Nov 15, 2033","2.25","6.52","-","2.90","6.52","2.90","DKK","Nov 15, 2022","Sep 28, 2023"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","915,895.27","0.03","915,895.27","1,790,000.00","-","NZGOVDT531C0","BJX69K0","New Zealand","-","USD","4.54","4.19","1.73","May 15, 2031","1.50","4.54","-","4.19","4.54","4.19","NZD","May 15, 2019","Sep 25, 2019"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","913,562.35","0.03","913,562.35","1,394,650,000.00","-","KR103503GF38","-","Korea (South)","-","USD","3.37","4.08","1,466.95","Mar 10, 2030","2.63","3.38","-","4.08","3.38","4.08","KRW","Mar 10, 2025","Feb 25, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","913,239.62","0.03","913,239.62","700,000.00","-","GB00BPJJKN53","BPJJKN5","United Kingdom","-","USD","6.27","4.93","0.75","Jan 31, 2034","4.63","6.28","-","4.93","6.28","4.93","GBP","Oct 12, 2023","Oct 12, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","888,371.43","0.03","888,371.43","8,790,000.00","-","SE0028000281","-","Sweden","-","USD","9.02","3.04","9.76","Feb 09, 2037","2.75","8.89","-","3.04","8.89","3.04","SEK","Feb 09, 2026","Mar 18, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","883,854.55","0.03","883,854.55","1,970,000.00","-","NL0015614579","BK80T93","Netherlands","-","USD","25.03","3.72","0.88","Jan 15, 2052","0.00","24.57","-","3.72","24.57","3.72","EUR","Sep 24, 2020","Sep 24, 2020"
"TREASURY NOTE","Treasury","Fixed Income","880,279.65","0.03","880,279.65","890,000.00","9128282R0","US9128282R06","BF53YJ5","United States","-","USD","1.03","4.26","1.00","Aug 15, 2027","2.25","1.02","-","4.26","1.02","4.26","USD","Aug 15, 2017","Aug 15, 2017"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","878,281.90","0.03","878,281.90","1,160,000.00","-","SGXF76205099","BL97688","Singapore","-","USD","4.71","2.10","1.29","Jul 01, 2031","1.63","4.71","-","2.10","4.71","2.10","SGD","Jul 01, 2021","Jul 01, 2021"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","878,156.57","0.03","878,156.57","1,050,000.00","-","SGXF75438295","BSC9QT1","Singapore","-","USD","6.81","2.33","1.29","May 01, 2034","3.38","6.81","-","2.33","6.81","2.33","SGD","May 02, 2024","May 02, 2024"
"TREASURY NOTE","Treasury","Fixed Income","877,903.98","0.03","877,903.98","1,020,000.00","91282CCS8","US91282CCS89","BMWVP09","United States","-","USD","4.77","4.48","1.00","Aug 15, 2031","1.25","4.77","-","4.48","4.77","4.48","USD","Aug 15, 2021","Aug 16, 2021"
"ISRAEL (STATE OF)","Treasury","Fixed Income","873,208.23","0.03","873,208.23","2,632,000.00","-","IL0012023326","BR87465","Israel","-","USD","7.27","3.90","3.07","Mar 30, 2035","4.00","7.14","-","3.90","7.14","3.90","ILS","Jan 09, 2024","Jan 09, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","869,163.09","0.03","869,163.09","29,060,000.00","-","TH0623A3U608","BS9F799","Thailand","-","USD","15.37","3.10","33.81","Jun 17, 2050","3.15","15.71","-","3.10","15.71","3.10","THB","Oct 18, 2024","Oct 18, 2024"
"JAPAN (GOVERNMENT OF) 20YR #170","Treasury","Fixed Income","866,385.17","0.03","866,385.17","204,500,000.00","-","JP1201701KA5","BKPFTJ1","Japan","-","USD","12.62","3.79","163.94","Sep 20, 2039","0.30","12.63","-","3.79","12.63","3.79","JPY","Sep 20, 2019","Oct 25, 2019"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","862,628.85","0.03","862,628.85","9,350,000.00","-","NO0012440397","BNZH4S2","Norway","-","USD","5.38","4.44","9.62","May 18, 2032","2.13","5.26","-","4.44","5.26","4.44","NOK","Feb 16, 2022","Feb 16, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","854,702.13","0.03","854,702.13","3,480,000.00","-","MYBMI2500011","-","Malaysia","-","USD","3.53","3.39","4.09","May 15, 2030","3.34","3.53","-","3.39","3.53","3.39","MYR","May 15, 2025","May 15, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","851,551.46","0.03","851,551.46","15,433,000,000.00","-","IDG000021809","BPVGHW2","Indonesia","-","USD","7.83","7.38","17,895.00","Jun 15, 2038","7.13","7.83","-","7.38","7.83","7.38","IDR","Jun 15, 2022","Sep 15, 2022"
"ISRAEL (STATE OF)","Treasury","Fixed Income","847,482.79","0.03","847,482.79","2,776,000.00","-","IL0011401937","BD0XP82","Israel","-","USD","13.87","4.29","3.07","Mar 31, 2047","3.75","13.72","-","4.29","13.72","4.29","ILS","Mar 07, 2017","Mar 07, 2017"
"SLOVAK REPUBLIC (GOVERNMENT)","Treasury","Fixed Income","841,293.92","0.03","841,293.92","750,000.00","-","SK4000027397","-","Slovak Republic","-","USD","2.75","3.12","0.88","Jun 04, 2029","2.50","2.71","-","3.12","2.71","3.12","EUR","Jun 04, 2025","Jun 04, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","834,991.38","0.03","834,991.38","4,000,000.00","-","CND100036VL4","-","China","-","USD","24.43","2.26","6.77","May 25, 2070","3.73","24.93","-","2.26","24.93","2.26","CNY","May 25, 2020","May 25, 2020"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","807,837.50","0.03","807,837.50","14,270,000,000.00","-","IDG000020801","BPK4YK4","Indonesia","-","USD","5.02","7.34","17,895.00","Feb 15, 2033","7.00","5.02","-","7.34","5.02","7.34","IDR","Aug 15, 2022","Aug 19, 2022"
"FSWP: CNY 1.517100 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","805,809.52","0.03","430,639,649.94","2,910,233,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.52","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","May 29, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","803,673.96","0.03","803,673.96","16,840,000.00","-","CZ0001007033","-","Czech Republic","-","USD","5.32","4.80","21.27","Nov 11, 2032","4.50","5.20","-","4.80","5.20","4.80","CZK","Aug 11, 2023","Aug 11, 2023"
"CZECH REPUBLIC","Treasury","Fixed Income","801,974.46","0.03","801,974.46","16,170,000.00","-","CZ0001007025","-","Czech Republic","-","USD","2.47","4.26","21.27","Mar 29, 2029","5.75","2.42","-","4.26","2.42","4.26","CZK","Jul 28, 2023","Jul 28, 2023"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","793,951.23","0.03","793,951.23","267,750,000.00","-","HU0000405535","-","Hungary","-","USD","5.07","5.62","321.12","May 27, 2032","4.50","4.94","-","5.62","4.94","5.62","HUF","Jan 26, 2022","Jan 26, 2022"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","793,125.11","0.03","793,125.11","900,000.00","-","DE0001102598","BNRR4J1","Germany","-","USD","10.88","3.36","0.88","May 15, 2038","1.00","10.71","-","3.36","10.71","3.36","EUR","Apr 29, 2022","Apr 29, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","791,738.68","0.03","791,738.68","3,155,000.00","-","MYBMS2400013","BSLSM80","Malaysia","-","USD","9.78","3.90","4.09","Apr 18, 2039","4.05","9.80","-","3.90","9.80","3.90","MYR","Apr 17, 2024","Apr 17, 2024"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","790,573.24","0.03","790,573.24","700,000.00","-","SI0002105227","-","Slovenia","-","USD","8.13","3.57","0.88","Mar 12, 2036","3.27","7.98","-","3.57","7.98","3.57","EUR","Jan 12, 2026","Jan 12, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","787,460.81","0.03","787,460.81","990,000.00","-","AT0000A2Y8G4","-","Austria","-","USD","17.34","3.88","0.88","May 23, 2049","1.85","17.11","-","3.88","17.11","3.88","EUR","May 31, 2022","May 31, 2022"
"CZECH REPUBLIC","Treasury","Fixed Income","787,215.30","0.03","787,215.30","17,060,000.00","-","CZ0001007496","BTNMVP7","Czech Republic","-","USD","6.69","5.00","21.27","Oct 24, 2034","4.25","6.55","-","5.00","6.55","5.00","CZK","Apr 25, 2025","Apr 25, 2025"
"JAPAN (GOVERNMENT OF) 40YR #19","Treasury","Fixed Income","786,190.70","0.03","786,190.70","129,400,000.00","-","JP1400191S54","BW7YYY0","Japan","-","USD","19.20","3.91","163.94","Mar 20, 2066","3.80","19.98","-","3.91","19.98","3.91","JPY","Mar 20, 2026","May 28, 2026"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","762,461.21","0.03","762,461.21","7,500,000.00","-","NO0013713123","-","Norway","-","USD","8.06","4.48","9.62","Jun 03, 2036","4.13","7.88","-","4.48","7.88","4.48","NOK","Feb 03, 2026","Feb 03, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","753,637.07","0.03","753,637.07","740,000.00","-","AT0000A33SK7","-","Austria","-","USD","17.02","3.92","0.88","Oct 20, 2053","3.15","16.86","-","3.92","16.86","3.92","EUR","Apr 25, 2023","Apr 25, 2023"
"CNY/USD","Cash and/or Derivatives","Forwards","751,767.09","0.03","751,767.09","-1,719,155,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"CZK CASH","Cash and/or Derivatives","Cash","751,428.62","0.03","751,428.62","15,986,118.00","-","-","-","Czech Republic","-","USD","0.00","3.80","21.27","-","0.00","0.00","-","3.80","0.00","3.80","CZK","-","Jan 01, 1990"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","747,883.93","0.03","747,883.93","620,000.00","-","SK4000021986","-","Slovak Republic","-","USD","5.42","3.45","0.88","Oct 19, 2032","4.00","5.31","-","3.45","5.31","3.45","EUR","Oct 19, 2022","Oct 19, 2022"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","745,402.47","0.03","745,402.47","910,000.00","-","NL00150012X2","BPWBVY6","Netherlands","-","USD","19.23","3.70","0.88","Jan 15, 2054","2.00","19.05","-","3.70","19.05","3.70","EUR","Sep 29, 2022","Sep 29, 2022"
"FSWP: SEK 2.764000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","744,378.30","0.03","-82,960,357.36","-817,134,000.00","-","-","-","Sweden","-","USD","4.68","0.82","9.76","Sep 16, 2031","2.76","4.68","-","0.82","4.68","0.82","SEK","Sep 16, 2026","Jun 12, 2026"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","735,876.94","0.02","735,876.94","653,000.00","-","FI4000587415","-","Finland","-","USD","7.78","3.45","0.88","Sep 15, 2035","3.00","7.64","-","3.45","7.64","3.45","EUR","May 07, 2025","May 07, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","735,745.34","0.02","735,745.34","670,000.00","-","BE0000351602","BM63891","Belgium","-","USD","1.23","2.83","0.88","Oct 22, 2027","0.00","1.21","-","2.83","1.21","2.83","EUR","Apr 07, 2020","Apr 07, 2020"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","721,519.16","0.02","721,519.16","1,230,850,000.00","-","KR103504GC97","BNDSF40","Korea (South)","-","USD","11.83","4.59","1,466.95","Sep 10, 2042","3.25","11.88","-","4.59","11.88","4.59","KRW","Sep 10, 2022","Aug 24, 2022"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","720,225.98","0.02","720,225.98","940,000.00","-","AT0000A1K9F1","BYN4DM9","Austria","-","USD","16.55","3.87","0.88","Feb 20, 2047","1.50","16.30","-","3.87","16.30","3.87","EUR","Feb 23, 2016","Feb 23, 2016"
"FSWP: EUR 2.899100 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","719,635.40","0.02","-65,335,640.70","-58,091,000.00","-","-","-","European Union","-","USD","4.67","0.34","0.88","Sep 16, 2031","2.90","4.67","-","0.34","4.67","0.34","EUR","Sep 16, 2026","Jun 05, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","713,228.24","0.02","713,228.24","740,000.00","-","IE00BMD03L28","BMD03L2","Ireland","-","USD","6.07","3.12","0.88","Oct 18, 2032","0.35","5.97","-","3.12","5.97","3.12","EUR","Jan 20, 2022","Jan 20, 2022"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","711,435.16","0.02","711,435.16","640,000.00","-","FI4000591862","-","Finland","-","USD","5.27","3.20","0.88","Apr 15, 2032","2.63","5.19","-","3.20","5.19","3.20","EUR","Aug 28, 2025","Aug 28, 2025"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","707,922.31","0.02","707,922.31","1,240,000.00","-","NZGOVDT534C4","-","New Zealand","-","USD","6.50","4.54","1.73","May 15, 2034","4.25","6.52","-","4.54","6.52","4.54","NZD","Nov 15, 2022","Nov 22, 2022"
"DERIV ILS BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","705,320.87","0.02","705,320.87","2,167,627.00","-","-","-","Israel","-","USD","0.00","3.60","3.07","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","ILS","Jan 01, 2000","Jan 01, 2000"
"TREASURY NOTE","Treasury","Fixed Income","704,131.28","0.02","704,131.28","750,000.00","91282CDF5","US91282CDF59","BN7DP74","United States","-","USD","2.19","4.38","1.00","Oct 31, 2028","1.38","2.19","-","4.38","2.19","4.38","USD","Oct 31, 2021","Nov 01, 2021"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","702,062.88","0.02","702,062.88","1,402,510,000.00","-","KR103502G834","BFX3022","Korea (South)","-","USD","14.93","4.66","1,466.95","Mar 10, 2048","2.63","15.03","-","4.66","15.03","4.66","KRW","Mar 10, 2018","Feb 08, 2018"
"JAPAN (GOVERNMENT OF) 40YR #5","Treasury","Fixed Income","701,440.24","0.02","701,440.24","166,400,000.00","-","JP1400051C51","B89BJ91","Japan","-","USD","17.77","4.72","163.94","Mar 20, 2052","2.00","18.24","-","4.72","18.24","4.72","JPY","Mar 20, 2012","May 17, 2012"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","696,144.16","0.02","696,144.16","590,000.00","-","SI0002104303","-","Slovenia","-","USD","5.86","3.21","0.88","Mar 11, 2033","3.63","5.76","-","3.21","5.76","3.21","EUR","Jan 11, 2023","Jan 11, 2023"
"ISRAEL (STATE OF)","Treasury","Fixed Income","693,024.52","0.02","693,024.52","2,798,000.00","-","IL0011840761","BP493W0","Israel","-","USD","16.56","4.48","3.07","Nov 29, 2052","2.80","16.47","-","4.48","16.47","4.48","ILS","Feb 08, 2022","Feb 08, 2022"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","689,129.61","0.02","689,129.61","560,000.00","-","CH0344958688","-","Switzerland","-","USD","5.85","0.42","0.82","Jun 27, 2032","0.50","5.83","-","0.42","5.83","0.42","CHF","Jun 27, 2018","Jun 27, 2018"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","688,173.90","0.02","688,173.90","930,000.00","-","IE00BH3SQB22","BH3SQB2","Ireland","-","USD","18.56","3.76","0.88","May 15, 2050","1.50","18.32","-","3.76","18.32","3.76","EUR","May 16, 2019","May 16, 2019"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","680,178.77","0.02","680,178.77","600,000.00","-","BE0000365743","-","Belgium","-","USD","3.94","3.17","0.88","Oct 22, 2030","2.60","3.88","-","3.17","3.88","3.17","EUR","May 21, 2025","May 21, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","664,861.86","0.02","664,861.86","580,000.00","-","SK4000023230","-","Slovak Republic","-","USD","6.09","3.56","0.88","Jun 08, 2033","3.63","5.97","-","3.56","5.97","3.56","EUR","Jun 08, 2023","Jun 08, 2023"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","646,714.02","0.02","646,714.02","1,880,000.00","-","AU0000097495","BMZ8B65","Australia","-","USD","17.02","5.53","1.43","Jun 21, 2051","1.75","17.24","-","5.53","17.24","5.53","AUD","Jun 21, 2020","Aug 05, 2020"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","615,158.10","0.02","615,158.10","110,000.00","-","MX0MGO0001O3","-","Mexico","-","USD","4.36","9.00","17.52","Apr 15, 2032","8.00","4.44","-","9.00","4.44","9.00","MXN","Oct 23, 2025","Nov 03, 2025"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","612,835.91","0.02","612,835.91","4,310,000.00","-","DK0009923807","BJK1TG4","Denmark","-","USD","3.24","2.69","6.57","Nov 15, 2029","0.50","3.20","-","2.69","3.20","2.69","DKK","Nov 15, 2018","Jan 25, 2019"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","612,134.97","0.02","612,134.97","905,350,000.00","-","KR103503GG60","BWFBN24","Korea (South)","-","USD","7.93","4.41","1,466.95","Jun 10, 2036","4.25","7.94","-","4.41","7.94","4.41","KRW","Jun 10, 2026","May 19, 2026"
"TREASURY NOTE (OLD)","Treasury","Fixed Income","604,231.32","0.02","604,231.32","620,000.00","91282CPZ8","US91282CPZ85","BWBZNP3","United States","-","USD","7.63","4.69","1.00","Feb 15, 2036","4.13","7.63","-","4.69","7.63","4.69","USD","Feb 15, 2026","Feb 17, 2026"
"IDR CASH","Cash and/or Derivatives","Cash","603,521.24","0.02","603,521.24","10,800,012,650.00","-","-","-","Indonesia","-","USD","0.00","5.03","17,895.00","-","0.00","0.00","-","5.03","0.00","5.03","IDR","-","Jan 01, 1990"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","602,518.89","0.02","602,518.89","180,000,000.00","-","HU0000407564","BSRFM85","Hungary","-","USD","8.00","5.65","321.12","Sep 23, 2037","6.25","7.79","-","5.65","7.79","5.65","HUF","Feb 18, 2026","Feb 18, 2026"
"DERIV GBP BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","592,584.13","0.02","592,584.13","445,000.00","-","-","-","United Kingdom","-","USD","0.00","3.60","0.75","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","GBP","Jan 01, 2000","Jan 01, 2000"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","589,977.40","0.02","589,977.40","530,000.00","-","PTOTEEOE0019","-","Portugal","-","USD","13.71","4.07","0.88","Jun 15, 2046","3.88","13.52","-","4.07","13.52","4.07","EUR","Jun 04, 2026","Jun 04, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","586,336.84","0.02","586,336.84","120,000.00","-","MX0MGO000102","BDH3PR4","Mexico","-","USD","8.67","9.70","17.52","Nov 07, 2047","8.00","9.18","-","9.70","9.18","9.70","MXN","Feb 23, 2017","Mar 10, 2017"
"TREASURY NOTE","Treasury","Fixed Income","584,741.54","0.02","584,741.54","600,000.00","91282CHT1","US91282CHT18","BRT3QG6","United States","-","USD","5.98","4.58","1.00","Aug 15, 2033","3.88","5.98","-","4.58","5.98","4.58","USD","Aug 15, 2023","Aug 15, 2023"
"HUNGARY (REPUBLIC OF)","Treasury","Fixed Income","576,337.69","0.02","576,337.69","234,470,000.00","-","HU0000404892","BMC2VT3","Hungary","-","USD","7.04","5.66","321.12","Jun 22, 2034","2.25","6.85","-","5.66","6.85","5.66","HUF","Jan 20, 2021","Jan 20, 2021"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","573,881.10","0.02","573,881.10","550,000.00","-","PTOTEYOE0031","-","Portugal","-","USD","5.65","3.19","0.88","Jul 16, 2032","1.65","5.55","-","3.19","5.55","3.19","EUR","Apr 13, 2022","Apr 13, 2022"
"AUSTRALIA (COMMONWEALTH OF)","Treasury","Fixed Income","570,477.17","0.02","570,477.17","990,000.00","-","AU0000075681","BKDRWH8","Australia","-","USD","5.47","4.73","1.43","May 21, 2032","1.25","5.47","-","4.73","5.47","4.73","AUD","Nov 21, 2019","Jan 24, 2020"
"ISRAEL (STATE OF)","Treasury","Fixed Income","570,689.51","0.02","570,689.51","1,490,000.00","-","IL0011254005","B85M0X9","Israel","-","USD","10.65","4.16","3.07","Jan 31, 2042","5.50","10.50","-","4.16","10.50","4.16","ILS","Jan 10, 2012","Jan 10, 2012"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","568,928.26","0.02","568,928.26","2,400,000.00","-","MYBMZ2500031","BRXBQF5","Malaysia","-","USD","16.76","4.10","4.09","Jul 15, 2055","3.92","17.01","-","4.10","17.01","4.10","MYR","Jul 15, 2025","Jul 15, 2025"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","566,311.47","0.02","566,311.47","520,000.00","-","GR0124042764","-","Greece","-","USD","8.37","3.94","0.88","Jun 16, 2036","3.38","8.19","-","3.94","8.19","3.94","EUR","Jan 20, 2026","Jan 20, 2026"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","562,263.68","0.02","562,263.68","820,000.00","-","SGXF89085702","BP2DFX9","Singapore","-","USD","19.36","2.52","1.29","Oct 01, 2051","1.88","19.42","-","2.52","19.42","2.52","SGD","Oct 01, 2021","Oct 01, 2021"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","559,056.55","0.02","559,056.55","3,140,000.00","-","DK0009922320","B3FNDZ0","Denmark","-","USD","10.06","3.19","6.57","Nov 15, 2039","4.50","9.93","-","3.19","9.93","3.19","DKK","Nov 15, 2007","Nov 14, 2008"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","557,618.26","0.02","557,618.26","860,000.00","135087T87","CA135087T875","-","Canada","-","USD","17.60","4.02","1.41","Dec 01, 2056","3.50","17.87","-","4.02","17.87","4.02","CAD","Oct 17, 2025","Oct 17, 2025"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","557,015.28","0.02","557,015.28","170,530,000.00","-","HU0000407317","BQZ9GM7","Hungary","-","USD","4.30","5.60","321.12","Jul 23, 2031","6.75","4.19","-","5.60","4.19","5.60","HUF","Apr 16, 2025","Apr 16, 2025"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","541,911.19","0.02","541,911.19","463,000.00","-","CH0344958472","BZ05NC2","Switzerland","-","USD","26.76","0.67","0.82","May 24, 2055","0.50","26.67","-","0.67","26.67","0.67","CHF","May 24, 2017","May 24, 2017"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","535,822.71","0.02","535,822.71","657,000.00","-","SG31A7000004","BDCFY67","Singapore","-","USD","15.02","2.47","1.29","Mar 01, 2046","2.75","15.05","-","2.47","15.05","2.47","SGD","Mar 01, 2016","Mar 01, 2016"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","533,552.86","0.02","533,552.86","480,000,000.00","-","CL0002935048","-","Chile","-","USD","9.21","5.86","947.24","Oct 01, 2040","6.20","9.30","-","5.86","9.30","5.86","CLP","Apr 01, 2024","Jun 03, 2024"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","530,417.43","0.02","530,417.43","850,000.00","-","AU0000300535","BLFCN97","Australia","-","USD","14.19","5.52","1.43","Jun 21, 2054","4.75","14.53","-","5.52","14.53","5.52","AUD","Jun 21, 2023","Oct 24, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","526,271.90","0.02","526,271.90","9,664,000,000.00","-","IDG000018300","BNBQFR9","Indonesia","-","USD","11.15","7.36","17,895.00","Aug 15, 2051","6.88","11.16","-","7.36","11.16","7.36","IDR","Aug 15, 2020","Jan 07, 2021"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","522,180.72","0.02","522,180.72","5,590,000.00","-","NO0010875230","BLKQFG5","Norway","-","USD","3.84","4.52","9.62","Aug 19, 2030","1.38","3.76","-","4.52","3.76","4.52","NOK","Feb 19, 2020","Feb 19, 2020"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","521,535.15","0.02","521,535.15","450,000.00","-","IT0005530032","BQVX258","Italy","-","USD","11.66","4.48","0.88","Sep 01, 2043","4.45","11.69","-","4.48","11.69","4.48","EUR","Sep 01, 2022","Jan 17, 2023"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","517,705.30","0.02","517,705.30","420,000.00","-","CH0224397171","-","Switzerland","-","USD","3.81","0.35","0.82","May 27, 2030","0.50","3.80","-","0.35","3.80","0.35","CHF","May 27, 2015","May 27, 2015"
"NZD CASH","Cash and/or Derivatives","Cash","517,000.62","0.02","517,000.62","895,782.00","-","-","-","New Zealand","-","USD","0.00","2.70","1.73","-","0.00","0.00","-","2.70","0.00","2.70","NZD","-","Jan 01, 1990"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","516,576.72","0.02","516,576.72","410,000.00","-","CH0557779003","BSD4BG7","Switzerland","-","USD","19.05","0.73","0.82","May 22, 2047","0.88","19.00","-","0.73","19.00","0.73","CHF","May 22, 2024","May 22, 2024"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","512,891.03","0.02","512,891.03","1,510,000.00","-","PEP01000C5I0","-","Peru","-","USD","5.41","5.25","3.40","Aug 12, 2033","7.30","5.43","-","5.25","5.43","5.25","PEN","Jun 12, 2023","Jun 12, 2023"
"DENMARK KINGDOM OF (GOVERNMENT) RegS","Treasury","Fixed Income","502,033.23","0.02","502,033.23","3,470,000.00","-","DK0009925182","-","Denmark","-","USD","8.21","3.05","6.57","Nov 15, 2035","2.25","8.09","-","3.05","8.09","3.05","DKK","Nov 15, 2024","Sep 30, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","498,996.28","0.02","498,996.28","1,970,000.00","-","MYBMX2400021","BNTBV67","Malaysia","-","USD","12.40","3.96","4.09","May 16, 2044","4.18","12.47","-","3.96","12.47","3.96","MYR","May 15, 2024","May 15, 2024"
"TREASURY BOND","Treasury","Fixed Income","498,731.25","0.02","498,731.25","670,000.00","912810RJ9","US912810RJ97","BSJWZQ3","United States","-","USD","12.84","5.24","1.00","Nov 15, 2044","3.00","12.97","-","5.24","12.97","5.24","USD","Nov 15, 2014","Nov 17, 2014"
"FSWP: ZAR 7.437000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","497,970.17","0.02","-21,292,054.46","-364,901,200.00","-","-","-","South Africa","-","USD","4.01","0.77","16.75","Sep 16, 2031","7.44","4.01","-","0.77","4.01","0.77","ZAR","Sep 16, 2026","Jun 15, 2026"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","490,640.16","0.02","490,640.16","470,000.00","-","SK4000017059","-","Slovak Republic","-","USD","4.05","3.32","0.88","Oct 09, 2030","1.00","3.98","-","3.32","3.98","3.32","EUR","Apr 09, 2020","Apr 09, 2020"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","485,654.74","0.02","485,654.74","405,000.00","-","CH0557779235","BVBCKN4","Switzerland","-","USD","13.35","0.66","0.82","May 28, 2040","0.50","13.31","-","0.66","13.31","0.66","CHF","May 28, 2025","May 28, 2025"
"RON CASH","Cash and/or Derivatives","Cash","482,155.64","0.02","482,155.64","2,219,676.00","-","-","-","Romania","-","USD","0.00","5.74","4.60","-","0.00","0.00","-","5.74","0.00","5.74","RON","-","Jan 01, 1990"
"JAPAN (GOVERNMENT OF) 20YR #133","Treasury","Fixed Income","482,009.28","0.02","482,009.28","80,000,000.00","-","JP1201331C14","B6WF6H3","Japan","-","USD","5.12","2.09","163.94","Dec 20, 2031","1.80","5.12","-","2.09","5.12","2.09","JPY","Dec 20, 2011","Jan 31, 2012"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","481,711.67","0.02","481,711.67","1,790,000.00","-","MYBMX1700033","BYQJ0V9","Malaysia","-","USD","8.34","3.77","4.09","Apr 07, 2037","4.76","8.35","-","3.77","8.35","3.77","MYR","Apr 07, 2017","Apr 07, 2017"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","481,000.94","0.02","481,000.94","270,000.00","-","CH0224397007","BNFWZK6","Switzerland","-","USD","28.95","0.65","0.82","Jun 25, 2064","2.00","28.83","-","0.65","28.83","0.65","CHF","Jun 25, 2014","Jun 25, 2014"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","480,116.83","0.02","480,116.83","1,270,000.00","-","AT0000A2QQB6","-","Austria","-","USD","31.25","3.87","0.88","Apr 20, 2071","0.70","30.90","-","3.87","30.90","3.87","EUR","Apr 20, 2021","Apr 20, 2021"
"JAPAN (GOVERNMENT OF) 20YR #175","Treasury","Fixed Income","477,833.77","0.02","477,833.77","114,850,000.00","-","JP1201751M13","BMD96M1","Japan","-","USD","13.52","3.98","163.94","Dec 20, 2040","0.50","13.55","-","3.98","13.55","3.98","JPY","Dec 20, 2020","Jan 20, 2021"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","472,520.34","0.02","472,520.34","425,000.00","-","AT0000A3T279","-","Austria","-","USD","17.36","3.96","0.88","Mar 20, 2056","3.75","17.23","-","3.96","17.23","3.96","EUR","Mar 10, 2026","Mar 10, 2026"
"ISRAEL (STATE OF)","Treasury","Fixed Income","457,313.92","0.02","457,313.92","1,800,000.00","-","IL0011661803","BMHKKJ5","Israel","-","USD","9.74","4.06","3.07","May 31, 2037","1.50","9.56","-","4.06","9.56","4.06","ILS","May 12, 2020","May 12, 2020"
"DKK CASH","Cash and/or Derivatives","Cash","457,100.88","0.02","457,100.88","3,005,050.00","-","-","-","Denmark","-","USD","0.00","2.20","6.57","-","0.00","0.00","-","2.20","0.00","2.20","DKK","-","Jan 01, 1990"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","456,945.46","0.02","456,945.46","410,000.00","-","SK4000022547","-","Slovak Republic","-","USD","11.86","4.31","0.88","Feb 23, 2043","4.00","11.65","-","4.31","11.65","4.31","EUR","Feb 23, 2023","Feb 23, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","455,315.57","0.02","455,315.57","4,560,000.00","-","SE0025137862","BSJS3V2","Sweden","-","USD","8.80","3.01","9.76","Oct 15, 2036","2.50","8.68","-","3.01","8.68","3.01","SEK","Oct 15, 2024","Jun 09, 2025"
"NORDDEUTSCHE LANDESBANK GIROZENTRA MTN RegS","Covered","Fixed Income","454,482.60","0.02","454,482.60","400,000.00","-","DE000NLB5503","-","Germany","-","USD","2.72","3.20","0.88","May 28, 2029","3.00","2.67","-","3.20","2.67","3.20","EUR","May 28, 2026","May 28, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","446,952.42","0.02","446,952.42","460,000.00","-","IE00BMQ5JL65","BMQ5JL6","Ireland","-","USD","5.17","3.05","0.88","Oct 18, 2031","0.00","5.08","-","3.05","5.08","3.05","EUR","Jan 12, 2021","Jan 12, 2021"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","433,228.50","0.01","433,228.50","740,000.00","-","PTOTECOE0037","-","Portugal","-","USD","20.67","4.11","0.88","Apr 12, 2052","1.00","20.32","-","4.11","20.32","4.11","EUR","Feb 10, 2021","Feb 10, 2021"
"SINGAPORE (REPUBLIC OF) RegS","Treasury","Fixed Income","432,745.22","0.01","432,745.22","500,000.00","-","SGXF47639806","BPK6B10","Singapore","-","USD","25.26","2.61","1.29","Aug 01, 2072","3.00","25.61","-","2.61","25.61","2.61","SGD","Aug 15, 2022","Aug 15, 2022"
"HONG KONG SPECIAL ADMINISTRATIVE R","Treasury","Fixed Income","429,048.88","0.01","429,048.88","3,400,000.00","-","HK0001256640","BNHVP12","Hong Kong","-","USD","5.82","3.35","7.84","Feb 07, 2033","2.91","5.82","-","3.35","5.82","3.35","HKD","Feb 05, 2026","Feb 05, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","427,090.83","0.01","427,090.83","1,640,000.00","-","PL0000116851","BRJH2Z9","Poland","-","USD","6.47","5.69","3.81","Oct 25, 2034","5.00","6.32","-","5.69","6.32","5.69","PLN","Oct 25, 2023","Apr 12, 2024"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","426,699.78","0.01","426,699.78","5,960,000.00","-","DK0009924029","BM962D9","Denmark","-","USD","24.46","3.30","6.57","Nov 15, 2052","0.25","24.08","-","3.30","24.08","3.30","DKK","Nov 15, 2019","Apr 03, 2020"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","425,495.17","0.01","425,495.17","172,410,000.00","-","HU0000403555","-","Hungary","-","USD","9.58","5.64","321.12","Oct 27, 2038","3.00","9.33","-","5.64","9.33","5.64","HUF","Feb 07, 2018","Feb 07, 2018"
"FSWP: SEK 2.626600 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","423,480.09","0.01","-27,369,822.58","-271,321,000.00","-","-","-","Sweden","-","USD","4.69","0.81","9.76","Sep 16, 2031","2.63","4.69","-","0.81","4.69","0.81","SEK","Sep 16, 2026","May 29, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","419,336.90","0.01","419,336.90","600,000.00","-","AU3TB0000291","-","Australia","-","USD","7.69","5.03","1.43","Jun 21, 2036","5.00","7.71","-","5.03","7.71","5.03","AUD","Dec 21, 2025","May 26, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","400,421.71","0.01","400,421.71","1,820,000.00","-","RODFIUK7ZV55","-","Romania","-","USD","6.55","6.80","4.60","Apr 25, 2035","6.75","6.35","-","6.80","6.35","6.80","RON","Apr 25, 2024","Sep 23, 2024"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","400,210.69","0.01","400,210.69","370,000.00","-","NL0015001XZ6","BSMP536","Netherlands","-","USD","7.20","3.21","0.88","Jul 15, 2034","2.50","7.08","-","3.21","7.08","3.21","EUR","Feb 08, 2024","Feb 08, 2024"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","379,974.94","0.01","379,974.94","365,000.00","-","PTOTE3OE0025","-","Portugal","-","USD","16.89","4.17","0.88","Jun 12, 2054","3.63","16.72","-","4.17","16.72","4.17","EUR","May 29, 2024","May 29, 2024"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","378,735.26","0.01","378,735.26","560,000.00","-","AT0000A2KQ43","BMTMDL2","Austria","-","USD","14.01","3.72","0.88","Oct 20, 2040","0.00","13.73","-","3.72","13.73","3.72","EUR","Oct 22, 2020","Oct 22, 2020"
"FSWP: ZAR 7.430000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","378,142.68","0.01","-15,964,369.82","-273,675,800.00","-","-","-","South Africa","-","USD","4.01","0.76","16.75","Sep 16, 2031","7.43","4.01","-","0.76","4.01","0.76","ZAR","Sep 16, 2026","Jun 15, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","372,504.14","0.01","372,504.14","1,560,000.00","-","RO0DU3PR9NF9","BNQQH23","Romania","-","USD","7.63","7.03","4.60","Feb 24, 2038","7.90","7.38","-","7.03","7.38","7.03","RON","Feb 24, 2023","Mar 08, 2023"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","367,524.74","0.01","367,524.74","967,000.00","-","NZGOVDT541C9","BL58BK2","New Zealand","-","USD","12.15","5.09","1.73","May 15, 2041","1.75","12.22","-","5.09","12.22","5.09","NZD","May 15, 2020","Jul 21, 2020"
"FSWP: EUR 3.016700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","362,367.21","0.01","-65,426,827.49","-57,857,000.00","-","-","-","European Union","-","USD","4.66","0.35","0.88","Sep 16, 2031","3.02","4.66","-","0.35","4.66","0.35","EUR","Sep 16, 2026","Jul 15, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","360,206.38","0.01","360,206.38","500,000.00","135087R71","CA135087R713","BQ2NS59","Canada","-","USD","6.53","3.48","1.41","Mar 01, 2034","3.50","6.54","-","3.48","6.54","3.48","CAD","Mar 01, 2024","Mar 05, 2024"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","359,603.69","0.01","359,603.69","623,000.00","-","AT0000A2EJ08","BKSFP01","Austria","-","USD","20.90","3.92","0.88","Mar 20, 2051","0.75","20.56","-","3.92","20.56","3.92","EUR","Apr 02, 2020","Apr 02, 2020"
"PEN CASH","Cash and/or Derivatives","Cash","357,213.69","0.01","357,213.69","1,213,205.00","-","-","-","Peru","-","USD","0.00","3.60","3.40","-","0.00","0.00","-","3.60","0.00","3.60","PEN","-","Jan 01, 1990"
"SINGAPORE (REPUBLIC OF) RegS","Treasury","Fixed Income","354,897.91","0.01","354,897.91","400,000.00","-","SGXPK17B11U8","-","Singapore","-","USD","18.79","2.53","1.29","Jun 01, 2054","3.25","18.89","-","2.53","18.89","2.53","SGD","Jun 03, 2024","Jun 03, 2024"
"DERIV CHF BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","349,549.14","0.01","349,549.14","285,479.00","-","-","-","Switzerland","-","USD","0.00","3.60","0.82","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","CHF","Jan 01, 2000","Jan 01, 2000"
"CZECH REPUBLIC","Treasury","Fixed Income","348,427.59","0.01","348,427.59","8,610,000.00","-","CZ0001007397","BS2KBQ6","Czech Republic","-","USD","12.00","5.34","21.27","Apr 04, 2044","4.00","11.76","-","5.34","11.76","5.34","CZK","Oct 04, 2024","Oct 04, 2024"
"THB/USD","Cash and/or Derivatives","Forwards","343,682.62","0.01","343,682.62","-603,740,000.00","-","-","-","United States","-","USD","0.00","-","33.79","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"JAPAN (GOVERNMENT OF) 30YR #71","Treasury","Fixed Income","338,820.56","0.01","338,820.56","114,000,000.00","-","JP1300711M79","BP5D0M0","Japan","-","USD","21.00","5.67","163.94","Jun 20, 2051","0.70","21.25","-","5.67","21.25","5.67","JPY","Jun 20, 2021","Jul 07, 2021"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","337,690.50","0.01","337,690.50","630,000.00","135087C93","CA135087C939","BM7RZV3","Canada","-","USD","20.60","4.03","1.41","Dec 01, 2064","2.75","21.00","-","4.03","21.00","4.03","CAD","May 01, 2014","May 01, 2014"
"HUF CASH","Cash and/or Derivatives","Cash","324,111.08","0.01","324,111.08","104,076,963.00","-","-","-","Hungary","-","USD","0.00","5.75","321.12","-","0.00","0.00","-","5.75","0.00","5.75","HUF","-","Jan 01, 1990"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","321,622.81","0.01","321,622.81","460,000.00","-","SGXF27246101","BK8TDH6","Singapore","-","USD","18.45","2.45","1.29","Mar 01, 2050","1.88","18.50","-","2.45","18.50","2.45","SGD","Mar 02, 2020","Mar 02, 2020"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","317,930.80","0.01","317,930.80","735,000.00","-","FI4000480488","BMCXYY2","Finland","-","USD","24.49","4.05","0.88","Apr 15, 2052","0.13","23.98","-","4.05","23.98","4.05","EUR","Feb 09, 2021","Feb 09, 2021"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","312,605.12","0.01","312,605.12","420,000.00","-","IE00BMQ5JM72","-","Ireland","-","USD","13.75","3.63","0.88","Apr 22, 2041","0.55","13.52","-","3.63","13.52","3.63","EUR","Apr 22, 2021","Apr 22, 2021"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","311,453.83","0.01","311,453.83","550,000.00","-","SK4000019857","-","Slovak Republic","-","USD","20.02","4.38","0.88","Oct 13, 2051","1.00","19.63","-","4.38","19.63","4.38","EUR","Oct 13, 2021","Oct 13, 2021"
"TREASURY NOTE","Treasury","Fixed Income","307,051.63","0.01","307,051.63","310,000.00","91282CQE4","US91282CQE48","BVCHTY2","United States","-","USD","2.46","4.38","1.00","Mar 15, 2029","3.50","2.46","-","4.38","2.46","4.38","USD","Mar 15, 2026","Mar 16, 2026"
"JAPAN (GOVERNMENT OF) 30YR #85","Treasury","Fixed Income","304,114.30","0.01","304,114.30","69,700,000.00","-","JP1300851R17","BTHVR63","Japan","-","USD","18.30","4.64","163.94","Dec 20, 2054","2.30","18.96","-","4.64","18.96","4.64","JPY","Dec 20, 2024","Jan 10, 2025"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","303,258.94","0.01","303,258.94","280,000.00","-","XS3124345631","-","Bulgaria","-","USD","7.74","4.02","0.88","Jul 18, 2035","3.38","7.56","-","4.02","7.56","4.02","EUR","Jul 18, 2025","Jul 18, 2025"
"FSWP: ZAR 7.445000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","302,024.66","0.01","-13,105,275.48","-224,522,000.00","-","-","-","South Africa","-","USD","4.01","0.77","16.75","Sep 16, 2031","7.45","4.01","-","0.77","4.01","0.77","ZAR","Sep 16, 2026","Jun 22, 2026"
"TREASURY NOTE","Treasury","Fixed Income","300,707.20","0.01","300,707.20","300,000.00","91282CKZ3","US91282CKZ31","BT5FJ16","United States","-","USD","0.95","4.23","1.00","Jul 15, 2027","4.38","0.95","-","4.23","0.95","4.23","USD","Jul 15, 2024","Jul 15, 2024"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","300,344.25","0.01","300,344.25","220,000.00","-","CH0440081567","BPP00Z4","Switzerland","-","USD","11.19","0.62","0.82","Oct 26, 2038","1.50","11.16","-","0.62","11.16","0.62","CHF","Oct 26, 2022","Oct 26, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","297,250.28","0.01","297,250.28","1,870,000.00","-","CND10006VQZ5","-","China","-","USD","6.45","1.53","6.77","Aug 25, 2033","2.52","6.45","-","1.53","6.45","1.53","CNY","Aug 25, 2023","Aug 24, 2023"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","293,887.90","0.01","293,887.90","420,000.00","-","GR0138017836","-","Greece","-","USD","17.99","4.50","0.88","Jan 24, 2052","1.88","17.67","-","4.50","17.67","4.50","EUR","Mar 24, 2021","Mar 24, 2021"
"FSWP: OIS 4.080000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","288,237.82","0.01","-64,712,762.18","-65,001,000.00","-","-","-","United States","-","USD","4.49","0.44","1.00","Sep 16, 2031","4.08","4.49","-","0.44","4.49","0.44","USD","Sep 16, 2026","Jul 14, 2026"
"FSWP: EUR 2.993000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","285,812.61","0.01","-43,061,576.49","-38,121,000.00","-","-","-","European Union","-","USD","4.66","0.35","0.88","Sep 16, 2031","2.99","4.66","-","0.35","4.66","0.35","EUR","Sep 16, 2026","Jul 17, 2026"
"FSWP: EUR 2.929000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","260,870.64","0.01","-27,127,319.96","-24,086,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.93","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Jul 14, 2026"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","255,543.16","0.01","255,543.16","4,040,000.00","-","SE0015193313","BMC2DD1","Sweden","-","USD","17.76","3.21","9.76","Nov 24, 2045","0.50","17.50","-","3.21","17.50","3.21","SEK","Nov 24, 2020","Nov 24, 2020"
"FSWP: ZAR 7.453000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","254,073.26","0.01","-11,190,339.67","-191,651,000.00","-","-","-","South Africa","-","USD","4.01","0.77","16.75","Sep 16, 2031","7.45","4.01","-","0.77","4.01","0.77","ZAR","Sep 16, 2026","Jul 10, 2026"
"FSWP: CZK 4.367500 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","246,740.68","0.01","-14,277,121.45","-308,985,000.00","-","-","-","Czech Republic","-","USD","4.45","0.65","21.27","Sep 16, 2031","4.37","4.45","-","0.65","4.45","0.65","CZK","Sep 16, 2026","Jul 14, 2026"
"SGD CASH","Cash and/or Derivatives","Cash","246,595.75","0.01","246,595.75","318,848.00","-","-","-","Singapore","-","USD","0.00","3.60","1.29","-","0.00","0.00","-","3.60","0.00","3.60","SGD","-","Jan 01, 1990"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","246,362.40","0.01","246,362.40","1,540,000.00","-","CND100076348","-","China","-","USD","6.67","1.53","6.77","Nov 25, 2033","2.67","6.67","-","1.53","6.67","1.53","CNY","Nov 25, 2023","Nov 25, 2023"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","245,598.41","0.01","245,598.41","300,000.00","-","SK4000018958","-","Slovak Republic","-","USD","9.39","3.90","0.88","Apr 21, 2036","0.38","9.18","-","3.90","9.18","3.90","EUR","Apr 21, 2021","Apr 21, 2021"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","242,655.50","0.01","242,655.50","240,000.00","-","SI0002104873","-","Slovenia","-","USD","17.11","4.23","0.88","Apr 14, 2055","3.50","16.93","-","4.23","16.93","4.23","EUR","Jan 14, 2025","Jan 14, 2025"
"ILS/USD","Cash and/or Derivatives","Forwards","235,387.70","0.01","235,387.70","-24,873,000.00","-","-","-","United States","-","USD","0.00","-","3.07","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","235,069.23","0.01","235,069.23","730,000.00","-","AT0000A2HLC4","BMB3J71","Austria","-","USD","35.02","3.40","0.88","Jun 30, 2120","0.85","35.30","-","3.40","35.30","3.40","EUR","Jun 30, 2020","Jun 30, 2020"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","233,068.70","0.01","233,068.70","420,000.00","-","NZGOVDT554C2","-","New Zealand","-","USD","14.05","5.33","1.73","May 15, 2054","5.00","14.47","-","5.33","14.47","5.33","NZD","Nov 15, 2023","Feb 28, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","230,824.89","0.01","230,824.89","-9,430,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 17, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","229,300.45","0.01","229,300.45","223,000.00","-","IE00080U68D3","-","Ireland","-","USD","17.78","3.84","0.88","Oct 18, 2055","3.15","17.65","-","3.84","17.65","3.84","EUR","Jan 23, 2025","Jan 23, 2025"
"NOK CASH","Cash and/or Derivatives","Cash","217,328.79","0.01","217,328.79","2,089,671.00","-","-","-","Norway","-","USD","0.00","4.35","9.62","-","0.00","0.00","-","4.35","0.00","4.35","NOK","-","Jan 01, 1990"
"FSWP: ZAR 7.442500 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","216,289.55","0.01","-9,341,850.33","-160,063,000.00","-","-","-","South Africa","-","USD","4.01","0.77","16.75","Sep 16, 2031","7.44","4.01","-","0.77","4.01","0.77","ZAR","Sep 16, 2026","Jul 02, 2026"
"FSWP: OIS 4.052000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","213,846.14","0.01","-37,418,153.86","-37,632,000.00","-","-","-","United States","-","USD","4.50","0.44","1.00","Sep 16, 2031","4.05","4.50","-","0.44","4.50","0.44","USD","Sep 16, 2026","Jul 21, 2026"
"FSWP: CZK 4.127500 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","206,164.07","0.01","-7,282,166.92","-159,309,000.00","-","-","-","Czech Republic","-","USD","4.47","0.61","21.27","Sep 16, 2031","4.13","4.47","-","0.61","4.47","0.61","CZK","Sep 16, 2026","Jun 30, 2026"
"FSWP: ZAR 7.454000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","195,377.26","0.01","-8,621,342.90","-147,647,000.00","-","-","-","South Africa","-","USD","4.01","0.77","16.75","Sep 16, 2031","7.45","4.01","-","0.77","4.01","0.77","ZAR","Sep 16, 2026","Jun 23, 2026"
"FSWP: ZAR 7.457000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","194,298.61","0.01","-8,622,421.55","-147,647,000.00","-","-","-","South Africa","-","USD","4.01","0.77","16.75","Sep 16, 2031","7.46","4.01","-","0.77","4.01","0.77","ZAR","Sep 16, 2026","Jun 23, 2026"
"JAPAN (GOVERNMENT OF) 30YR #74","Treasury","Fixed Income","193,533.32","0.01","193,533.32","60,200,000.00","-","JP1300741N49","BNNFY22","Japan","-","USD","20.28","5.46","163.94","Mar 20, 2052","1.00","20.62","-","5.46","20.62","5.46","JPY","Mar 20, 2022","Apr 08, 2022"
"TREASURY NOTE","Treasury","Fixed Income","190,141.34","0.01","190,141.34","190,000.00","91282CLR0","US91282CLR06","BSZ7PN9","United States","-","USD","3.00","4.41","1.00","Oct 31, 2029","4.13","3.00","-","4.41","3.00","4.41","USD","Oct 31, 2024","Oct 31, 2024"
"FSWP: EUR 2.937200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","188,515.44","0.01","-20,415,736.56","-18,120,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.94","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Jun 09, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","183,886.46","0.01","183,886.46","898,000.00","-","PL0000109765","-","Poland","-","USD","12.84","5.95","3.81","Apr 25, 2047","4.00","12.59","-","5.95","12.59","5.95","PLN","Apr 25, 2016","Feb 20, 2017"
"CAD CASH","Cash and/or Derivatives","Cash","179,611.88","0.01","179,611.88","253,028.00","-","-","-","Canada","-","USD","0.00","3.60","1.41","-","0.00","0.00","-","3.60","0.00","3.60","CAD","-","Jan 01, 1989"
"FSWP: CZK 4.190000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","178,958.15","0.01","-7,041,208.91","-153,604,000.00","-","-","-","Czech Republic","-","USD","4.46","0.62","21.27","Sep 16, 2031","4.19","4.46","-","0.62","4.46","0.62","CZK","Sep 16, 2026","Jun 23, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","168,076.32","0.01","168,076.32","150,000.00","-","AT0000A3V234","-","Austria","-","USD","11.62","3.72","0.88","Sep 20, 2041","3.55","11.46","-","3.72","11.46","3.72","EUR","Jun 03, 2026","Jun 03, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","163,127.70","0.01","163,127.70","150,000.00","-","FR001400X8V5","BPH26L6","France","-","USD","7.64","3.86","0.88","May 25, 2035","3.20","7.48","-","3.86","7.48","3.86","EUR","May 25, 2024","Feb 10, 2025"
"TREASURY NOTE","Treasury","Fixed Income","160,856.73","0.01","160,856.73","170,000.00","91282CEB3","US91282CEB37","BP94LT3","United States","-","USD","2.48","4.38","1.00","Feb 28, 2029","1.88","2.48","-","4.38","2.48","4.38","USD","Feb 28, 2022","Feb 28, 2022"
"FSWP: SEK 2.730000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","159,401.98","0.01","-15,075,844.53","-148,728,000.00","-","-","-","Sweden","-","USD","4.69","0.82","9.76","Sep 16, 2031","2.73","4.69","-","0.82","4.69","0.82","SEK","Sep 16, 2026","Jul 10, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","152,016.46","0.01","152,016.46","-61,335,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"TREASURY NOTE","Treasury","Fixed Income","152,019.70","0.01","152,019.70","150,000.00","91282CKD2","US91282CKD29","BMG7NM1","United States","-","USD","2.40","4.38","1.00","Feb 28, 2029","4.25","2.40","-","4.38","2.40","4.38","USD","Feb 29, 2024","Feb 29, 2024"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","150,543.65","0.01","150,543.65","400,000.00","-","NZGOVDT551C8","-","New Zealand","-","USD","15.36","5.33","1.73","May 15, 2051","2.75","15.68","-","5.33","15.68","5.33","NZD","May 15, 2021","Sep 24, 2021"
"FSWP: EUR 2.931200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","147,765.93","0.01","-15,531,705.97","-13,789,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.93","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Jun 10, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","146,351.55","0.00","146,351.55","250,000.00","135087D35","CA135087D358","BY8L4R7","Canada","-","USD","15.65","3.97","1.41","Dec 01, 2048","2.75","15.78","-","3.97","15.78","3.97","CAD","Jun 02, 2014","Jun 02, 2014"
"TREASURY NOTE","Treasury","Fixed Income","145,113.28","0.00","145,113.28","150,000.00","91282CEM9","US91282CEM91","BQ2GVL5","United States","-","USD","2.61","4.39","1.00","Apr 30, 2029","2.88","2.61","-","4.39","2.61","4.39","USD","Apr 30, 2022","May 02, 2022"
"TREASURY NOTE","Treasury","Fixed Income","144,058.27","0.00","144,058.27","150,000.00","91282CES6","US91282CES61","BPXZJ10","United States","-","USD","2.69","4.39","1.00","May 31, 2029","2.75","2.69","-","4.39","2.69","4.39","USD","May 31, 2022","May 31, 2022"
"FSWP: ZAR 7.426000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","144,025.69","0.00","-6,036,880.48","-103,507,000.00","-","-","-","South Africa","-","USD","4.01","0.76","16.75","Sep 16, 2031","7.43","4.01","-","0.76","4.01","0.76","ZAR","Sep 16, 2026","Jun 22, 2026"
"FSWP: ZAR 7.555000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","143,209.95","0.00","-7,794,806.02","-132,932,000.00","-","-","-","South Africa","-","USD","4.01","0.80","16.75","Sep 16, 2031","7.55","4.01","-","0.80","4.01","0.80","ZAR","Sep 16, 2026","Jun 12, 2026"
"US TREASURY N/B","Treasury","Fixed Income","137,961.46","0.00","137,961.46","160,000.00","91282CAE1","US91282CAE12","BL6JZM4","United States","-","USD","3.91","4.44","1.00","Aug 15, 2030","0.63","3.91","-","4.44","3.91","4.44","USD","Aug 15, 2020","Aug 17, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","137,599.16","0.00","137,599.16","195,000.00","135087S96","CA135087S968","-","Canada","-","USD","5.05","3.35","1.41","Mar 01, 2032","3.00","5.05","-","3.35","5.05","3.35","CAD","Feb 26, 2025","Feb 26, 2025"
"FSWP: EUR 3.083900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","137,074.03","0.00","-56,271,045.67","-49,607,000.00","-","-","-","European Union","-","USD","4.65","0.36","0.88","Sep 16, 2031","3.08","4.65","-","0.36","4.65","0.36","EUR","Sep 16, 2026","Jul 22, 2026"
"FSWP: OIS 2.038000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","136,780.59","0.00","-24,699,253.44","-32,112,992.00","-","-","-","Singapore","-","USD","4.72","0.74","1.29","Sep 16, 2031","2.04","4.72","-","0.74","4.72","0.74","SGD","Sep 16, 2026","Jul 17, 2026"
"FSWP: ZAR 7.588000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","132,526.32","0.00","-7,805,429.94","-132,931,000.00","-","-","-","South Africa","-","USD","4.00","0.81","16.75","Sep 16, 2031","7.59","4.00","-","0.81","4.00","0.81","ZAR","Sep 16, 2026","Jun 12, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","130,345.23","0.00","130,345.23","100,000.00","-","GB00BT7J0027","-","United Kingdom","-","USD","6.90","5.05","0.75","Mar 07, 2035","4.50","6.91","-","5.05","6.91","5.05","GBP","Feb 12, 2025","Feb 12, 2025"
"HUF/USD","Cash and/or Derivatives","Forwards","129,959.77","0.00","129,959.77","-1,429,439,000.00","-","-","-","United States","-","USD","0.00","-","321.24","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: AUD 4.762500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","123,003.72","0.00","-24,255,593.68","-34,963,926.00","-","-","-","Australia","-","USD","4.40","0.04","1.43","Sep 16, 2031","4.76","4.40","-","0.04","4.40","0.04","AUD","Sep 16, 2026","Jul 17, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","121,233.24","0.00","121,233.24","114,000.00","-","GR0138018842","-","Greece","-","USD","16.07","4.57","0.88","Jun 15, 2054","4.13","15.86","-","4.57","15.86","4.57","EUR","May 02, 2024","May 02, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","120,325.25","0.00","120,325.25","-16,390,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","119,528.59","0.00","119,528.59","3,835,550,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 02, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","118,725.37","0.00","118,725.37","-82,336,000.00","-","-","-","United States","-","USD","0.00","-","4.08","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: AUD 4.762000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","116,127.61","0.00","-22,799,753.64","-32,866,090.00","-","-","-","Australia","-","USD","4.40","0.04","1.43","Sep 16, 2031","4.76","4.40","-","0.04","4.40","0.04","AUD","Sep 16, 2026","Jul 17, 2026"
"FSWP: ZAR 7.586000 16-SEP-2031 JIB","Cash and/or Derivatives","Swaps","114,149.07","0.00","-6,689,821.97","-113,941,000.00","-","-","-","South Africa","-","USD","4.00","0.81","16.75","Sep 16, 2031","7.59","4.00","-","0.81","4.00","0.81","ZAR","Sep 16, 2026","Jun 12, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","110,930.20","0.00","110,930.20","-332,821,047,000.00","-","-","-","United States","-","USD","0.00","-","18,090.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","110,886.23","0.00","110,886.23","235,500,000.00","-","KR103502GA91","-","Korea (South)","-","USD","12.03","4.54","1,466.95","Sep 10, 2040","1.50","12.05","-","4.54","12.05","4.54","KRW","Sep 10, 2020","Aug 25, 2020"
"FSWP: OIS 1.716800 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","109,741.47","0.00","-32,922,605.68","-1,116,906,238.00","-","-","-","Thailand","-","USD","4.75","0.77","33.81","Sep 16, 2031","1.72","4.75","-","0.77","4.75","0.77","THB","Sep 16, 2026","Jul 17, 2026"
"FSWP: AUD 4.776500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","106,885.72","0.00","-24,022,950.31","-34,607,151.00","-","-","-","Australia","-","USD","4.40","0.04","1.43","Sep 16, 2031","4.78","4.40","-","0.04","4.40","0.04","AUD","Sep 16, 2026","Jul 17, 2026"
"BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","100,000.00","0.00","100,000.00","100,000.00","066922477","US0669224778","6922477","United States","-","USD","0.09","3.56","1.00","-","3.60","0.10","-","3.56","0.10","3.56","USD","-","Feb 04, 2009"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","98,458.85","0.00","98,458.85","400,000.00","-","PL0000118089","BSJS3T0","Poland","-","USD","1.48","4.32","3.81","Jan 25, 2028","0.00","1.44","-","4.32","1.44","4.32","PLN","May 16, 2025","May 16, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","95,259.96","0.00","95,259.96","85,000.00","-","IT0005668220","-","Italy","-","USD","5.63","3.65","0.88","Nov 15, 2032","3.25","5.61","-","3.65","5.61","3.65","EUR","Sep 09, 2025","Sep 09, 2025"
"TREASURY BOND","Treasury","Fixed Income","90,839.08","0.00","90,839.08","95,000.00","912810UM8","US912810UM89","BQT2LR2","United States","-","USD","14.61","5.18","1.00","Aug 15, 2055","4.75","14.88","-","5.18","14.88","5.18","USD","Aug 15, 2025","Aug 15, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","90,885.71","0.00","90,885.71","81,000.00","-","IT0005534141","BNG8LJ4","Italy","-","USD","15.08","4.73","0.88","Oct 01, 2053","4.50","15.21","-","4.73","15.21","4.73","EUR","Feb 23, 2023","Feb 23, 2023"
"SWP: OIS 14.820000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","88,644.96","0.00","14,789,378.48","74,654,000.00","-","-","-","Brazil","-","USD","2.25","0.40","5.08","Jan 02, 2029","14.82","2.25","-","0.40","2.25","0.40","BRL","Jun 09, 2026","Jun 09, 2026"
"FSWP: CNY 1.515000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","81,212.65","0.00","45,867,405.89","310,000,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.51","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","May 29, 2026"
"CLP/USD","Cash and/or Derivatives","Forwards","78,913.84","0.00","78,913.84","-2,145,030,000.00","-","-","-","United States","-","USD","0.00","-","946.55","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","75,792.79","0.00","75,792.79","500,000.00","-","CND10007Q978","-","China","-","USD","2.66","1.27","6.77","Apr 15, 2029","2.05","2.64","-","1.27","2.64","1.27","CNY","Apr 15, 2024","Apr 12, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","75,845.66","0.00","75,845.66","105,000.00","135087Q49","CA135087Q491","BMXCSN5","Canada","-","USD","2.00","3.01","1.41","Sep 01, 2028","3.25","2.00","-","3.01","2.00","3.01","CAD","Apr 21, 2023","Apr 21, 2023"
"CHF/USD","Cash and/or Derivatives","Forwards","74,227.17","0.00","74,227.17","-5,426,000.00","-","-","-","United States","-","USD","0.00","-","0.82","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","73,170.59","0.00","73,170.59","63,000.00","-","ES0000012N35","BT27GV4","Spain","-","USD","7.05","3.50","0.88","Oct 31, 2034","3.45","6.92","-","3.50","6.92","3.50","EUR","Jun 05, 2024","Jun 05, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","72,132.09","0.00","72,132.09","110,400,000.00","-","KR103502GC65","BPP0D88","Korea (South)","-","USD","5.24","4.26","1,466.95","Jun 10, 2032","3.38","5.24","-","4.26","5.24","4.26","KRW","Jun 10, 2022","Apr 19, 2022"
"FSWP: OIS 1.717600 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","70,970.89","0.00","-21,540,763.29","-730,746,762.00","-","-","-","Thailand","-","USD","4.75","0.77","33.81","Sep 16, 2031","1.72","4.75","-","0.77","4.75","0.77","THB","Sep 16, 2026","Jul 17, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","68,364.18","0.00","68,364.18","100,000.00","-","AU000XCLWAQ1","BYYRP09","Australia","-","USD","1.28","4.65","1.43","Nov 21, 2027","2.75","1.28","-","4.65","1.28","4.65","AUD","Nov 21, 2015","Jan 28, 2016"
"FSWP: CZK 4.210000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","68,245.12","0.00","-2,786,325.89","-60,729,000.00","-","-","-","Czech Republic","-","USD","4.46","0.62","21.27","Sep 16, 2031","4.21","4.46","-","0.62","4.46","0.62","CZK","Sep 16, 2026","Jun 22, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","66,263.56","0.00","66,263.56","60,000.00","-","GB00B128DP45","B128DP4","United Kingdom","-","USD","12.41","5.72","0.75","Dec 07, 2046","4.25","12.64","-","5.72","12.64","5.72","GBP","May 12, 2006","May 12, 2006"
"FSWP: OIS 1.645000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","65,730.25","0.00","-9,653,352.17","-328,626,474.00","-","-","-","Thailand","-","USD","4.76","0.76","33.81","Sep 16, 2031","1.65","4.76","-","0.76","4.76","0.76","THB","Sep 16, 2026","Jul 02, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","65,344.86","0.00","65,344.86","50,000.00","-","IT0003256820","7335318","Italy","-","USD","5.39","3.67","0.88","Feb 01, 2033","5.75","5.37","-","3.67","5.37","3.67","EUR","Feb 01, 2002","Mar 18, 2002"
"JPY/USD","Cash and/or Derivatives","Forwards","65,209.97","0.00","65,209.97","-1,000,000,000.00","-","-","-","United States","-","USD","0.00","-","163.83","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 1.642000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","64,199.15","0.00","-9,230,899.59","-314,290,526.00","-","-","-","Thailand","-","USD","4.76","0.76","33.81","Sep 16, 2031","1.64","4.76","-","0.76","4.76","0.76","THB","Sep 16, 2026","Jul 02, 2026"
"FSWP: EUR 2.963700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","60,701.30","0.00","-7,588,570.40","-6,727,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.96","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Jun 08, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","59,167.49","0.00","59,167.49","220,000.00","-","PL0000117990","BTTRSM2","Poland","-","USD","3.50","5.07","3.81","Jul 25, 2030","4.50","3.41","-","5.07","3.41","5.07","PLN","Jul 25, 2024","Apr 25, 2025"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","59,044.18","0.00","59,044.18","10,000.00","-","MX0MGO0001I5","-","Mexico","-","USD","2.95","8.48","17.52","Feb 28, 2030","8.50","2.99","-","8.48","2.99","8.48","MXN","Sep 05, 2024","Feb 04, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","58,674.08","0.00","58,674.08","60,000.00","-","NL0015000RP1","BPLGNN5","Netherlands","-","USD","5.81","3.10","0.88","Jul 15, 2032","0.50","5.72","-","3.10","5.72","3.10","EUR","Feb 17, 2022","Feb 17, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","58,769.11","0.00","58,769.11","240,000.00","-","MYBMO2200016","BMH24M2","Malaysia","-","USD","5.34","3.57","4.09","Jul 15, 2032","3.58","5.34","-","3.57","5.34","3.57","MYR","Jan 14, 2022","Jan 14, 2022"
"FSWP: CNY 1.514000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","57,864.09","0.00","33,589,456.56","227,029,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.51","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 05, 2026"
"FSWP: AUD 4.826000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","57,139.67","0.00","-25,318,286.08","-36,393,583.00","-","-","-","Australia","-","USD","4.40","0.05","1.43","Sep 16, 2031","4.83","4.40","-","0.05","4.40","0.05","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: KRW 4.210500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","56,442.41","0.00","17,753,512.54","25,960,717,024.00","-","-","-","Korea (South)","-","USD","4.42","1.21","1,466.95","Sep 16, 2031","4.21","4.42","-","1.21","4.42","1.21","KRW","Sep 16, 2026","Jun 09, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","53,180.21","0.00","53,180.21","10,000.00","-","MXMSGO000001","-","Mexico","-","USD","5.94","9.40","17.52","May 24, 2035","8.00","6.09","-","9.40","6.09","9.40","MXN","Jun 08, 2023","Jul 24, 2023"
"FSWP: SEK 2.799470 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","52,408.49","0.00","-7,171,139.72","-70,517,000.00","-","-","-","Sweden","-","USD","4.68","0.83","9.76","Sep 16, 2031","2.80","4.68","-","0.83","4.68","0.83","SEK","Sep 16, 2026","Jun 08, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","52,130.44","0.00","52,130.44","960,000,000.00","-","IDG000018706","BL53JN6","Indonesia","-","USD","4.61","7.36","17,895.00","Apr 15, 2032","6.38","4.61","-","7.36","4.61","7.36","IDR","Apr 15, 2021","Jul 08, 2021"
"FSWP: CNY 1.550000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","51,347.13","0.00","14,906,751.37","100,580,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.55","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 09, 2026"
"FSWP: OIS 2.055000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","50,664.30","0.00","-10,721,957.51","-13,929,000.00","-","-","-","Singapore","-","USD","4.71","0.74","1.29","Sep 16, 2031","2.06","4.71","-","0.74","4.71","0.74","SGD","Sep 16, 2026","Jul 22, 2026"
"TREASURY NOTE","Treasury","Fixed Income","49,775.17","0.00","49,775.17","50,000.00","91282CQF1","US91282CQF13","BW5YW04","United States","-","USD","5.67","4.56","1.00","Mar 31, 2033","4.25","5.68","-","4.56","5.68","4.56","USD","Mar 31, 2026","Mar 31, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","49,367.75","0.00","49,367.75","50,000.00","-","PTOTEOOE0033","BNYKBR0","Portugal","-","USD","5.11","3.11","0.88","Oct 17, 2031","0.30","5.03","-","3.11","5.03","3.11","EUR","Apr 14, 2021","Apr 14, 2021"
"KRW/USD","Cash and/or Derivatives","Forwards","48,405.64","0.00","48,405.64","1,968,900,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 19, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","47,711.87","0.00","47,711.87","-5,051,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","46,492.47","0.00","46,492.47","40,000.00","-","SK4000024865","-","Slovak Republic","-","USD","6.58","3.63","0.88","Mar 06, 2034","3.75","6.45","-","3.63","6.45","3.63","EUR","Mar 06, 2024","Mar 06, 2024"
"FSWP: SEK 2.633000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","46,464.10","0.00","-3,063,317.60","-30,358,000.00","-","-","-","Sweden","-","USD","4.69","0.81","9.76","Sep 16, 2031","2.63","4.69","-","0.81","4.69","0.81","SEK","Sep 16, 2026","Jun 23, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","45,172.71","0.00","45,172.71","40,000.00","-","AT0000A324S8","BQ2JXZ2","Austria","-","USD","5.92","3.22","0.88","Feb 20, 2033","2.90","5.82","-","3.22","5.82","3.22","EUR","Jan 11, 2023","Jan 11, 2023"
"FSWP: HKD 3.470000 16-SEP-2031 HKD","Cash and/or Derivatives","Swaps","45,018.65","0.00","-5,689,271.16","-44,964,000.00","-","-","-","Hong Kong","-","USD","4.60","0.68","7.84","Sep 16, 2031","3.47","4.60","-","0.68","4.60","0.68","HKD","Sep 16, 2026","Jul 02, 2026"
"FSWP: AUD 4.836000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","44,733.99","0.00","-24,645,555.08","-35,410,956.00","-","-","-","Australia","-","USD","4.40","0.06","1.43","Sep 16, 2031","4.84","4.40","-","0.06","4.40","0.06","AUD","Sep 16, 2026","Jul 20, 2026"
"TREASURY BOND","Treasury","Fixed Income","42,482.81","0.00","42,482.81","45,000.00","912810UK2","US912810UK24","BPJK9V9","United States","-","USD","14.74","5.19","1.00","May 15, 2055","4.75","15.00","-","5.19","15.00","5.19","USD","May 15, 2025","May 15, 2025"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","42,498.53","0.00","42,498.53","40,000.00","-","IE00BFZRQ242","BFZRQ24","Ireland","-","USD","4.45","2.99","0.88","Mar 18, 2031","1.35","4.38","-","2.99","4.38","2.99","EUR","Oct 17, 2018","Oct 17, 2018"
"FSWP: EUR 2.868000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","41,813.40","0.00","-3,352,430.10","-2,985,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.87","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","Jun 23, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","41,329.04","0.00","41,329.04","35,000.00","-","CH0440081393","BK6WV84","Switzerland","-","USD","7.91","0.46","0.82","Jun 26, 2034","0.00","7.89","-","0.46","7.89","0.46","CHF","Jun 26, 2019","Jun 26, 2019"
"FSWP: CNY 1.535000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","40,025.47","0.00","14,672,997.44","99,074,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.53","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 16, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","39,544.99","0.00","39,544.99","970,000.00","-","CZ0001006076","BLN8DY2","Czech Republic","-","USD","3.28","4.40","21.27","Nov 29, 2029","0.05","3.21","-","4.40","3.21","4.40","CZK","Aug 28, 2020","Aug 28, 2020"
"FSWP: AUD 4.842000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","39,276.71","0.00","-25,336,149.03","-36,393,583.00","-","-","-","Australia","-","USD","4.40","0.06","1.43","Sep 16, 2031","4.84","4.40","-","0.06","4.40","0.06","AUD","Sep 16, 2026","Jul 20, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","38,883.88","0.00","38,883.88","686,000,000.00","-","IDG000020702","BPK4YJ3","Indonesia","-","USD","1.85","7.09","17,895.00","Aug 15, 2028","6.38","1.85","-","7.09","1.85","7.09","IDR","Aug 15, 2022","Aug 19, 2022"
"FSWP: CZK 4.378300 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","38,620.87","0.00","-2,300,022.47","-49,753,000.00","-","-","-","Czech Republic","-","USD","4.45","0.65","21.27","Sep 16, 2031","4.38","4.45","-","0.65","4.45","0.65","CZK","Sep 16, 2026","Jul 17, 2026"
"FSWP: SEK 2.745200 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","38,445.34","0.00","-3,900,256.38","-38,450,000.00","-","-","-","Sweden","-","USD","4.69","0.82","9.76","Sep 16, 2031","2.75","4.69","-","0.82","4.69","0.82","SEK","Sep 16, 2026","Jun 05, 2026"
"TREASURY BOND (OLD)","Treasury","Fixed Income","37,944.96","0.00","37,944.96","40,000.00","912810UT3","US912810UT33","BT3F9G3","United States","-","USD","12.03","5.21","1.00","Feb 15, 2046","4.63","12.22","-","5.21","12.22","5.21","USD","Feb 15, 2026","Mar 02, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","36,475.55","0.00","36,475.55","190,000.00","-","CND100008MW9","-","China","-","USD","13.76","2.14","6.77","Jul 27, 2045","3.94","13.92","-","2.14","13.92","2.14","CNY","Jul 27, 2015","Jul 24, 2015"
"MEXICO (UNITED MEXICAN STATES)","Treasury","Fixed Income","36,284.41","0.00","36,284.41","6,000.00","-","MX0MGO0000B2","B1GCCF5","Mexico","-","USD","6.25","9.28","17.52","Nov 20, 2036","10.00","6.44","-","9.28","6.44","9.28","MXN","Jun 29, 2006","Oct 26, 2006"
"EUR/USD","Cash and/or Derivatives","Forwards","36,049.94","0.00","36,049.94","-5,220,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"SWP: OIS 14.650000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","35,889.44","0.00","18,562,941.08","94,085,000.00","-","-","-","Brazil","-","USD","2.24","0.35","5.08","Jan 02, 2029","14.65","2.24","-","0.35","2.24","0.35","BRL","Jun 23, 2026","Jun 23, 2026"
"CLP/USD","Cash and/or Derivatives","Forwards","35,146.02","0.00","35,146.02","-509,725,000.00","-","-","-","United States","-","USD","0.00","-","946.55","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","33,470.29","0.00","33,470.29","30,000.00","-","ES0000012Q08","-","Spain","-","USD","8.29","3.62","0.88","Apr 30, 2036","3.30","8.13","-","3.62","8.13","3.62","EUR","Jan 27, 2026","Jan 27, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","33,463.94","0.00","33,463.94","30,000.00","-","PTOTEMOE0035","-","Portugal","-","USD","1.21","2.74","0.88","Oct 15, 2027","0.70","1.19","-","2.74","1.19","2.74","EUR","Apr 08, 2020","Apr 08, 2020"
"FSWP: CNY 1.537000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","33,173.95","0.00","11,749,417.71","79,326,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.54","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 15, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","32,344.50","0.00","32,344.50","-326,718,000.00","-","-","-","United States","-","USD","0.00","-","17.53","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: HKD 3.510000 16-SEP-2031 HKD","Cash and/or Derivatives","Swaps","31,770.39","0.00","-5,266,109.42","-41,542,000.00","-","-","-","Hong Kong","-","USD","4.60","0.68","7.84","Sep 16, 2031","3.51","4.60","-","0.68","4.60","0.68","HKD","Sep 16, 2026","Jul 17, 2026"
"FSWP: SEK 2.750000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","31,679.09","0.00","-3,289,225.22","-32,419,000.00","-","-","-","Sweden","-","USD","4.68","0.82","9.76","Sep 16, 2031","2.75","4.68","-","0.82","4.68","0.82","SEK","Sep 16, 2026","Jun 09, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","31,318.00","0.00","31,318.00","-3,880,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","30,278.11","0.00","30,278.11","720,000.00","-","CZ0001007355","BSY5K73","Czech Republic","-","USD","8.11","5.05","21.27","Jun 03, 2036","3.60","7.93","-","5.05","7.93","5.05","CZK","Jul 26, 2024","Jul 26, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","30,435.20","0.00","30,435.20","160,000.00","-","CND100002VP7","-","China","-","USD","10.99","1.78","6.77","Jul 29, 2040","3.96","11.03","-","1.78","11.03","1.78","CNY","Jul 29, 2010","Jul 29, 2010"
"GBP/USD","Cash and/or Derivatives","Forwards","29,955.67","0.00","29,955.67","-4,000,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","30,220.05","0.00","30,220.05","27,000.00","-","ES0000012M93","BSHRG45","Spain","-","USD","16.15","4.27","0.88","Oct 31, 2054","4.00","15.98","-","4.27","15.98","4.27","EUR","Feb 13, 2024","Feb 13, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","29,121.86","0.00","29,121.86","-3,970,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","29,296.38","0.00","29,296.38","300,000.00","-","SE0021308541","BS7ZSY3","Sweden","-","USD","7.90","2.92","9.76","May 11, 2035","2.25","7.79","-","2.92","7.79","2.92","SEK","May 11, 2023","Feb 02, 2024"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","28,812.55","0.00","28,812.55","320,000.00","-","NO0010930522","-","Norway","-","USD","4.84","4.46","9.62","Sep 17, 2031","1.25","4.74","-","4.46","4.74","4.46","NOK","Feb 17, 2021","Feb 17, 2021"
"FSWP: AUD 4.835000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","28,255.05","0.00","-15,197,000.53","-21,836,150.00","-","-","-","Australia","-","USD","4.40","0.06","1.43","Sep 16, 2031","4.84","4.40","-","0.06","4.40","0.06","AUD","Sep 16, 2026","Jul 20, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","27,974.69","0.00","27,974.69","120,000.00","-","ROWLVEJ2A207","-","Romania","-","USD","5.45","6.82","4.60","Oct 30, 2033","7.20","5.28","-","6.82","5.28","6.82","RON","Oct 30, 2022","Jun 26, 2023"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","28,091.53","0.00","28,091.53","55,000.00","-","NZGOVDT532C8","BMFWZX2","New Zealand","-","USD","5.35","4.33","1.73","May 15, 2032","2.00","5.35","-","4.33","5.35","4.33","NZD","May 15, 2021","Jun 16, 2021"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","28,106.08","0.00","28,106.08","9,900,000.00","-","HU0000404603","BNG43D0","Hungary","-","USD","2.70","5.59","321.12","May 23, 2029","2.00","2.62","-","5.59","2.62","5.59","HUF","Jun 24, 2020","Jun 24, 2020"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","28,111.09","0.00","28,111.09","25,000.00","-","SI0002104576","-","Slovenia","-","USD","6.74","3.33","0.88","Mar 10, 2034","3.00","6.63","-","3.33","6.63","3.33","EUR","Jan 10, 2024","Jan 10, 2024"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","28,152.90","0.00","28,152.90","25,000.00","-","GR0124041758","-","Greece","-","USD","7.60","3.80","0.88","Jun 15, 2035","3.63","7.44","-","3.80","7.44","3.80","EUR","Jan 21, 2025","Jan 21, 2025"
"JAPAN (GOVERNMENT OF) 5YR #3","Treasury","Fixed Income","27,847.19","0.00","27,847.19","4,700,000.00","-","JP1470031R78","-","Japan","-","USD","3.80","1.81","163.94","Jun 20, 2030","1.00","3.81","-","1.81","3.81","1.81","JPY","Jun 20, 2025","Jul 16, 2025"
"ZAR/USD","Cash and/or Derivatives","Forwards","27,074.18","0.00","27,074.18","-18,160,000.00","-","-","-","United States","-","USD","0.00","-","16.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","26,703.54","0.00","26,703.54","23,000.00","-","GR0114033583","BM8G7R9","Greece","-","USD","1.83","2.94","0.88","Jun 15, 2028","3.88","1.81","-","2.94","1.81","2.94","EUR","Apr 05, 2023","Apr 05, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","26,135.89","0.00","26,135.89","25,000.00","-","AT0000A0VRQ6","B8N48D3","Austria","-","USD","13.39","3.80","0.88","Jun 20, 2044","3.15","13.21","-","3.80","13.21","3.80","EUR","Jul 03, 2012","Jul 03, 2012"
"SEK/USD","Cash and/or Derivatives","Forwards","25,615.96","0.00","25,615.96","-5,690,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: KRW 4.198500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","24,951.44","0.00","9,438,660.15","13,809,440,000.00","-","-","-","Korea (South)","-","USD","4.42","1.20","1,466.95","Sep 16, 2031","4.20","4.42","-","1.20","4.42","1.20","KRW","Sep 16, 2026","Jun 05, 2026"
"FSWP: CNY 1.511810 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","24,462.04","0.00","15,121,056.14","102,213,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.51","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 23, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","23,762.11","0.00","23,762.11","-400,000,000.00","-","-","-","United States","-","USD","0.00","-","163.83","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","23,551.25","0.00","23,551.25","-2,440,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","23,648.18","0.00","23,648.18","-280,330,000.00","-","-","-","United States","-","USD","0.00","-","163.83","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 07, 2026"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","23,656.29","0.00","23,656.29","180,000.00","-","DK0009924375","BMDVX37","Denmark","-","USD","5.25","2.79","6.57","Nov 15, 2031","0.00","5.17","-","2.79","5.17","2.79","DKK","Nov 15, 2021","Jan 21, 2022"
"FSWP: CNY 1.550600 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","23,534.30","0.00","6,775,963.92","45,718,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.55","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 11, 2026"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","22,942.37","0.00","22,942.37","30,000.00","-","SGXF13029610","BK9R432","Singapore","-","USD","11.03","2.49","1.29","Jul 01, 2039","2.38","11.05","-","2.49","11.05","2.49","SGD","Jul 01, 2019","Jul 01, 2019"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","22,292.80","0.00","22,292.80","41,000,000.00","-","KR103502GD31","BMXD0X2","Korea (South)","-","USD","16.00","4.66","1,466.95","Mar 10, 2053","3.25","16.15","-","4.66","16.15","4.66","KRW","Mar 10, 2023","Feb 07, 2023"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","22,556.39","0.00","22,556.39","20,000.00","-","DE000BU2Z064","BV5L8Y4","Germany","-","USD","8.21","3.19","0.88","Feb 15, 2036","2.90","8.09","-","3.19","8.09","3.19","EUR","Jan 09, 2026","Jan 09, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","22,193.34","0.00","22,193.34","20,000.00","-","PTOTEXOE0024","-","Portugal","-","USD","2.80","2.90","0.88","Jun 15, 2029","1.95","2.76","-","2.90","2.76","2.90","EUR","Jan 16, 2019","Jan 16, 2019"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","21,723.50","0.00","21,723.50","100,000.00","-","PL0000113783","BMD24S2","Poland","-","USD","5.33","5.40","3.81","Apr 25, 2032","1.75","5.19","-","5.40","5.19","5.40","PLN","Apr 25, 2021","Jun 15, 2021"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","21,731.89","0.00","21,731.89","40,000.00","-","NZGOVDT528C6","-","New Zealand","-","USD","1.78","3.65","1.73","May 15, 2028","0.25","1.78","-","3.65","1.78","3.65","NZD","May 15, 2020","Nov 04, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","21,778.67","0.00","21,778.67","30,000.00","135087P57","CA135087P576","BMGCS65","Canada","-","USD","1.53","2.93","1.41","Mar 01, 2028","3.50","1.54","-","2.93","1.54","2.93","CAD","Oct 21, 2022","Oct 21, 2022"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","21,613.93","0.00","21,613.93","735,000.00","-","TH062303P607","BRYR4T2","Thailand","-","USD","14.09","3.04","33.81","Jun 17, 2045","2.98","14.31","-","3.04","14.31","3.04","THB","Nov 01, 2024","Nov 01, 2024"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","21,330.37","0.00","21,330.37","8,350,000.00","-","HU0000404744","BNDS0P6","Hungary","-","USD","6.07","5.63","321.12","Apr 20, 2033","2.25","5.90","-","5.63","5.90","5.63","HUF","Oct 28, 2020","Oct 28, 2020"
"FSWP: OIS 6.532500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","20,947.39","0.00","-9,412,348.84","-910,997,000.00","-","-","-","India","-","USD","4.17","1.12","96.57","Sep 16, 2031","6.53","4.17","-","1.12","4.17","1.12","INR","Sep 16, 2026","Jul 22, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","20,721.60","0.00","20,721.60","130,000.00","-","CND10006GPT1","-","China","-","USD","6.25","1.51","6.77","May 25, 2033","2.67","6.25","-","1.51","6.25","1.51","CNY","May 25, 2023","May 24, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","20,249.19","0.00","20,249.19","20,000.00","-","AT0000A2WSC8","-","Austria","-","USD","5.36","3.15","0.88","Feb 20, 2032","0.90","5.27","-","3.15","5.27","3.15","EUR","Mar 30, 2022","Mar 30, 2022"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","20,402.25","0.00","20,402.25","30,000.00","-","BE0000348574","BJ4LD68","Belgium","-","USD","17.84","4.48","0.88","Jun 22, 2050","1.70","17.51","-","4.48","17.51","4.48","EUR","Feb 05, 2019","Feb 05, 2019"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","20,481.90","0.00","20,481.90","680,000.00","-","TH0623X3BC03","BM9CHT8","Thailand","-","USD","5.10","1.68","33.81","Dec 17, 2031","2.00","5.10","-","1.68","5.10","1.68","THB","Apr 28, 2021","Apr 28, 2021"
"PLN/USD","Cash and/or Derivatives","Forwards","19,466.65","0.00","19,466.65","-1,746,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","19,533.20","0.00","19,533.20","2,728,620,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"FSWP: CNY 1.646000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","19,269.59","0.00","2,406,502.62","16,163,000.00","-","-","-","China","-","USD","4.77","0.07","6.77","Sep 16, 2031","1.65","4.77","-","0.07","4.77","0.07","CNY","Sep 16, 2026","Mar 16, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","18,998.84","0.00","18,998.84","20,000.00","-","BE0000361700","BNNK5D5","Belgium","-","USD","16.97","4.55","0.88","Jun 22, 2055","3.50","16.75","-","4.55","16.75","4.55","EUR","Feb 14, 2024","Feb 14, 2024"
"THB/USD","Cash and/or Derivatives","Forwards","18,661.50","0.00","18,661.50","-32,670,000.00","-","-","-","United States","-","USD","0.00","-","33.79","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","18,204.47","0.00","18,204.47","15,000.00","-","CH0224397346","BDHLGJ7","Switzerland","-","USD","2.91","0.31","0.82","Jun 22, 2029","0.00","2.90","-","0.31","2.90","0.31","CHF","Jun 22, 2016","Jun 22, 2016"
"JPY/USD","Cash and/or Derivatives","Forwards","17,618.15","0.00","17,618.15","-106,354,000.00","-","-","-","United States","-","USD","0.00","-","163.25","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","17,716.42","0.00","17,716.42","-4,500,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","17,833.34","0.00","17,833.34","-42,221,000.00","-","-","-","United States","-","USD","0.00","-","9.76","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","17,664.17","0.00","17,664.17","590,000.00","-","TH062303A302","-","Thailand","-","USD","3.52","1.47","33.81","Mar 17, 2030","1.66","3.51","-","1.47","3.51","1.47","THB","Apr 25, 2025","Apr 25, 2025"
"FSWP: EUR 2.860000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","17,569.04","0.00","-1,367,418.76","-1,218,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.86","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","Mar 19, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","16,983.76","0.00","16,983.76","-700,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","16,512.42","0.00","16,512.42","15,000.00","-","IE00BDHDPR44","BDHDPR4","Ireland","-","USD","1.78","2.83","0.88","May 15, 2028","0.90","1.75","-","2.83","1.75","2.83","EUR","Jan 10, 2018","Jan 10, 2018"
"FSWP: EUR 2.877300 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","16,214.64","0.00","-1,347,168.26","-1,199,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.88","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","Mar 25, 2026"
"FSWP: SEK 2.819000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","15,268.58","0.00","-2,387,902.87","-23,460,000.00","-","-","-","Sweden","-","USD","4.68","0.83","9.76","Sep 16, 2031","2.82","4.68","-","0.83","4.68","0.83","SEK","Sep 16, 2026","Jul 17, 2026"
"GREECE REPUBLIC OF (GOVERNMENT) RegS","Treasury","Fixed Income","15,009.83","0.00","15,009.83","13,000.00","-","GR0138015814","BD2CBK1","Greece","-","USD","11.22","4.24","0.88","Jan 30, 2042","4.20","11.01","-","4.24","11.01","4.24","EUR","Dec 05, 2017","Dec 05, 2017"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","14,869.49","0.00","14,869.49","100,000.00","-","DK0009923567","BDG6ZK7","Denmark","-","USD","1.29","2.52","6.57","Nov 15, 2027","0.50","1.28","-","2.52","1.28","2.52","DKK","Nov 15, 2016","Jan 27, 2017"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","14,885.23","0.00","14,885.23","150,000.00","-","NO0013475558","-","Norway","-","USD","7.49","4.44","9.62","Jun 12, 2035","3.75","7.33","-","4.44","7.33","4.44","NOK","Feb 12, 2025","Feb 12, 2025"
"FSWP: EUR 2.920000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","14,565.11","0.00","-1,451,156.79","-1,289,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.92","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","May 04, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","14,283.38","0.00","14,283.38","-5,580,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","14,284.22","0.00","14,284.22","450,000.00","-","TH062303H604","BD9H3M5","Thailand","-","USD","20.75","3.29","33.81","Jun 17, 2067","3.60","21.91","-","3.29","21.91","3.29","THB","Nov 10, 2017","Nov 10, 2017"
"ISRAEL (STATE OF)","Treasury","Fixed Income","14,286.26","0.00","14,286.26","50,000.00","-","IL0011806606","BMF4W71","Israel","-","USD","5.46","3.75","3.07","Apr 30, 2032","1.30","5.36","-","3.75","5.36","3.75","ILS","Oct 05, 2021","Oct 05, 2021"
"ILS/USD","Cash and/or Derivatives","Forwards","13,763.68","0.00","13,763.68","-3,450,000.00","-","-","-","United States","-","USD","0.00","-","3.07","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 07, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","13,897.11","0.00","13,897.11","3,700,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 03, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","14,005.98","0.00","14,005.98","55,000.00","-","MYBMK2200030","BNRQWN8","Malaysia","-","USD","2.57","3.32","4.09","Apr 30, 2029","4.50","2.57","-","3.32","2.57","3.32","MYR","Apr 29, 2022","Apr 29, 2022"
"GBP/USD","Cash and/or Derivatives","Forwards","13,669.27","0.00","13,669.27","1,720,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","13,170.76","0.00","13,170.76","-203,140,000.00","-","-","-","United States","-","USD","0.00","-","163.83","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","13,341.52","0.00","13,341.52","-3,770,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","12,935.18","0.00","12,935.18","1,970,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","12,590.91","0.00","12,590.91","-1,600,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 14, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","12,747.57","0.00","12,747.57","-1,260,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"FSWP: OIS 2.007000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","12,637.35","0.00","-1,799,433.81","-2,343,008.00","-","-","-","Singapore","-","USD","4.72","0.74","1.29","Sep 16, 2031","2.01","4.72","-","0.74","4.72","0.74","SGD","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 8.373800 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","12,240.14","0.00","898,064.27","15,518,000.00","-","-","-","Mexico","-","USD","3.88","1.61","17.52","Sep 11, 2031","8.37","3.88","-","1.61","3.88","1.61","MXN","Sep 17, 2026","Mar 27, 2026"
"DKK/USD","Cash and/or Derivatives","Forwards","12,039.87","0.00","12,039.87","-28,618,000.00","-","-","-","United States","-","USD","0.00","-","6.57","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 8.322000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","12,018.79","0.00","1,041,122.89","18,028,000.00","-","-","-","Mexico","-","USD","3.88","1.59","17.52","Sep 11, 2031","8.32","3.88","-","1.59","3.88","1.59","MXN","Sep 17, 2026","Mar 30, 2026"
"SWP: OIS 14.590000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","12,231.61","0.00","21,497,979.65","109,110,000.00","-","-","-","Brazil","-","USD","2.24","0.33","5.08","Jan 02, 2029","14.59","2.24","-","0.33","2.24","0.33","BRL","Jun 23, 2026","Jun 23, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","11,750.42","0.00","11,750.42","3,310,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","11,871.61","0.00","11,871.61","-2,160,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","11,846.14","0.00","11,846.14","10,000.00","-","AT0000A38239","-","Austria","-","USD","3.87","3.05","0.88","Oct 20, 2030","3.45","3.81","-","3.05","3.81","3.05","EUR","Oct 27, 2023","Oct 27, 2023"
"PLN/USD","Cash and/or Derivatives","Forwards","11,364.39","0.00","11,364.39","-3,172,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","11,377.33","0.00","11,377.33","-2,014,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","11,593.66","0.00","11,593.66","-28,220,000.00","-","-","-","United States","-","USD","0.00","-","16.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","11,074.74","0.00","11,074.74","10,000.00","-","SK4000026845","-","Slovak Republic","-","USD","10.45","4.15","0.88","Feb 27, 2040","3.75","10.25","-","4.15","10.25","4.15","EUR","Feb 27, 2025","Feb 27, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","11,075.37","0.00","11,075.37","351,000.00","-","TH0623B3E601","BNSM0Z3","Thailand","-","USD","7.08","1.92","33.81","Jun 17, 2034","2.80","7.09","-","1.92","7.09","1.92","THB","Jan 26, 2024","Jan 26, 2024"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","11,160.30","0.00","11,160.30","10,000.00","-","SK4000028858","-","Slovak Republic","-","USD","13.10","4.40","0.88","Feb 19, 2046","4.13","12.88","-","4.40","12.88","4.40","EUR","Feb 19, 2026","Feb 19, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","11,169.77","0.00","11,169.77","10,000.00","-","GR0124040743","-","Greece","-","USD","6.92","3.69","0.88","Jun 15, 2034","3.38","6.78","-","3.69","6.78","3.69","EUR","Feb 06, 2024","Feb 06, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","11,018.91","0.00","11,018.91","-2,710,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"BONOS TESORERIA PESOS","Treasury","Fixed Income","10,910.65","0.00","10,910.65","10,000,000.00","-","CL0002951094","-","Chile","-","USD","2.84","5.29","947.24","Oct 01, 2029","5.80","2.84","-","5.29","2.84","5.29","CLP","Apr 01, 2024","Aug 01, 2024"
"SEK/USD","Cash and/or Derivatives","Forwards","10,519.38","0.00","10,519.38","-8,080,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","10,588.59","0.00","10,588.59","-2,280,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","10,522.77","0.00","10,522.77","10,000.00","-","FI4000546528","-","Finland","-","USD","9.84","3.62","0.88","Apr 15, 2038","2.75","9.67","-","3.62","9.67","3.62","EUR","Feb 02, 2023","Feb 02, 2023"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","10,551.19","0.00","10,551.19","41,000.00","-","PL0000118188","BV5DRX2","Poland","-","USD","7.06","5.81","3.81","Oct 25, 2035","5.00","6.90","-","5.81","6.90","5.81","PLN","Oct 25, 2024","Jun 13, 2025"
"SWEDEN (KINGDOM OF)","Treasury","Fixed Income","10,684.71","0.00","10,684.71","110,000.00","-","SE0011281922","BZ15FS1","Sweden","-","USD","3.22","2.57","9.76","Nov 12, 2029","0.75","3.17","-","2.57","3.17","2.57","SEK","Nov 12, 2017","Jun 01, 2018"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","10,698.72","0.00","10,698.72","3,000,000.00","-","HU0000406624","BMFLG14","Hungary","-","USD","6.71","5.68","321.12","Oct 24, 2035","7.00","6.53","-","5.68","6.53","5.68","HUF","Sep 13, 2023","Sep 13, 2023"
"GBP/USD","Cash and/or Derivatives","Forwards","10,367.49","0.00","10,367.49","-892,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 8.385000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","10,393.42","0.00","738,210.00","12,750,000.00","-","-","-","Mexico","-","USD","3.88","1.61","17.52","Sep 11, 2031","8.38","3.88","-","1.61","3.88","1.61","MXN","Sep 17, 2026","Mar 19, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","10,117.68","0.00","10,117.68","-13,570,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","9,828.38","0.00","9,828.38","7,251,000.00","-","-","-","United States","-","USD","0.00","-","5.14","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","9,742.16","0.00","9,742.16","21,250,000.00","-","KR103502G990","-","Korea (South)","-","USD","11.63","4.50","1,466.95","Sep 10, 2039","1.13","11.65","-","4.50","11.65","4.50","KRW","Sep 10, 2019","Aug 20, 2019"
"AUD/USD","Cash and/or Derivatives","Forwards","9,577.17","0.00","9,577.17","-2,650,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","9,374.05","0.00","9,374.05","10,000.00","-","FI4000566294","-","Finland","-","USD","17.97","4.04","0.88","Apr 15, 2055","2.95","17.79","-","4.04","17.79","4.04","EUR","Jan 24, 2024","Jan 24, 2024"
"FSWP: OIS 1.773000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","9,569.79","0.00","-15,203,472.72","-514,391,000.00","-","-","-","Thailand","-","USD","4.74","0.77","33.81","Sep 16, 2031","1.77","4.74","-","0.77","4.74","0.77","THB","Sep 16, 2026","Jul 22, 2026"
"FSWP: EUR 2.880000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","9,448.29","0.00","-793,344.31","-706,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.88","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","Apr 17, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","9,120.95","0.00","9,120.95","-10,408,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","9,248.57","0.00","9,248.57","179,000,000.00","-","IDG000018201","BMD8K26","Indonesia","-","USD","7.10","7.43","17,895.00","Jun 15, 2036","6.25","7.09","-","7.43","7.09","7.43","IDR","Dec 15, 2020","Jan 07, 2021"
"FSWP: CNY 1.617000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","9,225.62","0.00","1,390,787.08","9,354,000.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.62","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","Mar 13, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","8,796.63","0.00","8,796.63","-176,320,000.00","-","-","-","United States","-","USD","0.00","-","97.36","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","8,761.68","0.00","8,761.68","19,440,000.00","-","KR103505GE94","BSML534","Korea (South)","-","USD","20.83","4.54","1,466.95","Sep 10, 2074","2.75","21.09","-","4.54","21.09","4.54","KRW","Sep 10, 2024","Sep 19, 2024"
"GBP/USD","Cash and/or Derivatives","Forwards","8,626.75","0.00","8,626.75","-1,110,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","8,672.99","0.00","8,672.99","-18,850,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","8,690.88","0.00","8,690.88","-1,500,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","8,638.04","0.00","8,638.04","250,000.00","-","TH0623X3M608","BNRRCL9","Thailand","-","USD","21.22","3.30","33.81","Jun 17, 2072","4.00","22.60","-","3.30","22.60","3.30","THB","Apr 29, 2022","Apr 29, 2022"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","8,646.14","0.00","8,646.14","90,000.00","-","NO0013238246","BS44CJ6","Norway","-","USD","10.10","4.47","9.62","May 31, 2039","3.63","9.88","-","4.47","9.88","4.47","NOK","May 31, 2024","May 31, 2024"
"FSWP: CZK 4.224000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","8,545.36","0.00","-358,329.23","-7,805,000.00","-","-","-","Czech Republic","-","USD","4.46","0.63","21.27","Sep 16, 2031","4.22","4.46","-","0.63","4.46","0.63","CZK","Sep 16, 2026","Jul 08, 2026"
"FSWP: CNY 1.622000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","8,657.54","0.00","1,260,097.59","8,473,000.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.62","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","Mar 19, 2026"
"FSWP: CNY 1.512000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","8,505.88","0.00","5,228,427.30","35,342,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.51","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 04, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","8,269.39","0.00","8,269.39","-940,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"FSWP: OIS 8.440000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","8,402.19","0.00","516,047.12","8,893,000.00","-","-","-","Mexico","-","USD","3.87","1.62","17.52","Sep 11, 2031","8.44","3.87","-","1.62","3.87","1.62","MXN","Sep 17, 2026","Mar 24, 2026"
"FSWP: CNY 1.499000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","8,159.84","0.00","8,131,516.71","55,000,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.50","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 01, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","7,929.56","0.00","7,929.56","-1,140,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"FSWP: EUR 2.880800 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","7,831.27","0.00","-659,646.43","-587,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.88","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","Apr 27, 2026"
"FSWP: KRW 4.188500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","7,962.74","0.00","3,624,882.18","5,305,839,976.00","-","-","-","Korea (South)","-","USD","4.43","1.20","1,466.95","Sep 16, 2031","4.19","4.43","-","1.20","4.43","1.20","KRW","Sep 16, 2026","Jun 09, 2026"
"FSWP: OIS 8.062500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","7,873.47","0.00","8,178,085.51","143,127,000.00","-","-","-","Mexico","-","USD","3.89","1.52","17.52","Sep 11, 2031","8.06","3.89","-","1.52","3.89","1.52","MXN","Sep 17, 2026","Jun 01, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","7,468.66","0.00","7,468.66","-1,300,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"FSWP: OIS 8.370000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","7,272.93","0.00","539,663.28","9,326,494.00","-","-","-","Mexico","-","USD","3.88","1.61","17.52","Sep 11, 2031","8.37","3.88","-","1.61","3.88","1.61","MXN","Sep 17, 2026","Mar 26, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","6,989.93","0.00","6,989.93","19,340,000.00","-","KR103503G899","-","Korea (South)","-","USD","21.74","4.56","1,466.95","Sep 10, 2068","2.00","21.97","-","4.56","21.97","4.56","KRW","Sep 10, 2018","Sep 13, 2018"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","7,021.99","0.00","7,021.99","10,000.00","-","FI4000440557","BMTD393","Finland","-","USD","13.55","3.82","0.88","Sep 15, 2040","0.25","13.28","-","3.82","13.28","3.82","EUR","Jun 17, 2020","Jun 17, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","7,029.05","0.00","7,029.05","10,000.00","135087Q72","CA135087Q723","BLBLL49","Canada","-","USD","6.45","3.47","1.41","Dec 01, 2033","3.25","6.45","-","3.47","6.45","3.47","CAD","Jun 26, 2023","Jun 26, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","6,853.48","0.00","6,853.48","121,000,000.00","-","IDG000012501","-","Indonesia","-","USD","10.63","7.38","17,895.00","May 15, 2048","7.38","10.62","-","7.38","10.62","7.38","IDR","May 15, 2017","Sep 22, 2017"
"FSWP: KRW 4.152000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","6,566.88","0.00","11,678,775.20","17,122,546,000.00","-","-","-","Korea (South)","-","USD","4.43","1.20","1,466.95","Sep 16, 2031","4.15","4.43","-","1.20","4.43","1.20","KRW","Sep 16, 2026","Jun 11, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","5,886.25","0.00","5,886.25","-2,500,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","5,916.98","0.00","5,916.98","1,190,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"FSWP: CNY 1.616000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","5,996.46","0.00","910,495.33","6,124,000.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.62","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","Mar 18, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","5,711.56","0.00","5,711.56","-1,370,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","5,513.07","0.00","5,513.07","20,000.00","-","MYBMZ1800051","-","Malaysia","-","USD","13.74","4.06","4.09","Jul 06, 2048","4.92","13.86","-","4.06","13.86","4.06","MYR","Jul 06, 2018","Jul 06, 2018"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","5,670.10","0.00","5,670.10","11,650,000.00","-","KR103502GE97","-","Korea (South)","-","USD","17.10","4.65","1,466.95","Sep 10, 2054","2.75","17.26","-","4.65","17.26","4.65","KRW","Sep 10, 2024","Aug 06, 2024"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","5,266.62","0.00","5,266.62","5,000.00","-","XS3124393367","-","Bulgaria","-","USD","12.93","4.73","0.88","Jul 18, 2045","4.13","12.68","-","4.73","12.68","4.73","EUR","Jul 18, 2025","Jul 18, 2025"
"FSWP: AUD 4.849500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","5,160.88","0.00","-4,232,534.97","-6,077,728.00","-","-","-","Australia","-","USD","4.40","0.06","1.43","Sep 16, 2031","4.85","4.40","-","0.06","4.40","0.06","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: EUR 2.909000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","5,306.99","0.00","-502,976.71","-447,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.91","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Apr 24, 2026"
"FSWP: CNY 1.612500 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","4,950.54","0.00","771,130.79","5,187,500.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.61","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","Apr 13, 2026"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","4,772.43","0.00","4,772.43","5,000,000.00","-","CL0002502871","-","Chile","-","USD","12.86","6.04","947.24","Jul 15, 2050","5.10","13.09","-","6.04","13.09","6.04","CLP","Jan 15, 2019","Jan 28, 2019"
"FSWP: CNY 1.580000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","4,749.31","0.00","974,235.03","6,564,000.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.58","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","May 21, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","4,112.75","0.00","4,112.75","-35,460,000.00","-","-","-","United States","-","USD","0.00","-","33.67","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"FSWP: EUR 2.843000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","4,148.98","0.00","-304,005.12","-271,000.00","-","-","-","European Union","-","USD","4.67","0.33","0.88","Sep 16, 2031","2.84","4.67","-","0.33","4.67","0.33","EUR","Sep 16, 2026","May 11, 2026"
"FSWP: TWD 2.429500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","4,006.18","0.00","4,835,895.53","156,157,000.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.43","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jun 09, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","3,690.84","0.00","3,690.84","-1,560,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","3,765.27","0.00","3,765.27","-9,520,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"DKK/USD","Cash and/or Derivatives","Forwards","3,910.84","0.00","3,910.84","-3,760,000.00","-","-","-","United States","-","USD","0.00","-","6.57","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,493.13","0.00","3,493.13","6,000,000.00","-","KR103502GD98","BLNMB28","Korea (South)","-","USD","15.75","4.67","1,466.95","Sep 10, 2053","3.63","15.90","-","4.67","15.90","4.67","KRW","Sep 10, 2023","Aug 01, 2023"
"FSWP: EUR 2.955300 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","3,566.81","0.00","-425,119.89","-377,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.96","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Mar 31, 2026"
"FSWP: OIS 8.350000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","3,415.54","0.00","269,525.43","4,661,753.00","-","-","-","Mexico","-","USD","3.88","1.60","17.52","Sep 11, 2031","8.35","3.88","-","1.60","3.88","1.60","MXN","Sep 17, 2026","Mar 26, 2026"
"FSWP: CNY 1.643500 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","3,329.57","0.00","422,051.69","2,835,000.00","-","-","-","China","-","USD","4.77","0.07","6.77","Sep 16, 2031","1.64","4.77","-","0.07","4.77","0.07","CNY","Sep 16, 2026","Mar 17, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","2,991.11","0.00","2,991.11","-840,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","2,565.41","0.00","2,565.41","-15,000,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","2,591.76","0.00","2,591.76","-2,790,000.00","-","-","-","United States","-","USD","0.00","-","16.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"RON/USD","Cash and/or Derivatives","Forwards","2,606.04","0.00","2,606.04","-2,640,000.00","-","-","-","United States","-","USD","0.00","-","4.61","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 07, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","2,637.05","0.00","2,637.05","-820,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","2,592.23","0.00","2,592.23","5,000.00","-","SI0002104048","BM99Z40","Slovenia","-","USD","21.40","4.09","0.88","Oct 20, 2050","0.49","20.99","-","4.09","20.99","4.09","EUR","Oct 20, 2020","Oct 20, 2020"
"IDR/USD","Cash and/or Derivatives","Forwards","2,471.99","0.00","2,471.99","-9,660,780,000.00","-","-","-","United States","-","USD","0.00","-","18,090.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","2,020.98","0.00","2,020.98","-2,390,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"FSWP: EUR 2.907000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","2,179.74","0.00","-204,772.46","-182,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.91","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","Apr 08, 2026"
"FSWP: CNY 1.497000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","2,069.00","0.00","2,279,858.26","15,422,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.50","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","Jun 25, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","1,700.65","0.00","1,700.65","-3,930,000.00","-","-","-","United States","-","USD","0.00","-","4.08","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","1,710.28","0.00","1,710.28","-10,000,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"FSWP: EUR 3.047900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","1,655.83","0.00","-404,288.87","-357,000.00","-","-","-","European Union","-","USD","4.65","0.35","0.88","Sep 16, 2031","3.05","4.65","-","0.35","4.65","0.35","EUR","Sep 16, 2026","Mar 27, 2026"
"FSWP: EUR 3.024690 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","1,865.20","0.00","-360,869.70","-319,000.00","-","-","-","European Union","-","USD","4.66","0.35","0.88","Sep 16, 2031","3.02","4.66","-","0.35","4.66","0.35","EUR","Sep 16, 2026","Mar 23, 2026"
"FSWP: CNY 1.582000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","1,802.30","0.00","362,627.04","2,443,000.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.58","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","May 22, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","1,371.31","0.00","1,371.31","-13,000,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","1,519.76","0.00","1,519.76","-570,000.00","-","-","-","United States","-","USD","0.00","-","3.07","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","1,179.09","0.00","1,179.09","-1,970,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"FSWP: OIS 3.715000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","1,219.47","0.00","121,938.58","371,000.00","-","-","-","Israel","-","USD","4.55","-0.03","3.07","Sep 16, 2031","3.71","4.55","-","-0.03","4.55","-0.03","ILS","Sep 16, 2026","Apr 01, 2026"
"SGD/USD","Cash and/or Derivatives","Forwards","748.12","0.00","748.12","-11,228,000.00","-","-","-","United States","-","USD","0.00","-","1.29","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","812.19","0.00","812.19","-2,300,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","869.15","0.00","869.15","-10,750,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"FSWP: PLN 4.851000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","961.19","0.00","81,019.99","305,000.00","-","-","-","Poland","-","USD","4.44","0.70","3.81","Sep 16, 2031","4.85","4.44","-","0.70","4.44","0.70","PLN","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 8.245000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","896.12","0.00","106,329.63","1,847,000.00","-","-","-","Mexico","-","USD","3.88","1.57","17.52","Sep 11, 2031","8.24","3.88","-","1.57","3.88","1.57","MXN","Sep 17, 2026","May 22, 2026"
"FSWP: EUR 3.065200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","881.97","0.00","-267,473.63","-236,000.00","-","-","-","European Union","-","USD","4.65","0.35","0.88","Sep 16, 2031","3.07","4.65","-","0.35","4.65","0.35","EUR","Sep 16, 2026","May 18, 2026"
"FSWP: EUR 3.026900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","865.52","0.00","-170,836.58","-151,000.00","-","-","-","European Union","-","USD","4.66","0.35","0.88","Sep 16, 2031","3.03","4.66","-","0.35","4.66","0.35","EUR","Sep 16, 2026","Apr 30, 2026"
"FSWP: CNY 1.560000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","742.60","0.00","189,352.18","1,277,000.00","-","-","-","China","-","USD","4.77","0.06","6.77","Sep 16, 2031","1.56","4.77","-","0.06","4.77","0.06","CNY","Sep 16, 2026","May 27, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","497.02","0.00","497.02","1,950,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","542.80","0.00","542.80","-1,360,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","580.02","0.00","580.02","-14,500,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"HKD/USD","Cash and/or Derivatives","Forwards","583.74","0.00","583.74","-5,030,000.00","-","-","-","United States","-","USD","0.00","-","7.84","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: EUR 2.979200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","698.38","0.00","-95,955.12","-85,000.00","-","-","-","European Union","-","USD","4.66","0.34","0.88","Sep 16, 2031","2.98","4.66","-","0.34","4.66","0.34","EUR","Sep 16, 2026","May 21, 2026"
"FSWP: EUR 3.017310 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","523.44","0.00","-94,992.96","-84,000.00","-","-","-","European Union","-","USD","4.66","0.35","0.88","Sep 16, 2031","3.02","4.66","-","0.35","4.66","0.35","EUR","Sep 16, 2026","May 19, 2026"
"FSWP: PLN 4.860000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","546.77","0.00","44,644.73","168,000.00","-","-","-","Poland","-","USD","4.44","0.70","3.81","Sep 16, 2031","4.86","4.44","-","0.70","4.44","0.70","PLN","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 8.340000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","573.66","0.00","46,754.34","809,000.00","-","-","-","Mexico","-","USD","3.88","1.60","17.52","Sep 11, 2031","8.34","3.88","-","1.60","3.88","1.60","MXN","Sep 17, 2026","May 20, 2026"
"FSWP: SEK 2.943700 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","616.59","0.00","-1,033,894.43","-10,099,000.00","-","-","-","Sweden","-","USD","4.67","0.84","9.76","Sep 16, 2031","2.94","4.67","-","0.84","4.67","0.84","SEK","Sep 16, 2026","Apr 02, 2026"
"FSWP: CNY 1.558000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","668.30","0.00","174,655.84","1,178,000.00","-","-","-","China","-","USD","4.78","0.06","6.77","Sep 16, 2031","1.56","4.78","-","0.06","4.78","0.06","CNY","Sep 16, 2026","May 27, 2026"
"SWP: CNY 1.472000 17-DEC-2030 CNR","Cash and/or Derivatives","Swaps","612.18","0.00","1,140,211.04","7,715,768.00","-","-","-","China","-","USD","4.22","0.04","6.77","Dec 17, 2030","1.47","4.22","-","0.04","4.22","0.04","CNY","Dec 17, 2025","Jun 25, 2025"
"COP/USD","Cash and/or Derivatives","Forwards","149.89","0.00","149.89","4,485,000.00","-","-","-","United States","-","USD","0.00","-","3,256.69","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: PLN 4.765000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","295.63","0.00","36,125.22","136,500.00","-","-","-","Poland","-","USD","4.44","0.69","3.81","Sep 16, 2031","4.76","4.44","-","0.69","4.44","0.69","PLN","Sep 16, 2026","May 21, 2026"
"FSWP: TWD 2.455000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","168.35","0.00","83,159.50","2,682,108.00","-","-","-","Taiwan","-","USD","4.65","0.72","32.32","Sep 16, 2031","2.46","4.65","-","0.72","4.65","0.72","TWD","Sep 16, 2026","May 18, 2026"
"FSWP: TWD 2.495300 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","370.21","0.00","94,710.57","3,048,892.00","-","-","-","Taiwan","-","USD","4.65","0.72","32.32","Sep 16, 2031","2.50","4.65","-","0.72","4.65","0.72","TWD","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 3.241000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","429.55","0.00","109,746.32","154,000.00","-","-","-","Canada","-","USD","4.57","0.84","1.41","Sep 16, 2031","3.24","4.57","-","0.84","4.57","0.84","CAD","Sep 16, 2026","May 21, 2026"
"CLP CASH","Cash and/or Derivatives","Cash","85.72","0.00","85.72","81,201.00","-","-","-","Chile","-","USD","0.00","3.60","947.24","-","0.00","0.00","-","3.60","0.00","3.60","CLP","-","Jan 01, 1990"
"MXN/USD","Cash and/or Derivatives","Forwards","6.22","0.00","6.22","-30,000,000.00","-","-","-","United States","-","USD","0.00","-","17.53","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","88.29","0.00","88.29","-4,290,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"CNY/USD","Cash and/or Derivatives","FX","-121.36","0.00","-121.36","15,000,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Jul 24, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"MXN/USD","Cash and/or Derivatives","FX","0.00","0.00","0.00","30,000,000.00","-","-","-","United States","-","USD","0.00","-","17.52","Jul 27, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"ILS/USD","Cash and/or Derivatives","FX","129.58","0.00","129.58","700,000.00","-","-","-","United States","-","USD","0.00","-","3.07","Jul 24, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"FSWP: OIS 4.012000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","7.47","0.00","-992.53","-1,000.00","-","-","-","United States","-","USD","4.50","0.43","1.00","Sep 16, 2031","4.01","4.50","-","0.43","4.50","0.43","USD","Sep 16, 2026","Jul 20, 2026"
"FSWP: OIS 3.411000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-114.75","0.00","31,936.01","98,500.00","-","-","-","Israel","-","USD","4.57","-0.08","3.07","Sep 16, 2031","3.41","4.57","-","-0.08","4.57","-0.08","ILS","Sep 16, 2026","Mar 10, 2026"
"FSWP: TWD 2.441000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","47.23","0.00","34,517.18","1,114,000.00","-","-","-","Taiwan","-","USD","4.65","0.71","32.32","Sep 16, 2031","2.44","4.65","-","0.71","4.65","0.71","TWD","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 0.577500 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","99.73","0.00","68,680.96","56,000.00","-","-","-","Switzerland","-","USD","4.93","0.58","0.82","Sep 16, 2031","0.58","4.93","-","0.58","4.93","0.58","CHF","Sep 16, 2026","May 20, 2026"
"FSWP: TWD 2.410000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-7.90","0.00","89,632.55","2,897,000.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.41","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","May 21, 2026"
"SWP: CNY 1.471000 17-DEC-2030 CNR","Cash and/or Derivatives","Swaps","56.90","0.00","115,341.96","780,549.00","-","-","-","China","-","USD","4.22","0.04","6.77","Dec 17, 2030","1.47","4.22","-","0.04","4.22","0.04","CNY","Dec 17, 2025","Jun 25, 2025"
"FSWP: OIS 0.543700 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-30.99","0.00","131,008.14","107,000.00","-","-","-","Switzerland","-","USD","4.93","0.58","0.82","Sep 16, 2031","0.54","4.93","-","0.58","4.93","0.58","CHF","Sep 16, 2026","May 19, 2026"
"US 10YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-892,788,125.00","-8,257.00","-","-","-","United States","Chicago Board Of Trade","USD","5.92","0.72","1.00","Sep 21, 2026","0.00","5.92","-","0.72","5.92","0.72","USD","-","Dec 22, 2025"
"JPN 10YR BOND (OSE) SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-124,893,219.87","-161.00","-","-","-","Japan","Osaka Securities Exchange","USD","6.89","1.37","163.94","Sep 14, 2026","0.00","6.89","-","1.37","6.89","1.37","JPY","-","Dec 16, 2025"
"US ULTRA T-BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-123,988,000.00","-1,112.00","-","-","-","United States","Chicago Board Of Trade","USD","14.98","1.38","1.00","Sep 21, 2026","0.00","14.98","-","1.38","14.98","1.38","USD","-","Dec 22, 2025"
"EURO-BUND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-109,239,923.45","-774.00","-","DE000F3A9ET3","-","Germany","Eurex Deutschland","USD","8.07","0.89","0.88","Sep 08, 2026","0.00","8.07","-","0.89","8.07","0.89","EUR","-","Dec 08, 2025"
"US 2YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-63,257,906.25","-308.00","-","-","-","United States","Chicago Board Of Trade","USD","1.86","0.50","1.00","Sep 30, 2026","0.00","1.86","-","0.50","1.86","0.50","USD","-","Jan 02, 2026"
"EURO-BTP (ITALY GOVT) SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-62,859,683.97","-478.00","-","DE000F3A9ER7","-","Italy","Eurex Deutschland","USD","7.66","1.68","0.88","Sep 08, 2026","0.00","7.66","-","1.68","7.66","1.68","EUR","-","Dec 08, 2025"
"CAN 10YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-60,260,479.15","-715.00","-","-","-","Canada","The Montreal Exchange / Bourse De Montreal","USD","7.09","1.23","1.41","Sep 18, 2026","0.00","7.09","-","1.23","7.09","1.23","CAD","-","Sep 19, 2025"
"EURO-OAT SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-52,407,347.06","-395.00","-","DE000F3A9EY3","-","France","Eurex Deutschland","USD","7.73","1.58","0.88","Sep 08, 2026","0.00","7.73","-","1.58","7.73","1.58","EUR","-","Dec 08, 2025"
"US 5YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-43,755,414.06","-413.00","-","-","-","United States","Chicago Board Of Trade","USD","4.01","0.60","1.00","Sep 30, 2026","0.00","4.01","-","0.60","4.01","0.60","USD","-","Jan 02, 2026"
"EURO BUXL 30YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-31,597,416.41","-262.00","-","DE000F3A9EW7","-","Germany","Eurex Deutschland","USD","19.46","1.39","0.88","Sep 08, 2026","0.00","19.46","-","1.39","19.46","1.39","EUR","-","Dec 08, 2025"
"EURO-SCHATZ SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","25,024,955.67","209.00","-","DE000F3A9EV9","-","Germany","Eurex Deutschland","USD","1.86","0.61","0.88","Sep 08, 2026","0.00","1.86","-","0.61","1.86","0.61","EUR","-","Dec 08, 2025"
"EURO-BOBL SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","25,565,305.59","198.00","-","DE000F3A9EU1","-","Germany","Eurex Deutschland","USD","4.48","0.69","0.88","Sep 08, 2026","0.00","4.48","-","0.69","4.48","0.69","EUR","-","Dec 08, 2025"
"AUST 10YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","280,716,050.04","3,742.00","-","-","-","Australia","Asx - Trade24","USD","7.53","0.57","1.43","Sep 15, 2026","0.00","7.53","-","0.57","7.53","0.57","AUD","-","Mar 17, 2026"
"LONG GILT SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","571,648,341.67","4,998.00","-","GB00N8ZJ8230","-","United Kingdom","IFLL","USD","10.99","1.54","0.75","Sep 28, 2026","0.00","10.99","-","1.54","10.99","1.54","GBP","-","Dec 31, 2025"
"CAD/USD","Cash and/or Derivatives","Forwards","-268.05","0.00","-268.05","1,940,000.00","-","-","-","United States","-","USD","0.00","-","1.41","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-152.55","0.00","-152.55","-6,000,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-147.67","0.00","-147.67","-700,000.00","-","-","-","United States","-","USD","0.00","-","3.07","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"FSWP: OIS 1.853000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-390.29","0.00","-122,179.57","-4,118,000.00","-","-","-","Thailand","-","USD","4.74","0.77","33.81","Sep 16, 2031","1.85","4.74","-","0.77","4.74","0.77","THB","Sep 16, 2026","May 13, 2026"
"FSWP: OIS 6.740500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-412.68","0.00","-64,074.69","-6,148,000.00","-","-","-","India","-","USD","4.15","1.16","96.57","Sep 16, 2031","6.74","4.15","-","1.16","4.15","1.16","INR","Sep 16, 2026","May 06, 2026"
"FSWP: OIS 0.426000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-161.25","0.00","26,169.04","21,500.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.43","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","May 06, 2026"
"FSWP: TWD 2.330000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-255.36","0.00","66,054.43","2,143,000.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.33","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Mar 19, 2026"
"FSWP: OIS 3.073000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-367.73","0.00","96,881.60","137,000.00","-","-","-","Canada","-","USD","4.58","0.82","1.41","Sep 16, 2031","3.07","4.58","-","0.82","4.58","0.82","CAD","Sep 16, 2026","May 11, 2026"
"FSWP: OIS 0.472300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-396.41","0.00","103,700.10","85,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.47","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","May 27, 2026"
"FSWP: OIS 0.523300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-169.33","0.00","134,543.79","110,000.00","-","-","-","Switzerland","-","USD","4.93","0.58","0.82","Sep 16, 2031","0.52","4.93","-","0.58","4.93","0.58","CHF","Sep 16, 2026","May 21, 2026"
"FSWP: PLN 4.535000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-411.96","0.00","229,527.40","876,000.00","-","-","-","Poland","-","USD","4.46","0.65","3.81","Sep 16, 2031","4.54","4.46","-","0.65","4.46","0.65","PLN","Sep 16, 2026","May 27, 2026"
"FSWP: KRW 4.113000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-358.96","0.00","301,651.34","443,034,000.00","-","-","-","Korea (South)","-","USD","4.43","1.19","1,466.95","Sep 16, 2031","4.11","4.43","-","1.19","4.43","1.19","KRW","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 3.146000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-162.39","0.00","376,767.51","531,000.00","-","-","-","Canada","-","USD","4.58","0.83","1.41","Sep 16, 2031","3.15","4.58","-","0.83","4.58","0.83","CAD","Sep 16, 2026","Mar 26, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-720.49","0.00","-720.49","-2,900,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-606.85","0.00","-606.85","-18,380,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-565.33","0.00","-565.33","-2,850,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 1.866000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-481.37","0.00","-126,242.17","-4,252,287.00","-","-","-","Thailand","-","USD","4.74","0.77","33.81","Sep 16, 2031","1.87","4.74","-","0.77","4.74","0.77","THB","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 1.987000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-535.76","0.00","-56,192.69","-1,881,900.00","-","-","-","Thailand","-","USD","4.72","0.78","33.81","Sep 16, 2031","1.99","4.72","-","0.78","4.72","0.78","THB","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 2.031500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-628.79","0.00","-54,103.09","-1,808,100.00","-","-","-","Thailand","-","USD","4.72","0.78","33.81","Sep 16, 2031","2.03","4.72","-","0.78","4.72","0.78","THB","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 2.079700 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-603.72","0.00","-43,516.85","-1,451,000.00","-","-","-","Thailand","-","USD","4.71","0.78","33.81","Sep 16, 2031","2.08","4.71","-","0.78","4.71","0.78","THB","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 0.441500 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-451.98","0.00","84,049.89","69,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.44","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","May 13, 2026"
"FSWP: KRW 4.034000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-525.72","0.00","110,484.20","162,846,000.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.03","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","May 22, 2026"
"FSWP: PLN 4.445000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-654.03","0.00","113,659.44","435,500.00","-","-","-","Poland","-","USD","4.46","0.64","3.81","Sep 16, 2031","4.45","4.46","-","0.64","4.46","0.64","PLN","Sep 16, 2026","Jun 02, 2026"
"FSWP: OIS 3.034000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-779.09","0.00","139,061.19","197,000.00","-","-","-","Canada","-","USD","4.58","0.82","1.41","Sep 16, 2031","3.03","4.58","-","0.82","4.58","0.82","CAD","Sep 16, 2026","Apr 01, 2026"
"FSWP: SEK 2.983300 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-986.04","0.00","-801,121.26","-7,811,000.00","-","-","-","Sweden","-","USD","4.67","0.84","9.76","Sep 16, 2031","2.98","4.67","-","0.84","4.67","0.84","SEK","Sep 16, 2026","Mar 31, 2026"
"FSWP: SEK 3.042580 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-889.66","0.00","-225,021.76","-2,188,000.00","-","-","-","Sweden","-","USD","4.66","0.85","9.76","Sep 16, 2031","3.04","4.66","-","0.85","4.66","0.85","SEK","Sep 16, 2026","Mar 30, 2026"
"FSWP: OIS 0.423000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-899.00","0.00","142,386.78","117,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.42","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","Apr 13, 2026"
"FSWP: OIS 0.459200 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-770.72","0.00","171,907.01","141,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.46","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","May 15, 2026"
"FSWP: KRW 4.051500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-757.45","0.00","191,000.96","281,300,000.00","-","-","-","Korea (South)","-","USD","4.44","1.19","1,466.95","Sep 16, 2031","4.05","4.44","-","1.19","4.44","1.19","KRW","Sep 16, 2026","May 19, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","-1,234.81","0.00","-1,234.81","-4,774,000.00","-","-","-","United States","-","USD","0.00","-","5.14","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"PLN/USD","Cash and/or Derivatives","FX","-1,196.28","0.00","-1,196.28","1,970,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Jul 24, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"FSWP: OIS 2.039500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,121.15","0.00","-93,457.39","-3,122,119.00","-","-","-","Thailand","-","USD","4.72","0.78","33.81","Sep 16, 2031","2.04","4.72","-","0.78","4.72","0.78","THB","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 2.048000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,073.92","0.00","-86,649.52","-2,893,525.00","-","-","-","Thailand","-","USD","4.72","0.78","33.81","Sep 16, 2031","2.05","4.72","-","0.78","4.72","0.78","THB","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 6.945000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-1,142.64","0.00","-77,122.34","-7,337,550.00","-","-","-","India","-","USD","4.14","1.21","96.57","Sep 16, 2031","6.95","4.14","-","1.21","4.14","1.21","INR","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 1.888000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,232.30","0.00","-253,653.74","-8,535,000.00","-","-","-","Thailand","-","USD","4.73","0.77","33.81","Sep 16, 2031","1.89","4.73","-","0.77","4.73","0.77","THB","Sep 16, 2026","May 27, 2026"
"FSWP: SEK 3.086900 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-1,071.61","0.00","-179,209.51","-1,739,000.00","-","-","-","Sweden","-","USD","4.66","0.85","9.76","Sep 16, 2031","3.09","4.66","-","0.85","4.66","0.85","SEK","Sep 16, 2026","Mar 27, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-1,602.90","0.00","-1,602.90","6,700,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,510.53","0.00","-1,510.53","-8,290,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,841.87","0.00","-1,841.87","9,330,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"FSWP: OIS 6.937000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-1,775.56","0.00","-122,528.88","-11,661,450.00","-","-","-","India","-","USD","4.14","1.20","96.57","Sep 16, 2031","6.94","4.14","-","1.20","4.14","1.20","INR","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 7.780000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-1,628.57","0.00","150,556.45","2,666,000.00","-","-","-","Mexico","-","USD","3.91","1.45","17.52","Sep 11, 2031","7.78","3.91","-","1.45","3.91","1.45","MXN","Sep 17, 2026","Jun 12, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-2,494.07","0.00","-2,494.07","-480,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-2,493.35","0.00","-2,493.35","-11,100,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 19, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-2,254.83","0.00","-2,254.83","5,280,000.00","-","-","-","United States","-","USD","0.00","-","3.81","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"FSWP: OIS 7.000000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,255.35","0.00","-132,321.83","-12,560,845.00","-","-","-","India","-","USD","4.14","1.22","96.57","Sep 16, 2031","7.00","4.14","-","1.22","4.14","1.22","INR","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 6.868000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,243.84","0.00","-192,126.31","-18,337,425.00","-","-","-","India","-","USD","4.15","1.19","96.57","Sep 16, 2031","6.87","4.15","-","1.19","4.15","1.19","INR","Sep 16, 2026","May 15, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-2,717.18","0.00","-2,717.18","-640,000.00","-","-","-","United States","-","USD","0.00","-","1.41","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 6.801000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,603.46","0.00","-291,438.94","-27,893,564.00","-","-","-","India","-","USD","4.15","1.17","96.57","Sep 16, 2031","6.80","4.15","-","1.17","4.15","1.17","INR","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 6.981500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,546.34","0.00","-156,256.30","-14,844,155.00","-","-","-","India","-","USD","4.14","1.21","96.57","Sep 16, 2031","6.98","4.14","-","1.21","4.14","1.21","INR","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 0.403000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-2,601.41","0.00","355,000.70","292,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.40","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","Apr 01, 2026"
"FSWP: OIS 1.934670 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-2,850.75","0.00","-403,325.99","-13,541,069.00","-","-","-","Thailand","-","USD","4.73","0.77","33.81","Sep 16, 2031","1.93","4.73","-","0.77","4.73","0.77","THB","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 6.827500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,044.20","0.00","-303,782.10","-29,043,011.00","-","-","-","India","-","USD","4.15","1.18","96.57","Sep 16, 2031","6.83","4.15","-","1.18","4.15","1.18","INR","Sep 16, 2026","May 15, 2026"
"FSWP: TWD 2.348000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-2,908.75","0.00","965,251.41","31,289,000.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.35","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jun 02, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","-3,243.73","0.00","-3,243.73","-15,100,000,000.00","-","-","-","United States","-","USD","0.00","-","18,090.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"FSWP: OIS 6.884000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,262.07","0.00","-264,511.00","-25,229,463.00","-","-","-","India","-","USD","4.15","1.19","96.57","Sep 16, 2031","6.88","4.15","-","1.19","4.15","1.19","INR","Sep 16, 2026","May 22, 2026"
"FSWP: OIS 6.897625 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,254.18","0.00","-252,492.18","-24,069,537.00","-","-","-","India","-","USD","4.15","1.20","96.57","Sep 16, 2031","6.90","4.15","-","1.20","4.15","1.20","INR","Sep 16, 2026","May 22, 2026"
"FSWP: OIS 3.085000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-3,240.29","0.00","999,776.57","1,413,000.00","-","-","-","Canada","-","USD","4.58","0.83","1.41","Sep 16, 2031","3.09","4.58","-","0.83","4.58","0.83","CAD","Sep 16, 2026","May 04, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-4,238.02","0.00","-4,238.02","-1,092,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-4,059.21","0.00","-4,059.21","2,180,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-4,782.89","0.00","-4,782.89","1,410,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 23, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-5,376.17","0.00","-5,376.17","-1,240,000.00","-","-","-","United States","-","USD","0.00","-","1.41","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-5,328.28","0.00","-5,328.28","-1,230,000.00","-","-","-","United States","-","USD","0.00","-","1.41","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-5,164.11","0.00","-5,164.11","-19,500,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 0.310000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-5,345.84","0.00","442,881.46","366,000.00","-","-","-","Switzerland","-","USD","4.95","0.58","0.82","Sep 16, 2031","0.31","4.95","-","0.58","4.95","0.58","CHF","Sep 16, 2026","Jul 08, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-5,507.08","0.00","-5,507.08","-1,460,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 03, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-5,857.35","0.00","-5,857.35","1,730,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-5,814.87","0.00","-5,814.87","-1,300,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 02, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-5,811.66","0.00","-5,811.66","21,380,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 11, 2026"
"AUD/USD","Cash and/or Derivatives","FX","-5,915.00","0.00","-5,915.00","2,500,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Jul 24, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"SWP: OIS 14.300000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-6,328.34","0.00","1,039,504.38","5,311,000.00","-","-","-","Brazil","-","USD","2.23","0.25","5.08","Jan 02, 2029","14.30","2.23","-","0.25","2.23","0.25","BRL","Jul 08, 2026","Jul 08, 2026"
"FSWP: OIS 6.970000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-6,612.77","0.00","-417,733.95","-39,703,000.00","-","-","-","India","-","USD","4.14","1.21","96.57","Sep 16, 2031","6.97","4.14","-","1.21","4.14","1.21","INR","Sep 16, 2026","May 18, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-7,191.64","0.00","-7,191.64","-21,100,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"CZK/USD","Cash and/or Derivatives","Forwards","-7,731.88","0.00","-7,731.88","-184,916,000.00","-","-","-","United States","-","USD","0.00","-","21.27","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-7,639.98","0.00","-7,639.98","2,430,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-7,879.55","0.00","-7,879.55","-970,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-8,368.41","0.00","-8,368.41","-2,370,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-8,184.92","0.00","-8,184.92","-1,850,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 3.014000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-8,445.81","0.00","1,293,062.62","1,833,500.00","-","-","-","Canada","-","USD","4.59","0.82","1.41","Sep 16, 2031","3.01","4.59","-","0.82","4.59","0.82","CAD","Sep 16, 2026","Mar 13, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-9,316.19","0.00","-9,316.19","27,500,000.00","-","-","-","United States","-","USD","0.00","-","17.59","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"FSWP: TWD 2.371000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-9,564.31","0.00","4,965,217.54","160,775,000.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.37","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jun 04, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-10,059.98","0.00","-10,059.98","-1,070,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"FSWP: CNY 1.472000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","-10,141.42","0.00","34,530,224.28","233,859,000.00","-","-","-","China","-","USD","4.78","0.05","6.77","Sep 16, 2031","1.47","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","Jul 23, 2026"
"RON/USD","Cash and/or Derivatives","Forwards","-10,516.31","0.00","-10,516.31","-22,997,000.00","-","-","-","United States","-","USD","0.00","-","4.61","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-11,034.27","0.00","-11,034.27","-56,510,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-13,401.06","0.00","-13,401.06","-3,500,000.00","-","-","-","United States","-","USD","0.00","-","1.41","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-13,157.19","0.00","-13,157.19","2,270,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"FSWP: OIS 7.970000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-13,308.78","0.00","4,646,943.59","81,639,000.00","-","-","-","Mexico","-","USD","3.90","1.50","17.52","Sep 11, 2031","7.97","3.90","-","1.50","3.90","1.50","MXN","Sep 17, 2026","Jun 04, 2026"
"NZD/USD","Cash and/or Derivatives","Forwards","-15,747.63","0.00","-15,747.63","-2,030,000.00","-","-","-","United States","-","USD","0.00","-","1.73","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-15,979.52","0.00","-15,979.52","45,710,000.00","-","-","-","United States","-","USD","0.00","-","33.67","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-16,290.19","0.00","-16,290.19","-2,130,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"SWP: OIS 14.540000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-16,147.00","0.00","18,558,361.94","94,326,000.00","-","-","-","Brazil","-","USD","2.21","0.31","5.08","Jan 02, 2029","14.54","2.21","-","0.31","2.21","0.31","BRL","Jul 23, 2026","Jul 23, 2026"
"FSWP: OIS 0.428000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-17,130.41","0.00","2,826,541.13","2,322,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.43","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","Jul 17, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-17,760.42","0.00","-17,760.42","-2,030,000.00","-","-","-","United States","-","USD","0.00","-","1.44","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"FSWP: TWD 2.331000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-18,564.22","0.00","4,861,565.67","157,716,038.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.33","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jul 21, 2026"
"FSWP: TWD 2.351000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-18,594.30","0.00","6,475,413.10","209,873,331.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.35","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jul 21, 2026"
"FSWP: TWD 2.346000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-19,886.06","0.00","6,398,104.88","207,416,631.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.35","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jul 21, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-20,428.16","0.00","-20,428.16","340,740,000.00","-","-","-","United States","-","USD","0.00","-","163.83","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"FSWP: OIS 1.862000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-20,716.37","0.00","-5,718,342.99","-192,651,000.00","-","-","-","Thailand","-","USD","4.74","0.77","33.81","Sep 16, 2031","1.86","4.74","-","0.77","4.74","0.77","THB","Sep 16, 2026","Jun 11, 2026"
"FSWP: OIS 7.823500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-21,292.02","0.00","2,369,713.88","41,886,000.00","-","-","-","Mexico","-","USD","3.91","1.46","17.52","Sep 11, 2031","7.82","3.91","-","1.46","3.91","1.46","MXN","Sep 17, 2026","Jul 08, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-22,334.61","0.00","-22,334.61","-53,590,000.00","-","-","-","United States","-","USD","0.00","-","6.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"FSWP: OIS 0.437800 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-23,292.86","0.00","4,185,879.88","3,437,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.44","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","Jun 09, 2026"
"FSWP: KRW 4.082500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-23,202.47","0.00","9,047,105.73","13,305,688,612.00","-","-","-","Korea (South)","-","USD","4.43","1.19","1,466.95","Sep 16, 2031","4.08","4.43","-","1.19","4.43","1.19","KRW","Sep 16, 2026","Jun 12, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-23,984.76","0.00","-23,984.76","-5,430,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-23,795.28","0.00","-23,795.28","3,870,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-23,749.01","0.00","-23,749.01","903,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 7.940000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-25,515.63","0.00","6,206,078.46","109,166,000.00","-","-","-","Mexico","-","USD","3.90","1.49","17.52","Sep 11, 2031","7.94","3.90","-","1.49","3.90","1.49","MXN","Sep 17, 2026","Jun 09, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-25,908.40","0.00","-25,908.40","-1,860,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"FSWP: OIS 3.262500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-26,290.69","0.00","2,535,167.05","7,872,000.00","-","-","-","Israel","-","USD","4.58","-0.10","3.07","Sep 16, 2031","3.26","4.58","-","-0.10","4.58","-0.10","ILS","Sep 16, 2026","Jul 14, 2026"
"FSWP: OIS 0.448300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-26,363.33","0.00","5,237,245.76","4,298,000.00","-","-","-","Switzerland","-","USD","4.94","0.58","0.82","Sep 16, 2031","0.45","4.94","-","0.58","4.94","0.58","CHF","Sep 16, 2026","Jun 11, 2026"
"FSWP: KRW 3.997000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-26,591.68","0.00","4,130,192.81","6,097,795,000.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.00","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","Jul 10, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-26,852.09","0.00","-26,852.09","11,810,000.00","-","-","-","United States","-","USD","0.00","-","9.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-26,982.11","0.00","-26,982.11","2,350,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","-28,172.78","0.00","-28,172.78","-6,280,000.00","-","-","-","United States","-","USD","0.00","-","5.14","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"FSWP: OIS 1.903000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-28,663.31","0.00","-5,146,427.45","-173,044,400.00","-","-","-","Thailand","-","USD","4.73","0.77","33.81","Sep 16, 2031","1.90","4.73","-","0.77","4.73","0.77","THB","Sep 16, 2026","Jun 04, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-28,915.72","0.00","-28,915.72","-1,700,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"FSWP: KRW 4.025200 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-28,889.30","0.00","5,601,517.33","8,259,525,000.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.03","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","Jul 08, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-30,522.40","0.00","-30,522.40","-1,175,860,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 1.882500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-30,657.56","0.00","-6,668,853.49","-224,454,000.00","-","-","-","Thailand","-","USD","4.73","0.77","33.81","Sep 16, 2031","1.88","4.73","-","0.77","4.73","0.77","THB","Sep 16, 2026","Jun 05, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-31,351.57","0.00","-31,351.57","-2,181,970,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"FSWP: TWD 2.292500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-31,446.66","0.00","5,569,054.61","180,997,000.00","-","-","-","Taiwan","-","USD","4.67","0.70","32.32","Sep 16, 2031","2.29","4.67","-","0.70","4.67","0.70","TWD","Sep 16, 2026","May 29, 2026"
"FSWP: TWD 2.309700 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-31,599.93","0.00","6,543,590.37","212,497,000.00","-","-","-","Taiwan","-","USD","4.67","0.70","32.32","Sep 16, 2031","2.31","4.67","-","0.70","4.67","0.70","TWD","Sep 16, 2026","Jun 11, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-32,029.33","0.00","-32,029.33","-1,924,730,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-32,291.71","0.00","-32,291.71","1,314,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"PEN/USD","Cash and/or Derivatives","Forwards","-35,927.13","0.00","-35,927.13","-12,170,000.00","-","-","-","United States","-","USD","0.00","-","3.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: OIS 1.928000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-35,987.68","0.00","-5,329,237.22","-178,978,000.00","-","-","-","Thailand","-","USD","4.73","0.77","33.81","Sep 16, 2031","1.93","4.73","-","0.77","4.73","0.77","THB","Sep 16, 2026","Jun 09, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-36,125.73","0.00","-36,125.73","152,656,000.00","-","-","-","United States","-","USD","0.00","-","97.36","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-36,813.42","0.00","-36,813.42","146,030,000.00","-","-","-","United States","-","USD","0.00","-","97.36","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"SWP: OIS 14.390000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-36,858.93","0.00","8,913,468.45","45,452,000.00","-","-","-","Brazil","-","USD","2.22","0.27","5.08","Jan 02, 2029","14.39","2.22","-","0.27","2.22","0.27","BRL","Jul 22, 2026","Jul 22, 2026"
"FSWP: TWD 2.336000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-37,298.42","0.00","10,413,781.48","337,758,000.00","-","-","-","Taiwan","-","USD","4.66","0.71","32.32","Sep 16, 2031","2.34","4.66","-","0.71","4.66","0.71","TWD","Sep 16, 2026","Jun 01, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-38,388.87","0.00","-38,388.87","1,810,000.00","-","-","-","United States","-","USD","0.00","-","0.88","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 12, 2026"
"FSWP: KRW 4.079000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-38,331.24","0.00","14,078,817.95","20,709,152,000.00","-","-","-","Korea (South)","-","USD","4.43","1.19","1,466.95","Sep 16, 2031","4.08","4.43","-","1.19","4.43","1.19","KRW","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 1.893500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-39,500.14","0.00","-7,716,146.35","-259,566,600.00","-","-","-","Thailand","-","USD","4.73","0.77","33.81","Sep 16, 2031","1.89","4.73","-","0.77","4.73","0.77","THB","Sep 16, 2026","Jun 04, 2026"
"FSWP: OIS 3.320000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-40,202.18","0.00","1,204,138.41","203,990,974.00","-","-","-","Japan","-","USD","18.35","2.43","163.94","Sep 20, 2056","3.32","18.35","-","2.43","18.35","2.43","JPY","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 3.255000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-41,069.40","0.00","878,660.60","150,775,938.00","-","-","-","Japan","-","USD","18.43","2.42","163.94","Sep 20, 2056","3.25","18.43","-","2.42","18.43","2.42","JPY","Sep 16, 2026","Jun 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-45,409.05","0.00","-45,409.05","5,640,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 3.306000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-45,402.76","0.00","1,253,039.59","212,860,148.00","-","-","-","Japan","-","USD","18.37","2.43","163.94","Sep 20, 2056","3.31","18.37","-","2.43","18.37","2.43","JPY","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 3.317000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-45,820.55","0.00","5,820,282.11","18,028,000.00","-","-","-","Israel","-","USD","4.58","-0.09","3.07","Sep 16, 2031","3.32","4.58","-","-0.09","4.58","-0.09","ILS","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 3.439900 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-49,903.49","0.00","5,183,878.20","858,000,000.00","-","-","-","Japan","-","USD","18.22","2.45","163.94","Sep 20, 2056","3.44","18.22","-","2.45","18.22","2.45","JPY","Sep 16, 2026","Jul 15, 2026"
"FSWP: OIS 2.969000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-49,764.05","0.00","5,767,449.79","8,195,000.00","-","-","-","Canada","-","USD","4.59","0.81","1.41","Sep 16, 2031","2.97","4.59","-","0.81","4.59","0.81","CAD","Sep 16, 2026","Jun 05, 2026"
"FSWP: KRW 4.022000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-50,476.54","0.00","9,519,209.54","14,038,251,000.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.02","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","Jul 13, 2026"
"FSWP: OIS 6.760000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-50,575.17","0.00","-6,980,405.09","-669,231,000.00","-","-","-","India","-","USD","4.15","1.17","96.57","Sep 16, 2031","6.76","4.15","-","1.17","4.15","1.17","INR","Sep 16, 2026","Jun 01, 2026"
"FSWP: OIS 3.076000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-52,538.61","0.00","2,763,372.88","8,654,000.00","-","-","-","Israel","-","USD","4.60","-0.13","3.07","Sep 16, 2031","3.08","4.60","-","-0.13","4.60","-0.13","ILS","Sep 16, 2026","Jun 15, 2026"
"FSWP: OIS 3.185000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-54,390.48","0.00","3,900,705.91","12,155,000.00","-","-","-","Israel","-","USD","4.59","-0.12","3.07","Sep 16, 2031","3.19","4.59","-","-0.12","4.59","-0.12","ILS","Sep 16, 2026","Jun 04, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-54,916.32","0.00","-54,916.32","-1,805,060,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"DERIV USD BALANCE WITH R93533 CME","Cash and/or Derivatives","Cash Collateral and Margins","-55,988.43","0.00","-55,988.43","-55,988.00","-","-","-","United States","-","USD","0.00","3.60","1.00","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","USD","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 6.706000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-56,934.52","0.00","-11,356,191.56","-1,091,197,500.00","-","-","-","India","-","USD","4.16","1.15","96.57","Sep 16, 2031","6.71","4.16","-","1.15","4.16","1.15","INR","Sep 16, 2026","Jun 04, 2026"
"FSWP: KRW 4.092000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-60,033.09","0.00","28,104,665.09","41,316,204,000.00","-","-","-","Korea (South)","-","USD","4.43","1.19","1,466.95","Sep 16, 2031","4.09","4.43","-","1.19","4.43","1.19","KRW","Sep 16, 2026","Jul 22, 2026"
"FSWP: OIS 3.326000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-63,506.24","0.00","8,511,455.12","26,353,000.00","-","-","-","Israel","-","USD","4.58","-0.09","3.07","Sep 16, 2031","3.33","4.58","-","-0.09","4.58","-0.09","ILS","Sep 16, 2026","May 29, 2026"
"FSWP: PLN 4.460000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-63,873.46","0.00","12,543,418.46","48,030,000.00","-","-","-","Poland","-","USD","4.46","0.64","3.81","Sep 16, 2031","4.46","4.46","-","0.64","4.46","0.64","PLN","Sep 16, 2026","Jun 01, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-64,343.81","0.00","-64,343.81","53,220,000.00","-","-","-","United States","-","USD","0.00","-","33.67","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: KRW 4.086500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-64,330.25","0.00","26,982,673.11","39,676,601,582.00","-","-","-","Korea (South)","-","USD","4.43","1.19","1,466.95","Sep 16, 2031","4.09","4.43","-","1.19","4.43","1.19","KRW","Sep 16, 2026","Jun 12, 2026"
"DERIV HKD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-73,944.55","0.00","-73,944.55","-579,818.00","-","-","-","Hong Kong","-","USD","0.00","2.71","7.84","Jul 24, 2026","2.71","0.00","-","2.71","0.00","2.71","HKD","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 6.746000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-75,845.28","0.00","-11,375,102.32","-1,091,197,500.00","-","-","-","India","-","USD","4.15","1.16","96.57","Sep 16, 2031","6.75","4.15","-","1.16","4.15","1.16","INR","Sep 16, 2026","Jun 04, 2026"
"FSWP: KRW 4.058000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-76,315.54","0.00","20,785,393.32","30,603,083,806.00","-","-","-","Korea (South)","-","USD","4.44","1.19","1,466.95","Sep 16, 2031","4.06","4.44","-","1.19","4.44","1.19","KRW","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 3.222500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-78,617.24","0.00","6,437,936.89","20,027,000.00","-","-","-","Israel","-","USD","4.59","-0.11","3.07","Sep 16, 2031","3.22","4.59","-","-0.11","4.59","-0.11","ILS","Sep 16, 2026","Jun 11, 2026"
"FSWP: OIS 7.810000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-81,969.35","0.00","8,580,589.20","151,752,000.00","-","-","-","Mexico","-","USD","3.91","1.46","17.52","Sep 11, 2031","7.81","3.91","-","1.46","3.91","1.46","MXN","Sep 17, 2026","Jul 20, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-84,181.39","0.00","-84,181.39","-2,376,250,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"CHF CASH","Cash and/or Derivatives","Cash","-84,286.13","0.00","-84,286.13","-68,824.00","-","-","-","Switzerland","-","USD","0.00","3.60","0.82","-","0.00","0.00","-","3.60","0.00","3.60","CHF","-","Jan 01, 1990"
"FSWP: OIS 1.856000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-87,787.90","0.00","-26,305,370.16","-886,482,000.00","-","-","-","Thailand","-","USD","4.74","0.77","33.81","Sep 16, 2031","1.86","4.74","-","0.77","4.74","0.77","THB","Sep 16, 2026","Jun 02, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-90,477.20","0.00","-90,477.20","-3,704,700,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 11, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-91,276.49","0.00","-91,276.49","-3,266,920,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"SWP: OIS 14.112500 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-96,288.35","0.00","9,383,355.23","48,140,000.00","-","-","-","Brazil","-","USD","2.22","0.19","5.08","Jan 02, 2029","14.11","2.22","-","0.19","2.22","0.19","BRL","Jul 17, 2026","Jul 17, 2026"
"FSWP: OIS 3.197000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-98,606.26","0.00","7,364,828.22","22,937,000.00","-","-","-","Israel","-","USD","4.59","-0.11","3.07","Sep 16, 2031","3.20","4.59","-","-0.11","4.59","-0.11","ILS","Sep 16, 2026","Jun 22, 2026"
"FSWP: PLN 4.495000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-98,854.37","0.00","27,840,615.93","106,441,000.00","-","-","-","Poland","-","USD","4.46","0.64","3.81","Sep 16, 2031","4.50","4.46","-","0.64","4.46","0.64","PLN","Sep 16, 2026","Jun 05, 2026"
"FSWP: KRW 4.074500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-99,216.33","0.00","33,910,623.13","49,890,734,000.00","-","-","-","Korea (South)","-","USD","4.43","1.19","1,466.95","Sep 16, 2031","4.07","4.43","-","1.19","4.43","1.19","KRW","Sep 16, 2026","Jun 23, 2026"
"FSWP: PLN 4.311000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-100,217.41","0.00","8,559,913.31","32,992,500.00","-","-","-","Poland","-","USD","4.47","0.61","3.81","Sep 16, 2031","4.31","4.47","-","0.61","4.47","0.61","PLN","Sep 16, 2026","Jun 12, 2026"
"FSWP: PLN 4.308000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-101,351.81","0.00","8,558,778.91","32,992,500.00","-","-","-","Poland","-","USD","4.47","0.61","3.81","Sep 16, 2031","4.31","4.47","-","0.61","4.47","0.61","PLN","Sep 16, 2026","Jun 12, 2026"
"FSWP: PLN 4.500000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-102,203.46","0.00","30,683,422.70","117,284,000.00","-","-","-","Poland","-","USD","4.46","0.65","3.81","Sep 16, 2031","4.50","4.46","-","0.65","4.46","0.65","PLN","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 3.017000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-104,564.52","0.00","16,358,257.13","23,192,000.00","-","-","-","Canada","-","USD","4.59","0.82","1.41","Sep 16, 2031","3.02","4.59","-","0.82","4.59","0.82","CAD","Sep 16, 2026","Jun 12, 2026"
"NOK/USD","Cash and/or Derivatives","Forwards","-109,328.73","0.00","-109,328.73","-32,848,000.00","-","-","-","United States","-","USD","0.00","-","9.62","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 3.177500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-110,245.33","0.00","7,714,370.31","24,047,000.00","-","-","-","Israel","-","USD","4.59","-0.12","3.07","Sep 16, 2031","3.18","4.59","-","-0.12","4.59","-0.12","ILS","Sep 16, 2026","Jun 23, 2026"
"FSWP: KRW 4.043000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-110,942.84","0.00","25,500,959.41","37,571,380,000.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.04","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","Jun 01, 2026"
"NZD/USD","Cash and/or Derivatives","Forwards","-112,957.73","0.00","-112,957.73","-9,575,000.00","-","-","-","United States","-","USD","0.00","-","1.73","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 2.991000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-116,031.85","0.00","15,262,850.14","21,665,000.00","-","-","-","Canada","-","USD","4.59","0.82","1.41","Sep 16, 2031","2.99","4.59","-","0.82","4.59","0.82","CAD","Sep 16, 2026","Jun 01, 2026"
"FSWP: TWD 2.303000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-124,179.66","0.00","24,124,536.22","783,670,000.00","-","-","-","Taiwan","-","USD","4.67","0.70","32.32","Sep 16, 2031","2.30","4.67","-","0.70","4.67","0.70","TWD","Sep 16, 2026","Jul 14, 2026"
"FSWP: TWD 2.296500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-141,346.70","0.00","25,904,590.24","841,752,590.00","-","-","-","Taiwan","-","USD","4.67","0.70","32.32","Sep 16, 2031","2.30","4.67","-","0.70","4.67","0.70","TWD","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 3.312980 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-154,395.63","-0.01","4,435,063.24","752,372,940.00","-","-","-","Japan","-","USD","18.36","2.43","163.94","Sep 20, 2056","3.31","18.36","-","2.43","18.36","2.43","JPY","Sep 16, 2026","Jun 12, 2026"
"FSWP: PLN 4.340000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-178,503.11","-0.01","17,141,758.33","65,985,000.00","-","-","-","Poland","-","USD","4.47","0.62","3.81","Sep 16, 2031","4.34","4.47","-","0.62","4.47","0.62","PLN","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 6.699000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-180,603.40","-0.01","-38,235,220.39","-3,675,029,500.00","-","-","-","India","-","USD","4.16","1.15","96.57","Sep 16, 2031","6.70","4.16","-","1.15","4.16","1.15","INR","Sep 16, 2026","May 29, 2026"
"SWP: OIS 14.115000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-180,443.53","-0.01","17,576,264.00","90,173,000.00","-","-","-","Brazil","-","USD","2.23","0.19","5.08","Jan 02, 2029","14.12","2.23","-","0.19","2.23","0.19","BRL","Jul 06, 2026","Jul 06, 2026"
"FSWP: OIS 3.088000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-192,074.23","-0.01","10,409,406.28","32,581,000.00","-","-","-","Israel","-","USD","4.60","-0.13","3.07","Sep 16, 2031","3.09","4.60","-","-0.13","4.60","-0.13","ILS","Sep 16, 2026","Jun 30, 2026"
"FSWP: OIS 1.830000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-194,614.71","-0.01","-92,759,139.66","-3,129,838,000.00","-","-","-","Thailand","-","USD","4.74","0.77","33.81","Sep 16, 2031","1.83","4.74","-","0.77","4.74","0.77","THB","Sep 16, 2026","May 29, 2026"
"SWP: OIS 13.985000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-196,967.10","-0.01","14,972,431.80","77,034,000.00","-","-","-","Brazil","-","USD","2.22","0.16","5.08","Jan 02, 2029","13.98","2.22","-","0.16","2.22","0.16","BRL","Jul 13, 2026","Jul 13, 2026"
"DERIV SGD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-200,317.87","-0.01","-200,317.87","-259,011.00","-","-","-","Singapore","-","USD","0.00","3.60","1.29","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","SGD","Jan 01, 2000","Jan 01, 2000"
"FSWP: GBP 4.316000 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","-223,573.54","-0.01","28,738,482.31","21,749,000.00","-","-","-","United Kingdom","-","USD","4.47","0.62","0.75","Sep 16, 2031","4.32","4.47","-","0.62","4.47","0.62","GBP","Sep 16, 2026","Jul 17, 2026"
"FSWP: KRW 4.000000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-227,132.47","-0.01","36,041,705.82","53,204,572,325.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.00","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","May 29, 2026"
"ILS CASH","Cash and/or Derivatives","Cash","-227,718.21","-0.01","-227,718.21","-699,835.00","-","-","-","Israel","-","USD","0.00","3.60","3.07","-","0.00","0.00","-","3.60","0.00","3.60","ILS","-","Jan 01, 1990"
"FSWP: PLN 4.207500 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-230,084.07","-0.01","14,068,433.40","54,473,062.00","-","-","-","Poland","-","USD","4.48","0.60","3.81","Sep 16, 2031","4.21","4.48","-","0.60","4.48","0.60","PLN","Sep 16, 2026","Jun 18, 2026"
"KRW CASH","Cash and/or Derivatives","Cash","-237,518.19","-0.01","-237,518.19","-348,427,310.00","-","-","-","Korea (South)","-","USD","0.00","2.82","1,466.95","-","0.00","0.00","-","2.82","0.00","2.82","KRW","-","Jan 01, 1989"
"FSWP: OIS 0.396400 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-262,317.22","-0.01","34,231,590.08","28,166,000.00","-","-","-","Switzerland","-","USD","4.95","0.58","0.82","Sep 16, 2031","0.40","4.95","-","0.58","4.95","0.58","CHF","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 3.050000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-272,318.07","-0.01","56,027,238.28","79,312,000.00","-","-","-","Canada","-","USD","4.58","0.82","1.41","Sep 16, 2031","3.05","4.58","-","0.82","4.58","0.82","CAD","Sep 16, 2026","Jul 13, 2026"
"FSWP: OIS 7.820000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-278,601.20","-0.01","30,507,526.33","539,316,000.00","-","-","-","Mexico","-","USD","3.91","1.46","17.52","Sep 11, 2031","7.82","3.91","-","1.46","3.91","1.46","MXN","Sep 17, 2026","Jul 20, 2026"
"FSWP: OIS 3.286940 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-310,703.45","-0.01","7,741,268.37","1,320,000,000.00","-","-","-","Japan","-","USD","18.39","2.42","163.94","Sep 20, 2056","3.29","18.39","-","2.42","18.39","2.42","JPY","Sep 16, 2026","Jun 17, 2026"
"FSWP: OIS 3.046250 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-339,915.82","-0.01","67,520,243.89","95,598,000.00","-","-","-","Canada","-","USD","4.58","0.82","1.41","Sep 16, 2031","3.05","4.58","-","0.82","4.58","0.82","CAD","Sep 16, 2026","Jul 14, 2026"
"FSWP: GBP 4.412100 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","-349,297.44","-0.01","98,899,908.71","74,531,000.00","-","-","-","United Kingdom","-","USD","4.47","0.64","0.75","Sep 16, 2031","4.41","4.47","-","0.64","4.47","0.64","GBP","Sep 16, 2026","Jul 22, 2026"
"FSWP: OIS 7.765000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-364,282.51","-0.01","31,814,400.74","563,711,000.00","-","-","-","Mexico","-","USD","3.91","1.44","17.52","Sep 11, 2031","7.76","3.91","-","1.44","3.91","1.44","MXN","Sep 17, 2026","Jun 22, 2026"
"FSWP: PLN 4.222500 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","-386,470.27","-0.01","24,649,649.11","95,380,104.00","-","-","-","Poland","-","USD","4.48","0.60","3.81","Sep 16, 2031","4.22","4.48","-","0.60","4.48","0.60","PLN","Sep 16, 2026","Jun 18, 2026"
"FSWP: OIS 7.920000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-395,221.84","-0.01","79,927,985.80","1,407,114,000.00","-","-","-","Mexico","-","USD","3.90","1.49","17.52","Sep 11, 2031","7.92","3.90","-","1.49","3.90","1.49","MXN","Sep 17, 2026","May 29, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-400,030.83","-0.01","-400,030.83","-42,093,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-470,609.47","-0.02","-470,609.47","-71,248,000.00","-","-","-","United States","-","USD","0.00","-","1.41","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 3.380000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-586,379.24","-0.02","27,454,006.92","4,596,800,704.00","-","-","-","Japan","-","USD","18.29","2.44","163.94","Sep 20, 2056","3.38","18.29","-","2.44","18.29","2.44","JPY","Sep 16, 2026","Jun 05, 2026"
"DERIV AUD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-669,604.83","-0.02","-669,604.83","-960,351.00","-","-","-","Australia","-","USD","0.00","4.32","1.43","Jul 24, 2026","4.32","0.00","-","4.32","0.00","4.32","AUD","Jan 01, 2000","Jan 01, 2000"
"DERIV CZK BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-741,522.64","-0.03","-741,522.64","-15,775,375.00","-","-","-","Czech Republic","-","USD","0.00","3.80","21.27","Jul 24, 2026","3.80","0.00","-","3.80","0.00","3.80","CZK","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 2.955800 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-863,902.32","-0.03","93,443,817.29","132,856,000.00","-","-","-","Canada","-","USD","4.59","0.81","1.41","Sep 16, 2031","2.96","4.59","-","0.81","4.59","0.81","CAD","Sep 16, 2026","May 29, 2026"
"AUD CASH","Cash and/or Derivatives","Cash","-887,090.58","-0.03","-887,090.58","-1,272,270.00","-","-","-","Australia","-","USD","0.00","4.32","1.43","-","0.00","0.00","-","4.32","0.00","4.32","AUD","-","Jan 01, 1990"
"GBP/USD","Cash and/or Derivatives","Forwards","-971,996.85","-0.03","-971,996.85","-114,205,000.00","-","-","-","United States","-","USD","0.00","-","0.75","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-1,128,688.45","-0.04","-1,128,688.45","-57,627,422,000.00","-","-","-","United States","-","USD","0.00","-","1,472.46","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: KRW 3.998290 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-1,133,268.50","-0.04","177,636,826.37","262,246,790,675.00","-","-","-","Korea (South)","-","USD","4.44","1.18","1,466.95","Sep 16, 2031","4.00","4.44","-","1.18","4.44","1.18","KRW","Sep 16, 2026","May 29, 2026"
"CNY CASH","Cash and/or Derivatives","Cash","-1,193,082.21","-0.04","-1,193,082.21","-8,077,882.00","-","-","-","China","-","USD","0.00","3.60","6.77","-","0.00","0.00","-","3.60","0.00","3.60","CNY","-","Dec 31, 1989"
"DERIV SEK BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-1,455,836.90","-0.05","-1,455,836.90","-14,121,903.00","-","-","-","Sweden","-","USD","0.00","1.89","9.76","Jul 24, 2026","1.89","0.00","-","1.89","0.00","1.89","SEK","Jan 01, 2000","Jan 01, 2000"
"PLN CASH","Cash and/or Derivatives","Cash","-1,884,986.16","-0.06","-1,884,986.16","-7,181,232.00","-","-","-","Poland","-","USD","0.00","3.73","3.81","-","0.00","0.00","-","3.73","0.00","3.73","PLN","-","Jan 01, 1990"
"MXN CASH","Cash and/or Derivatives","Cash","-2,038,256.19","-0.07","-2,038,256.19","-35,706,478.00","-","-","-","Mexico","-","USD","0.00","6.76","17.52","-","0.00","0.00","-","6.76","0.00","6.76","MXN","-","Jan 01, 1990"
"GBP CASH","Cash and/or Derivatives","Cash","-2,265,856.21","-0.08","-2,265,856.21","-1,701,540.00","GBP_CCASH","-","-","United Kingdom","-","USD","0.00","3.60","0.75","-","0.00","0.00","-","3.60","0.00","3.60","GBP","-","Jan 01, 1989"
"DERIV ZAR BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-2,505,954.74","-0.08","-2,505,954.74","-41,965,345.00","-","-","-","South Africa","-","USD","0.00","6.92","16.75","Jul 24, 2026","6.92","0.00","-","6.92","0.00","6.92","ZAR","Jan 01, 2000","Jan 01, 2000"
"DERIV USD BALANCE WITH R93533 ICE","Cash and/or Derivatives","Cash Collateral and Margins","-6,712,069.91","-0.23","-6,712,069.91","-6,712,070.00","-","-","-","United States","-","USD","0.00","3.60","1.00","Jul 24, 2026","3.60","0.00","-","3.60","0.00","3.60","USD","Jan 01, 2000","Jan 01, 2000"
"DERIV EUR BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-11,924,955.96","-0.40","-11,924,955.96","-10,487,166.00","-","-","-","European Union","-","USD","0.00","2.21","0.88","Jul 24, 2026","2.21","0.00","-","2.21","0.00","2.21","EUR","Jan 01, 2000","Jan 01, 2000"