iShares Global Government Bond USD Hedged Active ETF
Fund Holdings as of,"Aug 06, 2026"
Inception Date,"Jun 25, 2025"
Shares Outstanding,"59,880,000.00"
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","86,326,412.93","2.87","86,326,412.93","86,300,523.00","066922519","US0669225197","BKGRT85","United States","-","USD","0.08","3.73","1.00","-","3.63","0.20","-","3.71","0.17","3.71","USD","-","Feb 04, 2009"
"TREASURY NOTE","Treasury","Fixed Income","54,350,563.86","1.81","54,350,563.86","53,000,000.00","91282CJF9","US91282CJF95","BPQ0075","United States","-","USD","2.08","4.28","1.00","Oct 31, 2028","4.88","2.07","-","4.28","2.07","4.28","USD","Oct 31, 2023","Oct 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","50,457,701.76","1.68","50,457,701.76","49,960,000.00","91282CJN2","US91282CJN20","BNTC728","United States","-","USD","2.17","4.28","1.00","Nov 30, 2028","4.38","2.17","-","4.28","2.17","4.28","USD","Nov 30, 2023","Nov 30, 2023"
"CASH COLLATERAL USD RBCFT","Cash and/or Derivatives","Cash Collateral and Margins","49,821,000.00","1.66","49,821,000.00","49,821,000.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.63","0.00","-","4.96","0.00","4.96","USD","Nov 12, 2024","Nov 12, 2024"
"TREASURY NOTE","Treasury","Fixed Income","48,624,679.35","1.62","48,624,679.35","49,600,000.00","91282CGZ8","US91282CGZ86","-","United States","-","USD","3.42","4.35","1.00","Apr 30, 2030","3.50","3.42","-","4.35","3.42","4.35","USD","Apr 30, 2023","May 01, 2023"
"TREASURY NOTE","Treasury","Fixed Income","46,993,927.54","1.56","46,993,927.54","47,320,000.00","91282CFY2","US91282CFY21","BP4XZ04","United States","-","USD","3.06","4.33","1.00","Nov 30, 2029","3.88","3.06","-","4.33","3.06","4.33","USD","Nov 30, 2022","Nov 30, 2022"
"TREASURY NOTE","Treasury","Fixed Income","43,175,464.68","1.43","43,175,464.68","46,770,000.00","91282CFF3","US91282CFF32","BPJK0D8","United States","-","USD","5.37","4.47","1.00","Aug 15, 2032","2.75","5.37","-","4.47","5.37","4.47","USD","Aug 15, 2022","Aug 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","40,404,766.58","1.34","40,404,766.58","46,280,000.00","912828ZQ6","US912828ZQ64","BMHCRF6","United States","-","USD","3.65","4.35","1.00","May 15, 2030","0.63","3.65","-","4.35","3.65","4.35","USD","May 15, 2020","May 15, 2020"
"TREASURY NOTE","Treasury","Fixed Income","39,386,934.07","1.31","39,386,934.07","39,060,000.00","91282CLQ2","US91282CLQ23","BSVLV71","United States","-","USD","1.14","4.18","1.00","Oct 15, 2027","3.88","1.14","-","4.18","1.14","4.18","USD","Oct 15, 2024","Oct 15, 2024"
"TREASURY NOTE","Treasury","Fixed Income","37,618,685.16","1.25","37,618,685.16","40,590,000.00","91282CEP2","US91282CEP23","BPSLLY0","United States","-","USD","5.19","4.45","1.00","May 15, 2032","2.88","5.19","-","4.45","5.19","4.45","USD","May 15, 2022","May 16, 2022"
"TREASURY NOTE","Treasury","Fixed Income","34,416,277.54","1.14","34,416,277.54","35,590,000.00","91282CPM7","US91282CPM72","BVPJDT8","United States","-","USD","5.50","4.48","1.00","Nov 30, 2032","3.75","5.50","-","4.48","5.50","4.48","USD","Nov 30, 2025","Dec 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","29,265,035.09","0.97","29,265,035.09","30,070,000.00","91282CPY1","US91282CPY11","BWQLSF1","United States","-","USD","5.63","4.49","1.00","Jan 31, 2033","4.00","5.63","-","4.49","5.63","4.49","USD","Jan 31, 2026","Feb 02, 2026"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","29,229,723.71","0.97","29,229,723.71","29,229,724.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.63","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"TREASURY NOTE","Treasury","Fixed Income","27,470,548.16","0.91","27,470,548.16","27,590,000.00","91282CPL9","US91282CPL99","BVPJDS7","United States","-","USD","1.27","4.20","1.00","Nov 30, 2027","3.38","1.27","-","4.20","1.27","4.20","USD","Nov 30, 2025","Dec 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","27,126,256.77","0.90","27,126,256.77","30,670,000.00","91282CDY4","US91282CDY49","BM96PV8","United States","-","USD","5.09","4.44","1.00","Feb 15, 2032","1.88","5.09","-","4.44","5.09","4.44","USD","Feb 15, 2022","Feb 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","26,036,142.80","0.87","26,036,142.80","26,490,000.00","91282CNC1","US91282CNC19","BPJK9X1","United States","-","USD","7.15","4.62","1.00","May 15, 2035","4.25","7.16","-","4.62","7.16","4.62","USD","May 15, 2025","May 15, 2025"
"TREASURY NOTE","Treasury","Fixed Income","25,011,914.45","0.83","25,011,914.45","25,200,000.00","91282CQG9","US91282CQG95","BW5YW93","United States","-","USD","4.15","4.38","1.00","Mar 31, 2031","3.88","4.15","-","4.38","4.15","4.38","USD","Mar 31, 2026","Mar 31, 2026"
"TREASURY BOND","Treasury","Fixed Income","24,385,366.78","0.81","24,385,366.78","39,760,000.00","912810SQ2","US912810SQ22","BKVKF47","United States","-","USD","12.18","5.06","1.00","Aug 15, 2040","1.13","12.21","-","5.06","12.21","5.06","USD","Aug 15, 2020","Aug 31, 2020"
"TREASURY NOTE","Treasury","Fixed Income","23,800,073.60","0.79","23,800,073.60","23,730,000.00","91282CFZ9","US91282CFZ95","BP4XZ15","United States","-","USD","1.26","4.19","1.00","Nov 30, 2027","3.88","1.26","-","4.19","1.26","4.19","USD","Nov 30, 2022","Nov 30, 2022"
"TREASURY BOND","Treasury","Fixed Income","23,613,050.97","0.78","23,613,050.97","35,920,000.00","912810TA6","US912810TA60","BLDBLR0","United States","-","USD","12.20","5.13","1.00","Aug 15, 2041","1.75","12.25","-","5.13","12.25","5.13","USD","Aug 15, 2021","Aug 31, 2021"
"TREASURY NOTE","Treasury","Fixed Income","22,755,267.39","0.76","22,755,267.39","23,370,000.00","91282CGJ4","US91282CGJ45","BPQGCQ6","United States","-","USD","3.24","4.34","1.00","Jan 31, 2030","3.50","3.24","-","4.34","3.24","4.34","USD","Jan 31, 2023","Jan 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","22,608,670.11","0.75","22,608,670.11","22,140,000.00","91282CHX2","US91282CHX20","BMGC3Q0","United States","-","USD","1.92","4.26","1.00","Aug 31, 2028","4.38","1.92","-","4.26","1.92","4.26","USD","Aug 31, 2023","Aug 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","22,481,319.12","0.75","22,481,319.12","22,190,000.00","91282CKC4","US91282CKC46","BMG7NX2","United States","-","USD","4.03","4.38","1.00","Feb 28, 2031","4.25","4.03","-","4.38","4.03","4.38","USD","Feb 29, 2024","Feb 29, 2024"
"TREASURY NOTE","Treasury","Fixed Income","22,050,206.43","0.73","22,050,206.43","22,230,000.00","91282CNT4","US91282CNT44","BQT2LK5","United States","-","USD","7.24","4.64","1.00","Aug 15, 2035","4.25","7.24","-","4.64","7.24","4.64","USD","Aug 15, 2025","Aug 15, 2025"
"JAPAN (GOVERNMENT OF) 10YR #2","Treasury","Fixed Income","20,685,986.21","0.69","20,685,986.21","3,619,500,000.00","-","JP1480021Q54","BMDQQK0","Japan","-","USD","7.22","2.56","158.23","Mar 20, 2034","1.00","7.22","-","2.56","7.22","2.56","JPY","Mar 20, 2024","May 29, 2024"
"TREASURY NOTE","Treasury","Fixed Income","20,297,515.35","0.67","20,297,515.35","20,460,000.00","91282CLC3","US91282CLC37","BRC1742","United States","-","USD","2.78","4.31","1.00","Jul 31, 2029","4.00","2.78","-","4.31","2.78","4.31","USD","Jul 31, 2024","Jul 31, 2024"
"TREASURY BOND","Treasury","Fixed Income","19,445,751.04","0.65","19,445,751.04","30,500,000.00","912810RT7","US912810RT79","BZ56WJ0","United States","-","USD","14.17","5.30","1.00","Aug 15, 2046","2.25","14.35","-","5.30","14.35","5.30","USD","Aug 15, 2016","Aug 15, 2016"
"TREASURY BOND","Treasury","Fixed Income","19,013,080.94","0.63","19,013,080.94","32,480,000.00","912810TD0","US912810TD00","BM96PW9","United States","-","USD","16.22","5.31","1.00","Feb 15, 2052","2.25","16.47","-","5.31","16.47","5.31","USD","Feb 15, 2022","Feb 15, 2022"
"TREASURY BOND","Treasury","Fixed Income","18,276,242.37","0.61","18,276,242.37","34,595,000.00","912810TB4","US912810TB44","BMCNFZ0","United States","-","USD","16.98","5.32","1.00","Nov 15, 2051","1.88","17.21","-","5.32","17.21","5.32","USD","Nov 15, 2021","Nov 15, 2021"
"JAPAN (GOVERNMENT OF) 2YR #484","Treasury","Fixed Income","18,244,753.97","0.61","18,244,753.97","2,882,450,000.00","-","JP1024841S56","BP96RM4","Japan","-","USD","1.70","1.53","158.23","May 01, 2028","1.40","1.70","-","1.53","1.70","1.53","JPY","May 01, 2026","May 01, 2026"
"JAPAN (GOVERNMENT OF) 5YR #181","Treasury","Fixed Income","16,184,795.73","0.54","16,184,795.73","2,611,450,000.00","-","JP1051811RA8","BTMMRP0","Japan","-","USD","3.97","1.94","158.23","Sep 20, 2030","1.30","3.97","-","1.94","3.97","1.94","JPY","Sep 20, 2025","Oct 10, 2025"
"JAPAN (GOVERNMENT OF) 10YR #1","Treasury","Fixed Income","16,009,962.59","0.53","16,009,962.59","2,856,300,000.00","-","JP1480011Q23","BP6TJW0","Japan","-","USD","7.09","2.54","158.23","Dec 20, 2033","0.70","7.09","-","2.54","7.09","2.54","JPY","Dec 20, 2023","Feb 15, 2024"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","15,952,601.87","0.53","15,952,601.87","14,170,000.00","-","FR001400H7V7","BPK28C8","France","-","USD","6.12","3.49","0.87","May 25, 2033","3.00","6.00","-","3.49","6.00","3.49","EUR","May 25, 2022","Apr 12, 2023"
"TREASURY NOTE","Treasury","Fixed Income","15,779,037.91","0.52","15,779,037.91","16,120,000.00","91282CJQ5","US91282CJQ50","BRT4MF0","United States","-","USD","3.99","4.38","1.00","Dec 31, 2030","3.75","3.99","-","4.38","3.99","4.38","USD","Dec 31, 2023","Jan 02, 2024"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","15,666,613.90","0.52","15,666,613.90","11,650,000.00","-","GB00BVP99566","BVP9956","United Kingdom","-","USD","2.59","4.37","0.74","May 22, 2029","4.00","2.59","-","4.37","2.59","4.37","GBP","Oct 09, 2025","Oct 09, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","15,645,279.22","0.52","15,645,279.22","13,430,000.00","-","FR0014018OI0","-","France","-","USD","5.03","3.34","0.87","Feb 25, 2032","3.25","4.94","-","3.34","4.94","3.34","EUR","Feb 25, 2026","May 25, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","15,561,664.96","0.52","15,561,664.96","13,400,000.00","-","ES0000012O00","BLGTZG8","Spain","-","USD","3.29","2.91","0.87","Jan 31, 2030","2.70","3.24","-","2.91","3.24","2.91","EUR","Nov 12, 2024","Nov 12, 2024"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","15,533,251.12","0.52","15,533,251.12","13,450,000.00","-","FR001400PM68","BRDX877","France","-","USD","3.35","3.07","0.87","Feb 25, 2030","2.75","3.30","-","3.07","3.30","3.07","EUR","Feb 25, 2024","Apr 22, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","15,054,672.26","0.50","15,054,672.26","12,960,000.00","-","IT0005622128","BQXM3C7","Italy","-","USD","1.16","2.83","0.87","Oct 15, 2027","2.70","1.16","-","2.83","1.16","2.83","EUR","Nov 15, 2024","Nov 15, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","14,863,144.65","0.49","14,863,144.65","13,000,000.00","-","FR001400Z2L7","BN7QFJ5","France","-","USD","4.24","3.19","0.87","Feb 25, 2031","2.70","4.16","-","3.19","4.16","3.19","EUR","Feb 25, 2025","Apr 23, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","14,750,358.55","0.49","14,750,358.55","12,800,000.00","-","IT0005706285","BVR0CW5","Italy","-","USD","8.17","3.89","0.87","Jul 01, 2036","3.80","8.15","-","3.89","8.15","3.89","EUR","Apr 22, 2026","Apr 22, 2026"
"JAPAN (GOVERNMENT OF) 30YR #29","Treasury","Fixed Income","14,596,013.30","0.49","14,596,013.30","2,444,100,000.00","-","JP13002918A0","B3F3YW4","Japan","-","USD","10.23","3.13","158.23","Sep 20, 2038","2.40","10.27","-","3.13","10.27","3.13","JPY","Sep 20, 2008","Oct 24, 2008"
"TREASURY NOTE","Treasury","Fixed Income","14,449,966.89","0.48","14,449,966.89","14,640,000.00","9128284V9","US9128284V99","BFZLQP9","United States","-","USD","1.91","4.26","1.00","Aug 15, 2028","2.88","1.91","-","4.26","1.91","4.26","USD","Aug 15, 2018","Aug 15, 2018"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","14,153,157.50","0.47","14,153,157.50","94,400,000.00","-","CND10009X0X2","-","China","-","USD","8.50","1.69","6.75","Nov 15, 2035","1.78","8.49","-","1.69","8.49","1.69","CNY","Nov 15, 2025","Nov 14, 2025"
"JAPAN (GOVERNMENT OF) 30YR #7","Treasury","Fixed Income","14,117,534.05","0.47","14,117,534.05","2,204,900,000.00","-","JP1300071253","6528465","Japan","-","USD","5.37","2.14","158.23","May 20, 2032","2.30","5.37","-","2.14","5.37","2.14","JPY","May 20, 2002","May 20, 2002"
"TREASURY NOTE","Treasury","Fixed Income","14,030,571.40","0.47","14,030,571.40","14,460,000.00","91282CPQ8","US91282CPQ86","BSSBHZ4","United States","-","USD","5.57","4.49","1.00","Dec 31, 2032","3.88","5.57","-","4.49","5.57","4.49","USD","Dec 31, 2025","Dec 31, 2025"
"JAPAN (GOVERNMENT OF) 30YR #6","Treasury","Fixed Income","14,001,879.72","0.47","14,001,879.72","2,169,250,000.00","-","JP13000611B1","6421757","Japan","-","USD","4.93","2.06","158.23","Nov 20, 2031","2.40","4.93","-","2.06","4.93","2.06","JPY","Nov 20, 2001","Nov 20, 2001"
"TREASURY BOND","Treasury","Fixed Income","14,000,554.26","0.47","14,000,554.26","20,210,000.00","912810RY6","US912810RY64","BF53YK6","United States","-","USD","13.97","5.29","1.00","Aug 15, 2047","2.75","14.18","-","5.29","14.18","5.29","USD","Aug 15, 2017","Aug 15, 2017"
"TREASURY BOND","Treasury","Fixed Income","13,792,027.51","0.46","13,792,027.51","27,460,000.00","912810SS8","US912810SS87","BN7JWV5","United States","-","USD","17.12","5.33","1.00","Nov 15, 2050","1.63","17.33","-","5.33","17.33","5.33","USD","Nov 15, 2020","Nov 16, 2020"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","13,729,150.35","0.46","13,729,150.35","92,150,000.00","-","CND1000B7VN1","-","China","-","USD","1.59","1.24","6.75","Mar 15, 2028","1.29","1.57","-","1.24","1.57","1.24","CNY","Mar 15, 2026","Mar 13, 2026"
"JAPAN (GOVERNMENT OF) 30YR #32","Treasury","Fixed Income","13,639,201.86","0.45","13,639,201.86","2,374,550,000.00","-","JP1300321A34","B645J83","Japan","-","USD","11.29","3.37","158.23","Mar 20, 2040","2.30","11.35","-","3.37","11.35","3.37","JPY","Mar 20, 2010","Mar 23, 2010"
"JAPAN (GOVERNMENT OF) 5YR #185","Treasury","Fixed Income","13,322,248.17","0.44","13,322,248.17","2,091,150,000.00","-","JP1051851S56","BRJHY53","Japan","-","USD","4.36","1.99","158.23","Mar 20, 2031","2.00","4.36","-","1.99","4.36","1.99","JPY","Mar 20, 2026","May 19, 2026"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","13,306,676.29","0.44","13,306,676.29","13,306,676.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.63","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","13,239,102.07","0.44","13,239,102.07","11,400,000.00","-","FR001400HI98","BMFG5N4","France","-","USD","2.45","2.95","0.87","Feb 25, 2029","2.75","2.41","-","2.95","2.41","2.95","EUR","Feb 25, 2023","Apr 24, 2023"
"JAPAN (GOVERNMENT OF) 30YR #31","Treasury","Fixed Income","13,164,537.74","0.44","13,164,537.74","2,299,200,000.00","-","JP13003119A4","B4TQX85","Japan","-","USD","11.02","3.32","158.23","Sep 20, 2039","2.20","11.08","-","3.32","11.08","3.32","JPY","Sep 20, 2009","Oct 14, 2009"
"JAPAN (GOVERNMENT OF) 30YR #30","Treasury","Fixed Income","13,077,814.51","0.43","13,077,814.51","2,235,250,000.00","-","JP1300301940","B3VV701","Japan","-","USD","10.62","3.23","158.23","Mar 20, 2039","2.30","10.67","-","3.23","10.67","3.23","JPY","Mar 20, 2009","Apr 17, 2009"
"UK CONV GILT RegS","Treasury","Fixed Income","13,001,020.15","0.43","13,001,020.15","10,370,000.00","-","GB00BPJJKP77","BPJJKP7","United Kingdom","-","USD","11.05","5.50","0.74","Oct 22, 2043","4.75","11.20","-","5.50","11.20","5.50","GBP","Nov 16, 2023","Nov 16, 2023"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","12,499,682.07","0.42","12,499,682.07","10,860,000.00","-","ES0000012O59","BTFK999","Spain","-","USD","1.77","2.78","0.87","May 31, 2028","2.40","1.74","-","2.78","1.74","2.78","EUR","Jan 14, 2025","Jan 14, 2025"
"GBP CASH","Cash and/or Derivatives","Cash","12,445,859.46","0.41","12,445,859.46","9,242,776.00","GBP_CCASH","-","-","United Kingdom","-","USD","0.00","3.63","0.74","-","0.00","0.00","-","3.63","0.00","3.63","GBP","-","Jan 01, 1989"
"TREASURY BOND","Treasury","Fixed Income","12,406,125.41","0.41","12,406,125.41","18,380,000.00","912810TC2","US912810TC27","BPBMDF5","United States","-","USD","12.20","5.14","1.00","Nov 15, 2041","2.00","12.26","-","5.14","12.26","5.14","USD","Nov 15, 2021","Nov 30, 2021"
"UK CONV GILT RegS","Treasury","Fixed Income","12,390,846.61","0.41","12,390,846.61","9,270,000.00","-","GB00BVP99897","BVP9989","United Kingdom","-","USD","9.93","5.33","0.74","Jan 31, 2041","5.25","10.02","-","5.33","10.02","5.33","GBP","Oct 15, 2025","Oct 15, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","12,316,511.72","0.41","12,316,511.72","10,880,000.00","-","IT0005694630","-","Italy","-","USD","11.06","4.29","0.87","Oct 01, 2041","3.95","11.08","-","4.29","11.08","4.29","EUR","Feb 10, 2026","Feb 10, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","12,311,177.08","0.41","12,311,177.08","82,300,000.00","-","CND10008YMK6","-","China","-","USD","1.53","1.23","6.75","Feb 25, 2028","1.45","1.52","-","1.23","1.52","1.23","CNY","Feb 25, 2025","Feb 24, 2025"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","12,294,383.74","0.41","12,294,383.74","9,100,000.00","-","GB00BVP99673","BVP9967","United Kingdom","-","USD","4.06","4.46","0.74","Mar 07, 2031","4.13","4.06","-","4.46","4.06","4.46","GBP","Oct 24, 2025","Oct 24, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","12,095,274.21","0.40","12,095,274.21","8,810,000.00","-","GB00BSQNRC93","-","United Kingdom","-","USD","1.49","4.27","0.74","Mar 07, 2028","4.38","1.49","-","4.27","1.49","4.27","GBP","Nov 14, 2024","Nov 14, 2024"
"JAPAN (GOVERNMENT OF) 2YR #485","Treasury","Fixed Income","12,007,014.23","0.40","12,007,014.23","1,900,000,000.00","-","JP1024851S61","BXCHB06","Japan","-","USD","1.79","1.55","158.23","Jun 01, 2028","1.40","1.79","-","1.55","1.79","1.55","JPY","Jun 01, 2026","Jun 01, 2026"
"TREASURY NOTE (2OLD)","Treasury","Fixed Income","11,786,368.61","0.39","11,786,368.61","12,270,000.00","91282CPJ4","US91282CPJ44","BMJ0P87","United States","-","USD","7.54","4.65","1.00","Nov 15, 2035","4.00","7.55","-","4.65","7.55","4.65","USD","Nov 15, 2025","Nov 17, 2025"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","11,731,000.00","0.39","11,731,000.00","11,731,000.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.63","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","11,722,174.57","0.39","11,722,174.57","77,000,000.00","-","CND10008GYY9","-","China","-","USD","3.07","1.30","6.75","Oct 15, 2029","1.74","3.05","-","1.30","3.05","1.30","CNY","Oct 15, 2024","Oct 14, 2024"
"JAPAN (GOVERNMENT OF) 2YR #480","Treasury","Fixed Income","11,660,415.29","0.39","11,660,415.29","1,851,350,000.00","-","JP1024801S13","BRZXDQ9","Japan","-","USD","1.40","1.43","158.23","Jan 01, 2028","1.10","1.38","-","1.43","1.38","1.43","JPY","Jan 01, 2026","Jan 05, 2026"
"TREASURY BOND (OLD)","Treasury","Fixed Income","11,170,704.27","0.37","11,170,704.27","11,725,000.00","912810UR7","US912810UR76","BWBZNN1","United States","-","USD","14.59","5.22","1.00","Feb 15, 2056","4.75","14.91","-","5.22","14.91","5.22","USD","Feb 15, 2026","Feb 17, 2026"
"JAPAN (GOVERNMENT OF) 5YR #183","Treasury","Fixed Income","11,168,946.11","0.37","11,168,946.11","1,790,800,000.00","-","JP1051831S10","BSTQVK1","Japan","-","USD","4.19","1.98","158.23","Dec 20, 2030","1.60","4.19","-","1.98","4.19","1.98","JPY","Dec 20, 2025","Jan 15, 2026"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","11,050,573.76","0.37","11,050,573.76","12,900,000.00","-","FR0014009O62","BN4BYK7","France","-","USD","10.67","4.06","0.87","May 25, 2038","1.25","10.43","-","4.06","10.43","4.06","EUR","May 25, 2021","Apr 11, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","11,049,856.85","0.37","11,049,856.85","73,100,000.00","-","CND100088H73","-","China","-","USD","1.01","1.16","6.75","Aug 15, 2027","1.62","1.00","-","1.16","1.00","1.16","CNY","Aug 15, 2024","Aug 14, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","11,048,070.79","0.37","11,048,070.79","9,640,000.00","-","DE000BU25042","BSZBC63","Germany","-","USD","3.51","2.78","0.87","Apr 18, 2030","2.40","3.46","-","2.78","3.46","2.78","EUR","Jan 16, 2025","Jan 16, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","11,037,164.29","0.37","11,037,164.29","9,380,000.00","-","FR001400L834","BRBS1F3","France","-","USD","6.32","3.56","0.87","Nov 25, 2033","3.50","6.20","-","3.56","6.20","3.56","EUR","Nov 25, 2022","Oct 09, 2023"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","11,012,521.85","0.37","11,012,521.85","9,540,000.00","-","FR0014012II5","-","France","-","USD","7.77","3.80","0.87","Nov 25, 2035","3.50","7.60","-","3.80","7.60","3.80","EUR","Nov 25, 2024","Sep 08, 2025"
"JAPAN (GOVERNMENT OF) 5YR #180","Treasury","Fixed Income","10,988,013.41","0.37","10,988,013.41","1,787,400,000.00","-","JP1051801R90","BVTB4H5","Japan","-","USD","3.76","1.90","158.23","Jun 20, 2030","1.10","3.76","-","1.90","3.76","1.90","JPY","Jun 20, 2025","Sep 11, 2025"
"TREASURY BOND (2OLD)","Treasury","Fixed Income","10,944,006.11","0.36","10,944,006.11","11,880,000.00","912810UP1","US912810UP11","BMJ0P76","United States","-","USD","14.80","5.22","1.00","Nov 15, 2055","4.63","15.12","-","5.22","15.12","5.22","USD","Nov 15, 2025","Nov 17, 2025"
"JAPAN (GOVERNMENT OF) 2YR #481","Treasury","Fixed Income","10,698,163.58","0.36","10,698,163.58","1,696,200,000.00","-","JP1024811S29","BVYH070","Japan","-","USD","1.47","1.45","158.23","Feb 01, 2028","1.30","1.47","-","1.45","1.47","1.45","JPY","Feb 01, 2026","Feb 02, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","10,642,640.84","0.35","10,642,640.84","9,130,000.00","-","IT0005607970","BQ5HRF1","Italy","-","USD","7.21","3.75","0.87","Feb 01, 2035","3.85","7.19","-","3.75","7.19","3.75","EUR","Aug 01, 2024","Aug 01, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","10,581,263.27","0.35","10,581,263.27","9,260,000.00","-","FR0014017Z10","-","France","-","USD","8.90","3.95","0.87","Jun 25, 2037","3.80","8.72","-","3.95","8.72","3.95","EUR","Jun 25, 2025","Apr 21, 2026"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","10,561,202.69","0.35","10,561,202.69","7,710,000.00","-","GB00BSQNRD01","BSQNRD0","United Kingdom","-","USD","3.23","4.40","0.74","Mar 07, 2030","4.38","3.23","-","4.40","3.23","4.40","GBP","Jan 09, 2025","Jan 09, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","10,319,589.52","0.34","10,319,589.52","10,100,000.00","-","GB00BMF9LF76","BMF9LF7","United Kingdom","-","USD","15.88","5.63","0.74","Oct 22, 2063","4.00","16.28","-","5.63","16.28","5.63","GBP","May 17, 2023","May 17, 2023"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","10,167,022.99","0.34","10,167,022.99","8,820,000.00","-","IT0005641029","-","Italy","-","USD","1.80","2.92","0.87","Jun 15, 2028","2.65","1.79","-","2.92","1.79","2.92","EUR","Mar 17, 2025","Mar 17, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","10,034,082.24","0.33","10,034,082.24","8,460,000.00","-","GB00BQC4R999","BQC4R99","United Kingdom","-","USD","8.99","5.15","0.74","Jan 29, 2038","3.75","9.03","-","5.15","9.03","5.15","GBP","Nov 09, 2022","Nov 09, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,956,695.42","0.33","9,956,695.42","66,950,000.00","-","CND10009CBG1","-","China","-","USD","0.85","1.14","6.75","Jun 15, 2027","1.38","0.87","-","1.14","0.87","1.14","CNY","Jun 15, 2025","Jun 13, 2025"
"JAPAN (GOVERNMENT OF) 30YR #90","Treasury","Fixed Income","9,948,699.16","0.33","9,948,699.16","1,617,050,000.00","-","JP1300901S40","BSHRRG4","Japan","-","USD","16.63","4.00","158.23","Mar 20, 2056","3.70","17.38","-","4.00","17.38","4.00","JPY","Mar 20, 2026","Apr 08, 2026"
"TREASURY BOND","Treasury","Fixed Income","9,922,162.48","0.33","9,922,162.48","13,615,000.00","912810SC3","US912810SC36","BD59D47","United States","-","USD","14.00","5.29","1.00","May 15, 2048","3.13","14.22","-","5.29","14.22","5.29","USD","May 15, 2018","May 15, 2018"
"UK CONV GILT RegS","Treasury","Fixed Income","9,915,857.20","0.33","9,915,857.20","7,400,000.00","-","GB00BQC82B83","BQC82B8","United Kingdom","-","USD","2.75","4.36","0.74","Jul 22, 2029","4.13","2.75","-","4.36","2.75","4.36","GBP","May 01, 2024","May 01, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","9,811,209.98","0.33","9,811,209.98","8,510,000.00","-","IT0005692410","BVRY4Y3","Italy","-","USD","1.51","2.89","0.87","Feb 28, 2028","2.20","1.51","-","2.89","1.51","2.89","EUR","Jan 29, 2026","Jan 29, 2026"
"JAPAN (GOVERNMENT OF) 5YR #182","Treasury","Fixed Income","9,693,125.87","0.32","9,693,125.87","1,557,050,000.00","-","JP1051821RC3","BVV8Z93","Japan","-","USD","3.96","1.93","158.23","Sep 20, 2030","1.40","3.96","-","1.93","3.96","1.93","JPY","Sep 20, 2025","Dec 10, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,544,781.69","0.32","9,544,781.69","63,100,000.00","-","CND10009MKH9","-","China","-","USD","8.26","1.67","6.75","Aug 25, 2035","1.83","8.25","-","1.67","8.25","1.67","CNY","Aug 25, 2025","Aug 22, 2025"
"TREASURY NOTE","Treasury","Fixed Income","9,491,559.78","0.32","9,491,559.78","9,300,000.00","91282CKP5","US91282CKP58","BLDCKH6","United States","-","USD","2.51","4.30","1.00","Apr 30, 2029","4.63","2.52","-","4.30","2.52","4.30","USD","Apr 30, 2024","Apr 30, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,471,831.57","0.31","9,471,831.57","62,970,000.00","-","CND10009PRW6","-","China","-","USD","1.09","1.20","6.75","Sep 15, 2027","1.44","1.08","-","1.20","1.08","1.20","CNY","Sep 15, 2025","Sep 12, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,445,454.50","0.31","9,445,454.50","61,560,000.00","-","CND10005QTD8","-","China","-","USD","1.16","1.07","6.75","Oct 15, 2027","2.44","1.16","-","1.07","1.16","1.07","CNY","Oct 15, 2022","Oct 14, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,430,781.35","0.31","9,430,781.35","63,020,000.00","-","CND10009ZWS3","-","China","-","USD","1.34","1.24","6.75","Dec 15, 2027","1.36","1.33","-","1.24","1.33","1.24","CNY","Dec 15, 2025","Dec 12, 2025"
"JAPAN (GOVERNMENT OF) 20YR #196","Treasury","Fixed Income","9,403,897.75","0.31","9,403,897.75","1,521,800,000.00","-","JP1201961S47","BVK4W13","Japan","-","USD","13.65","3.71","158.23","Mar 20, 2046","3.40","13.93","-","3.71","13.93","3.71","JPY","Mar 20, 2026","Apr 15, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","9,355,460.76","0.31","9,355,460.76","7,970,000.00","-","IT0005584856","BJK16W9","Italy","-","USD","6.77","3.68","0.87","Jul 01, 2034","3.85","6.75","-","3.68","6.75","3.68","EUR","Mar 01, 2024","Mar 01, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,353,832.78","0.31","9,353,832.78","60,900,000.00","-","CND10005ZT18","-","China","-","USD","1.42","1.08","6.75","Jan 15, 2028","2.64","1.40","-","1.08","1.40","1.08","CNY","Jan 15, 2023","Jan 13, 2023"
"UK CONV GILT RegS","Treasury","Fixed Income","9,319,793.90","0.31","9,319,793.90","8,460,000.00","-","GB00BPSNBB36","BPSNBB3","United Kingdom","-","USD","14.27","5.69","0.74","Jul 31, 2054","4.38","14.69","-","5.69","14.69","5.69","GBP","Jan 24, 2024","Jan 24, 2024"
"JAPAN (GOVERNMENT OF) 30YR #34","Treasury","Fixed Income","9,250,894.08","0.31","9,250,894.08","1,661,150,000.00","-","JP1300341B39","B5V3ZN0","Japan","-","USD","12.00","3.52","158.23","Mar 20, 2041","2.20","12.09","-","3.52","12.09","3.52","JPY","Mar 20, 2011","Mar 22, 2011"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,139,471.65","0.30","9,139,471.65","60,900,000.00","-","CND10008M2X2","-","China","-","USD","1.26","1.19","6.75","Nov 15, 2027","1.42","1.25","-","1.19","1.25","1.19","CNY","Nov 15, 2024","Nov 14, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","9,094,634.12","0.30","9,094,634.12","8,500,000.00","-","FR001400WYO4","-","France","-","USD","11.79","4.30","0.87","May 25, 2042","3.60","11.56","-","4.30","11.56","4.30","EUR","May 25, 2024","Jan 28, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,090,866.03","0.30","9,090,866.03","60,900,000.00","-","CND10008WR28","-","China","-","USD","7.88","1.61","6.75","Feb 15, 2035","1.61","7.88","-","1.61","7.88","1.61","CNY","Feb 15, 2025","Feb 14, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","9,000,584.30","0.30","9,000,584.30","7,661,000.00","-","IT0005668238","BSSH503","Italy","-","USD","15.46","4.69","0.87","Oct 01, 2055","4.65","15.64","-","4.69","15.64","4.69","EUR","Sep 09, 2025","Sep 09, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","8,987,233.29","0.30","8,987,233.29","10,000,000.00","-","GB00BBJNQY21","BBJNQY2","United Kingdom","-","USD","17.27","5.56","0.74","Jul 22, 2068","3.50","17.51","-","5.56","17.51","5.56","GBP","Jun 26, 2013","Jun 26, 2013"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,983,149.48","0.30","8,983,149.48","60,500,000.00","-","CND1000BC1G9","-","China","-","USD","2.75","1.26","6.75","May 25, 2029","1.26","2.73","-","1.26","2.73","1.26","CNY","May 25, 2026","May 22, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","8,975,910.61","0.30","8,975,910.61","8,100,000.00","-","FR0014016CV2","-","France","-","USD","16.35","4.70","0.87","May 25, 2057","4.40","16.19","-","4.70","16.19","4.70","EUR","May 25, 2025","Feb 18, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","8,722,086.59","0.29","8,722,086.59","7,740,000.00","-","ES0000012O75","-","Spain","-","USD","11.09","3.87","0.87","Jan 31, 2041","3.50","10.91","-","3.87","10.91","3.87","EUR","Mar 04, 2025","Mar 04, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,646,896.26","0.29","8,646,896.26","42,500,000.00","-","CND10000LMZ8","-","China","-","USD","14.98","2.15","6.75","Mar 19, 2048","4.22","15.18","-","2.15","15.18","2.15","CNY","Mar 19, 2018","Mar 19, 2018"
"JAPAN (GOVERNMENT OF) 2YR #479","Treasury","Fixed Income","8,566,875.24","0.28","8,566,875.24","1,360,150,000.00","-","JP1024791RC2","BNG8D98","Japan","-","USD","1.30","1.40","158.23","Dec 01, 2027","1.00","1.30","-","1.40","1.30","1.40","JPY","Dec 01, 2025","Dec 01, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","8,518,708.32","0.28","8,518,708.32","7,300,000.00","-","DE000BU22106","-","Germany","-","USD","1.08","2.64","0.87","Sep 16, 2027","1.90","1.06","-","2.64","1.06","2.64","EUR","Jul 17, 2025","Jul 17, 2025"
"JAPAN (GOVERNMENT OF) 2YR #477","Treasury","Fixed Income","8,378,505.19","0.28","8,378,505.19","1,326,400,000.00","-","JP1024771RA8","BRBR3F4","Japan","-","USD","1.14","1.35","158.23","Oct 01, 2027","1.00","1.14","-","1.35","1.14","1.35","JPY","Oct 01, 2025","Oct 01, 2025"
"TREASURY BOND (OTR)","Treasury","Fixed Income","8,375,224.52","0.28","8,375,224.52","8,550,000.00","912810UU0","US912810UU06","BSHW985","United States","-","USD","14.67","5.21","1.00","May 15, 2056","5.00","15.00","-","5.21","15.00","5.21","USD","May 15, 2026","May 15, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,235,152.16","0.27","8,235,152.16","55,220,000.00","-","CND100098JS4","-","China","-","USD","8.11","1.61","6.75","May 15, 2035","1.65","8.11","-","1.61","8.11","1.61","CNY","May 15, 2025","May 14, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,232,603.96","0.27","8,232,603.96","52,900,000.00","-","CND100089K10","-","China","-","USD","7.34","1.56","6.75","Aug 25, 2034","2.11","7.34","-","1.56","7.34","1.56","CNY","Aug 25, 2024","Aug 23, 2024"
"TREASURY NOTE","Treasury","Fixed Income","8,109,451.43","0.27","8,109,451.43","8,080,000.00","91282CKF7","US91282CKF76","BQV12W9","United States","-","USD","4.12","4.38","1.00","Mar 31, 2031","4.13","4.13","-","4.38","4.13","4.38","USD","Mar 31, 2024","Apr 01, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,104,157.37","0.27","8,104,157.37","51,220,000.00","-","CND10007LB61","-","China","-","USD","6.87","1.54","6.75","Feb 25, 2034","2.35","6.86","-","1.54","6.86","1.54","CNY","Feb 25, 2024","Feb 23, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","7,953,751.92","0.26","7,953,751.92","6,880,000.00","-","FR0014016G71","-","France","-","USD","2.95","3.03","0.87","Sep 24, 2029","2.40","2.91","-","3.03","2.91","3.03","EUR","Sep 24, 2025","Feb 23, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,928,668.09","0.26","7,928,668.09","52,490,000.00","-","CND100084T81","-","China","-","USD","2.87","1.26","6.75","Jul 15, 2029","1.91","2.85","-","1.26","2.85","1.26","CNY","Jul 15, 2024","Jul 12, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,892,390.02","0.26","7,892,390.02","6,470,000.00","-","IT0005560948","BRJ7YZ3","Italy","-","USD","6.37","3.63","0.87","Mar 01, 2034","4.20","6.36","-","3.63","6.36","3.63","EUR","Sep 01, 2023","Sep 01, 2023"
"UK CONV GILT RegS","Treasury","Fixed Income","7,867,355.76","0.26","7,867,355.76","6,090,000.00","-","GB00BT7J0241","BT7J024","United Kingdom","-","USD","13.95","5.67","0.74","Jan 31, 2056","5.38","14.39","-","5.67","14.39","5.67","GBP","May 21, 2025","May 21, 2025"
"TREASURY NOTE","Treasury","Fixed Income","7,802,315.57","0.26","7,802,315.57","9,020,000.00","91282CCS8","US91282CCS89","BMWVP09","United States","-","USD","4.73","4.41","1.00","Aug 15, 2031","1.25","4.73","-","4.41","4.73","4.41","USD","Aug 15, 2021","Aug 16, 2021"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,748,815.07","0.26","7,748,815.07","49,480,000.00","-","CND10007YHJ0","-","China","-","USD","7.13","1.55","6.75","May 25, 2034","2.27","7.13","-","1.55","7.13","1.55","CNY","May 25, 2024","May 24, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,681,271.72","0.26","7,681,271.72","6,670,000.00","-","IT0005648149","BT7M960","Italy","-","USD","7.65","3.82","0.87","Oct 01, 2035","3.60","7.63","-","3.82","7.63","3.82","EUR","May 02, 2025","May 02, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,631,978.02","0.25","7,631,978.02","6,670,000.00","-","IT0005631590","-","Italy","-","USD","7.61","3.80","0.87","Aug 01, 2035","3.65","7.59","-","3.80","7.59","3.80","EUR","Jan 15, 2025","Jan 15, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","7,596,077.52","0.25","7,596,077.52","5,580,000.00","-","GB00BMF9LG83","BMF9LG8","United Kingdom","-","USD","1.74","4.29","0.74","Jun 07, 2028","4.50","1.73","-","4.29","1.73","4.29","GBP","Jun 21, 2023","Jun 21, 2023"
"TREASURY NOTE","Treasury","Fixed Income","7,594,578.80","0.25","7,594,578.80","7,600,000.00","91282CGC9","US91282CGC91","BMCVF10","United States","-","USD","1.35","4.22","1.00","Dec 31, 2027","3.88","1.34","-","4.22","1.34","4.22","USD","Dec 31, 2022","Jan 03, 2023"
"ICE: (CDX.NA.HY.46.V3)","Cash and/or Derivatives","Swaps","7,560,237.52","0.25","95,583,592.52","88,023,355.00","Z97JNT7P5","-","-","United States","-","USD","0.15","3.05","1.00","Jun 20, 2031","5.00","0.00","-","3.05","0.00","3.05","USD","Mar 20, 2026","Mar 20, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,469,990.42","0.25","7,469,990.42","49,590,000.00","-","CND10009LC19","-","China","-","USD","1.97","1.27","6.75","Aug 15, 2028","1.42","1.96","-","1.27","1.96","1.27","CNY","Aug 15, 2025","Aug 14, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,469,231.57","0.25","7,469,231.57","6,460,000.00","-","IT0005657330","BVN5990","Italy","-","USD","1.03","2.79","0.87","Aug 26, 2027","2.10","1.03","-","2.79","1.03","2.79","EUR","Jun 27, 2025","Jun 27, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","7,382,068.22","0.25","7,382,068.22","6,400,000.00","-","DE000BU27014","BTY1RC2","Germany","-","USD","5.67","2.90","0.87","Nov 15, 2032","2.50","5.59","-","2.90","5.59","2.90","EUR","Aug 29, 2025","Aug 29, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,353,037.75","0.24","7,353,037.75","6,260,000.00","-","FR001400NBC6","BPK8688","France","-","USD","1.10","2.78","0.87","Sep 24, 2027","2.50","1.08","-","2.78","1.08","2.78","EUR","Sep 24, 2023","Jan 22, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","7,280,438.26","0.24","7,280,438.26","6,910,000.00","-","DE000BU3F007","-","Germany","-","USD","11.99","3.41","0.87","May 15, 2041","2.60","11.83","-","3.41","11.83","3.41","EUR","May 15, 2025","Mar 10, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","7,267,644.11","0.24","7,267,644.11","6,280,000.00","-","ES0000012M85","BPYS9T6","Spain","-","USD","6.80","3.33","0.87","Apr 30, 2034","3.25","6.68","-","3.33","6.68","3.33","EUR","Jan 17, 2024","Jan 17, 2024"
"TREASURY NOTE","Treasury","Fixed Income","7,194,542.39","0.24","7,194,542.39","7,100,000.00","91282CKT7","US91282CKT70","BS3FRV7","United States","-","USD","2.60","4.31","1.00","May 31, 2029","4.50","2.60","-","4.31","2.60","4.31","USD","May 31, 2024","May 31, 2024"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","7,091,330.98","0.24","7,091,330.98","5,330,000.00","-","GB00BVP99780","BVP9978","United Kingdom","-","USD","5.58","4.64","0.74","Mar 07, 2033","4.13","5.59","-","4.64","5.59","4.64","GBP","Oct 30, 2025","Oct 30, 2025"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","7,061,338.63","0.23","7,061,338.63","6,100,000.00","-","ES0000012P74","-","Spain","-","USD","5.81","3.20","0.87","Jan 31, 2033","3.00","5.72","-","3.20","5.72","3.20","EUR","Oct 07, 2025","Oct 07, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,031,340.07","0.23","7,031,340.07","6,150,000.00","-","IT0005704868","-","Italy","-","USD","6.07","3.55","0.87","Jun 15, 2033","3.30","6.05","-","3.55","6.05","3.55","EUR","Apr 15, 2026","Apr 15, 2026"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","6,909,268.71","0.23","6,909,268.71","5,950,000.00","-","DE000BU22114","BW5T588","Germany","-","USD","1.32","2.71","0.87","Dec 16, 2027","2.00","1.30","-","2.71","1.30","2.71","EUR","Oct 16, 2025","Oct 16, 2025"
"JAPAN (GOVERNMENT OF) 10YR #381","Treasury","Fixed Income","6,845,059.86","0.23","6,845,059.86","1,134,600,000.00","-","JP1103811S13","BTZB538","Japan","-","USD","8.38","2.75","158.23","Dec 20, 2035","2.10","8.39","-","2.75","8.39","2.75","JPY","Dec 20, 2025","Jan 07, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","6,741,301.99","0.22","6,741,301.99","45,180,000.00","-","CND100099MQ0","-","China","-","USD","1.78","1.21","6.75","May 25, 2028","1.46","1.76","-","1.21","1.76","1.21","CNY","May 25, 2025","May 23, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","6,700,279.24","0.22","6,700,279.24","37,620,000.00","-","CND10000BLB2","-","China","-","USD","14.85","2.12","6.75","Aug 22, 2046","3.27","15.00","-","2.12","15.00","2.12","CNY","Aug 22, 2016","Aug 22, 2016"
"JAPAN (GOVERNMENT OF) 30YR #2","Treasury","Fixed Income","6,632,349.59","0.22","6,632,349.59","1,018,000,000.00","984999BN1","JP1300021001","6242505","Japan","-","USD","3.35","1.80","158.23","Feb 20, 2030","2.40","3.35","-","1.80","3.35","1.80","JPY","Feb 21, 2000","Feb 21, 2000"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,596,429.39","0.22","6,596,429.39","5,760,000.00","-","ES0000012S22","-","Spain","-","USD","8.60","3.56","0.87","Oct 31, 2036","3.40","8.45","-","3.56","8.45","3.56","EUR","Jun 03, 2026","Jun 03, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","6,520,806.97","0.22","6,520,806.97","5,740,000.00","-","IT0005671273","-","Italy","-","USD","4.19","3.25","0.87","Feb 01, 2031","2.85","4.17","-","3.25","4.17","3.25","EUR","Oct 01, 2025","Oct 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","6,294,996.60","0.21","6,294,996.60","6,600,000.00","91282CFC0","US91282CFC01","BPG9B13","United States","-","USD","2.82","4.31","1.00","Jul 31, 2029","2.63","2.82","-","4.31","2.82","4.31","USD","Jul 31, 2022","Aug 01, 2022"
"JAPAN (GOVERNMENT OF) 30YR #89","Treasury","Fixed Income","6,289,969.31","0.21","6,289,969.31","1,093,000,000.00","-","JP1300891S18","BN7BQY2","Japan","-","USD","17.04","4.10","158.23","Dec 20, 2055","3.40","17.78","-","4.10","17.78","4.10","JPY","Dec 20, 2025","Jan 09, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,184,699.86","0.21","6,184,699.86","5,720,000.00","-","ES0000012K95","BP0Q6X7","Spain","-","USD","12.67","3.97","0.87","Jul 30, 2043","3.45","12.48","-","3.97","12.48","3.97","EUR","Sep 27, 2022","Sep 27, 2022"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","6,170,281.02","0.21","6,170,281.02","9,050,000.00","-","AU000XCLWAU3","BYXQH78","Australia","-","USD","2.18","4.49","1.42","Nov 21, 2028","2.75","2.17","-","4.49","2.17","4.49","AUD","Nov 21, 2016","Mar 02, 2017"
"ICE: (CDX.NA.IG.46.V1)","Cash and/or Derivatives","Swaps","6,105,998.76","0.20","275,566,498.76","269,460,500.00","Z97J5BG58","-","-","United States","-","USD","0.04","0.51","1.00","Jun 20, 2031","1.00","0.00","-","0.51","0.00","0.51","USD","Mar 20, 2026","Mar 20, 2026"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","6,100,681.42","0.20","6,100,681.42","7,500,000.00","-","DE0001102614","BN6NGB6","Germany","-","USD","19.25","3.63","0.87","Aug 15, 2053","1.80","19.08","-","3.63","19.08","3.63","EUR","Aug 15, 2022","Oct 18, 2022"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,052,630.08","0.20","6,052,630.08","6,990,000.00","-","ES0000012I24","BMF1JG0","Spain","-","USD","10.27","3.65","0.87","Jul 30, 2037","0.85","10.07","-","3.65","10.07","3.65","EUR","Apr 20, 2021","Apr 20, 2021"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,036,353.56","0.20","6,036,353.56","5,010,000.00","-","ES0000012L78","BQWRWS2","Spain","-","USD","6.25","3.27","0.87","Oct 31, 2033","3.55","6.15","-","3.27","6.15","3.27","EUR","Jun 14, 2023","Jun 14, 2023"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","5,979,667.53","0.20","5,979,667.53","5,140,000.00","-","IT0005599904","BSNTQF6","Italy","-","USD","0.92","2.76","0.87","Jul 15, 2027","3.45","0.92","-","2.76","0.92","2.76","EUR","Jun 17, 2024","Jun 17, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,953,001.91","0.20","5,953,001.91","38,640,000.00","-","CND1000B1D59","-","China","-","USD","20.98","2.20","6.75","Jan 15, 2056","2.38","21.24","-","2.20","21.24","2.20","CNY","Jan 15, 2026","Jan 14, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,930,445.35","0.20","5,930,445.35","39,450,000.00","-","CND1000B89M3","-","China","-","USD","6.26","1.52","6.75","Mar 25, 2033","1.66","6.21","-","1.52","6.21","1.52","CNY","Mar 25, 2026","Mar 24, 2026"
"TREASURY NOTE","Treasury","Fixed Income","5,861,176.97","0.19","5,861,176.97","6,170,000.00","91282CEB3","US91282CEB37","BP94LT3","United States","-","USD","2.44","4.29","1.00","Feb 28, 2029","1.88","2.44","-","4.29","2.44","4.29","USD","Feb 28, 2022","Feb 28, 2022"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,781,250.94","0.19","5,781,250.94","5,320,000.00","-","ES0000012K53","BPJHY48","Spain","-","USD","2.92","2.86","0.87","Jul 30, 2029","0.80","2.87","-","2.86","2.87","2.86","EUR","Mar 08, 2022","Mar 08, 2022"
"UK CONV GILT RegS","Treasury","Fixed Income","5,767,678.82","0.19","5,767,678.82","4,320,000.00","-","GB00BWBR1N39","BWBR1N3","United Kingdom","-","USD","7.78","4.99","0.74","Jul 31, 2036","4.88","7.81","-","4.99","7.81","4.99","GBP","Apr 15, 2026","Apr 15, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","5,723,026.30","0.19","5,723,026.30","4,300,000.00","-","GB00BPSNBF73","BPSNBF7","United Kingdom","-","USD","4.59","4.50","0.74","Oct 22, 2031","4.00","4.59","-","4.50","4.59","4.50","GBP","Feb 29, 2024","Feb 29, 2024"
"JAPAN (GOVERNMENT OF) 40YR #1","Treasury","Fixed Income","5,669,662.15","0.19","5,669,662.15","1,107,900,000.00","-","JP14000117B7","B292T58","Japan","-","USD","15.54","4.15","158.23","Mar 20, 2048","2.40","15.85","-","4.15","15.85","4.15","JPY","Sep 20, 2007","Nov 20, 2007"
"JAPAN (GOVERNMENT OF) 30YR #88","Treasury","Fixed Income","5,632,613.53","0.19","5,632,613.53","1,008,900,000.00","-","JP1300881RA0","BVZJ9W3","Japan","-","USD","17.05","4.18","158.23","Sep 20, 2055","3.20","17.76","-","4.18","17.76","4.18","JPY","Sep 20, 2025","Oct 08, 2025"
"JAPAN (GOVERNMENT OF) 20YR #195","Treasury","Fixed Income","5,375,616.34","0.18","5,375,616.34","901,500,000.00","-","JP1201951S15","BTQHHW8","Japan","-","USD","13.83","3.74","158.23","Dec 20, 2045","3.20","14.09","-","3.74","14.09","3.74","JPY","Dec 20, 2025","Jan 21, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","5,311,748.33","0.18","5,311,748.33","867,000.00","-","MX0MGO0001F1","-","Mexico","-","USD","2.19","7.78","17.20","Mar 01, 2029","8.50","2.23","-","7.78","2.23","7.78","MXN","Mar 09, 2023","Aug 21, 2023"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,195,100.85","0.17","5,195,100.85","4,530,000.00","-","DE000BU2T000","-","Germany","-","USD","14.52","3.55","0.87","May 15, 2047","3.40","14.40","-","3.55","14.40","3.55","EUR","Feb 03, 2026","Feb 03, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,193,941.08","0.17","5,193,941.08","4,660,000.00","-","ES0000012R56","-","Spain","-","USD","16.93","4.25","0.87","Oct 31, 2056","3.95","16.80","-","4.25","16.80","4.25","EUR","Mar 03, 2026","Mar 03, 2026"
"JAPAN (GOVERNMENT OF) 10YR #369","Treasury","Fixed Income","5,176,153.10","0.17","5,176,153.10","911,500,000.00","-","JP1103691P11","BNNT8R7","Japan","-","USD","6.20","2.34","158.23","Dec 20, 2032","0.50","6.20","-","2.34","6.20","2.34","JPY","Dec 20, 2022","Jan 06, 2023"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","5,146,300.13","0.17","5,146,300.13","4,537,000.00","-","BE0000366758","-","Belgium","-","USD","8.36","3.65","0.87","Jun 22, 2036","3.40","8.20","-","3.65","8.20","3.65","EUR","Jan 14, 2026","Jan 14, 2026"
"TREASURY BOND (OTR)","Treasury","Fixed Income","5,120,516.30","0.17","5,120,516.30","5,200,000.00","912810UV8","US912810UV88","BVSVZ39","United States","-","USD","12.00","5.22","1.00","May 15, 2046","5.00","12.22","-","5.22","12.22","5.22","USD","May 15, 2026","Jun 01, 2026"
"JAPAN (GOVERNMENT OF) 30YR #28","Treasury","Fixed Income","5,106,936.36","0.17","5,106,936.36","839,100,000.00","-","JP1300281845","B2QZ3B4","Japan","-","USD","9.83","3.04","158.23","Mar 20, 2038","2.50","9.87","-","3.04","9.87","3.04","JPY","Mar 20, 2008","Apr 18, 2008"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,104,976.19","0.17","5,104,976.19","34,030,000.00","-","CND10009XGG6","-","China","-","USD","2.26","1.27","6.75","Nov 25, 2028","1.40","2.23","-","1.27","2.23","1.27","CNY","Nov 25, 2025","Nov 24, 2025"
"TREASURY NOTE","Treasury","Fixed Income","5,102,529.35","0.17","5,102,529.35","5,000,000.00","91282CMN8","US91282CMN82","BRXZ4X1","United States","-","USD","1.44","4.23","1.00","Feb 15, 2028","4.25","1.43","-","4.23","1.43","4.23","USD","Feb 15, 2025","Feb 18, 2025"
"JAPAN (GOVERNMENT OF) 20YR #141","Treasury","Fixed Income","5,075,986.46","0.17","5,075,986.46","827,000,000.00","-","JP1201411CC4","B96L366","Japan","-","USD","5.98","2.26","158.23","Dec 20, 2032","1.70","5.98","-","2.26","5.98","2.26","JPY","Dec 20, 2012","Dec 20, 2012"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","5,048,608.78","0.17","5,048,608.78","7,112,000.00","135087T38","CA135087T388","-","Canada","-","USD","3.78","3.24","1.40","Sep 01, 2030","2.75","3.78","-","3.24","3.78","3.24","CAD","Apr 11, 2025","Apr 11, 2025"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,001,356.70","0.17","5,001,356.70","10,200,000.00","-","DE0001102481","BKSV3W7","Germany","-","USD","23.61","3.62","0.87","Aug 15, 2050","0.00","23.18","-","3.62","23.18","3.62","EUR","Aug 15, 2019","Aug 23, 2019"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,869,541.75","0.16","4,869,541.75","4,630,000.00","-","DE000BU2F009","BP6RCC5","Germany","-","USD","11.98","3.42","0.87","May 15, 2041","2.60","11.83","-","3.42","11.83","3.42","EUR","Apr 12, 2024","Apr 12, 2024"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","4,843,555.75","0.16","4,843,555.75","4,140,000.00","-","ES0000012L60","BP0Y0C8","Spain","-","USD","10.23","3.77","0.87","Jul 30, 2039","3.90","10.06","-","3.77","10.06","3.77","EUR","Feb 28, 2023","Feb 28, 2023"
"JAPAN (GOVERNMENT OF) 10YR #382","Treasury","Fixed Income","4,820,927.29","0.16","4,820,927.29","776,450,000.00","-","JP1103821S45","BS87J78","Japan","-","USD","8.42","2.75","158.23","Mar 20, 2036","2.40","8.44","-","2.75","8.44","2.75","JPY","Mar 20, 2026","Apr 03, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","4,787,086.37","0.16","4,787,086.37","4,170,000.00","-","ES0000012P90","BV2FLC8","Spain","-","USD","2.55","2.86","0.87","Mar 31, 2029","2.35","2.51","-","2.86","2.51","2.86","EUR","Jan 20, 2026","Jan 20, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,761,040.35","0.16","4,761,040.35","32,100,000.00","-","CND10009VCF1","-","China","-","USD","28.77","2.29","6.75","Nov 06, 2075","2.28","29.29","-","2.29","29.29","2.29","CNY","Nov 06, 2025","Nov 05, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,757,664.97","0.16","4,757,664.97","31,940,000.00","-","CND1000BBSJ4","-","China","-","USD","8.93","1.70","6.75","May 15, 2036","1.72","8.93","-","1.70","8.93","1.70","CNY","May 15, 2026","May 14, 2026"
"JAPAN (GOVERNMENT OF) 40YR #4","Treasury","Fixed Income","4,754,400.05","0.16","4,754,400.05","1,018,150,000.00","-","JP1400041B55","B401R76","Japan","-","USD","17.03","4.51","158.23","Mar 20, 2051","2.20","17.46","-","4.51","17.46","4.51","JPY","Mar 20, 2011","May 20, 2011"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,727,220.48","0.16","4,727,220.48","24,400,000.00","-","CND100045MS9","BN2RC70","China","-","USD","16.90","2.17","6.75","Apr 12, 2051","3.72","17.14","-","2.17","17.14","2.17","CNY","Apr 12, 2021","Apr 09, 2021"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,725,736.79","0.16","4,725,736.79","4,100,000.00","-","DE000BU25067","-","Germany","-","USD","4.37","2.83","0.87","Apr 16, 2031","2.50","4.31","-","2.83","4.31","2.83","EUR","Jan 15, 2026","Jan 15, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","4,692,185.79","0.16","4,692,185.79","6,990,000.00","-","AU000XCLWAX7","BFYTYN8","Australia","-","USD","3.08","4.48","1.42","Nov 21, 2029","2.75","3.08","-","4.48","3.08","4.48","AUD","Nov 21, 2017","Jan 25, 2018"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,606,988.37","0.15","4,606,988.37","24,400,000.00","-","CND10004NCM5","-","China","-","USD","17.34","2.17","6.75","Oct 18, 2051","3.53","17.58","-","2.17","17.58","2.17","CNY","Oct 18, 2021","Oct 18, 2021"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","4,570,036.13","0.15","4,570,036.13","3,970,000.00","-","NL0015073TQ2","BVPLJD0","Netherlands","-","USD","4.15","2.89","0.87","Jan 15, 2031","2.50","4.09","-","2.89","4.09","2.89","EUR","Jan 15, 2026","Jan 15, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","4,551,186.24","0.15","4,551,186.24","4,030,000.00","-","NL0015001RG8","BMWJL61","Netherlands","-","USD","12.94","3.55","0.87","Jan 15, 2044","3.25","12.80","-","3.55","12.80","3.55","EUR","Oct 19, 2023","Oct 19, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,537,140.81","0.15","4,537,140.81","24,710,000.00","-","CND100009RF1","-","China","-","USD","14.56","2.09","6.75","Apr 25, 2046","3.52","14.71","-","2.09","14.71","2.09","CNY","Apr 25, 2016","Apr 25, 2016"
"JAPAN (GOVERNMENT OF) 30YR #87","Treasury","Fixed Income","4,499,781.13","0.15","4,499,781.13","883,150,000.00","-","JP1300871R70","BVMQ8N1","Japan","-","USD","17.67","4.34","158.23","Jun 20, 2055","2.80","18.36","-","4.34","18.36","4.34","JPY","Jun 20, 2025","Jul 04, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","4,498,956.32","0.15","4,498,956.32","6,360,000.00","135087T79","CA135087T792","-","Canada","-","USD","4.21","3.22","1.40","Mar 01, 2031","2.75","4.20","-","3.22","4.20","3.22","CAD","Oct 02, 2025","Oct 02, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,431,005.51","0.15","4,431,005.51","26,250,000.00","-","CND10007NT69","-","China","-","USD","27.52","2.21","6.75","Mar 25, 2074","2.65","28.04","-","2.21","28.04","2.21","CNY","Mar 25, 2024","Mar 22, 2024"
"UK CONV GILT RegS","Treasury","Fixed Income","4,425,070.06","0.15","4,425,070.06","3,340,000.00","-","GB00BVP99905","BVP9990","United Kingdom","-","USD","8.05","5.05","0.74","Mar 07, 2037","4.63","8.08","-","5.05","8.08","5.05","GBP","Mar 11, 2026","Mar 11, 2026"
"TREASURY NOTE (OTR)","Treasury","Fixed Income","4,402,962.30","0.15","4,402,962.30","4,460,000.00","91282CQQ7","US91282CQQ77","BSHW963","United States","-","USD","7.76","4.67","1.00","May 15, 2036","4.38","7.77","-","4.67","7.77","4.67","USD","May 15, 2026","May 15, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","4,354,748.85","0.14","4,354,748.85","6,270,550,000.00","-","KR103503GG37","BTLPTZ4","Korea (South)","-","USD","4.15","3.98","1,423.45","Mar 10, 2031","3.38","4.15","-","3.98","4.15","3.98","KRW","Mar 10, 2026","Feb 24, 2026"
"JAPAN (GOVERNMENT OF) 20YR #142","Treasury","Fixed Income","4,249,041.60","0.14","4,249,041.60","688,000,000.00","-","JP1201421D22","B87LSB8","Japan","-","USD","5.96","2.25","158.23","Dec 20, 2032","1.80","5.96","-","2.25","5.96","2.25","JPY","Dec 20, 2012","Feb 25, 2013"
"TREASURY NOTE","Treasury","Fixed Income","4,221,990.66","0.14","4,221,990.66","4,150,000.00","91282CKD2","US91282CKD29","BMG7NM1","United States","-","USD","2.36","4.29","1.00","Feb 28, 2029","4.25","2.37","-","4.29","2.37","4.29","USD","Feb 29, 2024","Feb 29, 2024"
"FSWP: EUR 2.831000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","4,207,087.48","0.14","-520,272,060.02","-454,685,000.00","-","-","-","European Union","-","USD","4.68","0.23","0.87","Sep 16, 2031","2.83","4.68","-","0.23","4.68","0.23","EUR","Sep 16, 2026","May 29, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","4,196,166.83","0.14","4,196,166.83","750,000.00","-","MX0MGO0001L9","-","Mexico","-","USD","6.11","9.16","17.20","Feb 21, 2036","8.00","6.27","-","9.16","6.27","9.16","MXN","Mar 06, 2025","Jun 16, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,150,329.03","0.14","4,150,329.03","28,000,000.00","-","CND1000BD7V4","-","China","-","USD","1.87","1.25","6.75","Jun 25, 2028","1.21","1.85","-","1.25","1.85","1.25","CNY","Jun 25, 2026","Jun 25, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","4,052,692.71","0.13","4,052,692.71","5,530,000.00","135087R89","CA135087R895","BKVF1J9","Canada","-","USD","2.86","3.07","1.40","Sep 01, 2029","3.50","2.85","-","3.07","2.85","3.07","CAD","Apr 08, 2024","Apr 08, 2024"
"TREASURY NOTE","Treasury","Fixed Income","4,033,308.42","0.13","4,033,308.42","4,000,000.00","91282CLX7","US91282CLX73","BRK1506","United States","-","USD","1.22","4.20","1.00","Nov 15, 2027","4.13","1.22","-","4.20","1.22","4.20","USD","Nov 15, 2024","Nov 15, 2024"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","4,003,194.19","0.13","4,003,194.19","6,800,000.00","-","AU0000101792","BMGX738","Australia","-","USD","5.03","4.57","1.42","Nov 21, 2031","1.00","5.02","-","4.57","5.02","4.57","AUD","May 21, 2020","Sep 02, 2020"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,948,784.88","0.13","3,948,784.88","3,530,000.00","-","BE0000363722","-","Belgium","-","USD","7.72","3.55","0.87","Jun 22, 2035","3.10","7.58","-","3.55","7.58","3.55","EUR","Jan 14, 2025","Jan 14, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,944,882.11","0.13","3,944,882.11","5,530,000.00","135087U44","CA135087U444","-","Canada","-","USD","1.68","2.88","1.40","May 01, 2028","2.50","1.68","-","2.88","1.68","2.88","CAD","Feb 12, 2026","Feb 12, 2026"
"JAPAN (GOVERNMENT OF) 30YR #33","Treasury","Fixed Income","3,874,915.70","0.13","3,874,915.70","708,150,000.00","-","JP1300331A99","B64GKL6","Japan","-","USD","11.82","3.50","158.23","Sep 20, 2040","2.00","11.90","-","3.50","11.90","3.50","JPY","Sep 20, 2010","Sep 21, 2010"
"MXN CASH","Cash and/or Derivatives","Cash","3,809,148.80","0.13","3,809,148.80","65,532,596.00","-","-","-","Mexico","-","USD","0.00","6.74","17.20","-","0.00","0.00","-","6.74","0.00","6.74","MXN","-","Jan 01, 1990"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,797,010.86","0.13","3,797,010.86","3,830,000.00","-","FR001400XJJ3","-","France","-","USD","16.70","4.68","0.87","May 25, 2056","3.75","16.51","-","4.68","16.51","4.68","EUR","May 25, 2024","Feb 19, 2025"
"JAPAN (GOVERNMENT OF) 40YR #18","Treasury","Fixed Income","3,770,656.74","0.13","3,770,656.74","704,650,000.00","-","JP1400181R57","BL54H35","Japan","-","USD","19.67","4.23","158.23","Mar 20, 2065","3.10","20.51","-","4.23","20.51","4.23","JPY","Mar 20, 2025","May 29, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,664,424.52","0.12","3,664,424.52","6,157,190,000.00","-","KR103501GG39","-","Korea (South)","-","USD","16.62","4.53","1,423.45","Mar 10, 2056","3.50","16.85","-","4.53","16.85","4.53","KRW","Mar 10, 2026","Feb 04, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","3,628,881.66","0.12","3,628,881.66","3,620,000.00","-","GB00BPCJD997","BPCJD99","United Kingdom","-","USD","14.43","5.69","0.74","Oct 22, 2053","3.75","14.83","-","5.69","14.83","5.69","GBP","Jan 25, 2023","Jan 25, 2023"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,619,552.17","0.12","3,619,552.17","3,960,000.00","-","FR0013154044","BD0SJG3","France","-","USD","9.03","3.86","0.87","May 25, 2036","1.25","8.83","-","3.86","8.83","3.86","EUR","May 25, 2015","Apr 19, 2016"
"JAPAN (GOVERNMENT OF) 30YR #83","Treasury","Fixed Income","3,566,483.29","0.12","3,566,483.29","798,950,000.00","-","JP1300831Q70","BMCG6G7","Japan","-","USD","18.33","4.64","158.23","Jun 20, 2054","2.20","18.94","-","4.64","18.94","4.64","JPY","Jun 20, 2024","Jul 05, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,521,085.05","0.12","3,521,085.05","4,630,000.00","-","DE0001102432","BF51GY8","Germany","-","USD","17.82","3.60","0.87","Aug 15, 2048","1.25","17.59","-","3.60","17.59","3.60","EUR","Aug 15, 2017","Sep 22, 2017"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,507,141.53","0.12","3,507,141.53","4,930,000.00","135087U69","CA135087U691","-","Canada","-","USD","4.62","3.26","1.40","Sep 01, 2031","3.00","4.62","-","3.26","4.62","3.26","CAD","Apr 09, 2026","Apr 09, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,481,319.73","0.12","3,481,319.73","23,220,000.00","-","CND1000B5GQ9","-","China","-","USD","8.71","1.70","6.75","Feb 25, 2036","1.75","8.70","-","1.70","8.70","1.70","CNY","Feb 25, 2026","Feb 24, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,467,772.09","0.12","3,467,772.09","24,700,000.00","-","CND10008RFM0","-","China","-","USD","21.34","2.17","6.75","Jan 15, 2055","1.92","21.57","-","2.17","21.57","2.17","CNY","Jan 15, 2025","Jan 14, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,467,661.37","0.12","3,467,661.37","3,070,000.00","-","BE0000360694","BPYS9W9","Belgium","-","USD","7.14","3.46","0.87","Oct 22, 2034","2.85","7.01","-","3.46","7.01","3.46","EUR","Jan 16, 2024","Jan 16, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,463,612.21","0.12","3,463,612.21","5,080,000.00","135087P32","CA135087P329","BPH2JS4","Canada","-","USD","5.75","3.36","1.40","Dec 01, 2032","2.50","5.75","-","3.36","5.75","3.36","CAD","Aug 08, 2022","Aug 08, 2022"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,462,027.12","0.12","3,462,027.12","3,000,000.00","-","IT0005707614","-","Italy","-","USD","4.42","3.29","0.87","Jun 01, 2031","3.15","4.41","-","3.29","4.41","3.29","EUR","May 04, 2026","May 04, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,450,780.40","0.11","3,450,780.40","5,137,920,000.00","-","KR103503GF95","-","Korea (South)","-","USD","3.80","3.94","1,423.45","Sep 10, 2030","2.50","3.80","-","3.94","3.80","3.94","KRW","Sep 10, 2025","Aug 26, 2025"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","3,425,671.06","0.11","3,425,671.06","12,680,000.00","-","PL0000118519","BVPXDR8","Poland","-","USD","3.96","4.92","3.73","Jan 25, 2031","4.50","3.86","-","4.92","3.86","4.92","PLN","Jan 25, 2025","Oct 17, 2025"
"JAPAN (GOVERNMENT OF) 40YR #3","Treasury","Fixed Income","3,421,949.12","0.11","3,421,949.12","716,800,000.00","-","JP1400031A58","B3R7SY4","Japan","-","USD","16.67","4.38","158.23","Mar 20, 2050","2.20","17.05","-","4.38","17.05","4.38","JPY","Mar 20, 2010","May 18, 2010"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","3,393,709.08","0.11","3,393,709.08","14,100,000.00","-","MYBMN2500029","-","Malaysia","-","USD","7.55","3.73","4.09","Jul 02, 2035","3.48","7.55","-","3.73","7.55","3.73","MYR","Jun 30, 2025","Jun 30, 2025"
"BELGIUM (KINGDOM OF)","Treasury","Fixed Income","3,331,827.82","0.11","3,331,827.82","3,400,000.00","-","BE0000354630","BL6HWK5","Belgium","-","USD","5.74","3.21","0.87","Jun 22, 2032","0.35","5.64","-","3.21","5.64","3.21","EUR","Jan 25, 2022","Jan 25, 2022"
"JAPAN (GOVERNMENT OF) 5YR #4","Treasury","Fixed Income","3,325,380.73","0.11","3,325,380.73","531,650,000.00","-","JP1470041S18","BW46MS9","Japan","-","USD","4.19","1.91","158.23","Dec 20, 2030","1.60","4.19","-","1.91","4.19","1.91","JPY","Dec 20, 2025","Jan 27, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","3,292,809.31","0.11","3,292,809.31","12,160,000.00","-","PL0000116760","BRC2M17","Poland","-","USD","2.77","4.46","3.73","Jul 25, 2029","4.75","2.71","-","4.46","2.71","4.46","PLN","Jul 25, 2023","Mar 15, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,279,033.03","0.11","3,279,033.03","14,790,000.00","-","CND10002CGX0","-","China","-","USD","23.92","2.22","6.75","Jun 24, 2069","4.00","24.40","-","2.22","24.40","2.22","CNY","Jun 24, 2019","Jun 24, 2019"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","3,271,110.66","0.11","3,271,110.66","2,826,000.00","-","NL0015001DQ7","BMBR5H5","Netherlands","-","USD","3.25","2.81","0.87","Jan 15, 2030","2.50","3.21","-","2.81","3.21","2.81","EUR","Apr 06, 2023","Apr 06, 2023"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,252,531.52","0.11","3,252,531.52","5,460,000.00","-","AU0000143901","BM9KZS7","Australia","-","USD","5.79","4.67","1.42","Nov 21, 2032","1.75","5.79","-","4.67","5.79","4.67","AUD","Nov 21, 2020","Apr 20, 2021"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,211,896.42","0.11","3,211,896.42","4,850,000.00","-","AU0000249302","BQB9VK4","Australia","-","USD","6.57","4.80","1.42","May 21, 2034","3.75","6.57","-","4.80","6.57","4.80","AUD","Nov 21, 2022","Nov 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","3,125,400.41","0.10","3,125,400.41","3,630,000.00","91282CDJ7","US91282CDJ71","BMCNFW7","United States","-","USD","4.97","4.43","1.00","Nov 15, 2031","1.38","4.96","-","4.43","4.96","4.43","USD","Nov 15, 2021","Nov 15, 2021"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,114,337.55","0.10","3,114,337.55","4,520,000.00","135087Q23","CA135087Q236","BMWJ4B7","Canada","-","USD","6.11","3.39","1.40","Jun 01, 2033","2.75","6.12","-","3.39","6.12","3.39","CAD","Feb 06, 2023","Feb 06, 2023"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,101,635.04","0.10","3,101,635.04","2,650,000.00","-","BE0000362716","-","Belgium","-","USD","3.01","2.92","0.87","Oct 22, 2029","2.70","2.97","-","2.92","2.97","2.92","EUR","Apr 16, 2024","Apr 16, 2024"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,079,022.48","0.10","3,079,022.48","2,710,000.00","-","BE0000357666","BQVX247","Belgium","-","USD","6.19","3.31","0.87","Jun 22, 2033","3.00","6.09","-","3.31","6.09","3.31","EUR","Jan 17, 2023","Jan 17, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,041,519.08","0.10","3,041,519.08","4,270,000.00","135087T46","CA135087T461","-","Canada","-","USD","0.97","2.66","1.40","Aug 01, 2027","2.50","0.97","-","2.66","0.97","2.66","CAD","May 15, 2025","May 15, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,028,736.33","0.10","3,028,736.33","4,306,250,000.00","-","KR103501GE31","-","Korea (South)","-","USD","2.43","3.74","1,423.45","Mar 10, 2029","3.25","2.43","-","3.74","2.43","3.74","KRW","Mar 10, 2024","Jan 23, 2024"
"TREASURY NOTE","Treasury","Fixed Income","3,016,547.38","0.10","3,016,547.38","3,050,000.00","91282CQN4","US91282CQN47","BTWP748","United States","-","USD","5.74","4.51","1.00","Apr 30, 2033","4.13","5.74","-","4.51","5.74","4.51","USD","Apr 30, 2026","Apr 30, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","3,011,586.56","0.10","3,011,586.56","2,870,000.00","-","PTOTELOE0028","BKMG3B7","Portugal","-","USD","4.09","2.89","0.87","Oct 18, 2030","0.47","4.03","-","2.89","4.03","2.89","EUR","Jan 15, 2020","Jan 15, 2020"
"TREASURY BOND","Treasury","Fixed Income","2,998,889.27","0.10","2,998,889.27","4,500,000.00","912810RS9","US912810RS96","BYZ2TS9","United States","-","USD","13.89","5.29","1.00","May 15, 2046","2.50","14.07","-","5.29","14.07","5.29","USD","May 15, 2016","May 16, 2016"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","2,990,854.67","0.10","2,990,854.67","3,680,000.00","-","SGXF45447632","BQC84J0","Singapore","-","USD","2.53","1.75","1.28","Apr 01, 2029","3.00","2.52","-","1.75","2.52","1.75","SGD","Apr 01, 2024","Apr 01, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,985,464.33","0.10","2,985,464.33","20,000,000.00","-","CND1000B5GP1","-","China","-","USD","2.51","1.25","6.75","Feb 25, 2029","1.32","2.49","-","1.25","2.49","1.25","CNY","Feb 25, 2026","Feb 24, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,964,087.43","0.10","2,964,087.43","540,000.00","-","MX0MGO0001D6","-","Mexico","-","USD","5.05","8.84","17.20","May 26, 2033","7.50","5.15","-","8.84","5.15","8.84","MXN","Dec 08, 2022","Dec 09, 2022"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,960,400.31","0.10","2,960,400.31","2,790,000.00","-","BE0000359688","BP4Y3C5","Belgium","-","USD","12.51","4.15","0.87","Jun 22, 2043","3.45","12.30","-","4.15","12.30","4.15","EUR","May 24, 2023","May 24, 2023"
"JAPAN (GOVERNMENT OF) 40YR #17","Treasury","Fixed Income","2,918,151.00","0.10","2,918,151.00","689,700,000.00","-","JP1400171Q50","BRJQFJ1","Japan","-","USD","21.14","4.69","158.23","Mar 20, 2064","2.20","21.95","-","4.69","21.95","4.69","JPY","Mar 20, 2024","May 23, 2024"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,912,226.08","0.10","2,912,226.08","4,790,000.00","-","AU0000087454","BMDSVJ0","Australia","-","USD","4.19","4.51","1.42","Dec 21, 2030","1.00","4.18","-","4.51","4.18","4.51","AUD","Dec 21, 2019","May 21, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,845,140.52","0.09","2,845,140.52","3,830,000.00","135087Q98","CA135087Q988","BPP4M94","Canada","-","USD","2.39","3.01","1.40","Mar 01, 2029","4.00","2.39","-","3.01","2.39","3.01","CAD","Oct 13, 2023","Oct 13, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,839,683.50","0.09","2,839,683.50","4,080,000.00","135087U28","CA135087U287","-","Canada","-","USD","8.25","3.62","1.40","Jun 01, 2036","3.25","8.26","-","3.62","8.26","3.62","CAD","Jan 30, 2026","Jan 30, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,824,184.89","0.09","2,824,184.89","2,640,000.00","-","BE0000364738","-","Belgium","-","USD","11.99","4.12","0.87","Jun 22, 2042","3.45","11.78","-","4.12","11.78","4.12","EUR","Mar 11, 2025","Mar 11, 2025"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,812,484.36","0.09","2,812,484.36","490,000.00","-","MX0MGO0000P2","B6TC406","Mexico","-","USD","3.86","8.39","17.20","May 29, 2031","7.75","3.93","-","8.39","3.93","8.39","MXN","Jun 23, 2011","Sep 09, 2011"
"TREASURY BOND","Treasury","Fixed Income","2,805,627.76","0.09","2,805,627.76","5,200,000.00","912810SU3","US912810SU34","BM9WFN8","United States","-","USD","16.56","5.33","1.00","Feb 15, 2051","1.88","16.78","-","5.33","16.78","5.33","USD","Feb 15, 2021","Feb 16, 2021"
"JAPAN (GOVERNMENT OF) 2YR #482","Treasury","Fixed Income","2,793,973.31","0.09","2,793,973.31","440,800,000.00","-","JP1024821S35","BWQLK55","Japan","-","USD","1.54","1.48","158.23","Mar 01, 2028","1.30","1.54","-","1.48","1.54","1.48","JPY","Mar 01, 2026","Mar 02, 2026"
"SEK CASH","Cash and/or Derivatives","Cash","2,765,052.22","0.09","2,765,052.22","26,241,175.00","-","-","-","Sweden","-","USD","0.00","1.89","9.49","-","0.00","0.00","-","1.89","0.00","1.89","SEK","-","Jan 01, 1990"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,757,505.25","0.09","2,757,505.25","49,700,000,000.00","-","IDG000023607","-","Indonesia","-","USD","5.62","7.28","17,915.00","Feb 15, 2034","6.63","5.62","-","7.28","5.62","7.28","IDR","Aug 15, 2023","Aug 24, 2023"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,750,958.80","0.09","2,750,958.80","2,400,000.00","-","IT0005647265","-","Italy","-","USD","5.36","3.43","0.87","Jul 15, 2032","3.25","5.35","-","3.43","5.35","3.43","EUR","Apr 25, 2025","Apr 25, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","2,732,555.78","0.09","2,732,555.78","11,060,000.00","-","MYBMG2600021","BV5L1Y5","Malaysia","-","USD","2.45","3.32","4.09","Mar 15, 2029","3.24","2.45","-","3.32","2.45","3.32","MYR","Mar 16, 2026","Mar 16, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,703,811.48","0.09","2,703,811.48","13,800,000.00","-","CND10003N750","BMC3TQ9","China","-","USD","16.51","2.17","6.75","Sep 14, 2050","3.81","16.73","-","2.17","16.73","2.17","CNY","Sep 14, 2020","Sep 14, 2020"
"JAPAN (GOVERNMENT OF) 30YR #8","Treasury","Fixed Income","2,698,847.92","0.09","2,698,847.92","436,000,000.00","-","JP13000812B5","6565796","Japan","-","USD","5.89","2.24","158.23","Nov 22, 2032","1.80","5.89","-","2.24","5.89","2.24","JPY","Nov 20, 2002","Nov 20, 2002"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","2,693,062.47","0.09","2,693,062.47","11,370,000.00","-","MYBMO2000028","BMD9C89","Malaysia","-","USD","4.32","3.55","4.09","Apr 15, 2031","2.63","4.32","-","3.55","4.32","3.55","MYR","Oct 15, 2020","Oct 15, 2020"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,684,122.96","0.09","2,684,122.96","2,340,000.00","-","DE0001102622","BM8HPT0","Germany","-","USD","3.11","2.76","0.87","Nov 15, 2029","2.10","3.07","-","2.76","3.07","2.76","EUR","Oct 20, 2022","Oct 20, 2022"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,639,362.98","0.09","2,639,362.98","87,260,000.00","-","TH0623039409","-","Thailand","-","USD","2.64","1.33","33.06","Apr 17, 2029","1.19","2.64","-","1.33","2.64","1.33","THB","Oct 17, 2025","Oct 17, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,625,085.47","0.09","2,625,085.47","2,350,000.00","-","NL0015001AM2","BMW2052","Netherlands","-","USD","6.34","3.03","0.87","Jul 15, 2033","2.50","6.25","-","3.03","6.25","3.03","EUR","Feb 09, 2023","Feb 09, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,618,676.39","0.09","2,618,676.39","48,400,000,000.00","-","IDG000025701","BVMJVX1","Indonesia","-","USD","3.85","7.26","17,915.00","Mar 15, 2031","5.88","3.85","-","7.26","3.85","7.26","IDR","Mar 15, 2025","Aug 14, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,615,369.37","0.09","2,615,369.37","2,250,000.00","-","FR0014018YR0","BT24L65","France","-","USD","8.37","3.91","0.87","Nov 25, 2036","3.70","8.20","-","3.91","8.20","3.91","EUR","Nov 25, 2025","Jun 08, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,593,236.16","0.09","2,593,236.16","2,335,000.00","-","NL0015073VV8","BWTWQ24","Netherlands","-","USD","8.65","3.21","0.87","Jul 15, 2036","2.75","8.52","-","3.21","8.52","3.21","EUR","Mar 05, 2026","Mar 05, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,586,069.83","0.09","2,586,069.83","3,700,000.00","-","AU0000451593","-","Australia","-","USD","8.43","5.00","1.42","Oct 21, 2037","4.75","8.45","-","5.00","8.45","5.00","AUD","Oct 21, 2025","Jan 29, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,554,139.42","0.08","2,554,139.42","2,190,000.00","-","AT0000A3NY15","-","Austria","-","USD","5.48","3.07","0.87","Sep 20, 2032","2.80","5.40","-","3.07","5.40","3.07","EUR","Sep 02, 2025","Sep 02, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,553,390.61","0.08","2,553,390.61","4,550,000.00","-","FR0013154028","BD10344","France","-","USD","22.40","4.61","0.87","May 25, 2066","1.75","22.20","-","4.61","22.20","4.61","EUR","May 25, 2015","Apr 19, 2016"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,547,460.58","0.08","2,547,460.58","2,190,000.00","-","AT0000A33SH3","-","Austria","-","USD","2.67","2.80","0.87","May 23, 2029","2.90","2.64","-","2.80","2.64","2.80","EUR","Apr 25, 2023","Apr 25, 2023"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,520,551.43","0.08","2,520,551.43","2,230,000.00","-","BE0000367764","-","Belgium","-","USD","16.43","4.51","0.87","Jun 22, 2056","4.35","16.28","-","4.51","16.28","4.51","EUR","Feb 11, 2026","Feb 11, 2026"
"JAPAN (GOVERNMENT OF) 5YR #178","Treasury","Fixed Income","2,495,649.21","0.08","2,495,649.21","405,050,000.00","-","JP1051781R45","BN91P43","Japan","-","USD","3.52","1.85","158.23","Mar 20, 2030","1.00","3.52","-","1.85","3.52","1.85","JPY","Mar 20, 2025","Apr 11, 2025"
"JAPAN (GOVERNMENT OF) 10YR #371","Treasury","Fixed Income","2,469,925.10","0.08","2,469,925.10","443,900,000.00","-","JP1103711P74","BRZRFX2","Japan","-","USD","6.69","2.44","158.23","Jun 20, 2033","0.40","6.70","-","2.44","6.70","2.44","JPY","Jun 20, 2023","Jul 05, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,465,215.29","0.08","2,465,215.29","13,440,000.00","-","CND10002M200","-","China","-","USD","16.64","2.17","6.75","Mar 16, 2050","3.39","16.85","-","2.17","16.85","2.17","CNY","Mar 16, 2020","Mar 13, 2020"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,436,715.83","0.08","2,436,715.83","2,100,000.00","-","AT0000A3RVH9","-","Austria","-","USD","8.10","3.33","0.87","Feb 20, 2036","3.20","7.97","-","3.33","7.97","3.33","EUR","Jan 28, 2026","Jan 28, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","2,408,881.88","0.08","2,408,881.88","8,280,000.00","-","PL0000115291","-","Poland","-","USD","5.66","5.35","3.73","Oct 25, 2033","6.00","5.54","-","5.35","5.54","5.35","PLN","Oct 25, 2022","Dec 20, 2022"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,407,673.45","0.08","2,407,673.45","2,081,000.00","-","IT0005534141","BNG8LJ4","Italy","-","USD","15.11","4.63","0.87","Oct 01, 2053","4.50","15.27","-","4.63","15.27","4.63","EUR","Feb 23, 2023","Feb 23, 2023"
"JAPAN (GOVERNMENT OF) 20YR #194","Treasury","Fixed Income","2,381,414.21","0.08","2,381,414.21","426,700,000.00","-","JP1201941RA2","BS6RG46","Japan","-","USD","14.05","3.86","158.23","Sep 20, 2045","2.70","14.29","-","3.86","14.29","3.86","JPY","Sep 20, 2025","Oct 16, 2025"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,326,611.89","0.08","2,326,611.89","3,425,000.00","-","AU0000381832","-","Australia","-","USD","7.61","4.92","1.42","Mar 21, 2036","4.25","7.63","-","4.92","7.63","4.92","AUD","Sep 21, 2024","Feb 11, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,322,159.51","0.08","2,322,159.51","3,375,520,000.00","-","KR103501GF63","-","Korea (South)","-","USD","1.78","3.62","1,423.45","Jun 10, 2028","2.25","1.78","-","3.62","1.78","3.62","KRW","Jun 10, 2025","May 13, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,289,912.20","0.08","2,289,912.20","40,455,000,000.00","-","IDG000025107","BSKQRV3","Indonesia","-","USD","9.88","7.32","17,915.00","Aug 15, 2045","7.13","9.90","-","7.32","9.90","7.32","IDR","Aug 15, 2024","Jan 09, 2025"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","2,242,716.00","0.07","2,242,716.00","1,968,000.00","-","PTOTEDOE0010","-","Portugal","-","USD","8.40","3.45","0.87","Jun 13, 2036","3.25","8.25","-","3.45","8.25","3.45","EUR","Jan 15, 2026","Jan 15, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,242,414.59","0.07","2,242,414.59","3,379,350,000.00","-","KR103504GD96","-","Korea (South)","-","USD","11.92","4.47","1,423.45","Sep 10, 2043","3.88","11.99","-","4.47","11.99","4.47","KRW","Sep 10, 2023","Aug 23, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,232,935.33","0.07","2,232,935.33","39,340,000,000.00","-","IDG000025008","BR2NQK7","Indonesia","-","USD","8.43","7.32","17,915.00","Aug 15, 2040","7.13","8.43","-","7.32","8.43","7.32","IDR","Aug 15, 2024","Jan 09, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,228,060.64","0.07","2,228,060.64","74,040,000.00","-","TH062303B300","-","Thailand","-","USD","4.43","1.57","33.06","Mar 17, 2031","1.34","4.43","-","1.57","4.43","1.57","THB","Jan 16, 2026","Jan 16, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,224,336.91","0.07","2,224,336.91","4,553,000.00","135087H72","CA135087H722","BFMC871","Canada","-","USD","17.97","4.02","1.40","Dec 01, 2051","2.00","18.14","-","4.02","18.14","4.02","CAD","Dec 22, 2017","Dec 22, 2017"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,222,153.81","0.07","2,222,153.81","2,025,000.00","-","NL0015002F72","-","Netherlands","-","USD","7.96","3.15","0.87","Jul 15, 2035","2.50","7.84","-","3.15","7.84","3.15","EUR","Mar 06, 2025","Mar 06, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,205,101.56","0.07","2,205,101.56","3,130,150,000.00","-","KR103502GG38","-","Korea (South)","-","USD","1.52","3.61","1,423.45","Mar 10, 2028","3.00","1.52","-","3.61","1.52","3.61","KRW","Mar 10, 2026","Feb 03, 2026"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","2,202,775.42","0.07","2,202,775.42","1,910,000.00","-","DE000BU25059","BV5QKH6","Germany","-","USD","3.89","2.80","0.87","Oct 10, 2030","2.20","3.84","-","2.80","3.84","2.80","EUR","Jul 10, 2025","Jul 10, 2025"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","2,202,289.19","0.07","2,202,289.19","1,900,000.00","-","PTOTEVOE0018","BFWK4N3","Portugal","-","USD","2.11","2.71","0.87","Oct 17, 2028","2.13","2.08","-","2.71","2.08","2.71","EUR","Jan 17, 2018","Jan 17, 2018"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,178,965.85","0.07","2,178,965.85","3,153,300,000.00","-","KR103501GFC3","-","Korea (South)","-","USD","2.23","3.68","1,423.45","Dec 10, 2028","2.75","2.24","-","3.68","2.24","3.68","KRW","Dec 10, 2025","Nov 11, 2025"
"JAPAN (GOVERNMENT OF) 20YR #140","Treasury","Fixed Income","2,178,887.09","0.07","2,178,887.09","352,350,000.00","-","JP1201401C92","B8943D2","Japan","-","USD","5.74","2.22","158.23","Sep 20, 2032","1.70","5.73","-","2.22","5.73","2.22","JPY","Sep 20, 2012","Sep 20, 2012"
"CZECH REPUBLIC","Treasury","Fixed Income","2,155,829.95","0.07","2,155,829.95","41,610,000.00","-","CZ0001007546","BTMJQ98","Czech Republic","-","USD","7.00","4.72","21.01","Sep 19, 2035","5.30","6.86","-","4.72","6.86","4.72","CZK","Sep 19, 2025","Sep 19, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,138,520.73","0.07","2,138,520.73","3,060,000.00","135087T53","CA135087T537","-","Canada","-","USD","7.90","3.58","1.40","Dec 01, 2035","3.25","7.91","-","3.58","7.91","3.58","CAD","Jul 03, 2025","Jul 03, 2025"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,131,773.83","0.07","2,131,773.83","3,165,000.00","-","AU0000407256","-","Australia","-","USD","8.00","4.95","1.42","Oct 21, 2036","4.25","8.02","-","4.95","8.02","4.95","AUD","Apr 21, 2025","Jul 30, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,118,925.86","0.07","2,118,925.86","71,230,000.00","-","TH062303G507","BL9XM44","Thailand","-","USD","8.84","2.07","33.06","May 17, 2036","1.84","8.86","-","2.07","8.86","2.07","THB","Jan 23, 2026","Jan 23, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,112,054.99","0.07","2,112,054.99","2,090,000.00","-","AT0000A2NW83","BMFN5N5","Austria","-","USD","4.48","2.95","0.87","Feb 20, 2031","0.00","4.41","-","2.95","4.41","2.95","EUR","Feb 03, 2021","Feb 03, 2021"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,098,578.44","0.07","2,098,578.44","420,000.00","-","MX0MGO0000R8","B7V21L1","Mexico","-","USD","8.09","9.59","17.20","Nov 13, 2042","7.75","8.44","-","9.59","8.44","9.59","MXN","Dec 22, 2011","Apr 20, 2012"
"JAPAN (GOVERNMENT OF) 30YR #16","Treasury","Fixed Income","2,084,521.76","0.07","2,084,521.76","326,950,000.00","-","JP13001614A6","B03FBM0","Japan","-","USD","7.23","2.51","158.23","Sep 20, 2034","2.50","7.24","-","2.51","7.24","2.51","JPY","Sep 20, 2004","Oct 25, 2004"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,082,290.62","0.07","2,082,290.62","420,000.00","-","MX0MGO0001N5","-","Mexico","-","USD","9.15","9.67","17.20","Apr 29, 2055","8.00","9.77","-","9.67","9.77","9.67","MXN","Jun 05, 2025","Nov 03, 2025"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","2,066,819.23","0.07","2,066,819.23","7,250,000.00","-","PL0000115192","BP4X3Y4","Poland","-","USD","1.86","4.25","3.73","Jul 25, 2028","7.50","1.82","-","4.25","1.82","4.25","PLN","Jul 25, 2022","Nov 07, 2022"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,062,038.95","0.07","2,062,038.95","2,900,000.00","135087U77","CA135087U774","-","Canada","-","USD","1.92","2.93","1.40","Aug 01, 2028","2.75","1.92","-","2.93","1.92","2.93","CAD","May 07, 2026","May 07, 2026"
"TREASURY NOTE","Treasury","Fixed Income","2,057,125.30","0.07","2,057,125.30","2,100,000.00","91282CHT1","US91282CHT18","BRT3QG6","United States","-","USD","5.94","4.53","1.00","Aug 15, 2033","3.88","5.95","-","4.53","5.95","4.53","USD","Aug 15, 2023","Aug 15, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,054,813.67","0.07","2,054,813.67","37,606,000,000.00","-","IDG000024605","BQXS455","Indonesia","-","USD","3.40","7.24","17,915.00","Jul 15, 2030","6.50","3.40","-","7.24","3.40","7.24","IDR","Jul 15, 2024","Aug 22, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,053,019.06","0.07","2,053,019.06","10,030,000.00","-","CND10000JH82","-","China","-","USD","14.80","2.11","6.75","Oct 23, 2047","4.28","14.99","-","2.11","14.99","2.11","CNY","Oct 23, 2017","Oct 23, 2017"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,988,255.34","0.07","1,988,255.34","1,707,000.00","-","FI4000557525","-","Finland","-","USD","2.58","2.84","0.87","Apr 15, 2029","2.88","2.54","-","2.84","2.54","2.84","EUR","Aug 30, 2023","Aug 30, 2023"
"AUSTRALIA (COMMONWEALTH OF) GREEN RegS","Treasury","Fixed Income","1,965,679.27","0.07","1,965,679.27","2,880,000.00","-","AU3TB0000200","BQHNHY6","Australia","-","USD","6.55","4.80","1.42","Jun 21, 2034","4.25","6.56","-","4.80","6.56","4.80","AUD","Jun 21, 2024","Jun 14, 2024"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","1,958,949.62","0.07","1,958,949.62","1,600,000.00","-","CH0557778310","BMG0SG9","Switzerland","-","USD","8.78","0.34","0.81","Jun 23, 2035","0.25","8.76","-","0.34","8.76","0.34","CHF","Jun 23, 2021","Jun 23, 2021"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,951,490.47","0.06","1,951,490.47","5,740,000.00","-","IL0011948028","BMWJJP6","Israel","-","USD","2.42","3.48","3.01","Feb 28, 2029","3.75","2.37","-","3.48","2.37","3.48","ILS","Apr 18, 2023","Apr 18, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,948,737.67","0.06","1,948,737.67","8,130,000.00","-","MYBMS2600018","BTQJ2R4","Malaysia","-","USD","10.94","3.97","4.09","Jan 15, 2041","3.77","10.98","-","3.97","10.98","3.97","MYR","Jan 15, 2026","Jan 15, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,909,118.88","0.06","1,909,118.88","7,300,000.00","-","MYBMT1800039","BF16186","Malaysia","-","USD","6.09","3.72","4.09","Nov 07, 2033","4.64","6.10","-","3.72","6.10","3.72","MYR","May 07, 2018","May 07, 2018"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,907,092.81","0.06","1,907,092.81","1,645,000.00","-","BE0000368770","-","Belgium","-","USD","4.65","3.13","0.87","Aug 22, 2031","3.10","4.57","-","3.13","4.57","3.13","EUR","May 21, 2026","May 21, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,904,445.76","0.06","1,904,445.76","8,400,000.00","-","CND100010GP1","-","China","-","USD","23.36","2.21","6.75","May 21, 2068","4.13","23.83","-","2.21","23.83","2.21","CNY","May 21, 2018","May 18, 2018"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,893,937.58","0.06","1,893,937.58","1,697,000.00","-","AT0000A3D3Q8","-","Austria","-","USD","10.52","3.53","0.87","Jul 15, 2039","3.20","10.36","-","3.53","10.36","3.53","EUR","May 29, 2024","May 29, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,863,074.69","0.06","1,863,074.69","4,317,450,000.00","-","KR103502GB33","-","Korea (South)","-","USD","17.34","4.55","1,423.45","Mar 10, 2051","1.88","17.49","-","4.55","17.49","4.55","KRW","Mar 10, 2021","Feb 02, 2021"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,850,815.90","0.06","1,850,815.90","1,580,000.00","-","FI4000550249","-","Finland","-","USD","6.24","3.18","0.87","Sep 15, 2033","3.00","6.14","-","3.18","6.14","3.18","EUR","May 04, 2023","May 04, 2023"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,846,215.19","0.06","1,846,215.19","1,710,000.00","-","NL0015000LS8","BP816W3","Netherlands","-","USD","2.41","2.73","0.87","Jan 15, 2029","0.00","2.38","-","2.73","2.38","2.73","EUR","Sep 30, 2021","Sep 30, 2021"
"JAPAN (GOVERNMENT OF) 20YR #176","Treasury","Fixed Income","1,830,480.81","0.06","1,830,480.81","426,750,000.00","-","JP1201761M45","BNDBGK2","Japan","-","USD","13.67","4.01","158.23","Mar 20, 2041","0.50","13.71","-","4.01","13.71","4.01","JPY","Mar 20, 2021","Apr 21, 2021"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,814,723.47","0.06","1,814,723.47","7,080,000.00","-","PL0000118998","BW6JX61","Poland","-","USD","4.47","5.07","3.73","Jul 25, 2031","4.00","4.37","-","5.07","4.37","5.07","PLN","Jul 25, 2025","Mar 20, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,800,214.13","0.06","1,800,214.13","1,570,000.00","-","AT0000A39UW5","-","Austria","-","USD","6.69","3.18","0.87","Feb 20, 2034","2.90","6.58","-","3.18","6.58","3.18","EUR","Jan 25, 2024","Jan 25, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,798,027.70","0.06","1,798,027.70","8,450,000.00","-","CND10001QZP8","-","China","-","USD","23.81","2.25","6.75","Nov 19, 2068","3.82","24.28","-","2.25","24.28","2.25","CNY","Nov 19, 2018","Nov 16, 2018"
"TREASURY BOND","Treasury","Fixed Income","1,762,982.45","0.06","1,762,982.45","2,610,000.00","912810RQ3","US912810RQ31","BD2C0D7","United States","-","USD","13.66","5.28","1.00","Feb 15, 2046","2.50","13.83","-","5.28","13.83","5.28","USD","Feb 15, 2016","Feb 16, 2016"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,759,266.15","0.06","1,759,266.15","4,401,180,000.00","-","KR103502GA34","-","Korea (South)","-","USD","17.66","4.54","1,423.45","Mar 10, 2050","1.50","17.78","-","4.54","17.78","4.54","KRW","Mar 10, 2020","Feb 06, 2020"
"CZECH REPUBLIC","Treasury","Fixed Income","1,713,943.46","0.06","1,713,943.46","33,500,000.00","-","CZ0001006688","BM9HZJ9","Czech Republic","-","USD","3.63","4.13","21.01","Sep 30, 2030","5.00","3.56","-","4.13","3.56","4.13","CZK","Aug 12, 2022","Aug 12, 2022"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","1,713,120.75","0.06","1,713,120.75","7,730,000.00","-","ROTM7EDD92S2","-","Romania","-","USD","6.14","6.96","4.56","Jul 31, 2034","7.10","5.95","-","6.96","5.95","6.96","RON","Jul 31, 2023","Oct 23, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,711,394.54","0.06","1,711,394.54","6,980,000.00","-","MYBMI2500011","-","Malaysia","-","USD","3.49","3.48","4.09","May 15, 2030","3.34","3.49","-","3.48","3.49","3.48","MYR","May 15, 2025","May 15, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,694,770.41","0.06","1,694,770.41","2,415,000.00","135087S62","CA135087S620","-","Canada","-","USD","7.53","3.54","1.40","Jun 01, 2035","3.25","7.55","-","3.54","7.55","3.54","CAD","Jan 10, 2025","Jan 10, 2025"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,686,394.81","0.06","1,686,394.81","7,000,000.00","-","PL0000119178","BVPQLS4","Poland","-","USD","2.42","4.41","3.73","Jan 25, 2029","0.00","2.36","-","4.41","2.36","4.41","PLN","May 15, 2026","May 15, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,676,042.54","0.06","1,676,042.54","1,440,000.00","-","AT0000A3EPP2","-","Austria","-","USD","3.02","2.86","0.87","Oct 20, 2029","2.50","2.98","-","2.86","2.98","2.86","EUR","Sep 04, 2024","Sep 04, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,671,057.25","0.06","1,671,057.25","53,115,000.00","-","TH0623A3F302","-","Thailand","-","USD","7.69","2.02","33.06","Mar 17, 2035","2.41","7.70","-","2.02","7.70","2.02","THB","Jan 24, 2025","Jan 24, 2025"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,652,779.33","0.05","1,652,779.33","1,370,000.00","-","GR0128017747","-","Greece","-","USD","9.41","3.91","0.87","Jul 18, 2038","4.38","9.23","-","3.91","9.23","3.91","EUR","Jul 18, 2023","Jul 18, 2023"
"ZAR CASH","Cash and/or Derivatives","Cash","1,649,523.59","0.05","1,649,523.59","26,930,535.00","-","-","-","South Africa","-","USD","0.00","6.88","16.33","-","0.00","0.00","-","6.88","0.00","6.88","ZAR","-","Jan 01, 1990"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,643,231.92","0.05","1,643,231.92","3,321,960,000.00","-","KR103502GF96","BVZJWP7","Korea (South)","-","USD","17.63","4.53","1,423.45","Sep 10, 2055","2.63","17.84","-","4.53","17.84","4.53","KRW","Sep 10, 2025","Aug 07, 2025"
"AUD CASH","Cash and/or Derivatives","Cash","1,639,967.76","0.05","1,639,967.76","2,329,003.00","-","-","-","Australia","-","USD","0.00","4.32","1.42","-","0.00","0.00","-","4.32","0.00","4.32","AUD","-","Jan 01, 1990"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,635,195.66","0.05","1,635,195.66","1,400,000.00","-","DE000BU25034","BPBM0Q5","Germany","-","USD","3.00","2.75","0.87","Oct 11, 2029","2.50","2.95","-","2.75","2.95","2.75","EUR","Jul 18, 2024","Jul 18, 2024"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,634,902.04","0.05","1,634,902.04","28,850,000,000.00","-","IDG000023904","-","Indonesia","-","USD","2.37","7.12","17,915.00","Apr 15, 2029","6.88","2.37","-","7.12","2.37","7.12","IDR","Oct 15, 2023","Nov 02, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,625,912.69","0.05","1,625,912.69","2,310,000.00","135087U36","CA135087U360","-","Canada","-","USD","8.01","3.59","1.40","Mar 01, 2036","3.25","8.02","-","3.59","8.02","3.59","CAD","Feb 10, 2026","Feb 10, 2026"
"JAPAN (GOVERNMENT OF) 30YR #15","Treasury","Fixed Income","1,623,650.07","0.05","1,623,650.07","255,500,000.00","-","JP1300151485","B02KTV1","Japan","-","USD","7.08","2.47","158.23","Jun 20, 2034","2.50","7.09","-","2.47","7.09","2.47","JPY","Jun 20, 2004","Aug 20, 2004"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,620,043.89","0.05","1,620,043.89","1,330,000.00","-","GR0124039737","-","Greece","-","USD","5.99","3.42","0.87","Jun 15, 2033","4.25","5.88","-","3.42","5.88","3.42","EUR","Jan 24, 2023","Jan 24, 2023"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,608,768.96","0.05","1,608,768.96","3,263,320,000.00","-","KR103502GC32","BNXFXS1","Korea (South)","-","USD","16.67","4.55","1,423.45","Mar 10, 2052","2.50","16.84","-","4.55","16.84","4.55","KRW","Mar 10, 2022","Feb 08, 2022"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,608,030.45","0.05","1,608,030.45","1,610,000.00","-","FI4000507231","BLPJR18","Finland","-","USD","5.02","3.02","0.87","Sep 15, 2031","0.13","4.94","-","3.02","4.94","3.02","EUR","May 26, 2021","May 26, 2021"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,588,395.69","0.05","1,588,395.69","3,199,380,000.00","-","KR103502GF39","-","Korea (South)","-","USD","17.48","4.53","1,423.45","Mar 10, 2055","2.63","17.69","-","4.53","17.69","4.53","KRW","Mar 10, 2025","Feb 06, 2025"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,572,986.95","0.05","1,572,986.95","1,360,000.00","-","FI4000602891","-","Finland","-","USD","8.50","3.44","0.87","Sep 15, 2036","3.35","8.36","-","3.44","8.36","3.44","EUR","Apr 16, 2026","Apr 16, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,550,440.05","0.05","1,550,440.05","6,250,000.00","-","MYBMI2300024","BMWJJN4","Malaysia","-","USD","1.63","3.27","4.09","Apr 20, 2028","3.52","1.63","-","3.27","1.63","3.27","MYR","Apr 20, 2023","Apr 20, 2023"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","1,550,636.84","0.05","1,550,636.84","6,780,000.00","-","RO1JS63DR5A5","BN7KRQ8","Romania","-","USD","3.97","6.78","4.56","Apr 28, 2031","7.35","3.83","-","6.78","3.83","6.78","RON","Apr 28, 2022","Feb 13, 2023"
"PLN CASH","Cash and/or Derivatives","Cash","1,542,165.54","0.05","1,542,165.54","5,748,191.00","-","-","-","Poland","-","USD","0.00","3.84","3.73","-","0.00","0.00","-","3.84","0.00","3.84","PLN","-","Jan 01, 1990"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,523,214.86","0.05","1,523,214.86","1,470,000.00","-","IE00BKFVC899","BMTCVJ6","Ireland","-","USD","4.12","2.85","0.87","Oct 18, 2030","0.20","4.06","-","2.85","4.06","2.85","EUR","Jun 16, 2020","Jun 16, 2020"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,514,622.58","0.05","1,514,622.58","28,073,000,000.00","-","IDG000025602","-","Indonesia","-","USD","6.86","7.28","17,915.00","Apr 15, 2036","6.50","6.87","-","7.28","6.87","7.28","IDR","Apr 15, 2025","Jul 31, 2025"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,505,491.28","0.05","1,505,491.28","2,827,000.00","-","AU0000018442","BF5J6P3","Australia","-","USD","11.32","5.19","1.42","May 21, 2041","2.75","11.38","-","5.19","11.38","5.19","AUD","May 21, 2018","Jul 27, 2018"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,496,750.43","0.05","1,496,750.43","1,300,000.00","-","AT0000A3V200","-","Austria","-","USD","4.82","3.00","0.87","Oct 20, 2031","2.85","4.74","-","3.00","4.74","3.00","EUR","Jun 03, 2026","Jun 03, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,490,214.26","0.05","1,490,214.26","2,688,490,000.00","-","KR103504GF94","-","Korea (South)","-","USD","13.70","4.49","1,423.45","Sep 10, 2045","2.75","13.80","-","4.49","13.80","4.49","KRW","Sep 10, 2025","Aug 27, 2025"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,484,598.79","0.05","1,484,598.79","4,430,000.00","-","IL0012337825","BTQJ2Q3","Israel","-","USD","4.56","3.59","3.01","Jul 31, 2031","3.75","4.48","-","3.59","4.48","3.59","ILS","Jan 06, 2026","Jan 06, 2026"
"TREASURY BOND","Treasury","Fixed Income","1,480,559.79","0.05","1,480,559.79","2,155,000.00","912810RK6","US912810RK60","BVVT273","United States","-","USD","13.24","5.27","1.00","Feb 15, 2045","2.50","13.38","-","5.27","13.38","5.27","USD","Feb 15, 2015","Feb 17, 2015"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,454,703.25","0.05","1,454,703.25","2,245,900,000.00","-","KR103502GEC4","BMWG8D8","Korea (South)","-","USD","7.20","4.18","1,423.45","Dec 10, 2034","3.00","7.21","-","4.18","7.21","4.18","KRW","Dec 10, 2024","Oct 22, 2024"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,439,511.98","0.05","1,439,511.98","1,271,000.00","-","IE000LQ7YWY4","-","Ireland","-","USD","7.21","3.15","0.87","Oct 18, 2034","2.60","7.09","-","3.15","7.09","3.15","EUR","Jan 18, 2024","Jan 18, 2024"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,420,629.17","0.05","1,420,629.17","5,380,000.00","-","PL0000119087","BVV7SD5","Poland","-","USD","7.46","5.66","3.73","Apr 25, 2036","5.25","7.30","-","5.66","7.30","5.66","PLN","Apr 25, 2026","Apr 27, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,419,547.18","0.05","1,419,547.18","1,243,000.00","-","AT0000A3HU25","-","Austria","-","USD","7.45","3.26","0.87","Feb 20, 2035","2.95","7.32","-","3.26","7.32","3.26","EUR","Feb 04, 2025","Feb 04, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,417,333.73","0.05","1,417,333.73","45,900,000.00","-","TH0623B3K608","-","Thailand","-","USD","11.41","2.55","33.06","Jun 17, 2040","2.70","11.49","-","2.55","11.49","2.55","THB","Nov 25, 2024","Nov 25, 2024"
"FINLAND (REPUBLIC OF) MTN","Treasury","Fixed Income","1,416,177.36","0.05","1,416,177.36","1,240,000.00","-","FI4000598776","-","Finland","-","USD","11.29","3.73","0.87","Apr 15, 2041","3.55","11.12","-","3.73","11.12","3.73","EUR","Jan 28, 2026","Jan 28, 2026"
"TREASURY NOTE","Treasury","Fixed Income","1,412,746.26","0.05","1,412,746.26","1,500,000.00","91282CHC8","US91282CHC82","BQYLTK3","United States","-","USD","5.90","4.51","1.00","May 15, 2033","3.38","5.90","-","4.51","5.90","4.51","USD","May 15, 2023","May 15, 2023"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,411,499.88","0.05","1,411,499.88","43,380,000.00","-","TH0623A3N603","BP6KM35","Thailand","-","USD","12.69","2.91","33.06","Jun 17, 2043","3.45","12.84","-","2.91","12.84","2.91","THB","Aug 19, 2022","Aug 19, 2022"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,409,880.47","0.05","1,409,880.47","1,210,000.00","-","FR001400XLW2","BTY6K28","France","-","USD","2.04","2.91","0.87","Sep 24, 2028","2.40","2.01","-","2.91","2.01","2.91","EUR","Sep 24, 2024","Feb 24, 2025"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,409,529.97","0.05","1,409,529.97","2,330,000.00","-","NZGOVDT530C2","-","New Zealand","-","USD","3.41","3.95","1.70","May 15, 2030","4.50","3.42","-","3.95","3.42","3.95","NZD","Nov 15, 2022","Mar 14, 2023"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,404,405.36","0.05","1,404,405.36","1,967,500,000.00","-","KR103502GCC8","BMD0B96","Korea (South)","-","USD","5.48","4.08","1,423.45","Dec 10, 2032","4.25","5.48","-","4.08","5.48","4.08","KRW","Dec 10, 2022","Oct 18, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,402,046.02","0.05","1,402,046.02","2,242,760,000.00","-","KR103502GF62","-","Korea (South)","-","USD","7.67","4.18","1,423.45","Jun 10, 2035","2.63","7.68","-","4.18","7.68","4.18","KRW","Jun 10, 2025","May 20, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,401,191.87","0.05","1,401,191.87","2,150,000.00","135087S70","CA135087S703","-","Canada","-","USD","17.83","4.02","1.40","Dec 01, 2057","3.50","18.13","-","4.02","18.13","4.02","CAD","Jan 24, 2025","Jan 24, 2025"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,392,788.82","0.05","1,392,788.82","1,235,000.00","-","PTOTEAOE0005","-","Portugal","-","USD","7.74","3.35","0.87","Jun 15, 2035","3.00","7.61","-","3.35","7.61","3.35","EUR","Jan 16, 2025","Jan 16, 2025"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","1,386,838.10","0.05","1,386,838.10","1,690,000.00","-","SGXF25686589","BRJWCR6","Singapore","-","USD","7.53","2.22","1.28","Mar 01, 2035","2.75","7.55","-","2.22","7.55","2.22","SGD","Mar 03, 2025","Mar 03, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,386,243.17","0.05","1,386,243.17","44,940,000.00","-","TH0623038401","BQD33C0","Thailand","-","USD","1.66","1.24","33.06","Apr 17, 2028","2.05","1.66","-","1.24","1.66","1.24","THB","Jan 17, 2025","Jan 17, 2025"
"JAPAN (GOVERNMENT OF) 30YR #35","Treasury","Fixed Income","1,368,897.91","0.05","1,368,897.91","255,300,000.00","-","JP1300351B93","B59NZS7","Japan","-","USD","12.47","3.63","158.23","Sep 20, 2041","2.00","12.57","-","3.63","12.57","3.63","JPY","Sep 20, 2011","Sep 20, 2011"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,366,031.83","0.05","1,366,031.83","2,392,850,000.00","-","KR103504GE95","-","Korea (South)","-","USD","13.11","4.49","1,423.45","Sep 10, 2044","2.88","13.19","-","4.49","13.19","4.49","KRW","Sep 10, 2024","Aug 28, 2024"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,365,438.43","0.05","1,365,438.43","3,890,000.00","-","IL0012277849","BTWSYT1","Israel","-","USD","7.49","3.83","3.01","Oct 31, 2035","4.15","7.36","-","3.83","7.36","3.83","ILS","Sep 02, 2025","Sep 02, 2025"
"JAPAN (GOVERNMENT OF) 20YR #171","Treasury","Fixed Income","1,363,556.46","0.05","1,363,556.46","313,650,000.00","-","JP1201711L13","BKRQD01","Japan","-","USD","12.82","3.84","158.23","Dec 20, 2039","0.30","12.83","-","3.84","12.83","3.84","JPY","Dec 20, 2019","Jan 20, 2020"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,356,961.00","0.05","1,356,961.00","9,150,000.00","-","DK0009924961","BTZ8T59","Denmark","-","USD","8.18","2.94","6.48","Nov 15, 2035","2.25","8.07","-","2.94","8.07","2.94","DKK","Nov 15, 2024","Feb 07, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,356,729.80","0.05","1,356,729.80","1,220,000.00","-","NL0012818504","BFM0LR6","Netherlands","-","USD","1.91","2.69","0.87","Jul 15, 2028","0.75","1.88","-","2.69","1.88","2.69","EUR","Mar 15, 2018","Mar 15, 2018"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,344,262.48","0.04","1,344,262.48","56,180,000.00","-","TH0623A3R604","BVKB1Z1","Thailand","-","USD","24.60","3.30","33.06","Jun 17, 2077","2.44","26.04","-","3.30","26.04","3.30","THB","Oct 31, 2025","Oct 31, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,342,365.28","0.04","1,342,365.28","7,000,000.00","-","CND100002XK4","-","China","-","USD","11.01","1.74","6.75","Aug 16, 2040","3.96","11.06","-","1.74","11.06","1.74","CNY","Aug 16, 2010","Aug 16, 2010"
"JAPAN (GOVERNMENT OF) 20YR #173","Treasury","Fixed Income","1,334,183.41","0.04","1,334,183.41","308,000,000.00","-","JP1201731L76","BMX1FX1","Japan","-","USD","13.16","3.90","158.23","Jun 20, 2040","0.40","13.18","-","3.90","13.18","3.90","JPY","Jun 20, 2020","Jul 22, 2020"
"JAPAN (GOVERNMENT OF) 20YR #137","Treasury","Fixed Income","1,333,689.14","0.04","1,333,689.14","216,000,000.00","-","JP1201371C64","B8C0MR4","Japan","-","USD","5.54","2.18","158.23","Jun 20, 2032","1.70","5.54","-","2.18","5.54","2.18","JPY","Jun 20, 2012","Jun 20, 2012"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,318,308.96","0.04","1,318,308.96","2,013,700,000.00","-","KR103502GFC1","BVPLB56","Korea (South)","-","USD","7.86","4.20","1,423.45","Dec 10, 2035","3.25","7.87","-","4.20","7.87","4.20","KRW","Dec 10, 2025","Nov 18, 2025"
"JAPAN (GOVERNMENT OF) 20YR #174","Treasury","Fixed Income","1,314,512.58","0.04","1,314,512.58","306,000,000.00","-","JP1201741LA9","BMDV887","Japan","-","USD","13.37","3.95","158.23","Sep 20, 2040","0.40","13.39","-","3.95","13.39","3.95","JPY","Sep 20, 2020","Oct 21, 2020"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,308,278.05","0.04","1,308,278.05","1,130,000.00","-","PTOTEQOE0023","-","Portugal","-","USD","6.34","3.20","0.87","Oct 14, 2033","2.88","6.23","-","3.20","6.23","3.20","EUR","Sep 30, 2025","Sep 30, 2025"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,301,996.01","0.04","1,301,996.01","4,090,000.00","-","PEP01000C5K6","-","Peru","-","USD","6.45","6.29","3.38","Aug 12, 2035","6.85","6.51","-","6.29","6.51","6.29","PEN","Jun 11, 2025","Jun 11, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,301,141.71","0.04","1,301,141.71","8,450,000.00","-","CND10008MC01","-","China","-","USD","7.61","1.58","6.75","Nov 25, 2034","2.04","7.60","-","1.58","7.60","1.58","CNY","Nov 25, 2024","Nov 22, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,286,607.40","0.04","1,286,607.40","1,918,800,000.00","-","KR103502GD64","BMDX065","Korea (South)","-","USD","6.01","4.10","1,423.45","Jun 10, 2033","3.25","6.02","-","4.10","6.02","4.10","KRW","Jun 10, 2023","Apr 18, 2023"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,282,057.92","0.04","1,282,057.92","23,702,000,000.00","-","IDG000024506","BSMTC48","Indonesia","-","USD","6.55","7.29","17,915.00","Jul 15, 2035","6.75","6.55","-","7.29","6.55","7.29","IDR","Jul 15, 2024","Aug 08, 2024"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","1,282,258.95","0.04","1,282,258.95","1,180,000,000.00","-","CL0003068690","-","Chile","-","USD","5.01","5.63","912.73","Jul 15, 2032","5.30","5.01","-","5.63","5.01","5.63","CLP","Jan 15, 2026","Jan 29, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,279,783.20","0.04","1,279,783.20","2,230,000.00","-","NZGOVDT536C9","-","New Zealand","-","USD","7.77","4.68","1.70","May 15, 2036","4.25","7.81","-","4.68","7.81","4.68","NZD","May 15, 2024","Aug 27, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,272,225.53","0.04","1,272,225.53","2,231,250,000.00","-","KR103502GE30","-","Korea (South)","-","USD","16.34","4.54","1,423.45","Mar 10, 2054","3.25","16.55","-","4.54","16.55","4.54","KRW","Mar 10, 2024","Jan 30, 2024"
"ILS CASH","Cash and/or Derivatives","Cash","1,264,974.73","0.04","1,264,974.73","3,805,234.00","-","-","-","Israel","-","USD","0.00","3.63","3.01","-","0.00","0.00","-","3.63","0.00","3.63","ILS","-","Jan 01, 1990"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,262,439.06","0.04","1,262,439.06","4,820,000.00","-","MYBMZ2300010","BPK4FN4","Malaysia","-","USD","15.40","4.11","4.09","Mar 31, 2053","4.46","15.60","-","4.11","15.60","4.11","MYR","Mar 31, 2023","Mar 31, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","1,258,113.65","0.04","1,258,113.65","13,420,000.00","-","SE0013935319","BN92QC1","Sweden","-","USD","4.69","2.62","9.49","May 12, 2031","0.13","4.63","-","2.62","4.63","2.62","SEK","May 12, 2019","Mar 27, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,257,735.40","0.04","1,257,735.40","1,850,000.00","135087ZS6","CA135087ZS68","B6R2TV4","Canada","-","USD","13.57","3.89","1.40","Dec 01, 2045","3.50","13.68","-","3.89","13.68","3.89","CAD","Jun 13, 2011","Jun 13, 2011"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,257,816.68","0.04","1,257,816.68","35,620,000.00","-","TH0623A35601","BMV4SD3","Thailand","-","USD","17.34","3.14","33.06","Jun 17, 2055","4.00","17.89","-","3.14","17.89","3.14","THB","Nov 03, 2023","Nov 03, 2023"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,255,262.09","0.04","1,255,262.09","1,150,000.00","-","GR0124036709","-","Greece","-","USD","3.72","3.05","0.87","Jun 18, 2030","1.50","3.66","-","3.05","3.66","3.05","EUR","Jun 18, 2020","Jun 18, 2020"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,239,603.59","0.04","1,239,603.59","1,560,000.00","-","NL0013552060","BFY1K14","Netherlands","-","USD","12.65","3.45","0.87","Jan 15, 2040","0.50","12.44","-","3.45","12.44","3.45","EUR","May 23, 2019","May 23, 2019"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,236,233.14","0.04","1,236,233.14","2,190,000.00","-","NZGOVDT433C9","BYZTRB9","New Zealand","-","USD","5.80","4.38","1.70","Apr 14, 2033","3.50","5.81","-","4.38","5.81","4.38","NZD","Oct 14, 2015","Oct 22, 2015"
"FINLAND (REPUBLIC OF) MTN","Treasury","Fixed Income","1,234,291.26","0.04","1,234,291.26","1,155,000.00","-","FI4000586284","-","Finland","-","USD","13.64","3.83","0.87","Apr 15, 2045","3.20","13.47","-","3.83","13.47","3.83","EUR","Jan 29, 2025","Jan 29, 2025"
"JAPAN (GOVERNMENT OF) 5YR #179","Treasury","Fixed Income","1,223,918.70","0.04","1,223,918.70","199,900,000.00","-","JP1051791R76","BT8PQ34","Japan","-","USD","3.77","1.90","158.23","Jun 20, 2030","1.00","3.77","-","1.90","3.77","1.90","JPY","Jun 20, 2025","Jul 09, 2025"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","1,213,276.35","0.04","1,213,276.35","1,065,000.00","-","XS3063879368","-","Bulgaria","-","USD","6.75","3.82","0.87","May 07, 2034","3.50","6.60","-","3.82","6.60","3.82","EUR","May 07, 2025","May 07, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,192,141.13","0.04","1,192,141.13","35,770,000.00","-","TH062303D603","BLFGTJ1","Thailand","-","USD","6.14","1.84","33.06","Jun 17, 2033","3.35","6.15","-","1.84","6.15","1.84","THB","Oct 07, 2022","Oct 07, 2022"
"TREASURY BOND","Treasury","Fixed Income","1,170,215.42","0.04","1,170,215.42","1,245,000.00","912810UK2","US912810UK24","BPJK9V9","United States","-","USD","14.60","5.23","1.00","May 15, 2055","4.75","14.92","-","5.23","14.92","5.23","USD","May 15, 2025","May 15, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","1,166,864.27","0.04","1,166,864.27","1,010,000.00","-","SK4000028304","-","Slovak Republic","-","USD","8.99","3.91","0.87","Nov 04, 2037","3.63","8.81","-","3.91","8.81","3.91","EUR","Nov 04, 2025","Nov 04, 2025"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","1,161,152.47","0.04","1,161,152.47","1,050,000.00","-","IE00BH3SQ895","BH3SQ89","Ireland","-","USD","2.70","2.76","0.87","May 15, 2029","1.10","2.67","-","2.76","2.67","2.76","EUR","Jan 16, 2019","Jan 16, 2019"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,158,521.43","0.04","1,158,521.43","1,061,000.00","-","IE000GVLBXU6","-","Ireland","-","USD","12.87","3.61","0.87","Oct 18, 2043","3.00","12.72","-","3.61","12.72","3.61","EUR","Jan 12, 2023","Jan 12, 2023"
"BUONI POLIENNALI DEL TESORO","Treasury","Fixed Income","1,149,064.65","0.04","1,149,064.65","1,430,000.00","-","IT0005217390","BD3VHH6","Italy","-","USD","19.80","4.55","0.87","Mar 01, 2067","2.80","20.14","-","4.55","20.14","4.55","EUR","Sep 01, 2016","Oct 11, 2016"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","1,141,165.39","0.04","1,141,165.39","1,000,000.00","-","IT0005722845","-","Italy","-","USD","6.27","3.59","0.87","Sep 15, 2033","3.35","6.25","-","3.59","6.25","3.59","EUR","Jul 15, 2026","Jul 15, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,140,825.33","0.04","1,140,825.33","4,660,000.00","-","MYBMZ2000016","BMVN6M5","Malaysia","-","USD","14.93","4.10","4.09","Jun 15, 2050","4.07","15.07","-","4.10","15.07","4.10","MYR","Jun 15, 2020","Jun 15, 2020"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,138,361.24","0.04","1,138,361.24","997,000.00","-","IE000O6GBYC9","-","Ireland","-","USD","8.46","3.27","0.87","Jun 18, 2036","3.10","8.33","-","3.27","8.33","3.27","EUR","Jan 21, 2026","Jan 21, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,120,857.11","0.04","1,120,857.11","2,004,100,000.00","-","KR103502GC99","BM8NX16","Korea (South)","-","USD","16.02","4.55","1,423.45","Sep 10, 2052","3.13","16.20","-","4.55","16.20","4.55","KRW","Sep 10, 2022","Aug 02, 2022"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,119,032.64","0.04","1,119,032.64","3,430,000.00","-","PEP01000C5J8","-","Peru","-","USD","7.83","6.88","3.38","Aug 12, 2039","7.60","8.09","-","6.88","8.09","6.88","PEN","Jul 01, 2024","Jul 01, 2024"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","1,111,403.72","0.04","1,111,403.72","331,700,000.00","-","HU0000407424","BVPPBG9","Hungary","-","USD","2.91","5.35","316.38","Nov 28, 2029","6.00","2.84","-","5.35","2.84","5.35","HUF","Jul 30, 2025","Jul 30, 2025"
"HKD CASH","Cash and/or Derivatives","Cash","1,101,161.08","0.04","1,101,161.08","8,638,554.00","-","-","-","Hong Kong","-","USD","0.00","2.63","7.84","-","0.00","0.00","-","2.63","0.00","2.63","HKD","-","Jan 01, 1990"
"FSWP: CNY 1.517100 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","1,100,071.30","0.04","432,194,608.24","2,910,233,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.52","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","May 29, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,099,534.62","0.04","1,099,534.62","1,497,000.00","135087YQ1","CA135087YQ12","B39VLH8","Canada","-","USD","11.02","3.80","1.40","Jun 01, 2041","4.00","11.08","-","3.80","11.08","3.80","CAD","Jun 09, 2008","Jun 09, 2008"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,090,122.82","0.04","1,090,122.82","1,500,000.00","135087R71","CA135087R713","BQ2NS59","Canada","-","USD","6.50","3.44","1.40","Mar 01, 2034","3.50","6.51","-","3.44","6.51","3.44","CAD","Mar 01, 2024","Mar 05, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,089,428.91","0.04","1,089,428.91","34,620,000.00","-","TH062303Q308","-","Thailand","-","USD","14.20","3.02","33.06","Mar 17, 2046","3.22","14.41","-","3.02","14.41","3.02","THB","Apr 10, 2026","Apr 10, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,085,436.93","0.04","1,085,436.93","1,000,000.00","-","AT0000A2VB47","BMF91Q8","Austria","-","USD","2.18","2.79","0.87","Oct 20, 2028","0.00","2.15","-","2.79","2.15","2.79","EUR","Jan 26, 2022","Jan 26, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,082,190.64","0.04","1,082,190.64","4,380,000.00","-","MYBMX2600034","BTWP663","Malaysia","-","USD","13.31","3.99","4.09","Apr 23, 2046","3.99","13.41","-","3.99","13.41","3.99","MYR","Apr 23, 2026","Apr 23, 2026"
"JAPAN (GOVERNMENT OF) 40YR #5","Treasury","Fixed Income","1,080,118.12","0.04","1,080,118.12","246,400,000.00","-","JP1400051C51","B89BJ91","Japan","-","USD","17.75","4.70","158.23","Mar 20, 2052","2.00","18.21","-","4.70","18.21","4.70","JPY","Mar 20, 2012","May 17, 2012"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,060,282.29","0.04","1,060,282.29","1,890,000.00","135087P99","CA135087P998","BQ97KX6","Canada","-","USD","18.22","4.03","1.40","Dec 01, 2055","2.75","18.47","-","4.03","18.47","4.03","CAD","Jan 30, 2023","Jan 30, 2023"
"CZECH REPUBLIC","Treasury","Fixed Income","1,058,714.87","0.04","1,058,714.87","20,300,000.00","-","CZ0001006969","-","Czech Republic","-","USD","4.25","4.18","21.01","Jun 16, 2031","6.20","4.16","-","4.18","4.16","4.18","CZK","Jun 16, 2023","Jun 16, 2023"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,041,752.19","0.03","1,041,752.19","980,000.00","-","GR0124038721","-","Greece","-","USD","5.52","3.29","0.87","Jun 18, 2032","1.75","5.42","-","3.29","5.42","3.29","EUR","Jan 26, 2022","Jan 26, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,036,861.01","0.03","1,036,861.01","3,860,000.00","-","MYBMY2200023","BPSJ7J1","Malaysia","-","USD","11.28","3.99","4.09","Oct 15, 2042","4.70","11.35","-","3.99","11.35","3.99","MYR","Apr 14, 2022","Apr 14, 2022"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,024,771.73","0.03","1,024,771.73","895,000.00","-","NL0015002P70","BSD3BF3","Netherlands","-","USD","17.75","3.65","0.87","Jan 15, 2056","3.50","17.68","-","3.65","17.68","3.65","EUR","Sep 25, 2025","Sep 25, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,018,656.17","0.03","1,018,656.17","1,508,600,000.00","-","KR103502GE63","-","Korea (South)","-","USD","6.72","4.17","1,423.45","Jun 10, 2034","3.50","6.72","-","4.17","6.72","4.17","KRW","Jun 10, 2024","Apr 16, 2024"
"DERIV JPY BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","1,018,049.65","0.03","1,018,049.65","161,085,997.00","-","-","-","Japan","-","USD","0.00","3.63","158.23","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","JPY","Jan 01, 2000","Jan 01, 2000"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,014,267.09","0.03","1,014,267.09","10,190,000.00","-","NO0012837642","BNC3773","Norway","-","USD","6.08","4.34","9.54","Aug 15, 2033","3.00","5.95","-","4.34","5.95","4.34","NOK","Feb 15, 2023","Feb 15, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","1,013,122.24","0.03","1,013,122.24","10,180,000.00","-","SE0017830730","BN7T5J4","Sweden","-","USD","6.68","2.80","9.49","Nov 11, 2033","1.75","6.59","-","2.80","6.59","2.80","SEK","Nov 11, 2021","May 06, 2022"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,011,359.37","0.03","1,011,359.37","3,000,000.00","-","IL0012262403","BV6KRS7","Israel","-","USD","1.91","3.39","3.01","Jul 31, 2028","4.10","1.88","-","3.39","1.88","3.39","ILS","Aug 05, 2025","Aug 05, 2025"
"CZECH REPUBLIC","Treasury","Fixed Income","1,009,201.42","0.03","1,009,201.42","20,480,000.00","-","CZ0001006894","-","Czech Republic","-","USD","6.35","4.58","21.01","Apr 14, 2034","4.90","6.22","-","4.58","6.22","4.58","CZK","Apr 14, 2023","Apr 14, 2023"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","1,007,825.10","0.03","1,007,825.10","1,300,000.00","-","SGXF29838152","BNG90L2","Singapore","-","USD","11.82","2.31","1.28","Jul 01, 2040","2.25","11.84","-","2.31","11.84","2.31","SGD","Jul 01, 2025","Jul 01, 2025"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","1,006,437.56","0.03","1,006,437.56","890,000,000.00","-","CL0002886803","-","Chile","-","USD","6.31","5.65","912.73","Oct 01, 2034","5.80","6.32","-","5.65","6.32","5.65","CLP","Oct 01, 2023","Oct 26, 2023"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,001,538.79","0.03","1,001,538.79","3,070,000.00","-","PEP01000C5E9","BF8F0J0","Peru","-","USD","4.90","4.75","3.38","Aug 12, 2032","6.15","4.90","-","4.75","4.90","4.75","PEN","Jul 21, 2017","Jul 21, 2017"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,000,548.63","0.03","1,000,548.63","2,800,000.00","-","IL0012128935","BLGTZH9","Israel","-","USD","2.77","3.48","3.01","Aug 31, 2029","4.60","2.72","-","3.48","2.72","3.48","ILS","Nov 05, 2024","Nov 05, 2024"
"JAPAN (GOVERNMENT OF) 20YR #172","Treasury","Fixed Income","988,159.72","0.03","988,159.72","225,550,000.00","-","JP1201721L45","BMVD948","Japan","-","USD","12.92","3.85","158.23","Mar 20, 2040","0.40","12.94","-","3.85","12.94","3.85","JPY","Mar 20, 2020","Apr 22, 2020"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","984,000.56","0.03","984,000.56","4,440,000.00","-","ROJVM8ELBDU4","-","Romania","-","USD","2.47","6.62","4.56","Apr 25, 2029","6.30","2.38","-","6.62","2.38","6.62","RON","Apr 25, 2023","Jan 29, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","967,006.84","0.03","967,006.84","6,500,000.00","-","CND1000BCQ70","-","China","-","USD","6.50","1.53","6.75","Jun 15, 2033","1.56","6.44","-","1.53","6.44","1.53","CNY","Jun 15, 2026","Jun 15, 2026"
"DERIV CAD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","966,686.67","0.03","966,686.67","1,355,440.00","-","-","-","Canada","-","USD","0.00","3.63","1.40","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","CAD","Jan 01, 2000","Jan 01, 2000"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","959,474.25","0.03","959,474.25","700,000.00","-","CH0557778815","-","Switzerland","-","USD","15.35","0.57","0.81","Jun 28, 2043","1.25","15.33","-","0.57","15.33","0.57","CHF","Jun 28, 2023","Jun 28, 2023"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","954,993.50","0.03","954,993.50","1,198,000.00","-","PTOTEPOE0032","-","Portugal","-","USD","13.76","3.84","0.87","Apr 11, 2042","1.15","13.51","-","3.84","13.51","3.84","EUR","Jan 19, 2022","Jan 19, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","949,259.66","0.03","949,259.66","1,394,650,000.00","-","KR103503GF38","-","Korea (South)","-","USD","3.34","3.88","1,423.45","Mar 10, 2030","2.63","3.35","-","3.88","3.35","3.88","KRW","Mar 10, 2025","Feb 25, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","947,240.30","0.03","947,240.30","17,875,000,000.00","-","IDG000024001","BQRD672","Indonesia","-","USD","11.87","7.34","17,915.00","Jul 15, 2054","6.88","11.89","-","7.34","11.89","7.34","IDR","Jul 15, 2023","Jan 05, 2024"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","940,182.79","0.03","940,182.79","6,200,000.00","-","DK0009924615","BRRFDK7","Denmark","-","USD","6.58","2.76","6.48","Nov 15, 2033","2.25","6.49","-","2.76","6.49","2.76","DKK","Nov 15, 2022","Sep 28, 2023"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","937,333.64","0.03","937,333.64","1,790,000.00","-","NZGOVDT531C0","BJX69K0","New Zealand","-","USD","4.50","4.12","1.70","May 15, 2031","1.50","4.50","-","4.12","4.50","4.12","NZD","May 15, 2019","Sep 25, 2019"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","927,401.28","0.03","927,401.28","2,070,000.00","135087M68","CA135087M680","BM8B9F6","Canada","-","USD","19.33","4.03","1.40","Dec 01, 2053","1.75","19.52","-","4.03","19.52","4.03","CAD","Aug 03, 2021","Aug 03, 2021"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","918,592.86","0.03","918,592.86","8,790,000.00","-","SE0028000281","-","Sweden","-","USD","8.99","2.99","9.49","Feb 09, 2037","2.75","8.86","-","2.99","8.86","2.99","SEK","Feb 09, 2026","Mar 18, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","911,787.36","0.03","911,787.36","1,970,000.00","-","NL0015614579","BK80T93","Netherlands","-","USD","25.00","3.65","0.87","Jan 15, 2052","0.00","24.55","-","3.65","24.55","3.65","EUR","Sep 24, 2020","Sep 24, 2020"
"ISRAEL (STATE OF)","Treasury","Fixed Income","900,449.97","0.03","900,449.97","2,632,000.00","-","IL0012023326","BR87465","Israel","-","USD","7.25","3.79","3.01","Mar 30, 2035","4.00","7.12","-","3.79","7.12","3.79","ILS","Jan 09, 2024","Jan 09, 2024"
"JAPAN (GOVERNMENT OF) 20YR #170","Treasury","Fixed Income","899,322.40","0.03","899,322.40","204,500,000.00","-","JP1201701KA5","BKPFTJ1","Japan","-","USD","12.58","3.78","158.23","Sep 20, 2039","0.30","12.59","-","3.78","12.59","3.78","JPY","Sep 20, 2019","Oct 25, 2019"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","894,250.25","0.03","894,250.25","1,050,000.00","-","SGXF75438295","BSC9QT1","Singapore","-","USD","6.78","2.19","1.28","May 01, 2034","3.38","6.79","-","2.19","6.79","2.19","SGD","May 02, 2024","May 02, 2024"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","892,163.08","0.03","892,163.08","1,160,000.00","-","SGXF76205099","BL97688","Singapore","-","USD","4.68","1.94","1.28","Jul 01, 2031","1.63","4.68","-","1.94","4.68","1.94","SGD","Jul 01, 2021","Jul 01, 2021"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","888,735.43","0.03","888,735.43","29,060,000.00","-","TH0623A3U608","BS9F799","Thailand","-","USD","15.37","3.11","33.06","Jun 17, 2050","3.15","15.66","-","3.11","15.66","3.11","THB","Oct 18, 2024","Oct 18, 2024"
"TREASURY NOTE","Treasury","Fixed Income","882,688.08","0.03","882,688.08","890,000.00","9128282R0","US9128282R06","BF53YJ5","United States","-","USD","0.99","4.15","1.00","Aug 15, 2027","2.25","0.99","-","4.15","0.99","4.15","USD","Aug 15, 2017","Aug 15, 2017"
"ISRAEL (STATE OF)","Treasury","Fixed Income","875,503.79","0.03","875,503.79","2,776,000.00","-","IL0011401937","BD0XP82","Israel","-","USD","13.86","4.23","3.01","Mar 31, 2047","3.75","13.73","-","4.23","13.73","4.23","ILS","Mar 07, 2017","Mar 07, 2017"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","874,380.27","0.03","874,380.27","9,350,000.00","-","NO0012440397","BNZH4S2","Norway","-","USD","5.34","4.36","9.54","May 18, 2032","2.13","5.23","-","4.36","5.23","4.36","NOK","Feb 16, 2022","Feb 16, 2022"
"SLOVAK REPUBLIC (GOVERNMENT)","Treasury","Fixed Income","857,300.70","0.03","857,300.70","750,000.00","-","SK4000027397","-","Slovak Republic","-","USD","2.72","3.00","0.87","Jun 04, 2029","2.50","2.67","-","3.00","2.67","3.00","EUR","Jun 04, 2025","Jun 04, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","855,062.22","0.03","855,062.22","1,205,350,000.00","-","KR103503GG60","BWFBN24","Korea (South)","-","USD","7.92","4.21","1,423.45","Jun 10, 2036","4.25","7.93","-","4.21","7.93","4.21","KRW","Jun 10, 2026","May 19, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","855,101.91","0.03","855,101.91","15,433,000,000.00","-","IDG000021809","BPVGHW2","Indonesia","-","USD","7.79","7.35","17,915.00","Jun 15, 2038","7.13","7.80","-","7.35","7.80","7.35","IDR","Jun 15, 2022","Sep 15, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","848,953.71","0.03","848,953.71","4,000,000.00","-","CND100036VL4","-","China","-","USD","24.52","2.21","6.75","May 25, 2070","3.73","25.01","-","2.21","25.01","2.21","CNY","May 25, 2020","May 25, 2020"
"CZECH REPUBLIC","Treasury","Fixed Income","829,739.78","0.03","829,739.78","16,840,000.00","-","CZ0001007033","-","Czech Republic","-","USD","5.30","4.45","21.01","Nov 11, 2032","4.50","5.19","-","4.45","5.19","4.45","CZK","Aug 11, 2023","Aug 11, 2023"
"CZECH REPUBLIC","Treasury","Fixed Income","820,879.91","0.03","820,879.91","16,170,000.00","-","CZ0001007025","-","Czech Republic","-","USD","2.44","3.87","21.01","Mar 29, 2029","5.75","2.40","-","3.87","2.40","3.87","CZK","Jul 28, 2023","Jul 28, 2023"
"CZECH REPUBLIC","Treasury","Fixed Income","816,496.11","0.03","816,496.11","17,060,000.00","-","CZ0001007496","BTNMVP7","Czech Republic","-","USD","6.69","4.66","21.01","Oct 24, 2034","4.25","6.55","-","4.66","6.55","4.66","CZK","Apr 25, 2025","Apr 25, 2025"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","816,398.13","0.03","816,398.13","267,750,000.00","-","HU0000405535","-","Hungary","-","USD","5.05","5.40","316.38","May 27, 2032","4.50","4.91","-","5.40","4.91","5.40","HUF","Jan 26, 2022","Jan 26, 2022"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","812,960.49","0.03","812,960.49","900,000.00","-","DE0001102598","BNRR4J1","Germany","-","USD","10.85","3.27","0.87","May 15, 2038","1.00","10.68","-","3.27","10.68","3.27","EUR","Apr 29, 2022","Apr 29, 2022"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","811,880.56","0.03","811,880.56","14,270,000,000.00","-","IDG000020801","BPK4YK4","Indonesia","-","USD","4.99","7.27","17,915.00","Feb 15, 2033","7.00","4.98","-","7.27","4.98","7.27","IDR","Aug 15, 2022","Aug 19, 2022"
"JAPAN (GOVERNMENT OF) 40YR #19","Treasury","Fixed Income","810,004.28","0.03","810,004.28","129,400,000.00","-","JP1400191S54","BW7YYY0","Japan","-","USD","19.03","3.96","158.23","Mar 20, 2066","3.80","19.87","-","3.96","19.87","3.96","JPY","Mar 20, 2026","May 28, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","809,403.63","0.03","809,403.63","990,000.00","-","AT0000A2Y8G4","-","Austria","-","USD","17.33","3.81","0.87","May 23, 2049","1.85","17.12","-","3.81","17.12","3.81","EUR","May 31, 2022","May 31, 2022"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","805,179.90","0.03","805,179.90","700,000.00","-","SI0002105227","-","Slovenia","-","USD","8.09","3.54","0.87","Mar 12, 2036","3.27","7.95","-","3.54","7.95","3.54","EUR","Jan 12, 2026","Jan 12, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","790,184.31","0.03","790,184.31","3,155,000.00","-","MYBMS2400013","BSLSM80","Malaysia","-","USD","9.73","3.93","4.09","Apr 18, 2039","4.05","9.76","-","3.93","9.76","3.93","MYR","Apr 17, 2024","Apr 17, 2024"
"CHF CASH","Cash and/or Derivatives","Cash","785,539.97","0.03","785,539.97","636,484.00","-","-","-","Switzerland","-","USD","0.00","3.63","0.81","-","0.00","0.00","-","3.63","0.00","3.63","CHF","-","Jan 01, 1990"
"FSWP: EUR 2.833700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","777,683.39","0.03","-97,698,918.61","-85,372,000.00","-","-","-","European Union","-","USD","4.68","0.23","0.87","Sep 16, 2031","2.83","4.68","-","0.23","4.68","0.23","EUR","Sep 16, 2026","Jun 01, 2026"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","774,207.47","0.03","774,207.47","7,500,000.00","-","NO0013713123","-","Norway","-","USD","8.03","4.41","9.54","Jun 03, 2036","4.13","7.85","-","4.41","7.85","4.41","NOK","Feb 03, 2026","Feb 03, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","773,743.65","0.03","773,743.65","740,000.00","-","AT0000A33SK7","-","Austria","-","USD","17.03","3.86","0.87","Oct 20, 2053","3.15","16.90","-","3.86","16.90","3.86","EUR","Apr 25, 2023","Apr 25, 2023"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","764,914.05","0.03","764,914.05","910,000.00","-","NL00150012X2","BPWBVY6","Netherlands","-","USD","19.23","3.64","0.87","Jan 15, 2054","2.00","19.07","-","3.64","19.07","3.64","EUR","Sep 29, 2022","Sep 29, 2022"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","762,002.56","0.03","762,002.56","620,000.00","-","SK4000021986","-","Slovak Republic","-","USD","5.38","3.39","0.87","Oct 19, 2032","4.00","5.28","-","3.39","5.28","3.39","EUR","Oct 19, 2022","Oct 19, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","758,086.69","0.03","758,086.69","1,230,850,000.00","-","KR103504GC97","BNDSF40","Korea (South)","-","USD","11.84","4.45","1,423.45","Sep 10, 2042","3.25","11.89","-","4.45","11.89","4.45","KRW","Sep 10, 2022","Aug 24, 2022"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","752,798.42","0.03","752,798.42","653,000.00","-","FI4000587415","-","Finland","-","USD","7.75","3.35","0.87","Sep 15, 2035","3.00","7.62","-","3.35","7.62","3.35","EUR","May 07, 2025","May 07, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","748,250.06","0.02","748,250.06","670,000.00","-","BE0000351602","BM63891","Belgium","-","USD","1.20","2.71","0.87","Oct 22, 2027","0.00","1.18","-","2.71","1.18","2.71","EUR","Apr 07, 2020","Apr 07, 2020"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","741,570.56","0.02","741,570.56","940,000.00","-","AT0000A1K9F1","BYN4DM9","Austria","-","USD","16.54","3.79","0.87","Feb 20, 2047","1.50","16.30","-","3.79","16.30","3.79","EUR","Feb 23, 2016","Feb 23, 2016"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","738,917.68","0.02","738,917.68","1,402,510,000.00","-","KR103502G834","BFX3022","Korea (South)","-","USD","14.95","4.53","1,423.45","Mar 10, 2048","2.63","15.08","-","4.53","15.08","4.53","KRW","Mar 10, 2018","Feb 08, 2018"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","729,375.58","0.02","729,375.58","740,000.00","-","IE00BMD03L28","BMD03L2","Ireland","-","USD","6.03","3.01","0.87","Oct 18, 2032","0.35","5.94","-","3.01","5.94","3.01","EUR","Jan 20, 2022","Jan 20, 2022"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","727,492.42","0.02","727,492.42","640,000.00","-","FI4000591862","-","Finland","-","USD","5.24","3.06","0.87","Apr 15, 2032","2.63","5.16","-","3.06","5.16","3.06","EUR","Aug 28, 2025","Aug 28, 2025"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","724,742.41","0.02","724,742.41","1,240,000.00","-","NZGOVDT534C4","-","New Zealand","-","USD","6.47","4.48","1.70","May 15, 2034","4.25","6.48","-","4.48","6.48","4.48","NZD","Nov 15, 2022","Nov 22, 2022"
"ISRAEL (STATE OF)","Treasury","Fixed Income","716,951.75","0.02","716,951.75","2,798,000.00","-","IL0011840761","BP493W0","Israel","-","USD","16.57","4.41","3.01","Nov 29, 2052","2.80","16.50","-","4.41","16.50","4.41","ILS","Feb 08, 2022","Feb 08, 2022"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","709,929.49","0.02","709,929.49","590,000.00","-","SI0002104303","-","Slovenia","-","USD","5.83","3.14","0.87","Mar 11, 2033","3.63","5.73","-","3.14","5.73","3.14","EUR","Jan 11, 2023","Jan 11, 2023"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","707,098.90","0.02","707,098.90","930,000.00","-","IE00BH3SQB22","BH3SQB2","Ireland","-","USD","18.55","3.71","0.87","May 15, 2050","1.50","18.32","-","3.71","18.32","3.71","EUR","May 16, 2019","May 16, 2019"
"TREASURY NOTE","Treasury","Fixed Income","706,808.76","0.02","706,808.76","750,000.00","91282CDF5","US91282CDF59","BN7DP74","United States","-","USD","2.15","4.28","1.00","Oct 31, 2028","1.38","2.15","-","4.28","2.15","4.28","USD","Oct 31, 2021","Nov 01, 2021"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","701,333.33","0.02","701,333.33","560,000.00","-","CH0344958688","-","Switzerland","-","USD","5.81","0.26","0.81","Jun 27, 2032","0.50","5.80","-","0.26","5.80","0.26","CHF","Jun 27, 2018","Jun 27, 2018"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","694,462.12","0.02","694,462.12","600,000.00","-","BE0000365743","-","Belgium","-","USD","3.91","3.04","0.87","Oct 22, 2030","2.60","3.84","-","3.04","3.84","3.04","EUR","May 21, 2025","May 21, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","679,353.53","0.02","679,353.53","580,000.00","-","SK4000023230","-","Slovak Republic","-","USD","6.06","3.46","0.87","Jun 08, 2033","3.63","5.94","-","3.46","5.94","3.46","EUR","Jun 08, 2023","Jun 08, 2023"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","657,197.44","0.02","657,197.44","1,880,000.00","-","AU0000097495","BMZ8B65","Australia","-","USD","16.98","5.51","1.42","Jun 21, 2051","1.75","17.22","-","5.51","17.22","5.51","AUD","Jun 21, 2020","Aug 05, 2020"
"FSWP: KRW 3.998290 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","650,320.71","0.02","170,779,798.16","242,170,804,675.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.00","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 7.920000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","638,467.55","0.02","99,722,924.66","1,704,649,000.00","-","-","-","Mexico","-","USD","3.93","1.32","17.20","Sep 11, 2031","7.92","3.93","-","1.32","3.93","1.32","MXN","Sep 17, 2026","May 29, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","634,174.70","0.02","634,174.70","110,000.00","-","MX0MGO0001O3","-","Mexico","-","USD","4.34","8.77","17.20","Apr 15, 2032","8.00","4.41","-","8.77","4.41","8.77","MXN","Oct 23, 2025","Nov 03, 2025"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","625,788.19","0.02","625,788.19","4,310,000.00","-","DK0009923807","BJK1TG4","Denmark","-","USD","3.21","2.52","6.48","Nov 15, 2029","0.50","3.17","-","2.52","3.17","2.52","DKK","Nov 15, 2018","Jan 25, 2019"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","623,838.55","0.02","623,838.55","180,000,000.00","-","HU0000407564","BSRFM85","Hungary","-","USD","8.00","5.43","316.38","Sep 23, 2037","6.25","7.80","-","5.43","7.80","5.43","HUF","Feb 18, 2026","Feb 18, 2026"
"RON CASH","Cash and/or Derivatives","Cash","608,353.36","0.02","608,353.36","2,771,506.00","-","-","-","Romania","-","USD","0.00","5.74","4.56","-","0.00","0.00","-","5.74","0.00","5.74","RON","-","Jan 01, 1990"
"TREASURY NOTE (OLD)","Treasury","Fixed Income","606,964.16","0.02","606,964.16","620,000.00","91282CPZ8","US91282CPZ85","BWBZNP3","United States","-","USD","7.59","4.66","1.00","Feb 15, 2036","4.13","7.60","-","4.66","7.60","4.66","USD","Feb 15, 2026","Feb 17, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","606,690.58","0.02","606,690.58","530,000.00","-","PTOTEEOE0019","-","Portugal","-","USD","13.70","3.98","0.87","Jun 15, 2046","3.88","13.53","-","3.98","13.53","3.98","EUR","Jun 04, 2026","Jun 04, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","604,444.90","0.02","604,444.90","120,000.00","-","MX0MGO000102","BDH3PR4","Mexico","-","USD","8.64","9.65","17.20","Nov 07, 2047","8.00","9.17","-","9.65","9.17","9.65","MXN","Feb 23, 2017","Mar 10, 2017"
"HUNGARY (REPUBLIC OF)","Treasury","Fixed Income","597,042.40","0.02","597,042.40","234,470,000.00","-","HU0000404892","BMC2VT3","Hungary","-","USD","7.02","5.39","316.38","Jun 22, 2034","2.25","6.83","-","5.39","6.83","5.39","HUF","Jan 20, 2021","Jan 20, 2021"
"DERIV ZAR BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","595,193.24","0.02","595,193.24","9,717,274.00","-","-","-","South Africa","-","USD","0.00","6.88","16.33","Aug 07, 2026","6.88","0.00","-","6.88","0.00","6.88","ZAR","Jan 01, 2000","Jan 01, 2000"
"ISRAEL (STATE OF)","Treasury","Fixed Income","590,226.79","0.02","590,226.79","1,490,000.00","-","IL0011254005","B85M0X9","Israel","-","USD","10.64","4.06","3.01","Jan 31, 2042","5.50","10.50","-","4.06","10.50","4.06","ILS","Jan 10, 2012","Jan 10, 2012"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","589,074.99","0.02","589,074.99","1,000,000.00","-","NZGOVDT538C5","-","New Zealand","-","USD","8.77","4.84","1.70","May 15, 2038","4.75","8.83","-","4.84","8.83","4.84","NZD","May 15, 2026","Jul 21, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","587,193.08","0.02","587,193.08","550,000.00","-","PTOTEYOE0031","-","Portugal","-","USD","5.61","3.06","0.87","Jul 16, 2032","1.65","5.52","-","3.06","5.52","3.06","EUR","Apr 13, 2022","Apr 13, 2022"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","582,984.01","0.02","582,984.01","820,000.00","-","SGXF89085702","BP2DFX9","Singapore","-","USD","19.44","2.38","1.28","Oct 01, 2051","1.88","19.49","-","2.38","19.49","2.38","SGD","Oct 01, 2021","Oct 01, 2021"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","582,374.69","0.02","582,374.69","520,000.00","-","GR0124042764","-","Greece","-","USD","8.35","3.79","0.87","Jun 16, 2036","3.38","8.17","-","3.79","8.17","3.79","EUR","Jan 20, 2026","Jan 20, 2026"
"AUSTRALIA (COMMONWEALTH OF)","Treasury","Fixed Income","580,799.34","0.02","580,799.34","990,000.00","-","AU0000075681","BKDRWH8","Australia","-","USD","5.44","4.62","1.42","May 21, 2032","1.25","5.44","-","4.62","5.44","4.62","AUD","Nov 21, 2019","Jan 24, 2020"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","572,883.20","0.02","572,883.20","3,140,000.00","-","DK0009922320","B3FNDZ0","Denmark","-","USD","10.05","3.10","6.48","Nov 15, 2039","4.50","9.92","-","3.10","9.92","3.10","DKK","Nov 15, 2007","Nov 14, 2008"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","571,530.60","0.02","571,530.60","170,530,000.00","-","HU0000407317","BQZ9GM7","Hungary","-","USD","4.27","5.39","316.38","Jul 23, 2031","6.75","4.16","-","5.39","4.16","5.39","HUF","Apr 16, 2025","Apr 16, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","568,025.62","0.02","568,025.62","2,400,000.00","-","MYBMZ2500031","BRXBQF5","Malaysia","-","USD","16.71","4.12","4.09","Jul 15, 2055","3.92","16.95","-","4.12","16.95","4.12","MYR","Jul 15, 2025","Jul 15, 2025"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","562,075.50","0.02","562,075.50","463,000.00","-","CH0344958472","BZ05NC2","Switzerland","-","USD","26.77","0.57","0.81","May 24, 2055","0.50","26.69","-","0.57","26.69","0.57","CHF","May 24, 2017","May 24, 2017"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","561,437.76","0.02","561,437.76","860,000.00","135087T87","CA135087T875","-","Canada","-","USD","17.55","4.02","1.40","Dec 01, 2056","3.50","17.83","-","4.02","17.83","4.02","CAD","Oct 17, 2025","Oct 17, 2025"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","556,339.26","0.02","556,339.26","480,000,000.00","-","CL0002935048","-","Chile","-","USD","9.18","5.86","912.73","Oct 01, 2040","6.20","9.26","-","5.86","9.26","5.86","CLP","Apr 01, 2024","Jun 03, 2024"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","551,361.12","0.02","551,361.12","657,000.00","-","SG31A7000004","BDCFY67","Singapore","-","USD","15.04","2.34","1.28","Mar 01, 2046","2.75","15.08","-","2.34","15.08","2.34","SGD","Mar 01, 2016","Mar 01, 2016"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","539,317.71","0.02","539,317.71","850,000.00","-","AU0000300535","BLFCN97","Australia","-","USD","14.15","5.49","1.42","Jun 21, 2054","4.75","14.53","-","5.49","14.53","5.49","AUD","Jun 21, 2023","Oct 24, 2023"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","537,273.30","0.02","537,273.30","450,000.00","-","IT0005530032","BQVX258","Italy","-","USD","11.66","4.36","0.87","Sep 01, 2043","4.45","11.70","-","4.36","11.70","4.36","EUR","Sep 01, 2022","Jan 17, 2023"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","532,718.46","0.02","532,718.46","410,000.00","-","CH0557779003","BSD4BG7","Switzerland","-","USD","19.05","0.61","0.81","May 22, 2047","0.88","19.01","-","0.61","19.01","0.61","CHF","May 22, 2024","May 22, 2024"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","528,348.42","0.02","528,348.42","5,590,000.00","-","NO0010875230","BLKQFG5","Norway","-","USD","3.81","4.45","9.54","Aug 19, 2030","1.38","3.72","-","4.45","3.72","4.45","NOK","Feb 19, 2020","Feb 19, 2020"
"NZD CASH","Cash and/or Derivatives","Cash","527,777.68","0.02","527,777.68","897,963.00","-","-","-","New Zealand","-","USD","0.00","2.73","1.70","-","0.00","0.00","-","2.73","0.00","2.73","NZD","-","Jan 01, 1990"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","527,695.13","0.02","527,695.13","9,664,000,000.00","-","IDG000018300","BNBQFR9","Indonesia","-","USD","11.11","7.35","17,915.00","Aug 15, 2051","6.88","11.13","-","7.35","11.13","7.35","IDR","Aug 15, 2020","Jan 07, 2021"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","525,209.10","0.02","525,209.10","420,000.00","-","CH0224397171","-","Switzerland","-","USD","3.77","0.18","0.81","May 27, 2030","0.50","3.77","-","0.18","3.77","0.18","CHF","May 27, 2015","May 27, 2015"
"FSWP: GBP 4.412100 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","520,499.76","0.02","85,981,988.61","63,467,000.00","-","-","-","United Kingdom","-","USD","4.48","0.47","0.74","Sep 16, 2031","4.41","4.48","-","0.47","4.48","0.47","GBP","Sep 16, 2026","Jul 22, 2026"
"DENMARK KINGDOM OF (GOVERNMENT) RegS","Treasury","Fixed Income","514,433.05","0.02","514,433.05","3,470,000.00","-","DK0009925182","-","Denmark","-","USD","8.18","2.94","6.48","Nov 15, 2035","2.25","8.07","-","2.94","8.07","2.94","DKK","Nov 15, 2024","Sep 30, 2025"
"SGD CASH","Cash and/or Derivatives","Cash","513,262.75","0.02","513,262.75","658,490.00","-","-","-","Singapore","-","USD","0.00","3.63","1.28","-","0.00","0.00","-","3.63","0.00","3.63","SGD","-","Jan 01, 1990"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","512,091.86","0.02","512,091.86","1,510,000.00","-","PEP01000C5I0","-","Peru","-","USD","5.37","5.37","3.38","Aug 12, 2033","7.30","5.38","-","5.37","5.38","5.37","PEN","Jun 12, 2023","Jun 12, 2023"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","502,603.80","0.02","502,603.80","270,000.00","-","CH0224397007","BNFWZK6","Switzerland","-","USD","29.13","0.52","0.81","Jun 25, 2064","2.00","29.01","-","0.52","29.01","0.52","CHF","Jun 25, 2014","Jun 25, 2014"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","500,804.59","0.02","500,804.59","470,000.00","-","SK4000017059","-","Slovak Republic","-","USD","4.02","3.19","0.87","Oct 09, 2030","1.00","3.94","-","3.19","3.94","3.19","EUR","Apr 09, 2020","Apr 09, 2020"
"JAPAN (GOVERNMENT OF) 20YR #133","Treasury","Fixed Income","499,433.89","0.02","499,433.89","80,000,000.00","-","JP1201331C14","B6WF6H3","Japan","-","USD","5.08","2.10","158.23","Dec 20, 2031","1.80","5.08","-","2.10","5.08","2.10","JPY","Dec 20, 2011","Jan 31, 2012"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","498,828.26","0.02","498,828.26","405,000.00","-","CH0557779235","BVBCKN4","Switzerland","-","USD","13.33","0.52","0.81","May 28, 2040","0.50","13.30","-","0.52","13.30","0.52","CHF","May 28, 2025","May 28, 2025"
"TREASURY BOND","Treasury","Fixed Income","498,867.80","0.02","498,867.80","670,000.00","912810RJ9","US912810RJ97","BSJWZQ3","United States","-","USD","12.78","5.25","1.00","Nov 15, 2044","3.00","12.93","-","5.25","12.93","5.25","USD","Nov 15, 2014","Nov 17, 2014"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","496,584.58","0.02","496,584.58","1,970,000.00","-","MYBMX2400021","BNTBV67","Malaysia","-","USD","12.34","4.01","4.09","May 16, 2044","4.18","12.42","-","4.01","12.42","4.01","MYR","May 15, 2024","May 15, 2024"
"JAPAN (GOVERNMENT OF) 20YR #175","Treasury","Fixed Income","496,217.50","0.02","496,217.50","114,850,000.00","-","JP1201751M13","BMD96M1","Japan","-","USD","13.48","3.96","158.23","Dec 20, 2040","0.50","13.51","-","3.96","13.51","3.96","JPY","Dec 20, 2020","Jan 20, 2021"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","495,421.30","0.02","495,421.30","1,270,000.00","-","AT0000A2QQB6","-","Austria","-","USD","31.34","3.79","0.87","Apr 20, 2071","0.70","31.08","-","3.79","31.08","3.79","EUR","Apr 20, 2021","Apr 20, 2021"
"HUF CASH","Cash and/or Derivatives","Cash","491,280.53","0.02","491,280.53","155,433,742.00","-","-","-","Hungary","-","USD","0.00","5.74","316.38","-","0.00","0.00","-","5.74","0.00","5.74","HUF","-","Jan 01, 1990"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","485,380.29","0.02","485,380.29","425,000.00","-","AT0000A3T279","-","Austria","-","USD","17.37","3.89","0.87","Mar 20, 2056","3.75","17.27","-","3.89","17.27","3.89","EUR","Mar 10, 2026","Mar 10, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","480,502.28","0.02","480,502.28","1,790,000.00","-","MYBMX1700033","BYQJ0V9","Malaysia","-","USD","8.29","3.82","4.09","Apr 07, 2037","4.76","8.31","-","3.82","8.31","3.82","MYR","Apr 07, 2017","Apr 07, 2017"
"HUNGARY (REPUBLIC OF)","Treasury","Fixed Income","473,616.27","0.02","473,616.27","150,000,000.00","-","HU0000405550","BMH2BK9","Hungary","-","USD","5.26","5.40","316.38","Nov 24, 2032","4.75","5.12","-","5.40","5.12","5.40","HUF","Jan 19, 2022","Jan 19, 2022"
"ISRAEL (STATE OF)","Treasury","Fixed Income","473,194.49","0.02","473,194.49","1,800,000.00","-","IL0011661803","BMHKKJ5","Israel","-","USD","9.71","3.95","3.01","May 31, 2037","1.50","9.54","-","3.95","9.54","3.95","ILS","May 12, 2020","May 12, 2020"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","470,051.46","0.02","470,051.46","4,560,000.00","-","SE0025137862","BSJS3V2","Sweden","-","USD","8.77","2.98","9.49","Oct 15, 2036","2.50","8.65","-","2.98","8.65","2.98","SEK","Oct 15, 2024","Jun 09, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","467,837.99","0.02","467,837.99","410,000.00","-","SK4000022547","-","Slovak Republic","-","USD","11.84","4.24","0.87","Feb 23, 2043","4.00","11.64","-","4.24","11.64","4.24","EUR","Feb 23, 2023","Feb 23, 2023"
"DKK CASH","Cash and/or Derivatives","Cash","463,993.61","0.02","463,993.61","3,007,050.00","-","-","-","Denmark","-","USD","0.00","2.18","6.48","-","0.00","0.00","-","2.18","0.00","2.18","DKK","-","Jan 01, 1990"
"NORDDEUTSCHE LANDESBANK GIROZENTRA MTN RegS","Covered","Fixed Income","463,486.83","0.02","463,486.83","400,000.00","-","DE000NLB5503","-","Germany","-","USD","2.69","3.04","0.87","May 28, 2029","3.00","2.64","-","3.04","2.64","3.04","EUR","May 28, 2026","May 28, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","457,296.73","0.02","457,296.73","-1,719,155,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","456,981.55","0.02","456,981.55","460,000.00","-","IE00BMQ5JL65","BMQ5JL6","Ireland","-","USD","5.13","2.92","0.87","Oct 18, 2031","0.00","5.05","-","2.92","5.05","2.92","EUR","Jan 12, 2021","Jan 12, 2021"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","446,281.93","0.01","446,281.93","740,000.00","-","PTOTECOE0037","-","Portugal","-","USD","20.66","4.04","0.87","Apr 12, 2052","1.00","20.33","-","4.04","20.33","4.04","EUR","Feb 10, 2021","Feb 10, 2021"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","443,458.01","0.01","443,458.01","1,640,000.00","-","PL0000116851","BRJH2Z9","Poland","-","USD","6.45","5.48","3.73","Oct 25, 2034","5.00","6.31","-","5.48","6.31","5.48","PLN","Oct 25, 2023","Apr 12, 2024"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","440,877.44","0.01","440,877.44","172,410,000.00","-","HU0000403555","-","Hungary","-","USD","9.58","5.44","316.38","Oct 27, 2038","3.00","9.34","-","5.44","9.34","5.44","HUF","Feb 07, 2018","Feb 07, 2018"
"SINGAPORE (REPUBLIC OF) RegS","Treasury","Fixed Income","439,788.23","0.01","439,788.23","500,000.00","-","SGXF47639806","BPK6B10","Singapore","-","USD","25.69","2.53","1.28","Aug 01, 2072","3.00","26.13","-","2.53","26.13","2.53","SGD","Aug 15, 2022","Aug 15, 2022"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","438,934.52","0.01","438,934.52","5,960,000.00","-","DK0009924029","BM962D9","Denmark","-","USD","24.43","3.25","6.48","Nov 15, 2052","0.25","24.07","-","3.25","24.07","3.25","DKK","Nov 15, 2019","Apr 03, 2020"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","427,101.05","0.01","427,101.05","600,000.00","-","AU3TB0000291","-","Australia","-","USD","7.67","4.94","1.42","Jun 21, 2036","5.00","7.68","-","4.94","7.68","4.94","AUD","Dec 21, 2025","May 26, 2026"
"HONG KONG SPECIAL ADMINISTRATIVE R","Treasury","Fixed Income","425,069.77","0.01","425,069.77","3,400,000.00","-","HK0001256640","BNHVP12","Hong Kong","-","USD","5.87","3.27","7.84","Feb 07, 2033","2.91","5.87","-","3.27","5.87","3.27","HKD","Feb 05, 2026","Feb 05, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","410,023.17","0.01","410,023.17","370,000.00","-","NL0015001XZ6","BSMP536","Netherlands","-","USD","7.17","3.08","0.87","Jul 15, 2034","2.50","7.06","-","3.08","7.06","3.08","EUR","Feb 08, 2024","Feb 08, 2024"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","402,220.48","0.01","402,220.48","1,820,000.00","-","RODFIUK7ZV55","-","Romania","-","USD","6.51","6.93","4.56","Apr 25, 2035","6.75","6.30","-","6.93","6.30","6.93","RON","Apr 25, 2024","Sep 23, 2024"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","390,413.13","0.01","390,413.13","365,000.00","-","PTOTE3OE0025","-","Portugal","-","USD","16.89","4.10","0.87","Jun 12, 2054","3.63","16.75","-","4.10","16.75","4.10","EUR","May 29, 2024","May 29, 2024"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","389,514.46","0.01","389,514.46","560,000.00","-","AT0000A2KQ43","BMTMDL2","Austria","-","USD","13.97","3.62","0.87","Oct 20, 2040","0.00","13.71","-","3.62","13.71","3.62","EUR","Oct 22, 2020","Oct 22, 2020"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","376,291.88","0.01","376,291.88","967,000.00","-","NZGOVDT541C9","BL58BK2","New Zealand","-","USD","12.12","5.06","1.70","May 15, 2041","1.75","12.19","-","5.06","12.19","5.06","NZD","May 15, 2020","Jul 21, 2020"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","376,341.36","0.01","376,341.36","1,560,000.00","-","RO0DU3PR9NF9","BNQQH23","Romania","-","USD","7.62","7.07","4.56","Feb 24, 2038","7.90","7.34","-","7.07","7.34","7.07","RON","Feb 24, 2023","Mar 08, 2023"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","371,157.16","0.01","371,157.16","530,000.00","-","BE0000348574","BJ4LD68","Belgium","-","USD","17.84","4.41","0.87","Jun 22, 2050","1.70","17.53","-","4.41","17.53","4.41","EUR","Feb 05, 2019","Feb 05, 2019"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","370,247.68","0.01","370,247.68","623,000.00","-","AT0000A2EJ08","BKSFP01","Austria","-","USD","20.89","3.85","0.87","Mar 20, 2051","0.75","20.56","-","3.85","20.56","3.85","EUR","Apr 02, 2020","Apr 02, 2020"
"SINGAPORE (REPUBLIC OF) RegS","Treasury","Fixed Income","367,108.82","0.01","367,108.82","400,000.00","-","SGXPK17B11U8","-","Singapore","-","USD","18.90","2.40","1.28","Jun 01, 2054","3.25","18.98","-","2.40","18.98","2.40","SGD","Jun 03, 2024","Jun 03, 2024"
"DERIV ILS BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","365,118.71","0.01","365,118.71","1,098,332.00","-","-","-","Israel","-","USD","0.00","3.63","3.01","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","ILS","Jan 01, 2000","Jan 01, 2000"
"CZECH REPUBLIC","Treasury","Fixed Income","362,909.18","0.01","362,909.18","8,610,000.00","-","CZ0001007397","BS2KBQ6","Czech Republic","-","USD","12.04","5.12","21.01","Apr 04, 2044","4.00","11.83","-","5.12","11.83","5.12","CZK","Oct 04, 2024","Oct 04, 2024"
"PEN CASH","Cash and/or Derivatives","Cash","358,968.20","0.01","358,968.20","1,213,205.00","-","-","-","Peru","-","USD","0.00","3.63","3.38","-","0.00","0.00","-","3.63","0.00","3.63","PEN","-","Jan 01, 1990"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","339,968.58","0.01","339,968.58","630,000.00","135087C93","CA135087C939","BM7RZV3","Canada","-","USD","20.54","4.03","1.40","Dec 01, 2064","2.75","20.97","-","4.03","20.97","4.03","CAD","May 01, 2014","May 01, 2014"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","332,614.11","0.01","332,614.11","460,000.00","-","SGXF27246101","BK8TDH6","Singapore","-","USD","18.51","2.32","1.28","Mar 01, 2050","1.88","18.55","-","2.32","18.55","2.32","SGD","Mar 02, 2020","Mar 02, 2020"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","328,885.17","0.01","328,885.17","735,000.00","-","FI4000480488","BMCXYY2","Finland","-","USD","24.47","3.97","0.87","Apr 15, 2052","0.13","23.97","-","3.97","23.97","3.97","EUR","Feb 09, 2021","Feb 09, 2021"
"FSWP: EUR 2.899100 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","327,390.91","0.01","-66,680,577.59","-58,091,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.90","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Jun 05, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","320,218.81","0.01","320,218.81","420,000.00","-","IE00BMQ5JM72","-","Ireland","-","USD","13.73","3.56","0.87","Apr 22, 2041","0.55","13.49","-","3.56","13.49","3.56","EUR","Apr 22, 2021","Apr 22, 2021"
"JAPAN (GOVERNMENT OF) 30YR #85","Treasury","Fixed Income","317,317.87","0.01","317,317.87","69,700,000.00","-","JP1300851R17","BTHVR63","Japan","-","USD","18.31","4.59","158.23","Dec 20, 2054","2.30","18.95","-","4.59","18.95","4.59","JPY","Dec 20, 2024","Jan 10, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","317,458.01","0.01","317,458.01","550,000.00","-","SK4000019857","-","Slovak Republic","-","USD","19.98","4.36","0.87","Oct 13, 2051","1.00","19.61","-","4.36","19.61","4.36","EUR","Oct 13, 2021","Oct 13, 2021"
"FSWP: PLN 4.500000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","312,293.33","0.01","31,778,080.01","117,284,000.00","-","-","-","Poland","-","USD","4.48","0.41","3.73","Sep 16, 2031","4.50","4.48","-","0.41","4.48","0.41","PLN","Sep 16, 2026","May 29, 2026"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","310,576.55","0.01","310,576.55","280,000.00","-","XS3124345631","-","Bulgaria","-","USD","7.71","3.92","0.87","Jul 18, 2035","3.38","7.54","-","3.92","7.54","3.92","EUR","Jul 18, 2025","Jul 18, 2025"
"TREASURY NOTE","Treasury","Fixed Income","308,263.62","0.01","308,263.62","310,000.00","91282CQE4","US91282CQE48","BVCHTY2","United States","-","USD","2.43","4.29","1.00","Mar 15, 2029","3.50","2.43","-","4.29","2.43","4.29","USD","Mar 15, 2026","Mar 16, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","307,560.05","0.01","307,560.05","220,000.00","-","CH0440081567","BPP00Z4","Switzerland","-","USD","11.17","0.48","0.81","Oct 26, 2038","1.50","11.15","-","0.48","11.15","0.48","CHF","Oct 26, 2022","Oct 26, 2022"
"DERIV AUD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","304,776.62","0.01","304,776.62","432,829.00","-","-","-","Australia","-","USD","0.00","4.32","1.42","Aug 07, 2026","4.32","0.00","-","4.32","0.00","4.32","AUD","Jan 01, 2000","Jan 01, 2000"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","303,570.67","0.01","303,570.67","420,000.00","-","GR0138017836","-","Greece","-","USD","18.01","4.41","0.87","Jan 24, 2052","1.88","17.72","-","4.41","17.72","4.41","EUR","Mar 24, 2021","Mar 24, 2021"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","298,968.52","0.01","298,968.52","1,870,000.00","-","CND10006VQZ5","-","China","-","USD","6.41","1.50","6.75","Aug 25, 2033","2.52","6.41","-","1.50","6.41","1.50","CNY","Aug 25, 2023","Aug 24, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","263,771.82","0.01","263,771.82","4,040,000.00","-","SE0015193313","BMC2DD1","Sweden","-","USD","17.73","3.20","9.49","Nov 24, 2045","0.50","17.47","-","3.20","17.47","3.20","SEK","Nov 24, 2020","Nov 24, 2020"
"SWP: OIS 14.590000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","262,344.33","0.01","21,678,928.40","109,110,000.00","-","-","-","Brazil","-","USD","2.22","0.04","5.09","Jan 02, 2029","14.59","2.22","-","0.04","2.22","0.04","BRL","Jun 23, 2026","Jun 23, 2026"
"SWP: OIS 14.820000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","261,699.01","0.01","14,915,109.94","74,654,000.00","-","-","-","Brazil","-","USD","2.23","0.11","5.09","Jan 02, 2029","14.82","2.23","-","0.11","2.23","0.11","BRL","Jun 09, 2026","Jun 09, 2026"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","259,207.56","0.01","259,207.56","200,000.00","-","CH1544304103","BVY4446","Switzerland","-","USD","13.98","0.53","0.81","Jun 24, 2041","0.88","13.96","-","0.53","13.96","0.53","CHF","Jun 24, 2026","Jun 24, 2026"
"FSWP: KRW 4.074500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","254,698.42","0.01","35,303,863.47","49,890,734,000.00","-","-","-","Korea (South)","-","USD","4.45","0.99","1,423.45","Sep 16, 2031","4.07","4.45","-","0.99","4.45","0.99","KRW","Sep 16, 2026","Jun 23, 2026"
"SWP: OIS 14.650000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","251,880.41","0.01","18,719,292.31","94,085,000.00","-","-","-","Brazil","-","USD","2.22","0.06","5.09","Jan 02, 2029","14.65","2.22","-","0.06","2.22","0.06","BRL","Jun 23, 2026","Jun 23, 2026"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","251,461.32","0.01","251,461.32","300,000.00","-","SK4000018958","-","Slovak Republic","-","USD","9.36","3.81","0.87","Apr 21, 2036","0.38","9.15","-","3.81","9.15","3.81","EUR","Apr 21, 2021","Apr 21, 2021"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","249,035.74","0.01","249,035.74","240,000.00","-","SI0002104873","-","Slovenia","-","USD","17.11","4.17","0.87","Apr 14, 2055","3.50","16.96","-","4.17","16.96","4.17","EUR","Jan 14, 2025","Jan 14, 2025"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","247,971.51","0.01","247,971.51","730,000.00","-","AT0000A2HLC4","BMB3J71","Austria","-","USD","36.06","3.25","0.87","Jun 30, 2120","0.85","36.70","-","3.25","36.70","3.25","EUR","Jun 30, 2020","Jun 30, 2020"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","247,638.12","0.01","247,638.12","1,540,000.00","-","CND100076348","-","China","-","USD","6.63","1.51","6.75","Nov 25, 2033","2.67","6.63","-","1.51","6.63","1.51","CNY","Nov 25, 2023","Nov 25, 2023"
"FSWP: KRW 4.210500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","244,634.64","0.01","18,482,519.37","25,960,717,024.00","-","-","-","Korea (South)","-","USD","4.44","1.00","1,423.45","Sep 16, 2031","4.21","4.44","-","1.00","4.44","1.00","KRW","Sep 16, 2026","Jun 09, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","239,023.96","0.01","239,023.96","420,000.00","-","NZGOVDT554C2","-","New Zealand","-","USD","14.04","5.30","1.70","May 15, 2054","5.00","14.46","-","5.30","14.46","5.30","NZD","Nov 15, 2023","Feb 28, 2024"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","234,848.10","0.01","234,848.10","223,000.00","-","IE00080U68D3","-","Ireland","-","USD","17.77","3.79","0.87","Oct 18, 2055","3.15","17.67","-","3.79","17.67","3.79","EUR","Jan 23, 2025","Jan 23, 2025"
"FSWP: KRW 4.092000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","233,881.42","0.01","29,259,280.27","41,316,204,000.00","-","-","-","Korea (South)","-","USD","4.45","0.99","1,423.45","Sep 16, 2031","4.09","4.45","-","0.99","4.45","0.99","KRW","Sep 16, 2026","Jul 22, 2026"
"EUR CASH","Cash and/or Derivatives","Cash","228,546.10","0.01","228,546.10","198,133.00","-","-","-","European Union","-","USD","0.00","2.22","0.87","-","0.00","0.00","-","2.22","0.00","2.22","EUR","-","Jan 01, 1989"
"NOK CASH","Cash and/or Derivatives","Cash","219,210.18","0.01","219,210.18","2,091,671.00","-","-","-","Norway","-","USD","0.00","4.35","9.54","-","0.00","0.00","-","4.35","0.00","4.35","NOK","-","Jan 01, 1990"
"FSWP: KRW 4.086500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","217,671.26","0.01","28,091,219.04","39,676,601,582.00","-","-","-","Korea (South)","-","USD","4.45","0.99","1,423.45","Sep 16, 2031","4.09","4.45","-","0.99","4.45","0.99","KRW","Sep 16, 2026","Jun 12, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","212,151.93","0.01","212,151.93","3,835,550,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 02, 2026"
"IDR CASH","Cash and/or Derivatives","Cash","205,076.34","0.01","205,076.34","3,673,942,650.00","-","-","-","Indonesia","-","USD","0.00","5.03","17,915.00","-","0.00","0.00","-","5.03","0.00","5.03","IDR","-","Jan 01, 1990"
"JAPAN (GOVERNMENT OF) 30YR #74","Treasury","Fixed Income","201,418.03","0.01","201,418.03","60,200,000.00","-","JP1300741N49","BNNFY22","Japan","-","USD","20.27","5.43","158.23","Mar 20, 2052","1.00","20.60","-","5.43","20.60","5.43","JPY","Mar 20, 2022","Apr 08, 2022"
"SWP: OIS 14.540000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","197,256.63","0.01","18,711,973.05","94,326,000.00","-","-","-","Brazil","-","USD","2.20","0.02","5.09","Jan 02, 2029","14.54","2.20","-","0.02","2.20","0.02","BRL","Jul 23, 2026","Jul 23, 2026"
"CZK CASH","Cash and/or Derivatives","Cash","196,279.40","0.01","196,279.40","4,124,085.00","-","-","-","Czech Republic","-","USD","0.00","3.80","21.01","-","0.00","0.00","-","3.80","0.00","3.80","CZK","-","Jan 01, 1990"
"TREASURY NOTE","Treasury","Fixed Income","190,929.35","0.01","190,929.35","190,000.00","91282CLR0","US91282CLR06","BSZ7PN9","United States","-","USD","2.97","4.33","1.00","Oct 31, 2029","4.13","2.96","-","4.33","2.96","4.33","USD","Oct 31, 2024","Oct 31, 2024"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","190,807.68","0.01","190,807.68","898,000.00","-","PL0000109765","-","Poland","-","USD","12.83","5.85","3.73","Apr 25, 2047","4.00","12.62","-","5.85","12.62","5.85","PLN","Apr 25, 2016","Feb 20, 2017"
"FSWP: SEK 2.764000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","186,279.67","0.01","-38,690,573.54","-368,953,000.00","-","-","-","Sweden","-","USD","4.69","0.73","9.49","Sep 16, 2031","2.76","4.69","-","0.73","4.69","0.73","SEK","Sep 16, 2026","Jun 12, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","172,390.53","0.01","172,390.53","150,000.00","-","AT0000A3V234","-","Austria","-","USD","11.60","3.64","0.87","Sep 20, 2041","3.55","11.45","-","3.64","11.45","3.64","EUR","Jun 03, 2026","Jun 03, 2026"
"CNY CASH","Cash and/or Derivatives","Cash","168,816.20","0.01","168,816.20","1,139,644.00","-","-","-","China","-","USD","0.00","3.63","6.75","-","0.00","0.00","-","3.63","0.00","3.63","CNY","-","Dec 31, 1989"
"JAPAN (GOVERNMENT OF) 30YR #71","Treasury","Fixed Income","167,396.03","0.01","167,396.03","54,000,000.00","-","JP1300711M79","BP5D0M0","Japan","-","USD","20.98","5.62","158.23","Jun 20, 2051","0.70","21.22","-","5.62","21.22","5.62","JPY","Jun 20, 2021","Jul 07, 2021"
"FSWP: OIS 7.960000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","156,439.63","0.01","19,445,558.44","331,850,000.00","-","-","-","Mexico","-","USD","3.92","1.33","17.20","Sep 11, 2031","7.96","3.92","-","1.33","3.92","1.33","MXN","Sep 17, 2026","Jul 24, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","154,661.93","0.01","154,661.93","400,000.00","-","NZGOVDT551C8","-","New Zealand","-","USD","15.36","5.29","1.70","May 15, 2051","2.75","15.68","-","5.29","15.68","5.29","NZD","May 15, 2021","Sep 24, 2021"
"FSWP: KRW 4.043000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","154,229.31","0.01","26,548,819.92","37,571,380,000.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.04","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","Jun 01, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","147,436.95","0.00","147,436.95","250,000.00","135087D35","CA135087D358","BY8L4R7","Canada","-","USD","15.60","3.96","1.40","Dec 01, 2048","2.75","15.74","-","3.96","15.74","3.96","CAD","Jun 02, 2014","Jun 02, 2014"
"TREASURY NOTE","Treasury","Fixed Income","145,675.78","0.00","145,675.78","150,000.00","91282CEM9","US91282CEM91","BQ2GVL5","United States","-","USD","2.57","4.30","1.00","Apr 30, 2029","2.88","2.57","-","4.30","2.57","4.30","USD","Apr 30, 2022","May 02, 2022"
"FSWP: KRW 4.000000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","145,763.21","0.00","37,522,961.09","53,204,572,325.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.00","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","May 29, 2026"
"TREASURY NOTE","Treasury","Fixed Income","144,637.94","0.00","144,637.94","150,000.00","91282CES6","US91282CES61","BPXZJ10","United States","-","USD","2.66","4.30","1.00","May 31, 2029","2.75","2.66","-","4.30","2.66","4.30","USD","May 31, 2022","May 31, 2022"
"FSWP: KRW 4.058000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","140,199.86","0.00","21,639,433.27","30,603,083,806.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.06","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","Jun 12, 2026"
"US TREASURY N/B","Treasury","Fixed Income","138,625.14","0.00","138,625.14","160,000.00","91282CAE1","US91282CAE12","BL6JZM4","United States","-","USD","3.88","4.36","1.00","Aug 15, 2030","0.63","3.88","-","4.36","3.88","4.36","USD","Aug 15, 2020","Aug 17, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","138,823.39","0.00","138,823.39","195,000.00","135087S96","CA135087S968","-","Canada","-","USD","5.02","3.29","1.40","Mar 01, 2032","3.00","5.02","-","3.29","5.02","3.29","CAD","Feb 26, 2025","Feb 26, 2025"
"FSWP: OIS 7.905000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","136,370.83","0.00","23,573,013.47","403,204,000.00","-","-","-","Mexico","-","USD","3.93","1.32","17.20","Sep 11, 2031","7.91","3.93","-","1.32","3.93","1.32","MXN","Sep 17, 2026","Jul 27, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","132,811.05","0.00","132,811.05","-82,336,000.00","-","-","-","United States","-","USD","0.00","-","4.09","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: KRW 4.152000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","129,546.24","0.00","12,158,452.06","17,122,546,000.00","-","-","-","Korea (South)","-","USD","4.44","1.00","1,423.45","Sep 16, 2031","4.15","4.44","-","1.00","4.44","1.00","KRW","Sep 16, 2026","Jun 11, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","125,003.74","0.00","125,003.74","114,000.00","-","GR0138018842","-","Greece","-","USD","16.09","4.48","0.87","Jun 15, 2054","4.13","15.92","-","4.48","15.92","4.48","EUR","May 02, 2024","May 02, 2024"
"FSWP: KRW 4.198500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","124,868.41","0.00","9,826,255.88","13,809,440,000.00","-","-","-","Korea (South)","-","USD","4.44","1.00","1,423.45","Sep 16, 2031","4.20","4.44","-","1.00","4.44","1.00","KRW","Sep 16, 2026","Jun 05, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","116,840.89","0.00","116,840.89","235,500,000.00","-","KR103502GA91","-","Korea (South)","-","USD","12.03","4.37","1,423.45","Sep 10, 2040","1.50","12.05","-","4.37","12.05","4.37","KRW","Sep 10, 2020","Aug 25, 2020"
"FSWP: CNY 1.515000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","112,539.84","0.00","46,033,023.33","310,000,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.51","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","May 29, 2026"
"FSWP: KRW 4.079000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","108,681.72","0.00","14,657,244.72","20,709,152,000.00","-","-","-","Korea (South)","-","USD","4.45","0.99","1,423.45","Sep 16, 2031","4.08","4.45","-","0.99","4.45","0.99","KRW","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 8.062500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","103,001.44","0.00","8,422,403.91","143,127,000.00","-","-","-","Mexico","-","USD","3.92","1.36","17.20","Sep 11, 2031","8.06","3.92","-","1.36","3.92","1.36","MXN","Sep 17, 2026","Jun 01, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","101,202.95","0.00","101,202.95","400,000.00","-","PL0000118089","BSJS3T0","Poland","-","USD","1.44","4.03","3.73","Jan 25, 2028","0.00","1.41","-","4.03","1.41","4.03","PLN","May 16, 2025","May 16, 2025"
"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","-","3.63","0.10","-","3.56","0.10","3.56","USD","-","Feb 04, 2009"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","97,670.41","0.00","97,670.41","85,000.00","-","IT0005668220","-","Italy","-","USD","5.60","3.48","0.87","Nov 15, 2032","3.25","5.59","-","3.48","5.59","3.48","EUR","Sep 09, 2025","Sep 09, 2025"
"FSWP: EUR 2.929000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","97,494.86","0.00","-27,685,706.14","-24,086,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.93","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Jul 14, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","95,951.91","0.00","95,951.91","1,968,900,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 19, 2026"
"SWP: OIS 14.490000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","93,285.24","0.00","9,878,059.46","49,850,000.00","-","-","-","Brazil","-","USD","2.19","0.01","5.09","Jan 02, 2029","14.49","2.19","-","0.01","2.19","0.01","BRL","Jul 24, 2026","Jul 24, 2026"
"TREASURY BOND","Treasury","Fixed Income","90,434.69","0.00","90,434.69","95,000.00","912810UM8","US912810UM89","BQT2LR2","United States","-","USD","14.48","5.23","1.00","Aug 15, 2055","4.75","14.79","-","5.23","14.79","5.23","USD","Aug 15, 2025","Aug 15, 2025"
"KRW/USD","Cash and/or Derivatives","Forwards","85,425.68","0.00","85,425.68","2,728,620,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","83,457.36","0.00","83,457.36","-9,430,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 17, 2026"
"DERIV SGD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","83,116.23","0.00","83,116.23","106,634.00","-","-","-","Singapore","-","USD","0.00","3.63","1.28","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","SGD","Jan 01, 2000","Jan 01, 2000"
"FSWP: CNY 1.514000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","80,800.41","0.00","33,710,740.56","227,029,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.51","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","Jun 05, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","76,406.82","0.00","76,406.82","105,000.00","135087Q49","CA135087Q491","BMXCSN5","Canada","-","USD","1.96","2.94","1.40","Sep 01, 2028","3.25","1.96","-","2.94","1.96","2.94","CAD","Apr 21, 2023","Apr 21, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","76,091.39","0.00","76,091.39","500,000.00","-","CND10007Q978","-","China","-","USD","2.62","1.25","6.75","Apr 15, 2029","2.05","2.60","-","1.25","2.60","1.25","CNY","Apr 15, 2024","Apr 12, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","75,266.34","0.00","75,266.34","110,400,000.00","-","KR103502GC65","BPP0D88","Korea (South)","-","USD","5.21","4.05","1,423.45","Jun 10, 2032","3.38","5.21","-","4.05","5.21","4.05","KRW","Jun 10, 2022","Apr 19, 2022"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","74,968.86","0.00","74,968.86","63,000.00","-","ES0000012N35","BT27GV4","Spain","-","USD","7.02","3.37","0.87","Oct 31, 2034","3.45","6.90","-","3.37","6.90","3.37","EUR","Jun 05, 2024","Jun 05, 2024"
"FSWP: KRW 4.082500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","71,306.95","0.00","9,418,799.74","13,305,688,612.00","-","-","-","Korea (South)","-","USD","4.45","0.99","1,423.45","Sep 16, 2031","4.08","4.45","-","0.99","4.45","0.99","KRW","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 7.820000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","71,386.76","0.00","31,419,677.86","539,316,000.00","-","-","-","Mexico","-","USD","3.93","1.29","17.20","Sep 11, 2031","7.82","3.93","-","1.29","3.93","1.29","MXN","Sep 17, 2026","Jul 20, 2026"
"FSWP: OIS 7.850000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","69,818.48","0.00","19,864,401.13","340,546,000.00","-","-","-","Mexico","-","USD","3.93","1.30","17.20","Sep 11, 2031","7.85","3.93","-","1.30","3.93","1.30","MXN","Sep 17, 2026","Jul 31, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","69,248.00","0.00","69,248.00","100,000.00","-","AU000XCLWAQ1","BYYRP09","Australia","-","USD","1.25","4.55","1.42","Nov 21, 2027","2.75","1.24","-","4.55","1.24","4.55","AUD","Nov 21, 2015","Jan 28, 2016"
"UK CONV GILT RegS","Treasury","Fixed Income","68,404.78","0.00","68,404.78","60,000.00","-","GB00B128DP45","B128DP4","United Kingdom","-","USD","12.44","5.58","0.74","Dec 07, 2046","4.25","12.68","-","5.58","12.68","5.58","GBP","May 12, 2006","May 12, 2006"
"FSWP: OIS 4.064000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","67,100.84","0.00","-26,905,899.16","-26,973,000.00","-","-","-","United States","-","USD","4.50","0.40","1.00","Sep 16, 2031","4.06","4.50","-","0.40","4.50","0.40","USD","Sep 16, 2026","Aug 05, 2026"
"FSWP: EUR 2.937200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","65,454.21","0.00","-20,835,965.79","-18,120,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.94","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Jun 09, 2026"
"SWP: OIS 14.390000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","65,658.76","0.00","8,987,174.47","45,452,000.00","-","-","-","Brazil","-","USD","2.20","-0.02","5.09","Jan 02, 2029","14.39","2.20","-","-0.02","2.20","-0.02","BRL","Jul 22, 2026","Jul 22, 2026"
"FSWP: PLN 4.495000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","62,404.30","0.00","6,492,978.30","23,969,000.00","-","-","-","Poland","-","USD","4.48","0.41","3.73","Sep 16, 2031","4.50","4.48","-","0.41","4.48","0.41","PLN","Sep 16, 2026","Jun 05, 2026"
"FSWP: CNY 1.550000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","61,607.40","0.00","14,960,582.33","100,580,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.55","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","Jun 09, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","60,859.42","0.00","60,859.42","10,000.00","-","MX0MGO0001I5","-","Mexico","-","USD","2.92","8.18","17.20","Feb 28, 2030","8.50","2.96","-","8.18","2.96","8.18","MXN","Sep 05, 2024","Feb 04, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","60,064.88","0.00","60,064.88","60,000.00","-","NL0015000RP1","BPLGNN5","Netherlands","-","USD","5.78","2.96","0.87","Jul 15, 2032","0.50","5.69","-","2.96","5.69","2.96","EUR","Feb 17, 2022","Feb 17, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","58,695.18","0.00","58,695.18","240,000.00","-","MYBMO2200016","BMH24M2","Malaysia","-","USD","5.29","3.62","4.09","Jul 15, 2032","3.58","5.30","-","3.62","5.30","3.62","MYR","Jan 14, 2022","Jan 14, 2022"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","58,471.89","0.00","58,471.89","220,000.00","-","PL0000117990","BTTRSM2","Poland","-","USD","3.63","4.81","3.73","Jul 25, 2030","4.50","3.54","-","4.81","3.54","4.81","PLN","Jul 25, 2024","Apr 25, 2025"
"FSWP: OIS 7.560000 16-SEP-2031 ZAR","Cash and/or Derivatives","Swaps","57,163.54","0.00","-16,080,651.33","-263,470,000.00","-","-","-","South Africa","-","USD","4.15","0.45","16.33","Sep 16, 2031","7.56","4.15","-","0.45","4.15","0.45","ZAR","Sep 16, 2026","Aug 05, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","54,900.60","0.00","54,900.60","10,000.00","-","MXMSGO000001","-","Mexico","-","USD","5.93","9.16","17.20","May 24, 2035","8.00","6.08","-","9.16","6.08","9.16","MXN","Jun 08, 2023","Jul 24, 2023"
"FSWP: EUR 2.931200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","54,203.66","0.00","-15,851,407.84","-13,789,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.93","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Jun 10, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","53,795.19","0.00","53,795.19","3,670,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","52,444.03","0.00","52,444.03","960,000,000.00","-","IDG000018706","BL53JN6","Indonesia","-","USD","4.58","7.26","17,915.00","Apr 15, 2032","6.38","4.58","-","7.26","4.58","7.26","IDR","Apr 15, 2021","Jul 08, 2021"
"FSWP: OIS 4.080000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","51,286.14","0.00","-28,894,713.86","-28,946,000.00","-","-","-","United States","-","USD","4.50","0.40","1.00","Sep 16, 2031","4.08","4.50","-","0.40","4.50","0.40","USD","Sep 16, 2026","Jul 14, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","50,494.58","0.00","50,494.58","50,000.00","-","PTOTEOOE0033","BNYKBR0","Portugal","-","USD","5.08","2.97","0.87","Oct 17, 2031","0.30","5.00","-","2.97","5.00","2.97","EUR","Apr 14, 2021","Apr 14, 2021"
"TREASURY NOTE","Treasury","Fixed Income","50,036.14","0.00","50,036.14","50,000.00","91282CQF1","US91282CQF13","BW5YW04","United States","-","USD","5.64","4.50","1.00","Mar 31, 2033","4.25","5.64","-","4.50","5.64","4.50","USD","Mar 31, 2026","Mar 31, 2026"
"FSWP: CNY 1.535000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","50,091.54","0.00","14,725,981.80","99,074,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.53","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","Jun 16, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","49,536.15","0.00","49,536.15","3,100,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","48,974.47","0.00","48,974.47","3,270,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"FSWP: CZK 4.190000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","49,084.98","0.00","-6,413,056.82","-135,778,000.00","-","-","-","Czech Republic","-","USD","4.49","0.35","21.01","Sep 16, 2031","4.19","4.49","-","0.35","4.49","0.35","CZK","Sep 16, 2026","Jun 23, 2026"
"FSWP: KRW 4.022000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","48,266.27","0.00","9,910,397.71","14,038,251,000.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.02","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","Jul 13, 2026"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","47,460.08","0.00","47,460.08","40,000.00","-","SK4000024865","-","Slovak Republic","-","USD","6.55","3.55","0.87","Mar 06, 2034","3.75","6.42","-","3.55","6.42","3.55","EUR","Mar 06, 2024","Mar 06, 2024"
"FSWP: KRW 4.188500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","46,292.07","0.00","3,773,742.97","5,305,839,976.00","-","-","-","Korea (South)","-","USD","4.44","1.00","1,423.45","Sep 16, 2031","4.19","4.44","-","1.00","4.44","1.00","KRW","Sep 16, 2026","Jun 09, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","46,180.46","0.00","46,180.46","40,000.00","-","AT0000A324S8","BQ2JXZ2","Austria","-","USD","5.89","3.11","0.87","Feb 20, 2033","2.90","5.79","-","3.11","5.79","3.11","EUR","Jan 11, 2023","Jan 11, 2023"
"FSWP: OIS 7.940000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","46,175.12","0.00","6,391,559.91","109,166,000.00","-","-","-","Mexico","-","USD","3.93","1.33","17.20","Sep 11, 2031","7.94","3.93","-","1.33","3.93","1.33","MXN","Sep 17, 2026","Jun 09, 2026"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","43,412.43","0.00","43,412.43","40,000.00","-","IE00BFZRQ242","BFZRQ24","Ireland","-","USD","4.41","2.87","0.87","Mar 18, 2031","1.35","4.35","-","2.87","4.35","2.87","EUR","Oct 17, 2018","Oct 17, 2018"
"FSWP: HKD 3.647500 16-SEP-2031 HKD","Cash and/or Derivatives","Swaps","43,239.57","0.00","10,557,264.51","82,482,000.00","-","-","-","Hong Kong","-","USD","4.60","0.67","7.84","Sep 16, 2031","3.65","4.60","-","0.67","4.60","0.67","HKD","Sep 16, 2026","Aug 04, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","42,194.47","0.00","42,194.47","35,000.00","-","CH0440081393","BK6WV84","Switzerland","-","USD","7.88","0.30","0.81","Jun 26, 2034","0.00","7.87","-","0.30","7.87","0.30","CHF","Jun 26, 2019","Jun 26, 2019"
"FSWP: CNY 1.537000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","41,237.92","0.00","11,791,845.26","79,326,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.54","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","Jun 15, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","40,625.35","0.00","40,625.35","970,000.00","-","CZ0001006076","BLN8DY2","Czech Republic","-","USD","3.25","4.00","21.01","Nov 29, 2029","0.05","3.18","-","4.00","3.18","4.00","CZK","Aug 28, 2020","Aug 28, 2020"
"FSWP: OIS 7.970000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","40,463.12","0.00","4,785,813.03","81,639,000.00","-","-","-","Mexico","-","USD","3.92","1.33","17.20","Sep 11, 2031","7.97","3.92","-","1.33","3.92","1.33","MXN","Sep 17, 2026","Jun 04, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","39,889.62","0.00","39,889.62","25,160,000.00","-","-","-","United States","-","USD","0.00","-","16.37","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","39,946.16","0.00","39,946.16","3,700,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 03, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","39,152.52","0.00","39,152.52","1,720,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","38,954.00","0.00","38,954.00","686,000,000.00","-","IDG000020702","BPK4YJ3","Indonesia","-","USD","1.81","7.07","17,915.00","Aug 15, 2028","6.38","1.81","-","7.07","1.81","7.07","IDR","Aug 15, 2022","Aug 19, 2022"
"FSWP: OIS 0.396400 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","38,790.61","0.00","34,800,901.07","28,166,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.40","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","May 29, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","38,152.29","0.00","38,152.29","5,640,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"TREASURY BOND (OLD)","Treasury","Fixed Income","37,966.51","0.00","37,966.51","40,000.00","912810UT3","US912810UT33","BT3F9G3","United States","-","USD","11.97","5.23","1.00","Feb 15, 2046","4.63","12.17","-","5.23","12.17","5.23","USD","Feb 15, 2026","Mar 02, 2026"
"MEXICO (UNITED MEXICAN STATES)","Treasury","Fixed Income","37,485.85","0.00","37,485.85","6,000.00","-","MX0MGO0000B2","B1GCCF5","Mexico","-","USD","6.24","9.13","17.20","Nov 20, 2036","10.00","6.42","-","9.13","6.42","9.13","MXN","Jun 29, 2006","Oct 26, 2006"
"PLN/USD","Cash and/or Derivatives","Forwards","37,214.24","0.00","37,214.24","6,700,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","36,207.53","0.00","36,207.53","190,000.00","-","CND100008MW9","-","China","-","USD","13.97","2.11","6.75","Jul 27, 2045","3.94","14.10","-","2.11","14.10","2.11","CNY","Jul 27, 2015","Jul 24, 2015"
"AUD/USD","Cash and/or Derivatives","Forwards","35,053.76","0.00","35,053.76","3,310,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: CNY 1.511810 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","34,782.32","0.00","15,175,654.51","102,213,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.51","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","Jun 23, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","34,326.09","0.00","34,326.09","30,000.00","-","ES0000012Q08","-","Spain","-","USD","8.26","3.51","0.87","Apr 30, 2036","3.30","8.11","-","3.51","8.11","3.51","EUR","Jan 27, 2026","Jan 27, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","34,022.39","0.00","34,022.39","30,000.00","-","PTOTEMOE0035","-","Portugal","-","USD","1.17","2.64","0.87","Oct 15, 2027","0.70","1.15","-","2.64","1.15","2.64","EUR","Apr 08, 2020","Apr 08, 2020"
"GBP/USD","Cash and/or Derivatives","Forwards","33,542.03","0.00","33,542.03","3,870,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","31,542.85","0.00","31,542.85","29,640,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","31,437.02","0.00","31,437.02","720,000.00","-","CZ0001007355","BSY5K73","Czech Republic","-","USD","8.10","4.75","21.01","Jun 03, 2036","3.60","7.94","-","4.75","7.94","4.75","CZK","Jul 26, 2024","Jul 26, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","30,970.69","0.00","30,970.69","1,950,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","31,040.23","0.00","31,040.23","27,000.00","-","ES0000012M93","BSHRG45","Spain","-","USD","16.15","4.21","0.87","Oct 31, 2054","4.00","16.02","-","4.21","16.02","4.21","EUR","Feb 13, 2024","Feb 13, 2024"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","30,255.56","0.00","30,255.56","300,000.00","-","SE0021308541","BS7ZSY3","Sweden","-","USD","7.86","2.88","9.49","May 11, 2035","2.25","7.76","-","2.88","7.76","2.88","SEK","May 11, 2023","Feb 02, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","30,160.97","0.00","30,160.97","160,000.00","-","CND100002VP7","-","China","-","USD","11.13","1.76","6.75","Jul 29, 2040","3.96","11.17","-","1.76","11.17","1.76","CNY","Jul 29, 2010","Jul 29, 2010"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","29,167.00","0.00","29,167.00","320,000.00","-","NO0010930522","-","Norway","-","USD","4.81","4.40","9.54","Sep 17, 2031","1.25","4.71","-","4.40","4.71","4.40","NOK","Feb 17, 2021","Feb 17, 2021"
"FSWP: KRW 4.025200 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","29,237.07","0.00","5,831,706.42","8,259,525,000.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.03","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","Jul 08, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","28,750.74","0.00","28,750.74","55,000.00","-","NZGOVDT532C8","BMFWZX2","New Zealand","-","USD","5.32","4.27","1.70","May 15, 2032","2.00","5.32","-","4.27","5.32","4.27","NZD","May 15, 2021","Jun 16, 2021"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","28,818.55","0.00","28,818.55","9,900,000.00","-","HU0000404603","BNG43D0","Hungary","-","USD","2.66","5.27","316.38","May 23, 2029","2.00","2.60","-","5.27","2.60","5.27","HUF","Jun 24, 2020","Jun 24, 2020"
"JAPAN (GOVERNMENT OF) 5YR #3","Treasury","Fixed Income","28,824.00","0.00","28,824.00","4,700,000.00","-","JP1470031R78","-","Japan","-","USD","3.77","1.86","158.23","Jun 20, 2030","1.00","3.77","-","1.86","3.77","1.86","JPY","Jun 20, 2025","Jul 16, 2025"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","28,857.66","0.00","28,857.66","25,000.00","-","GR0124041758","-","Greece","-","USD","7.57","3.68","0.87","Jun 15, 2035","3.63","7.42","-","3.68","7.42","3.68","EUR","Jan 21, 2025","Jan 21, 2025"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","28,666.93","0.00","28,666.93","25,000.00","-","SI0002104576","-","Slovenia","-","USD","6.71","3.27","0.87","Mar 10, 2034","3.00","6.60","-","3.27","6.60","3.27","EUR","Jan 10, 2024","Jan 10, 2024"
"PLN/USD","Cash and/or Derivatives","Forwards","28,335.39","0.00","28,335.39","5,280,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","28,144.01","0.00","28,144.01","120,000.00","-","ROWLVEJ2A207","-","Romania","-","USD","5.40","6.95","4.56","Oct 30, 2033","7.20","5.23","-","6.95","5.23","6.95","RON","Oct 30, 2022","Jun 26, 2023"
"FSWP: CNY 1.550600 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","28,198.79","0.00","6,800,433.19","45,718,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.55","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","Jun 11, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","27,633.86","0.00","27,633.86","1,840,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 29, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","27,027.66","0.00","27,027.66","5,410,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","27,184.87","0.00","27,184.87","23,000.00","-","GR0114033583","BM8G7R9","Greece","-","USD","1.80","2.80","0.87","Jun 15, 2028","3.88","1.77","-","2.80","1.77","2.80","EUR","Apr 05, 2023","Apr 05, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","26,854.08","0.00","26,854.08","25,000.00","-","AT0000A0VRQ6","B8N48D3","Austria","-","USD","13.38","3.71","0.87","Jun 20, 2044","3.15","13.21","-","3.71","13.21","3.71","EUR","Jul 03, 2012","Jul 03, 2012"
"FSWP: EUR 2.993000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","24,725.92","0.00","-43,947,847.58","-38,121,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.99","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Jul 17, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","24,516.90","0.00","24,516.90","2,690,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","24,225.29","0.00","24,225.29","180,000.00","-","DK0009924375","BMDVX37","Denmark","-","USD","5.21","2.62","6.48","Nov 15, 2031","0.00","5.14","-","2.62","5.14","2.62","DKK","Nov 15, 2021","Jan 21, 2022"
"FSWP: OIS 8.322000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","24,303.66","0.00","1,072,199.50","18,028,000.00","-","-","-","Mexico","-","USD","3.90","1.43","17.20","Sep 11, 2031","8.32","3.90","-","1.43","3.90","1.43","MXN","Sep 17, 2026","Mar 30, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","23,547.83","0.00","23,547.83","1,190,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","23,455.07","0.00","23,455.07","41,000,000.00","-","KR103502GD31","BMXD0X2","Korea (South)","-","USD","16.03","4.55","1,423.45","Mar 10, 2053","3.25","16.22","-","4.55","16.22","4.55","KRW","Mar 10, 2023","Feb 07, 2023"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","23,549.39","0.00","23,549.39","30,000.00","-","SGXF13029610","BK9R432","Singapore","-","USD","11.02","2.33","1.28","Jul 01, 2039","2.38","11.04","-","2.33","11.04","2.33","SGD","Jul 01, 2019","Jul 01, 2019"
"FSWP: SEK 2.799470 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","23,398.60","0.00","-7,407,030.37","-70,517,000.00","-","-","-","Sweden","-","USD","4.69","0.73","9.49","Sep 16, 2031","2.80","4.69","-","0.73","4.69","0.73","SEK","Sep 16, 2026","Jun 08, 2026"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","23,083.12","0.00","23,083.12","20,000.00","-","DE000BU2Z064","BV5L8Y4","Germany","-","USD","8.18","3.08","0.87","Feb 15, 2036","2.90","8.07","-","3.08","8.07","3.08","EUR","Jan 09, 2026","Jan 09, 2026"
"FSWP: OIS 8.373800 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","22,866.63","0.00","924,866.17","15,518,000.00","-","-","-","Mexico","-","USD","3.90","1.44","17.20","Sep 11, 2031","8.37","3.90","-","1.44","3.90","1.44","MXN","Sep 17, 2026","Mar 27, 2026"
"SWP: OIS 14.115000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","22,879.39","0.00","17,722,426.95","90,173,000.00","-","-","-","Brazil","-","USD","2.21","-0.09","5.09","Jan 02, 2029","14.12","2.21","-","-0.09","2.21","-0.09","BRL","Jul 06, 2026","Jul 06, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","22,554.09","0.00","22,554.09","100,000.00","-","PL0000113783","BMD24S2","Poland","-","USD","5.30","5.14","3.73","Apr 25, 2032","1.75","5.17","-","5.14","5.17","5.14","PLN","Apr 25, 2021","Jun 15, 2021"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","22,620.00","0.00","22,620.00","20,000.00","-","PTOTEXOE0024","-","Portugal","-","USD","2.76","2.77","0.87","Jun 15, 2029","1.95","2.72","-","2.77","2.72","2.77","EUR","Jan 16, 2019","Jan 16, 2019"
"FSWP: TWD 2.429500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","22,469.95","0.00","4,866,875.79","156,157,000.00","-","-","-","Taiwan","-","USD","4.66","0.64","32.23","Sep 16, 2031","2.43","4.66","-","0.64","4.66","0.64","TWD","Sep 16, 2026","Jun 09, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","22,317.28","0.00","22,317.28","2,270,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","22,411.53","0.00","22,411.53","8,350,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","22,209.96","0.00","22,209.96","40,000.00","-","NZGOVDT528C6","-","New Zealand","-","USD","1.74","3.53","1.70","May 15, 2028","0.25","1.74","-","3.53","1.74","3.53","NZD","May 15, 2020","Nov 04, 2020"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","22,243.60","0.00","22,243.60","735,000.00","-","TH062303P607","BRYR4T2","Thailand","-","USD","14.10","3.01","33.06","Jun 17, 2045","2.98","14.28","-","3.01","14.28","3.01","THB","Nov 01, 2024","Nov 01, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","21,931.89","0.00","21,931.89","30,000.00","135087P57","CA135087P576","BMGCS65","Canada","-","USD","1.50","2.85","1.40","Mar 01, 2028","3.50","1.50","-","2.85","1.50","2.85","CAD","Oct 21, 2022","Oct 21, 2022"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","22,012.97","0.00","22,012.97","8,350,000.00","-","HU0000404744","BNDS0P6","Hungary","-","USD","6.04","5.38","316.38","Apr 20, 2033","2.25","5.89","-","5.38","5.89","5.38","HUF","Oct 28, 2020","Oct 28, 2020"
"FSWP: EUR 2.868000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","21,753.52","0.00","-3,421,443.98","-2,985,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.87","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Jun 23, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","20,989.02","0.00","20,989.02","27,500,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","20,978.33","0.00","20,978.33","680,000.00","-","TH0623X3BC03","BM9CHT8","Thailand","-","USD","5.06","1.66","33.06","Dec 17, 2031","2.00","5.06","-","1.66","5.06","1.66","THB","Apr 28, 2021","Apr 28, 2021"
"FSWP: CNY 1.646000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","20,960.76","0.00","2,415,195.51","16,163,000.00","-","-","-","China","-","USD","4.77","0.05","6.75","Sep 16, 2031","1.65","4.77","-","0.05","4.77","0.05","CNY","Sep 16, 2026","Mar 16, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","20,692.46","0.00","20,692.46","20,000.00","-","AT0000A2WSC8","-","Austria","-","USD","5.32","3.02","0.87","Feb 20, 2032","0.90","5.24","-","3.02","5.24","3.02","EUR","Mar 30, 2022","Mar 30, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","20,816.92","0.00","20,816.92","130,000.00","-","CND10006GPT1","-","China","-","USD","6.21","1.50","6.75","May 25, 2033","2.67","6.21","-","1.50","6.21","1.50","CNY","May 25, 2023","May 24, 2023"
"GBP/USD","Cash and/or Derivatives","Forwards","19,774.06","0.00","19,774.06","1,730,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"FSWP: OIS 0.448300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","19,763.26","0.00","5,324,298.90","4,298,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.45","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","Jun 11, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","19,530.10","0.00","19,530.10","20,000.00","-","BE0000361700","BNNK5D5","Belgium","-","USD","16.97","4.48","0.87","Jun 22, 2055","3.50","16.79","-","4.48","16.79","4.48","EUR","Feb 14, 2024","Feb 14, 2024"
"FSWP: CZK 4.210000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","19,382.42","0.00","-2,870,919.46","-60,729,000.00","-","-","-","Czech Republic","-","USD","4.49","0.35","21.01","Sep 16, 2031","4.21","4.49","-","0.35","4.49","0.35","CZK","Sep 16, 2026","Jun 22, 2026"
"FSWP: OIS 8.385000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","19,133.67","0.00","760,240.38","12,750,000.00","-","-","-","Mexico","-","USD","3.90","1.44","17.20","Sep 11, 2031","8.38","3.90","-","1.44","3.90","1.44","MXN","Sep 17, 2026","Mar 19, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","18,982.94","0.00","18,982.94","2,489,800,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","18,441.72","0.00","18,441.72","15,000.00","-","CH0224397346","BDHLGJ7","Switzerland","-","USD","2.87","0.13","0.81","Jun 22, 2029","0.00","2.87","-","0.13","2.87","0.13","CHF","Jun 22, 2016","Jun 22, 2016"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","18,084.32","0.00","18,084.32","590,000.00","-","TH062303A302","-","Thailand","-","USD","3.48","1.46","33.06","Mar 17, 2030","1.66","3.48","-","1.46","3.48","1.46","THB","Apr 25, 2025","Apr 25, 2025"
"EUR/USD","Cash and/or Derivatives","Forwards","17,251.92","0.00","17,251.92","1,410,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 23, 2026"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","16,815.61","0.00","16,815.61","15,000.00","-","IE00BDHDPR44","BDHDPR4","Ireland","-","USD","1.74","2.65","0.87","May 15, 2028","0.90","1.72","-","2.65","1.72","2.65","EUR","Jan 10, 2018","Jan 10, 2018"
"FSWP: OIS 7.810000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","16,411.59","0.00","8,837,150.95","151,752,000.00","-","-","-","Mexico","-","USD","3.93","1.29","17.20","Sep 11, 2031","7.81","3.93","-","1.29","3.93","1.29","MXN","Sep 17, 2026","Jul 20, 2026"
"GREECE REPUBLIC OF (GOVERNMENT) RegS","Treasury","Fixed Income","15,481.54","0.00","15,481.54","13,000.00","-","GR0138015814","BD2CBK1","Greece","-","USD","11.21","4.10","0.87","Jan 30, 2042","4.20","11.02","-","4.10","11.02","4.10","EUR","Dec 05, 2017","Dec 05, 2017"
"CLP/USD","Cash and/or Derivatives","Forwards","15,049.02","0.00","15,049.02","-509,725,000.00","-","-","-","United States","-","USD","0.00","-","912.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","15,108.17","0.00","15,108.17","150,000.00","-","NO0013475558","-","Norway","-","USD","7.46","4.37","9.54","Jun 12, 2035","3.75","7.30","-","4.37","7.30","4.37","NOK","Feb 12, 2025","Feb 12, 2025"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","15,137.27","0.00","15,137.27","100,000.00","-","DK0009923567","BDG6ZK7","Denmark","-","USD","1.26","2.32","6.48","Nov 15, 2027","0.50","1.24","-","2.32","1.24","2.32","DKK","Nov 15, 2016","Jan 27, 2017"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","14,615.64","0.00","14,615.64","450,000.00","-","TH062303H604","BD9H3M5","Thailand","-","USD","20.85","3.29","33.06","Jun 17, 2067","3.60","21.87","-","3.29","21.87","3.29","THB","Nov 10, 2017","Nov 10, 2017"
"ISRAEL (STATE OF)","Treasury","Fixed Income","14,725.01","0.00","14,725.01","50,000.00","-","IL0011806606","BMF4W71","Israel","-","USD","5.43","3.61","3.01","Apr 30, 2032","1.30","5.33","-","3.61","5.33","3.61","ILS","Oct 05, 2021","Oct 05, 2021"
"FSWP: EUR 2.963700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","14,831.67","0.00","-7,744,762.83","-6,727,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.96","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Jun 08, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","14,410.84","0.00","14,410.84","391,910,000.00","-","-","-","United States","-","USD","0.00","-","157.95","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 8.440000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","14,530.08","0.00","531,444.75","8,893,000.00","-","-","-","Mexico","-","USD","3.89","1.46","17.20","Sep 11, 2031","8.44","3.89","-","1.46","3.89","1.46","MXN","Sep 17, 2026","Mar 24, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","14,013.86","0.00","14,013.86","55,000.00","-","MYBMK2200030","BNRQWN8","Malaysia","-","USD","2.53","3.34","4.09","Apr 30, 2029","4.50","2.53","-","3.34","2.53","3.34","MYR","Apr 29, 2022","Apr 29, 2022"
"FSWP: CNY 1.499000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","13,693.86","0.00","8,160,876.42","55,000,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.50","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","Jun 01, 2026"
"FSWP: OIS 8.370000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","13,657.28","0.00","555,769.23","9,326,494.00","-","-","-","Mexico","-","USD","3.90","1.44","17.20","Sep 11, 2031","8.37","3.90","-","1.44","3.90","1.44","MXN","Sep 17, 2026","Mar 26, 2026"
"FSWP: OIS 0.437800 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","13,564.44","0.00","4,255,465.09","3,437,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.44","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","Jun 09, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","13,152.52","0.00","13,152.52","45,710,000.00","-","-","-","United States","-","USD","0.00","-","32.96","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","12,151.40","0.00","12,151.40","-5,051,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","12,084.50","0.00","12,084.50","10,000.00","-","AT0000A38239","-","Austria","-","USD","3.84","2.93","0.87","Oct 20, 2030","3.45","3.78","-","2.93","3.78","2.93","EUR","Oct 27, 2023","Oct 27, 2023"
"FSWP: CNY 1.512000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","12,074.48","0.00","5,247,305.86","35,342,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.51","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","Jun 04, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","11,760.55","0.00","11,760.55","2,370,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"SWP: OIS 14.112500 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","11,741.14","0.00","9,460,869.15","48,140,000.00","-","-","-","Brazil","-","USD","2.20","-0.09","5.09","Jan 02, 2029","14.11","2.20","-","-0.09","2.20","-0.09","BRL","Jul 17, 2026","Jul 17, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","11,288.61","0.00","11,288.61","2,180,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","11,327.51","0.00","11,327.51","351,000.00","-","TH0623B3E601","BNSM0Z3","Thailand","-","USD","7.04","1.93","33.06","Jun 17, 2034","2.80","7.05","-","1.93","7.05","1.93","THB","Jan 26, 2024","Jan 26, 2024"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","11,346.12","0.00","11,346.12","10,000.00","-","SK4000026845","-","Slovak Republic","-","USD","10.43","4.07","0.87","Feb 27, 2040","3.75","10.23","-","4.07","10.23","4.07","EUR","Feb 27, 2025","Feb 27, 2025"
"BONOS TESORERIA PESOS","Treasury","Fixed Income","11,367.00","0.00","11,367.00","10,000,000.00","-","CL0002951094","-","Chile","-","USD","2.81","5.20","912.73","Oct 01, 2029","5.80","2.80","-","5.20","2.80","5.20","CLP","Apr 01, 2024","Aug 01, 2024"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","11,402.11","0.00","11,402.11","10,000.00","-","SK4000028858","-","Slovak Republic","-","USD","13.08","4.36","0.87","Feb 19, 2046","4.13","12.87","-","4.36","12.87","4.36","EUR","Feb 19, 2026","Feb 19, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","11,453.46","0.00","11,453.46","10,000.00","-","GR0124040743","-","Greece","-","USD","6.89","3.55","0.87","Jun 15, 2034","3.38","6.75","-","3.55","6.75","3.55","EUR","Feb 06, 2024","Feb 06, 2024"
"SWEDEN (KINGDOM OF)","Treasury","Fixed Income","11,016.02","0.00","11,016.02","110,000.00","-","SE0011281922","BZ15FS1","Sweden","-","USD","3.18","2.53","9.49","Nov 12, 2029","0.75","3.14","-","2.53","3.14","2.53","SEK","Nov 12, 2017","Jun 01, 2018"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","11,067.47","0.00","11,067.47","3,000,000.00","-","HU0000406624","BMFLG14","Hungary","-","USD","6.70","5.42","316.38","Oct 24, 2035","7.00","6.53","-","5.42","6.53","5.42","HUF","Sep 13, 2023","Sep 13, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","10,754.60","0.00","10,754.60","10,000.00","-","FI4000546528","-","Finland","-","USD","9.81","3.55","0.87","Apr 15, 2038","2.75","9.65","-","3.55","9.65","3.55","EUR","Feb 02, 2023","Feb 02, 2023"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","10,962.15","0.00","10,962.15","41,000.00","-","PL0000118188","BV5DRX2","Poland","-","USD","7.05","5.60","3.73","Oct 25, 2035","5.00","6.89","-","5.60","6.89","5.60","PLN","Oct 25, 2024","Jun 13, 2025"
"FSWP: CNY 1.482000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","10,493.36","0.00","12,173,282.96","82,108,560.00","-","-","-","China","-","USD","4.79","0.04","6.75","Sep 16, 2031","1.48","4.79","-","0.04","4.79","0.04","CNY","Sep 16, 2026","Jul 27, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","10,264.10","0.00","10,264.10","21,250,000.00","-","KR103502G990","-","Korea (South)","-","USD","11.62","4.32","1,423.45","Sep 10, 2039","1.13","11.64","-","4.32","11.64","4.32","KRW","Sep 10, 2019","Aug 20, 2019"
"FSWP: CNY 1.617000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","10,196.94","0.00","1,395,810.50","9,354,000.00","-","-","-","China","-","USD","4.77","0.05","6.75","Sep 16, 2031","1.62","4.77","-","0.05","4.77","0.05","CNY","Sep 16, 2026","Mar 13, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","9,604.95","0.00","9,604.95","7,251,000.00","-","-","-","United States","-","USD","0.00","-","5.14","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","9,623.32","0.00","9,623.32","10,000.00","-","FI4000566294","-","Finland","-","USD","17.97","3.98","0.87","Apr 15, 2055","2.95","17.83","-","3.98","17.83","3.98","EUR","Jan 24, 2024","Jan 24, 2024"
"FSWP: CNY 1.622000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","9,538.54","0.00","1,264,649.05","8,473,000.00","-","-","-","China","-","USD","4.77","0.05","6.75","Sep 16, 2031","1.62","4.77","-","0.05","4.77","0.05","CNY","Sep 16, 2026","Mar 19, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","9,351.02","0.00","9,351.02","-1,746,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","9,411.86","0.00","9,411.86","-5,690,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","9,467.91","0.00","9,467.91","2,430,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","9,235.38","0.00","9,235.38","19,440,000.00","-","KR103505GE94","BSML534","Korea (South)","-","USD","20.89","4.44","1,423.45","Sep 10, 2074","2.75","21.32","-","4.44","21.32","4.44","KRW","Sep 10, 2024","Sep 19, 2024"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","9,334.08","0.00","9,334.08","179,000,000.00","-","IDG000018201","BMD8K26","Indonesia","-","USD","7.07","7.33","17,915.00","Jun 15, 2036","6.25","7.07","-","7.33","7.07","7.33","IDR","Dec 15, 2020","Jan 07, 2021"
"FSWP: EUR 2.994700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","9,320.70","0.00","-19,247,208.30","-16,694,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.99","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Aug 06, 2026"
"FSWP: EUR 2.860000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","9,393.83","0.00","-1,395,569.17","-1,218,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.86","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Mar 19, 2026"
"FSWP: TWD 2.371000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","9,375.43","0.00","4,997,043.92","160,775,000.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.37","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jun 04, 2026"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","8,783.61","0.00","8,783.61","90,000.00","-","NO0013238246","BS44CJ6","Norway","-","USD","10.08","4.41","9.54","May 31, 2039","3.63","9.86","-","4.41","9.86","4.41","NOK","May 31, 2024","May 31, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","8,849.58","0.00","8,849.58","250,000.00","-","TH0623X3M608","BNRRCL9","Thailand","-","USD","21.36","3.30","33.06","Jun 17, 2072","4.00","22.57","-","3.30","22.57","3.30","THB","Apr 29, 2022","Apr 29, 2022"
"FSWP: EUR 2.877300 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","8,145.61","0.00","-1,374,900.89","-1,199,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.88","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Mar 25, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","7,835.11","0.00","7,835.11","2,350,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"FSWP: OIS 0.428000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","7,751.72","0.00","2,873,533.89","2,322,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.43","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","Jul 17, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","7,374.32","0.00","7,374.32","19,340,000.00","-","KR103503G899","-","Korea (South)","-","USD","21.81","4.46","1,423.45","Sep 10, 2068","2.00","22.17","-","4.46","22.17","4.46","KRW","Sep 10, 2018","Sep 13, 2018"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","7,090.84","0.00","7,090.84","10,000.00","135087Q72","CA135087Q723","BLBLL49","Canada","-","USD","6.41","3.43","1.40","Dec 01, 2033","3.25","6.42","-","3.43","6.42","3.43","CAD","Jun 26, 2023","Jun 26, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","7,202.95","0.00","7,202.95","10,000.00","-","FI4000440557","BMTD393","Finland","-","USD","13.52","3.74","0.87","Sep 15, 2040","0.25","13.25","-","3.74","13.25","3.74","EUR","Jun 17, 2020","Jun 17, 2020"
"SEK/USD","Cash and/or Derivatives","Forwards","6,780.68","0.00","6,780.68","11,810,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","6,837.15","0.00","6,837.15","121,000,000.00","-","IDG000012501","-","Indonesia","-","USD","10.55","7.41","17,915.00","May 15, 2048","7.38","10.56","-","7.41","10.56","7.41","IDR","May 15, 2017","Sep 22, 2017"
"SWP: OIS 14.105000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","6,825.84","0.00","6,304,412.52","32,084,000.00","-","-","-","Brazil","-","USD","2.19","-0.10","5.09","Jan 02, 2029","14.11","2.19","-","-0.10","2.19","-0.10","BRL","Jul 28, 2026","Jul 28, 2026"
"FSWP: OIS 8.350000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","6,600.65","0.00","277,569.79","4,661,753.00","-","-","-","Mexico","-","USD","3.90","1.43","17.20","Sep 11, 2031","8.35","3.90","-","1.43","3.90","1.43","MXN","Sep 17, 2026","Mar 26, 2026"
"FSWP: CNY 1.616000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","6,632.22","0.00","913,783.96","6,124,000.00","-","-","-","China","-","USD","4.77","0.05","6.75","Sep 16, 2031","1.62","4.77","-","0.05","4.77","0.05","CNY","Sep 16, 2026","Mar 18, 2026"
"FSWP: PLN 4.285000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","6,641.10","0.00","15,046,012.23","56,057,000.00","-","-","-","Poland","-","USD","4.49","0.38","3.73","Sep 16, 2031","4.29","4.49","-","0.38","4.49","0.38","PLN","Sep 16, 2026","Aug 04, 2026"
"NOK/USD","Cash and/or Derivatives","Forwards","6,003.85","0.00","6,003.85","-32,850,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","6,044.50","0.00","6,044.50","-700,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","5,969.41","0.00","5,969.41","11,650,000.00","-","KR103502GE97","-","Korea (South)","-","USD","17.14","4.53","1,423.45","Sep 10, 2054","2.75","17.35","-","4.53","17.35","4.53","KRW","Sep 10, 2024","Aug 06, 2024"
"FSWP: OIS 7.823500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","5,899.29","0.00","2,440,565.65","41,886,000.00","-","-","-","Mexico","-","USD","3.93","1.29","17.20","Sep 11, 2031","7.82","3.93","-","1.29","3.93","1.29","MXN","Sep 17, 2026","Jul 08, 2026"
"FSWP: TWD 2.351000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","6,098.10","0.00","6,516,927.52","209,873,331.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.35","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jul 21, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","5,616.80","0.00","5,616.80","74,000,000.00","-","-","-","United States","-","USD","0.00","-","95.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"CHF/USD","Cash and/or Derivatives","Forwards","5,793.47","0.00","5,793.47","-5,430,000.00","-","-","-","United States","-","USD","0.00","-","0.81","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: EUR 2.920000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","5,833.74","0.00","-1,481,027.76","-1,289,000.00","-","-","-","European Union","-","USD","4.67","0.24","0.87","Sep 16, 2031","2.92","4.67","-","0.24","4.67","0.24","EUR","Sep 16, 2026","May 04, 2026"
"SWP: OIS 14.300000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","5,688.53","0.00","1,048,154.65","5,311,000.00","-","-","-","Brazil","-","USD","2.21","-0.04","5.09","Jan 02, 2029","14.30","2.21","-","-0.04","2.21","-0.04","BRL","Jul 08, 2026","Jul 08, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","5,444.21","0.00","5,444.21","-18,850,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","5,413.01","0.00","5,413.01","5,000.00","-","XS3124393367","-","Bulgaria","-","USD","12.93","4.64","0.87","Jul 18, 2045","4.13","12.69","-","4.64","12.69","4.64","EUR","Jul 18, 2025","Jul 18, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","5,507.04","0.00","5,507.04","20,000.00","-","MYBMZ1800051","-","Malaysia","-","USD","13.69","4.07","4.09","Jul 06, 2048","4.92","13.81","-","4.07","13.81","4.07","MYR","Jul 06, 2018","Jul 06, 2018"
"FSWP: SEK 2.819000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","5,548.77","0.00","-2,466,448.96","-23,460,000.00","-","-","-","Sweden","-","USD","4.68","0.73","9.49","Sep 16, 2031","2.82","4.68","-","0.73","4.68","0.73","SEK","Sep 16, 2026","Jul 17, 2026"
"FSWP: CNY 1.612500 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","5,488.57","0.00","773,916.02","5,187,500.00","-","-","-","China","-","USD","4.77","0.05","6.75","Sep 16, 2031","1.61","4.77","-","0.05","4.77","0.05","CNY","Sep 16, 2026","Apr 13, 2026"
"FSWP: CNY 1.580000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","5,424.29","0.00","977,753.50","6,564,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.58","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","May 21, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","5,191.13","0.00","5,191.13","1,940,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","4,963.85","0.00","4,963.85","5,000,000.00","-","CL0002502871","-","Chile","-","USD","12.88","5.97","912.73","Jul 15, 2050","5.10","13.10","-","5.97","13.10","5.97","CLP","Jan 15, 2019","Jan 28, 2019"
"FSWP: EUR 2.880000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","4,695.09","0.00","-809,675.91","-706,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.88","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Apr 17, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","4,371.40","0.00","4,371.40","2,340,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","4,579.83","0.00","4,579.83","-50,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: TWD 2.346000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","4,509.57","0.00","6,439,125.62","207,416,631.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.35","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jul 21, 2026"
"FSWP: EUR 2.880800 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","3,878.77","0.00","-673,225.73","-587,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.88","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Apr 27, 2026"
"FSWP: PLN 4.306000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","3,896.94","0.00","2,852,837.87","10,619,000.00","-","-","-","Poland","-","USD","4.49","0.38","3.73","Sep 16, 2031","4.31","4.49","-","0.38","4.49","0.38","PLN","Sep 16, 2026","Jul 31, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,674.78","0.00","3,674.78","6,000,000.00","-","KR103502GD98","BLNMB28","Korea (South)","-","USD","15.79","4.55","1,423.45","Sep 10, 2053","3.63","15.99","-","4.55","15.99","4.55","KRW","Sep 10, 2023","Aug 01, 2023"
"FSWP: CNY 1.643500 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","3,626.01","0.00","423,576.24","2,835,000.00","-","-","-","China","-","USD","4.77","0.05","6.75","Sep 16, 2031","1.64","4.77","-","0.05","4.77","0.05","CNY","Sep 16, 2026","Mar 17, 2026"
"FSWP: CNY 1.497000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","3,619.89","0.00","2,288,089.88","15,422,000.00","-","-","-","China","-","USD","4.78","0.04","6.75","Sep 16, 2031","1.50","4.78","-","0.04","4.78","0.04","CNY","Sep 16, 2026","Jun 25, 2026"
"FSWP: AUD 4.776500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","3,342.41","0.00","-24,365,282.97","-34,607,151.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.78","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Jul 17, 2026"
"FSWP: CNY 1.481000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","2,860.06","0.00","3,513,768.40","23,701,440.00","-","-","-","China","-","USD","4.79","0.04","6.75","Sep 16, 2031","1.48","4.79","-","0.04","4.79","0.04","CNY","Sep 16, 2026","Jul 27, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","2,787.57","0.00","2,787.57","3,210,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","2,672.14","0.00","2,672.14","5,000.00","-","SI0002104048","BM99Z40","Slovenia","-","USD","21.39","4.02","0.87","Oct 20, 2050","0.49","20.99","-","4.02","20.99","4.02","EUR","Oct 20, 2020","Oct 20, 2020"
"FSWP: PLN 4.535000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","2,695.35","0.00","237,714.87","876,000.00","-","-","-","Poland","-","USD","4.47","0.42","3.73","Sep 16, 2031","4.54","4.47","-","0.42","4.47","0.42","PLN","Sep 16, 2026","May 27, 2026"
"FSWP: KRW 4.113000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","2,803.31","0.00","314,042.91","443,034,000.00","-","-","-","Korea (South)","-","USD","4.45","0.99","1,423.45","Sep 16, 2031","4.11","4.45","-","0.99","4.45","0.99","KRW","Sep 16, 2026","May 18, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","2,372.98","0.00","2,372.98","-3,930,000.00","-","-","-","United States","-","USD","0.00","-","4.09","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","2,458.66","0.00","2,458.66","1,140,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"FSWP: EUR 2.909000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","2,284.18","0.00","-513,330.32","-447,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.91","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Apr 24, 2026"
"FSWP: CZK 4.224000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","2,259.70","0.00","-369,207.08","-7,805,000.00","-","-","-","Czech Republic","-","USD","4.49","0.35","21.01","Sep 16, 2031","4.22","4.49","-","0.35","4.49","0.35","CZK","Sep 16, 2026","Jul 08, 2026"
"FSWP: EUR 2.843000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","2,334.78","0.00","-310,263.72","-271,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.84","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","May 11, 2026"
"FSWP: TWD 2.336000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","2,402.35","0.00","10,480,554.64","337,758,000.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.34","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jun 01, 2026"
"FSWP: PLN 4.851000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","2,078.98","0.00","83,906.55","305,000.00","-","-","-","Poland","-","USD","4.45","0.47","3.73","Sep 16, 2031","4.85","4.45","-","0.47","4.45","0.47","PLN","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 8.245000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","2,145.53","0.00","109,504.28","1,847,000.00","-","-","-","Mexico","-","USD","3.91","1.41","17.20","Sep 11, 2031","8.24","3.91","-","1.41","3.91","1.41","MXN","Sep 17, 2026","May 22, 2026"
"FSWP: OIS 3.715000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","2,054.05","0.00","125,385.67","371,000.00","-","-","-","Israel","-","USD","4.56","-0.15","3.01","Sep 16, 2031","3.71","4.56","-","-0.15","4.56","-0.15","ILS","Sep 16, 2026","Apr 01, 2026"
"FSWP: CNY 1.582000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","2,053.65","0.00","363,936.69","2,443,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.58","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","May 22, 2026"
"FSWP: KRW 3.985000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","2,079.02","0.00","647,365.47","918,533,000.00","-","-","-","Korea (South)","-","USD","4.46","0.98","1,423.45","Sep 16, 2031","3.98","4.46","-","0.98","4.46","0.98","KRW","Sep 16, 2026","Jul 31, 2026"
"FSWP: KRW 3.926000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","2,171.86","0.00","3,913,406.54","5,567,447,000.00","-","-","-","Korea (South)","-","USD","4.46","0.97","1,423.45","Sep 16, 2031","3.93","4.46","-","0.97","4.46","0.97","KRW","Sep 16, 2026","Aug 04, 2026"
"FSWP: AUD 4.762500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","1,775.04","0.00","-2,345,808.95","-3,333,926.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.76","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Jul 17, 2026"
"FSWP: SEK 2.856000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","1,506.88","0.00","-2,834,757.51","-26,917,000.00","-","-","-","Sweden","-","USD","4.68","0.74","9.49","Sep 16, 2031","2.86","4.68","-","0.74","4.68","0.74","SEK","Sep 16, 2026","Jul 31, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","1,059.16","0.00","1,059.16","1,530,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","1,087.90","0.00","1,087.90","1,380,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","1,155.42","0.00","1,155.42","-1,400,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 05, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","1,237.31","0.00","1,237.31","-6,740,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"CHF/USD","Cash and/or Derivatives","Forwards","1,323.10","0.00","1,323.10","-500,000.00","-","-","-","United States","-","USD","0.00","-","0.81","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: PLN 4.860000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","1,163.04","0.00","46,235.27","168,000.00","-","-","-","Poland","-","USD","4.45","0.47","3.73","Sep 16, 2031","4.86","4.45","-","0.47","4.45","0.47","PLN","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 8.340000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","1,125.88","0.00","48,149.83","809,000.00","-","-","-","Mexico","-","USD","3.90","1.43","17.20","Sep 11, 2031","8.34","3.90","-","1.43","3.90","1.43","MXN","Sep 17, 2026","May 20, 2026"
"FSWP: OIS 0.543700 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","1,125.53","0.00","133,183.54","107,000.00","-","-","-","Switzerland","-","USD","4.94","0.43","0.81","Sep 16, 2031","0.54","4.94","-","0.43","4.94","0.43","CHF","Sep 16, 2026","May 19, 2026"
"FSWP: KRW 4.051500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","1,230.65","0.00","198,849.11","281,300,000.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.05","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","May 19, 2026"
"SWP: CNY 1.472000 17-DEC-2030 CNR","Cash and/or Derivatives","Swaps","1,242.74","0.00","1,144,184.02","7,715,768.00","-","-","-","China","-","USD","4.19","0.03","6.75","Dec 17, 2030","1.47","4.19","-","0.03","4.19","0.03","CNY","Dec 17, 2025","Jun 25, 2025"
"FSWP: PLN 4.765000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","791.51","0.00","37,412.71","136,500.00","-","-","-","Poland","-","USD","4.46","0.46","3.73","Sep 16, 2031","4.76","4.46","-","0.46","4.46","0.46","PLN","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 0.523300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","1,017.82","0.00","136,778.39","110,000.00","-","-","-","Switzerland","-","USD","4.94","0.43","0.81","Sep 16, 2031","0.52","4.94","-","0.43","4.94","0.43","CHF","Sep 16, 2026","May 21, 2026"
"FSWP: EUR 2.955300 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","999.40","0.00","-433,870.10","-377,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.96","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Mar 31, 2026"
"FSWP: EUR 2.907000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","949.36","0.00","-208,987.64","-182,000.00","-","-","-","European Union","-","USD","4.68","0.24","0.87","Sep 16, 2031","2.91","4.68","-","0.24","4.68","0.24","EUR","Sep 16, 2026","Apr 08, 2026"
"FSWP: CNY 1.558000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","788.73","0.00","175,286.56","1,178,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.56","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","May 27, 2026"
"FSWP: CNY 1.560000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","873.22","0.00","190,035.98","1,277,000.00","-","-","-","China","-","USD","4.78","0.05","6.75","Sep 16, 2031","1.56","4.78","-","0.05","4.78","0.05","CNY","Sep 16, 2026","May 27, 2026"
"FSWP: TWD 2.348000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","771.82","0.00","971,439.89","31,289,000.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.35","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jun 02, 2026"
"FSWP: CNY 1.472000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","1,047.80","0.00","2,747,388.98","18,540,000.00","-","-","-","China","-","USD","4.79","0.04","6.75","Sep 16, 2031","1.47","4.79","-","0.04","4.79","0.04","CNY","Sep 16, 2026","Jul 23, 2026"
"HKD/USD","Cash and/or Derivatives","Forwards","618.02","0.00","618.02","-6,680,000.00","-","-","-","United States","-","USD","0.00","-","7.83","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","630.93","0.00","630.93","-1,390,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 05, 2026"
"FSWP: OIS 0.577500 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","706.53","0.00","69,821.01","56,000.00","-","-","-","Switzerland","-","USD","4.93","0.43","0.81","Sep 16, 2031","0.58","4.93","-","0.43","4.93","0.43","CHF","Sep 16, 2026","May 20, 2026"
"FSWP: TWD 2.455000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","485.99","0.00","83,692.12","2,682,108.00","-","-","-","Taiwan","-","USD","4.66","0.65","32.23","Sep 16, 2031","2.46","4.66","-","0.65","4.66","0.65","TWD","Sep 16, 2026","May 18, 2026"
"FSWP: TWD 2.495300 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","732.20","0.00","95,316.94","3,048,892.00","-","-","-","Taiwan","-","USD","4.65","0.65","32.23","Sep 16, 2031","2.50","4.65","-","0.65","4.65","0.65","TWD","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 0.472300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","517.46","0.00","105,423.35","85,000.00","-","-","-","Switzerland","-","USD","4.94","0.43","0.81","Sep 16, 2031","0.47","4.94","-","0.43","4.94","0.43","CHF","Sep 16, 2026","May 27, 2026"
"FSWP: OIS 3.241000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","693.26","0.00","110,524.59","154,000.00","-","-","-","Canada","-","USD","4.57","0.77","1.40","Sep 16, 2031","3.24","4.57","-","0.77","4.57","0.77","CAD","Sep 16, 2026","May 21, 2026"
"FSWP: KRW 4.034000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","621.94","0.00","115,024.28","162,846,000.00","-","-","-","Korea (South)","-","USD","4.45","0.98","1,423.45","Sep 16, 2031","4.03","4.45","-","0.98","4.45","0.98","KRW","Sep 16, 2026","May 22, 2026"
"FSWP: OIS 4.119000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","662.37","0.00","-24,771,337.63","-24,772,000.00","-","-","-","United States","-","USD","4.50","0.41","1.00","Sep 16, 2031","4.12","4.50","-","0.41","4.50","0.41","USD","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 0.459200 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","743.74","0.00","174,764.10","141,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.46","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 0.403000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","521.75","0.00","360,904.35","292,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.40","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","Apr 01, 2026"
"FSWP: OIS 3.146000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","734.66","0.00","379,438.79","531,000.00","-","-","-","Canada","-","USD","4.58","0.76","1.40","Sep 16, 2031","3.15","4.58","-","0.76","4.58","0.76","CAD","Sep 16, 2026","Mar 26, 2026"
"COP/USD","Cash and/or Derivatives","Forwards","183.37","0.00","183.37","4,485,000.00","-","-","-","United States","-","USD","0.00","-","3,179.37","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","207.79","0.00","207.79","-1,260,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"HKD/USD","Cash and/or Derivatives","Forwards","252.28","0.00","252.28","-5,030,000.00","-","-","-","United States","-","USD","0.00","-","7.84","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","306.19","0.00","306.19","-10,660,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: TWD 2.441000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","179.04","0.00","34,738.28","1,114,000.00","-","-","-","Taiwan","-","USD","4.66","0.64","32.23","Sep 16, 2031","2.44","4.66","-","0.64","4.66","0.64","TWD","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 0.441500 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","288.16","0.00","85,447.06","69,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.44","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","May 13, 2026"
"FSWP: TWD 2.410000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","334.22","0.00","90,206.87","2,897,000.00","-","-","-","Taiwan","-","USD","4.66","0.64","32.23","Sep 16, 2031","2.41","4.66","-","0.64","4.66","0.64","TWD","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 0.423000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","354.28","0.00","144,754.16","117,000.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.42","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","Apr 13, 2026"
"KRW CASH","Cash and/or Derivatives","Cash","5.40","0.00","5.40","7,691.00","-","-","-","Korea (South)","-","USD","0.00","2.83","1,423.45","-","0.00","0.00","-","2.83","0.00","2.83","KRW","-","Jan 01, 1989"
"CLP CASH","Cash and/or Derivatives","Cash","88.96","0.00","88.96","81,201.00","-","-","-","Chile","-","USD","0.00","3.63","912.73","-","0.00","0.00","-","3.63","0.00","3.63","CLP","-","Jan 01, 1990"
"CNY/USD","Cash and/or Derivatives","Forwards","-3.90","0.00","-3.90","-15,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-2.60","0.00","-2.60","-10,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-2.19","0.00","-2.19","500,000,000.00","-","-","-","United States","-","USD","0.00","-","158.21","Aug 12, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","2.63","0.00","2.63","-500,000,000.00","-","-","-","United States","-","USD","0.00","-","157.95","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","7.14","0.00","7.14","-4,000,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"NZD/USD","Cash and/or Derivatives","Forwards","31.10","0.00","31.10","-1,000,000.00","-","-","-","United States","-","USD","0.00","-","1.70","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","116.48","0.00","116.48","-400,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"EUR/USD","Cash and/or Derivatives","FX","0.00","0.00","0.00","4,000,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Aug 10, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"FSWP: EUR 2.979200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","117.43","0.00","-97,930.07","-85,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","2.98","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","May 21, 2026"
"FSWP: EUR 3.017310 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-53.97","0.00","-96,947.97","-84,000.00","-","-","-","European Union","-","USD","4.67","0.26","0.87","Sep 16, 2031","3.02","4.67","-","0.26","4.67","0.26","EUR","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 0.426000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","69.11","0.00","26,604.13","21,500.00","-","-","-","Switzerland","-","USD","4.95","0.43","0.81","Sep 16, 2031","0.43","4.95","-","0.43","4.95","0.43","CHF","Sep 16, 2026","May 06, 2026"
"FSWP: OIS 3.411000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","94.92","0.00","32,839.30","98,500.00","-","-","-","Israel","-","USD","4.59","-0.19","3.01","Sep 16, 2031","3.41","4.59","-","-0.19","4.59","-0.19","ILS","Sep 16, 2026","Mar 10, 2026"
"FSWP: TWD 2.330000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-3.57","0.00","66,478.00","2,143,000.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.33","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Mar 19, 2026"
"FSWP: OIS 3.073000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-138.72","0.00","97,568.38","137,000.00","-","-","-","Canada","-","USD","4.59","0.76","1.40","Sep 16, 2031","3.07","4.59","-","0.76","4.59","0.76","CAD","Sep 16, 2026","May 11, 2026"
"SWP: CNY 1.471000 17-DEC-2030 CNR","Cash and/or Derivatives","Swaps","120.67","0.00","115,743.86","780,549.00","-","-","-","China","-","USD","4.19","0.03","6.75","Dec 17, 2030","1.47","4.19","-","0.03","4.19","0.03","CNY","Dec 17, 2025","Jun 25, 2025"
"US 10YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-582,053,093.75","-5,363.00","-","-","-","United States","Chicago Board Of Trade","USD","5.89","0.74","1.00","Sep 21, 2026","0.00","5.89","-","0.74","5.89","0.74","USD","-","Dec 22, 2025"
"EURO-BUND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-443,262,919.67","-3,072.00","-","DE000F3A9ET3","-","Germany","Eurex Deutschland","USD","8.03","0.82","0.87","Sep 08, 2026","0.00","8.03","-","0.82","8.03","0.82","EUR","-","Dec 08, 2025"
"JPN 10YR BOND (OSE) SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-129,579,409.72","-161.00","-","-","-","Japan","Osaka Securities Exchange","USD","6.85","1.34","158.23","Sep 14, 2026","0.00","6.85","-","1.34","6.85","1.34","JPY","-","Dec 16, 2025"
"US ULTRA T-BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-123,258,250.00","-1,112.00","-","-","-","United States","Chicago Board Of Trade","USD","14.90","1.51","1.00","Sep 21, 2026","0.00","14.90","-","1.51","14.90","1.51","USD","-","Dec 22, 2025"
"EURO-BTP (ITALY GOVT) SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-87,986,292.34","-651.00","-","DE000F3A9ER7","-","Italy","Eurex Deutschland","USD","7.63","1.54","0.87","Sep 08, 2026","0.00","7.63","-","1.54","7.63","1.54","EUR","-","Dec 08, 2025"
"CAN 10YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-57,585,151.38","-678.00","-","-","-","Canada","The Montreal Exchange / Bourse De Montreal","USD","7.09","1.21","1.40","Sep 18, 2026","0.00","7.09","-","1.21","7.09","1.21","CAD","-","Sep 19, 2025"
"EURO BUXL 30YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-32,355,352.02","-262.00","-","DE000F3A9EW7","-","Germany","Eurex Deutschland","USD","19.06","1.37","0.87","Sep 08, 2026","0.00","19.06","-","1.37","19.06","1.37","EUR","-","Dec 08, 2025"
"EURO-OAT SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-30,032,537.53","-221.00","-","DE000F3A9EY3","-","France","Eurex Deutschland","USD","7.68","1.48","0.87","Sep 08, 2026","0.00","7.68","-","1.48","7.68","1.48","EUR","-","Dec 08, 2025"
"US 5YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-19,449,468.75","-183.00","-","-","-","United States","Chicago Board Of Trade","USD","3.97","0.60","1.00","Sep 30, 2026","0.00","3.97","-","0.60","3.97","0.60","USD","-","Jan 02, 2026"
"US 2YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-16,875,343.74","-82.00","-","-","-","United States","Chicago Board Of Trade","USD","1.82","0.48","1.00","Sep 30, 2026","0.00","1.82","-","0.48","1.82","0.48","USD","-","Jan 02, 2026"
"FSWP: AUD 4.780000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-115.01","0.00","-6,542,724.73","-9,291,500.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.78","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Aug 05, 2026"
"FSWP: OIS 7.780000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","94.63","0.00","155,058.59","2,666,000.00","-","-","-","Mexico","-","USD","3.94","1.28","17.20","Sep 11, 2031","7.78","3.94","-","1.28","3.94","1.28","MXN","Sep 17, 2026","Jun 12, 2026"
"FSWP: TWD 2.331000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-31.83","0.00","4,892,739.52","157,716,038.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.33","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jul 21, 2026"
"FSWP: HKD 3.559000 16-SEP-2031 HKD","Cash and/or Derivatives","Swaps","-22.47","0.00","9,231,648.86","72,422,000.00","-","-","-","Hong Kong","-","USD","4.60","0.66","7.84","Sep 16, 2031","3.56","4.60","-","0.66","4.60","0.66","HKD","Sep 16, 2026","Aug 06, 2026"
"EURO-SCHATZ SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","25,457,000.99","209.00","-","DE000F3A9EV9","-","Germany","Eurex Deutschland","USD","1.82","0.49","0.87","Sep 08, 2026","0.00","1.82","-","0.49","1.82","0.49","EUR","-","Dec 08, 2025"
"EURO-BOBL SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","26,089,332.39","198.00","-","DE000F3A9EU1","-","Germany","Eurex Deutschland","USD","4.44","0.59","0.87","Sep 08, 2026","0.00","4.44","-","0.59","4.44","0.59","EUR","-","Dec 08, 2025"
"AUST 10YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","356,670,150.41","4,683.00","-","-","-","Australia","Asx - Trade24","USD","7.54","0.55","1.42","Sep 15, 2026","0.00","7.54","-","0.55","7.54","0.55","AUD","-","Mar 17, 2026"
"LONG GILT SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","450,562,322.35","3,821.00","-","GB00N8ZJ8230","-","United Kingdom","IFLL","USD","11.02","1.41","0.74","Sep 28, 2026","0.00","11.02","-","1.41","11.02","1.41","GBP","-","Dec 31, 2025"
"CNY/USD","Cash and/or Derivatives","Forwards","-243.76","0.00","-243.76","9,330,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-239.75","0.00","-239.75","-1,000,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"SGD/USD","Cash and/or Derivatives","Forwards","-225.77","0.00","-225.77","-2,500,000.00","-","-","-","United States","-","USD","0.00","-","1.28","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-167.42","0.00","-167.42","2,050,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 03, 2026"
"FSWP: OIS 2.007000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","-166.00","0.00","-1,826,432.03","-2,343,008.00","-","-","-","Singapore","-","USD","4.73","1.12","1.28","Sep 16, 2031","2.01","4.73","-","1.12","4.73","1.12","SGD","Sep 16, 2026","Jul 17, 2026"
"FSWP: EUR 3.024690 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-330.01","0.00","-368,296.51","-319,000.00","-","-","-","European Union","-","USD","4.67","0.26","0.87","Sep 16, 2031","3.02","4.67","-","0.26","4.67","0.26","EUR","Sep 16, 2026","Mar 23, 2026"
"FSWP: EUR 3.026900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-173.93","0.00","-174,352.43","-151,000.00","-","-","-","European Union","-","USD","4.67","0.26","0.87","Sep 16, 2031","3.03","4.67","-","0.26","4.67","0.26","EUR","Sep 16, 2026","Apr 30, 2026"
"FSWP: OIS 7.765000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-331.07","0.00","23,091,101.16","397,265,000.00","-","-","-","Mexico","-","USD","3.94","1.28","17.20","Sep 11, 2031","7.76","3.94","-","1.28","3.94","1.28","MXN","Sep 17, 2026","Jun 22, 2026"
"SGD/USD","Cash and/or Derivatives","Forwards","-740.48","0.00","-740.48","730,000.00","-","-","-","United States","-","USD","0.00","-","1.28","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-599.21","0.00","-599.21","1,360,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-493.41","0.00","-493.41","-2,030,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"FSWP: OIS 3.034000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-451.64","0.00","140,046.88","197,000.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","3.03","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Apr 01, 2026"
"FSWP: EUR 3.065200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-751.91","0.00","-272,977.91","-236,000.00","-","-","-","European Union","-","USD","4.66","0.26","0.87","Sep 16, 2031","3.07","4.66","-","0.26","4.66","0.26","EUR","Sep 16, 2026","May 18, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","-900.24","0.00","-900.24","-4,020,000.00","-","-","-","United States","-","USD","0.00","-","4.09","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-855.43","0.00","-855.43","-13,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"FSWP: OIS 1.853000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,039.53","0.00","-125,610.35","-4,118,000.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.85","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","May 13, 2026"
"FSWP: OIS 1.987000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-841.79","0.00","-57,769.87","-1,881,900.00","-","-","-","Thailand","-","USD","4.73","0.68","33.06","Sep 16, 2031","1.99","4.73","-","0.68","4.73","0.68","THB","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 2.031500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-925.79","0.00","-55,621.39","-1,808,100.00","-","-","-","Thailand","-","USD","4.72","0.69","33.06","Sep 16, 2031","2.03","4.72","-","0.69","4.72","0.69","THB","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 2.079700 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-844.65","0.00","-44,737.87","-1,451,000.00","-","-","-","Thailand","-","USD","4.72","0.69","33.06","Sep 16, 2031","2.08","4.72","-","0.69","4.72","0.69","THB","Sep 16, 2026","May 20, 2026"
"FSWP: AUD 4.785000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-1,018.33","0.00","-4,268,376.47","-6,060,297.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.79","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Aug 04, 2026"
"FSWP: EUR 3.047900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-809.40","0.00","-412,608.90","-357,000.00","-","-","-","European Union","-","USD","4.66","0.26","0.87","Sep 16, 2031","3.05","4.66","-","0.26","4.66","0.26","EUR","Sep 16, 2026","Mar 27, 2026"
"FSWP: OIS 3.085000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-874.15","0.00","1,006,863.96","1,413,000.00","-","-","-","Canada","-","USD","4.59","0.76","1.40","Sep 16, 2031","3.09","4.59","-","0.76","4.59","0.76","CAD","Sep 16, 2026","May 04, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","-1,334.22","0.00","-1,334.22","-9,660,780,000.00","-","-","-","United States","-","USD","0.00","-","17,962.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"HUF/USD","Cash and/or Derivatives","Forwards","-1,199.71","0.00","-1,199.71","-200,000,000.00","-","-","-","United States","-","USD","0.00","-","316.72","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,180.28","0.00","-1,180.28","-6,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","-1,087.71","0.00","-1,087.71","-4,774,000.00","-","-","-","United States","-","USD","0.00","-","5.14","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 1.866000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,153.82","0.00","-129,786.87","-4,252,287.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.87","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 6.740500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-1,232.22","0.00","-65,795.09","-6,148,000.00","-","-","-","India","-","USD","4.18","1.05","95.23","Sep 16, 2031","6.74","4.18","-","1.05","4.18","1.05","INR","Sep 16, 2026","May 06, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-1,408.12","0.00","-1,408.12","-3,142,970,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 06, 2026"
"FSWP: OIS 2.039500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,634.91","0.00","-96,080.02","-3,122,119.00","-","-","-","Thailand","-","USD","4.72","0.69","33.06","Sep 16, 2031","2.04","4.72","-","0.69","4.72","0.69","THB","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 2.048000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,550.98","0.00","-89,081.04","-2,893,525.00","-","-","-","Thailand","-","USD","4.72","0.69","33.06","Sep 16, 2031","2.05","4.72","-","0.69","4.72","0.69","THB","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 0.310000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-1,458.50","0.00","450,253.94","366,000.00","-","-","-","Switzerland","-","USD","4.96","0.43","0.81","Sep 16, 2031","0.31","4.96","-","0.43","4.96","0.43","CHF","Sep 16, 2026","Jul 08, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,903.66","0.00","-1,903.66","-14,500,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","-1,886.35","0.00","-1,886.35","-2,790,000.00","-","-","-","United States","-","USD","0.00","-","16.37","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"FSWP: CZK 4.378300 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","-1,849.98","0.00","-2,369,766.29","-49,753,000.00","-","-","-","Czech Republic","-","USD","4.47","0.38","21.01","Sep 16, 2031","4.38","4.47","-","0.38","4.47","0.38","CZK","Sep 16, 2026","Jul 17, 2026"
"FSWP: SEK 3.042580 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-1,869.46","0.00","-232,420.66","-2,188,000.00","-","-","-","Sweden","-","USD","4.67","0.75","9.49","Sep 16, 2031","3.04","4.67","-","0.75","4.67","0.75","SEK","Sep 16, 2026","Mar 30, 2026"
"FSWP: SEK 3.086900 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-1,861.90","0.00","-185,101.63","-1,739,000.00","-","-","-","Sweden","-","USD","4.66","0.76","9.49","Sep 16, 2031","3.09","4.66","-","0.76","4.66","0.76","SEK","Sep 16, 2026","Mar 27, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-2,224.80","0.00","-2,224.80","-680,000.00","-","-","-","United States","-","USD","0.00","-","3.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-2,149.53","0.00","-2,149.53","21,380,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 11, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","-2,073.68","0.00","-2,073.68","-18,160,000.00","-","-","-","United States","-","USD","0.00","-","16.37","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"FSWP: OIS 6.945000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,136.57","0.00","-79,191.44","-7,337,550.00","-","-","-","India","-","USD","4.16","1.09","95.23","Sep 16, 2031","6.95","4.16","-","1.09","4.16","1.09","INR","Sep 16, 2026","May 19, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-2,348.75","0.00","-2,348.75","-10,408,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-2,293.23","0.00","-2,293.23","-570,000.00","-","-","-","United States","-","USD","0.00","-","3.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-2,848.24","0.00","-2,848.24","-892,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: AUD 4.794500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-2,810.64","0.00","-4,270,169.48","-6,060,298.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.79","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Aug 04, 2026"
"FSWP: OIS 1.888000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-2,588.96","0.00","-260,775.45","-8,535,000.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.89","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","May 27, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-2,930.51","0.00","-2,930.51","-8,290,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-2,899.85","0.00","-2,899.85","-3,000,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-2,877.53","0.00","-2,877.53","-580,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-3,332.83","0.00","-3,332.83","-1,840,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 03, 2026"
"FSWP: OIS 6.937000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,354.21","0.00","-125,816.28","-11,661,450.00","-","-","-","India","-","USD","4.16","1.09","95.23","Sep 16, 2031","6.94","4.16","-","1.09","4.16","1.09","INR","Sep 16, 2026","May 19, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-3,706.06","0.00","-3,706.06","-2,850,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: SEK 2.943700 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-3,756.23","0.00","-1,067,895.40","-10,099,000.00","-","-","-","Sweden","-","USD","4.67","0.74","9.49","Sep 16, 2031","2.94","4.67","-","0.74","4.67","0.74","SEK","Sep 16, 2026","Apr 02, 2026"
"PEN/USD","Cash and/or Derivatives","Forwards","-3,985.70","0.00","-3,985.70","-2,540,000.00","-","-","-","United States","-","USD","0.00","-","3.38","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-3,933.63","0.00","-3,933.63","-1,370,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-3,916.31","0.00","-3,916.31","-2,900,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"FSWP: OIS 7.000000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,964.10","0.00","-135,871.11","-12,560,845.00","-","-","-","India","-","USD","4.16","1.10","95.23","Sep 16, 2031","7.00","4.16","-","1.10","4.16","1.10","INR","Sep 16, 2026","May 20, 2026"
"FSWP: AUD 4.793000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-3,875.33","0.00","-6,546,485.05","-9,291,500.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.79","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Aug 05, 2026"
"FSWP: AUD 4.796000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-4,047.11","0.00","-5,586,615.20","-7,928,095.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.80","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Aug 04, 2026"
"FSWP: AUD 4.795000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-3,766.36","0.00","-5,536,491.20","-7,857,310.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.79","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Aug 04, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-4,325.24","0.00","-4,325.24","3,020,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 05, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-4,518.15","0.00","-4,518.15","-640,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-4,394.64","0.00","-4,394.64","-11,100,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 19, 2026"
"FSWP: CZK 4.367500 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","-4,423.49","0.00","-14,710,081.87","-308,985,000.00","-","-","-","Czech Republic","-","USD","4.48","0.38","21.01","Sep 16, 2031","4.37","4.48","-","0.38","4.48","0.38","CZK","Sep 16, 2026","Jul 14, 2026"
"FSWP: AUD 4.790000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-4,476.30","0.00","-9,742,166.65","-13,829,000.00","-","-","-","Australia","-","USD","4.42","-0.05","1.42","Sep 16, 2031","4.79","4.42","-","-0.05","4.42","-0.05","AUD","Sep 16, 2026","Jul 31, 2026"
"FSWP: SEK 2.983300 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-4,414.50","0.00","-827,465.41","-7,811,000.00","-","-","-","Sweden","-","USD","4.67","0.75","9.49","Sep 16, 2031","2.98","4.67","-","0.75","4.67","0.75","SEK","Sep 16, 2026","Mar 31, 2026"
"FSWP: OIS 6.981500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-4,562.82","0.00","-160,447.89","-14,844,155.00","-","-","-","India","-","USD","4.16","1.10","95.23","Sep 16, 2031","6.98","4.16","-","1.10","4.16","1.10","INR","Sep 16, 2026","May 20, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-4,830.29","0.00","-4,830.29","-700,000.00","-","-","-","United States","-","USD","0.00","-","3.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-4,785.31","0.00","-4,785.31","-2,390,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"FSWP: OIS 6.868000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-4,712.91","0.00","-197,282.35","-18,337,425.00","-","-","-","India","-","USD","4.17","1.08","95.23","Sep 16, 2031","6.87","4.17","-","1.08","4.17","1.08","INR","Sep 16, 2026","May 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-5,182.97","0.00","-5,182.97","-3,490,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-5,009.01","0.00","-5,009.01","-106,354,000.00","-","-","-","United States","-","USD","0.00","-","157.77","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 1.934670 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-5,026.51","0.00","-414,648.20","-13,541,069.00","-","-","-","Thailand","-","USD","4.73","0.68","33.06","Sep 16, 2031","1.93","4.73","-","0.68","4.73","0.68","THB","Sep 16, 2026","May 15, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-5,505.04","0.00","-5,505.04","152,656,000.00","-","-","-","United States","-","USD","0.00","-","95.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 3.014000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-5,407.12","0.00","1,302,227.58","1,833,500.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","3.01","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Mar 13, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-5,737.79","0.00","-5,737.79","-2,300,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"CLP/USD","Cash and/or Derivatives","Forwards","-5,658.56","0.00","-5,658.56","-2,145,030,000.00","-","-","-","United States","-","USD","0.00","-","912.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-5,873.40","0.00","-5,873.40","-480,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-6,420.48","0.00","-6,420.48","-940,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"FSWP: OIS 4.131000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","-6,233.61","0.00","-12,224,233.61","-12,218,000.00","-","-","-","United States","-","USD","4.50","0.41","1.00","Sep 16, 2031","4.13","4.50","-","0.41","4.50","0.41","USD","Sep 16, 2026","Jul 24, 2026"
"FSWP: OIS 6.801000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-6,339.53","0.00","-299,262.22","-27,893,564.00","-","-","-","India","-","USD","4.17","1.06","95.23","Sep 16, 2031","6.80","4.17","-","1.06","4.17","1.06","INR","Sep 16, 2026","May 15, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-6,725.85","0.00","-6,725.85","-9,520,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"FSWP: OIS 6.884000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-6,663.38","0.00","-271,609.17","-25,229,463.00","-","-","-","India","-","USD","4.17","1.08","95.23","Sep 16, 2031","6.88","4.17","-","1.08","4.17","1.08","INR","Sep 16, 2026","May 22, 2026"
"FSWP: OIS 6.897625 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-6,502.58","0.00","-259,267.47","-24,069,537.00","-","-","-","India","-","USD","4.17","1.08","95.23","Sep 16, 2031","6.90","4.17","-","1.08","4.17","1.08","INR","Sep 16, 2026","May 22, 2026"
"FSWP: TWD 2.309700 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-6,664.22","0.00","6,585,558.40","212,497,000.00","-","-","-","Taiwan","-","USD","4.67","0.64","32.23","Sep 16, 2031","2.31","4.67","-","0.64","4.67","0.64","TWD","Sep 16, 2026","Jun 11, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-7,012.91","0.00","-7,012.91","-3,172,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-6,943.11","0.00","-6,943.11","-1,260,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"FSWP: OIS 6.827500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-6,942.34","0.00","-311,935.89","-29,043,011.00","-","-","-","India","-","USD","4.17","1.07","95.23","Sep 16, 2031","6.83","4.17","-","1.07","4.17","1.07","INR","Sep 16, 2026","May 15, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-7,292.00","0.00","-7,292.00","-1,560,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-7,521.82","0.00","-7,521.82","146,030,000.00","-","-","-","United States","-","USD","0.00","-","95.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"SGD/USD","Cash and/or Derivatives","Forwards","-7,439.04","0.00","-7,439.04","-11,230,000.00","-","-","-","United States","-","USD","0.00","-","1.28","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-7,944.74","0.00","-7,944.74","-4,040,690,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Aug 04, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-7,818.83","0.00","-7,818.83","-1,110,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"FSWP: EUR 3.012320 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-7,933.67","0.00","-24,249,889.67","-21,016,000.00","-","-","-","European Union","-","USD","4.67","0.25","0.87","Sep 16, 2031","3.01","4.67","-","0.25","4.67","0.25","EUR","Sep 16, 2026","Jul 28, 2026"
"FSWP: TWD 2.292500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-7,858.04","0.00","4,305,005.51","139,023,000.00","-","-","-","Taiwan","-","USD","4.67","0.63","32.23","Sep 16, 2031","2.29","4.67","-","0.63","4.67","0.63","TWD","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 3.317000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-8,118.97","0.00","5,984,933.23","18,028,000.00","-","-","-","Israel","-","USD","4.59","-0.21","3.01","Sep 16, 2031","3.32","4.59","-","-0.21","4.59","-0.21","ILS","Sep 16, 2026","Jul 17, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-8,504.22","0.00","-8,504.22","-19,500,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 3.326000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-8,300.45","0.00","8,752,233.43","26,353,000.00","-","-","-","Israel","-","USD","4.59","-0.21","3.01","Sep 16, 2031","3.33","4.59","-","-0.21","4.59","-0.21","ILS","Sep 16, 2026","May 29, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-8,753.05","0.00","-8,753.05","-1,390,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-9,079.59","0.00","-9,079.59","-2,650,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-8,960.50","0.00","-8,960.50","-1,140,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-9,454.19","0.00","-9,454.19","-840,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","-9,192.93","0.00","-9,192.93","-15,100,000,000.00","-","-","-","United States","-","USD","0.00","-","17,962.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-9,637.36","0.00","-9,637.36","903,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-9,596.60","0.00","-9,596.60","-18,460,000.00","-","-","-","United States","-","USD","0.00","-","17.24","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-9,892.76","0.00","-9,892.76","-1,400,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"FSWP: OIS 3.262500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-9,998.74","0.00","2,606,892.04","7,872,000.00","-","-","-","Israel","-","USD","4.60","-0.22","3.01","Sep 16, 2031","3.26","4.60","-","-0.22","4.60","-0.22","ILS","Sep 16, 2026","Jul 14, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-10,234.31","0.00","-10,234.31","-1,970,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-10,103.05","0.00","-10,103.05","1,810,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 12, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-10,977.44","0.00","-10,977.44","-10,750,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-10,805.82","0.00","-10,805.82","-21,100,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-11,757.14","0.00","-11,757.14","1,314,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-12,128.86","0.00","-12,128.86","-4,290,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-11,926.02","0.00","-11,926.02","-1,092,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 6.970000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-12,001.35","0.00","-428,940.18","-39,703,000.00","-","-","-","India","-","USD","4.16","1.10","95.23","Sep 16, 2031","6.97","4.16","-","1.10","4.16","1.10","INR","Sep 16, 2026","May 18, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-12,413.12","0.00","-12,413.12","-1,600,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 14, 2026"
"FSWP: GBP 4.240300 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","-12,455.84","0.00","8,406,174.76","6,252,000.00","-","-","-","United Kingdom","-","USD","4.49","0.45","0.74","Sep 16, 2031","4.24","4.49","-","0.45","4.49","0.45","GBP","Sep 16, 2026","Aug 06, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-12,599.41","0.00","-12,599.41","-2,440,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-12,491.01","0.00","-12,491.01","-8,080,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-12,976.45","0.00","-12,976.45","-2,702,300,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-12,847.12","0.00","-12,847.12","-1,300,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"HUF/USD","Cash and/or Derivatives","Forwards","-13,296.31","0.00","-13,296.31","-1,429,440,000.00","-","-","-","United States","-","USD","0.00","-","316.72","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: AUD 4.849500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-13,225.10","0.00","-4,292,857.27","-6,077,728.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.85","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 20, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-13,697.25","0.00","-13,697.25","-86,130,000.00","-","-","-","United States","-","USD","0.00","-","95.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"FSWP: OIS 2.084000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","-14,492.35","0.00","-3,878,243.86","-4,957,000.00","-","-","-","Singapore","-","USD","4.72","1.12","1.28","Sep 16, 2031","2.08","4.72","-","1.12","4.72","1.12","SGD","Sep 16, 2026","Jul 31, 2026"
"NZD/USD","Cash and/or Derivatives","Forwards","-14,636.73","0.00","-14,636.73","-11,610,000.00","-","-","-","United States","-","USD","0.00","-","1.70","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-14,967.24","0.00","-14,967.24","-1,300,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 02, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-15,374.72","0.00","-15,374.72","-16,900,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-15,785.90","0.00","-15,785.90","-1,460,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 03, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-18,044.92","0.00","-18,044.92","-5,580,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-17,906.12","0.00","-17,906.12","-1,120,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-18,486.73","0.00","-18,486.73","-35,460,000.00","-","-","-","United States","-","USD","0.00","-","32.96","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"RON/USD","Cash and/or Derivatives","Forwards","-18,399.94","0.00","-18,399.94","-25,640,000.00","-","-","-","United States","-","USD","0.00","-","4.56","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-18,692.63","0.00","-18,692.63","-3,800,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"DKK/USD","Cash and/or Derivatives","Forwards","-19,193.99","0.00","-19,193.99","-32,380,000.00","-","-","-","United States","-","USD","0.00","-","6.47","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","-20,196.83","0.00","-20,196.83","-332,821,047,000.00","-","-","-","United States","-","USD","0.00","-","17,962.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-20,096.50","0.00","-20,096.50","-2,014,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-20,861.75","0.00","-20,861.75","-18,380,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-20,713.74","0.00","-20,713.74","-56,510,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-20,710.63","0.00","-20,710.63","-1,360,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-20,703.30","0.00","-20,703.30","-3,720,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"FSWP: AUD 4.848000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-21,403.69","0.00","-7,099,519.49","-10,052,000.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.85","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 29, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-21,663.47","0.00","-21,663.47","-21,460,000.00","-","-","-","United States","-","USD","0.00","-","17.26","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"FSWP: OIS 3.439900 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-21,818.43","0.00","5,400,667.82","858,000,000.00","-","-","-","Japan","-","USD","18.27","2.43","158.23","Sep 20, 2056","3.44","18.27","-","2.43","18.27","2.43","JPY","Sep 16, 2026","Jul 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-22,250.92","0.00","-22,250.92","-970,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-25,053.88","0.00","-25,053.88","-2,370,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-25,042.16","0.00","-25,042.16","-2,280,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-25,450.81","0.00","-25,450.81","-37,830,000.00","-","-","-","United States","-","USD","0.00","-","32.96","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-25,912.93","0.00","-25,912.93","-1,070,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"FSWP: OIS 2.055000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","-25,757.44","0.00","-10,882,766.67","-13,929,000.00","-","-","-","Singapore","-","USD","4.72","1.12","1.28","Sep 16, 2031","2.06","4.72","-","1.12","4.72","1.12","SGD","Sep 16, 2026","Jul 22, 2026"
"CZK/USD","Cash and/or Derivatives","Forwards","-26,292.65","0.00","-26,292.65","-184,920,000.00","-","-","-","United States","-","USD","0.00","-","21.01","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-26,167.46","0.00","-26,167.46","-3,880,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-26,061.55","0.00","-26,061.55","-1,740,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 29, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-26,570.72","0.00","-26,570.72","-176,320,000.00","-","-","-","United States","-","USD","0.00","-","95.50","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-27,584.52","0.00","-27,584.52","-1,510,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 29, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","-27,979.27","0.00","-27,979.27","-6,280,000.00","-","-","-","United States","-","USD","0.00","-","5.14","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-28,631.84","0.00","-28,631.84","-5,000,000.00","-","-","-","United States","-","USD","0.00","-","3.01","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-28,527.24","0.00","-28,527.24","-13,570,000.00","-","-","-","United States","-","USD","0.00","-","9.47","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-29,226.94","0.00","-29,226.94","-1,634,900,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"FSWP: AUD 4.857000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-29,602.84","0.00","-8,680,789.74","-12,286,000.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.86","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 3.185000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-29,609.02","0.00","4,011,080.44","12,155,000.00","-","-","-","Israel","-","USD","4.60","-0.23","3.01","Sep 16, 2031","3.19","4.60","-","-0.23","4.60","-0.23","ILS","Sep 16, 2026","Jun 04, 2026"
"FSWP: EUR 3.021090 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-29,959.84","0.00","-41,010,354.34","-35,527,000.00","-","-","-","European Union","-","USD","4.67","0.26","0.87","Sep 16, 2031","3.02","4.67","-","0.26","4.67","0.26","EUR","Sep 16, 2026","Jul 29, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-30,425.48","0.00","-30,425.48","53,220,000.00","-","-","-","United States","-","USD","0.00","-","32.96","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-31,331.67","0.00","-31,331.67","-2,710,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-31,285.99","0.00","-31,285.99","-2,130,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-31,513.92","0.00","-31,513.92","-53,590,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-32,052.20","0.00","-32,052.20","-2,030,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"FSWP: TWD 2.303000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-32,258.12","0.00","24,279,271.45","783,670,000.00","-","-","-","Taiwan","-","USD","4.67","0.63","32.23","Sep 16, 2031","2.30","4.67","-","0.63","4.67","0.63","TWD","Sep 16, 2026","Jul 14, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","-32,633.73","0.00","-32,633.73","-15,270,000.00","-","-","-","United States","-","USD","0.00","-","16.37","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-32,518.83","0.00","-32,518.83","-6,020,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","-33,701.09","0.00","-33,701.09","-28,220,000.00","-","-","-","United States","-","USD","0.00","-","16.37","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-34,131.76","0.00","-34,131.76","-42,220,000.00","-","-","-","United States","-","USD","0.00","-","9.48","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 6.532500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-34,247.71","0.00","-3,360,811.12","-316,772,000.00","-","-","-","India","-","USD","4.19","1.00","95.23","Sep 16, 2031","6.53","4.19","-","1.00","4.19","1.00","INR","Sep 16, 2026","Jul 22, 2026"
"FSWP: OIS 1.716800 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-34,664.97","0.00","-19,323,275.36","-637,633,238.00","-","-","-","Thailand","-","USD","4.76","0.67","33.06","Sep 16, 2031","1.72","4.76","-","0.67","4.76","0.67","THB","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 3.320000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-34,670.89","0.00","1,254,534.53","203,990,974.00","-","-","-","Japan","-","USD","18.40","2.41","158.23","Sep 20, 2056","3.32","18.40","-","2.41","18.40","2.41","JPY","Sep 16, 2026","Jun 12, 2026"
"FSWP: EUR 3.016700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-35,300.66","0.00","-66,773,350.16","-57,857,000.00","-","-","-","European Union","-","USD","4.67","0.26","0.87","Sep 16, 2031","3.02","4.67","-","0.26","4.67","0.26","EUR","Sep 16, 2026","Jul 15, 2026"
"FSWP: OIS 3.076000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-35,270.05","0.00","2,841,581.17","8,654,000.00","-","-","-","Israel","-","USD","4.61","-0.25","3.01","Sep 16, 2031","3.08","4.61","-","-0.25","4.61","-0.25","ILS","Sep 16, 2026","Jun 15, 2026"
"FSWP: OIS 2.969000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-36,271.87","0.00","5,808,323.93","8,195,000.00","-","-","-","Canada","-","USD","4.60","0.75","1.40","Sep 16, 2031","2.97","4.60","-","0.75","4.60","0.75","CAD","Sep 16, 2026","Jun 05, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-36,741.07","0.00","-36,741.07","-1,000,000,000.00","-","-","-","United States","-","USD","0.00","-","157.95","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 3.255000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-37,440.25","0.00","915,450.72","150,775,938.00","-","-","-","Japan","-","USD","18.48","2.40","158.23","Sep 20, 2056","3.25","18.48","-","2.40","18.48","2.40","JPY","Sep 16, 2026","Jun 15, 2026"
"FSWP: AUD 4.835000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-37,658.45","0.00","-15,413,583.47","-21,836,150.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.84","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: OIS 3.222500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-37,487.80","0.00","6,620,092.44","20,027,000.00","-","-","-","Israel","-","USD","4.60","-0.22","3.01","Sep 16, 2031","3.22","4.60","-","-0.22","4.60","-0.22","ILS","Sep 16, 2026","Jun 11, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-38,050.95","0.00","-38,050.95","-2,540,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"FSWP: OIS 7.743000 16-SEP-2031 ZAR","Cash and/or Derivatives","Swaps","-38,491.97","0.00","-10,183,932.60","-165,637,000.00","-","-","-","South Africa","-","USD","4.14","0.50","16.33","Sep 16, 2031","7.74","4.14","-","0.50","4.14","0.50","ZAR","Sep 16, 2026","Jul 31, 2026"
"FSWP: OIS 2.038000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","-39,157.43","0.00","-25,069,744.74","-32,112,992.00","-","-","-","Singapore","-","USD","4.72","1.12","1.28","Sep 16, 2031","2.04","4.72","-","1.12","4.72","1.12","SGD","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 3.306000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-39,770.61","0.00","1,305,487.23","212,860,148.00","-","-","-","Japan","-","USD","18.42","2.41","158.23","Sep 20, 2056","3.31","18.42","-","2.41","18.42","2.41","JPY","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 1.717600 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-40,577.24","0.00","-22,145,901.66","-730,746,762.00","-","-","-","Thailand","-","USD","4.76","0.67","33.06","Sep 16, 2031","1.72","4.76","-","0.67","4.76","0.67","THB","Sep 16, 2026","Jul 17, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-42,479.95","0.00","-42,479.95","-2,690,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"FSWP: TWD 2.296500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-42,653.04","0.00","26,070,753.09","841,752,590.00","-","-","-","Taiwan","-","USD","4.67","0.63","32.23","Sep 16, 2031","2.30","4.67","-","0.63","4.67","0.63","TWD","Sep 16, 2026","Jul 17, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-44,638.48","0.00","-44,638.48","-2,730,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-45,525.72","0.00","-45,525.72","-5,220,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 7.707500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-45,459.78","0.00","18,817,130.32","324,512,000.00","-","-","-","Mexico","-","USD","3.94","1.26","17.20","Sep 11, 2031","7.71","3.94","-","1.26","3.94","1.26","MXN","Sep 17, 2026","Aug 05, 2026"
"FSWP: OIS 2.060000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","-48,230.46","0.00","-18,526,737.02","-23,707,000.00","-","-","-","Singapore","-","USD","4.72","1.12","1.28","Sep 16, 2031","2.06","4.72","-","1.12","4.72","1.12","SGD","Sep 16, 2026","Aug 04, 2026"
"FSWP: EUR 3.031850 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-49,961.63","0.00","-40,784,660.63","-35,314,000.00","-","-","-","European Union","-","USD","4.67","0.26","0.87","Sep 16, 2031","3.03","4.67","-","0.26","4.67","0.26","EUR","Sep 16, 2026","Aug 04, 2026"
"DERIV HKD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-50,804.91","0.00","-50,804.91","-398,562.00","-","-","-","Hong Kong","-","USD","0.00","2.63","7.84","Aug 07, 2026","2.63","0.00","-","2.63","0.00","2.63","HKD","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 1.862000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-51,153.41","0.00","-5,878,908.08","-192,651,000.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.86","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","Jun 11, 2026"
"FSWP: OIS 3.197000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-51,733.13","0.00","7,573,219.08","22,937,000.00","-","-","-","Israel","-","USD","4.60","-0.23","3.01","Sep 16, 2031","3.20","4.60","-","-0.23","4.60","-0.23","ILS","Sep 16, 2026","Jun 22, 2026"
"FSWP: AUD 4.826000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-52,567.31","0.00","-25,679,108.78","-36,393,583.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.83","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 20, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-53,465.87","0.00","-53,465.87","-1,860,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-54,293.00","0.00","-54,293.00","-3,510,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-54,102.65","0.00","-54,102.65","-1,700,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"PEN/USD","Cash and/or Derivatives","Forwards","-55,968.93","0.00","-55,968.93","-12,170,000.00","-","-","-","United States","-","USD","0.00","-","3.38","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: OIS 1.903000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-56,265.12","0.00","-5,290,913.84","-173,044,400.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.90","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","Jun 04, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-58,917.83","0.00","-58,917.83","-1,175,860,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 3.177500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-61,290.32","0.00","7,932,659.45","24,047,000.00","-","-","-","Israel","-","USD","4.60","-0.23","3.01","Sep 16, 2031","3.18","4.60","-","-0.23","4.60","-0.23","ILS","Sep 16, 2026","Jun 23, 2026"
"FSWP: AUD 4.836000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-62,171.83","0.00","-24,996,796.50","-35,410,956.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.84","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 20, 2026"
"DERIV CZK BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-63,978.51","0.00","-63,978.51","-1,344,272.00","-","-","-","Czech Republic","-","USD","0.00","3.80","21.01","Aug 07, 2026","3.80","0.00","-","3.80","0.00","3.80","CZK","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 1.928000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-64,701.44","0.00","-5,478,843.46","-178,978,000.00","-","-","-","Thailand","-","USD","4.73","0.68","33.06","Sep 16, 2031","1.93","4.73","-","0.68","4.73","0.68","THB","Sep 16, 2026","Jun 09, 2026"
"FSWP: OIS 1.882500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-66,289.37","0.00","-6,856,095.01","-224,454,000.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.88","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","Jun 05, 2026"
"FSWP: OIS 3.017000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-66,111.16","0.00","16,474,201.93","23,192,000.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","3.02","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Jun 12, 2026"
"DERIV CHF BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-66,918.62","0.00","-66,918.62","-54,222.00","-","-","-","Switzerland","-","USD","0.00","3.63","0.81","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","CHF","Jan 01, 2000","Jan 01, 2000"
"BRL CASH","Cash and/or Derivatives","Cash","-67,765.60","0.00","-67,765.60","-345,242.00","-","-","-","Brazil","-","USD","0.00","3.63","5.09","-","0.00","0.00","-","3.63","0.00","3.63","BRL","-","Jan 01, 1990"
"CAD/USD","Cash and/or Derivatives","Forwards","-67,893.68","0.00","-67,893.68","-77,220,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 1.816000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-68,875.36","0.00","-10,558,355.81","-346,756,000.00","-","-","-","Thailand","-","USD","4.75","0.68","33.06","Sep 16, 2031","1.82","4.75","-","0.68","4.75","0.68","THB","Sep 16, 2026","Jul 27, 2026"
"FSWP: OIS 1.773000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-70,005.80","0.00","-15,630,498.88","-514,391,000.00","-","-","-","Thailand","-","USD","4.75","0.67","33.06","Sep 16, 2031","1.77","4.75","-","0.67","4.75","0.67","THB","Sep 16, 2026","Jul 22, 2026"
"FSWP: AUD 4.842000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-70,694.90","0.00","-25,697,236.37","-36,393,583.00","-","-","-","Australia","-","USD","4.41","-0.04","1.42","Sep 16, 2031","4.84","4.41","-","-0.04","4.41","-0.04","AUD","Sep 16, 2026","Jul 20, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-78,508.95","0.00","-78,508.95","-1,924,730,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 2.991000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-80,247.05","0.00","15,371,024.21","21,665,000.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","2.99","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Jun 01, 2026"
"FSWP: OIS 1.893500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-80,811.64","0.00","-7,932,784.72","-259,566,600.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.89","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","Jun 04, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-84,043.19","0.00","-84,043.19","-2,181,970,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"FSWP: OIS 7.695000 16-SEP-2031 ZAR","Cash and/or Derivatives","Swaps","-86,373.18","0.00","-46,281,151.52","-754,187,500.00","-","-","-","South Africa","-","USD","4.14","0.49","16.33","Sep 16, 2031","7.70","4.14","-","0.49","4.14","0.49","ZAR","Sep 16, 2026","Jul 28, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-98,506.08","0.00","-98,506.08","-1,805,060,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-98,870.23","0.00","-98,870.23","-44,590,000.00","-","-","-","United States","-","USD","0.00","-","1.42","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 6.610500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-118,134.25","0.00","-8,809,853.86","-827,669,000.00","-","-","-","India","-","USD","4.18","1.02","95.23","Sep 16, 2031","6.61","4.18","-","1.02","4.18","1.02","INR","Sep 16, 2026","Jul 24, 2026"
"FSWP: OIS 6.618700 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-121,146.29","0.00","-8,812,865.90","-827,669,000.00","-","-","-","India","-","USD","4.18","1.02","95.23","Sep 16, 2031","6.62","4.18","-","1.02","4.18","1.02","INR","Sep 16, 2026","Jul 24, 2026"
"FSWP: OIS 1.775000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-123,028.12","0.00","-26,896,831.34","-885,075,000.00","-","-","-","Thailand","-","USD","4.75","0.67","33.06","Sep 16, 2031","1.77","4.75","-","0.67","4.75","0.67","THB","Sep 16, 2026","Aug 04, 2026"
"FSWP: OIS 3.088000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-126,905.25","0.00","10,704,004.12","32,581,000.00","-","-","-","Israel","-","USD","4.61","-0.25","3.01","Sep 16, 2031","3.09","4.61","-","-0.25","4.61","-0.25","ILS","Sep 16, 2026","Jun 30, 2026"
"FSWP: OIS 3.052500 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-130,274.06","0.00","54,996,495.54","77,296,000.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","3.05","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Aug 04, 2026"
"FSWP: OIS 3.312980 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-134,242.24","0.00","4,620,690.07","752,372,940.00","-","-","-","Japan","-","USD","18.41","2.41","158.23","Sep 20, 2056","3.31","18.41","-","2.41","18.41","2.41","JPY","Sep 16, 2026","Jun 12, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-134,732.12","0.00","-134,732.12","-65,110,000.00","-","-","-","United States","-","USD","0.00","-","3.73","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 6.760000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-139,922.61","0.00","-7,167,814.45","-669,231,000.00","-","-","-","India","-","USD","4.18","1.05","95.23","Sep 16, 2031","6.76","4.18","-","1.05","4.18","1.05","INR","Sep 16, 2026","Jun 01, 2026"
"FSWP: OIS 3.050000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-140,179.92","0.00","56,424,381.65","79,312,000.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","3.05","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Jul 13, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-141,564.61","0.00","-141,564.61","-2,376,250,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-149,838.97","0.00","-149,838.97","-28,320,000.00","-","-","-","United States","-","USD","0.00","-","3.01","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-170,168.19","-0.01","-170,168.19","-3,266,920,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-179,940.69","-0.01","-179,940.69","-3,704,700,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 11, 2026"
"FSWP: OIS 3.046250 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-180,731.33","-0.01","67,998,850.03","95,598,000.00","-","-","-","Canada","-","USD","4.59","0.75","1.40","Sep 16, 2031","3.05","4.59","-","0.75","4.59","0.75","CAD","Sep 16, 2026","Jul 14, 2026"
"FSWP: OIS 4.188000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","-195,006.51","-0.01","-63,909,006.51","-63,714,000.00","-","-","-","United States","-","USD","4.50","0.42","1.00","Sep 16, 2031","4.19","4.50","-","0.42","4.50","0.42","USD","Sep 16, 2026","Aug 03, 2026"
"DERIV SEK BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-197,849.53","-0.01","-197,849.53","-1,871,322.00","-","-","-","Sweden","-","USD","0.00","1.89","9.49","Aug 07, 2026","1.89","0.00","-","1.89","0.00","1.89","SEK","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 6.706000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-201,996.35","-0.01","-11,661,145.73","-1,091,197,500.00","-","-","-","India","-","USD","4.18","1.04","95.23","Sep 16, 2031","6.71","4.18","-","1.04","4.18","1.04","INR","Sep 16, 2026","Jun 04, 2026"
"FSWP: EUR 3.083900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-207,320.51","-0.01","-57,428,995.01","-49,607,000.00","-","-","-","European Union","-","USD","4.66","0.26","0.87","Sep 16, 2031","3.08","4.66","-","0.26","4.66","0.26","EUR","Sep 16, 2026","Jul 22, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-208,455.98","-0.01","-208,455.98","-356,720,000.00","-","-","-","United States","-","USD","0.00","-","17.24","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 7.745000 16-SEP-2031 ZAR","Cash and/or Derivatives","Swaps","-212,487.38","-0.01","-55,059,344.44","-895,443,500.00","-","-","-","South Africa","-","USD","4.14","0.50","16.33","Sep 16, 2031","7.75","4.14","-","0.50","4.14","0.50","ZAR","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 6.746000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-221,367.38","-0.01","-11,680,516.76","-1,091,197,500.00","-","-","-","India","-","USD","4.18","1.05","95.23","Sep 16, 2031","6.75","4.18","-","1.05","4.18","1.05","INR","Sep 16, 2026","Jun 04, 2026"
"FSWP: OIS 1.856000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-227,646.96","-0.01","-27,044,012.39","-886,482,000.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.86","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","Jun 02, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-252,977.86","-0.01","-252,977.86","-636,410,000.00","-","-","-","United States","-","USD","0.00","-","33.00","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 3.286940 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-276,955.87","-0.01","8,065,330.68","1,320,000,000.00","-","-","-","Japan","-","USD","18.44","2.40","158.23","Sep 20, 2056","3.29","18.44","-","2.40","18.44","2.40","JPY","Sep 16, 2026","Jun 17, 2026"
"FSWP: OIS 2.955800 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-327,156.29","-0.01","47,688,391.26","67,325,000.00","-","-","-","Canada","-","USD","4.60","0.74","1.40","Sep 16, 2031","2.96","4.60","-","0.74","4.60","0.74","CAD","Sep 16, 2026","May 29, 2026"
"CAD CASH","Cash and/or Derivatives","Cash","-346,562.86","-0.01","-346,562.86","-485,933.00","-","-","-","Canada","-","USD","0.00","3.63","1.40","-","0.00","0.00","-","3.63","0.00","3.63","CAD","-","Jan 01, 1989"
"DERIV PLN BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-368,394.73","-0.01","-368,394.73","-1,373,136.00","-","-","-","Poland","-","USD","0.00","3.84","3.73","Aug 07, 2026","3.84","0.00","-","3.84","0.00","3.84","PLN","Jan 01, 2000","Jan 01, 2000"
"JPY CASH","Cash and/or Derivatives","Cash","-443,181.26","-0.01","-443,181.26","-70,124,570.00","-","-","-","Japan","-","USD","0.00","3.63","158.23","-","0.00","0.00","-","3.63","0.00","3.63","JPY","-","Jan 01, 1990"
"FSWP: OIS 3.380000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-448,812.63","-0.01","28,602,572.73","4,596,800,704.00","-","-","-","Japan","-","USD","18.34","2.42","158.23","Sep 20, 2056","3.38","18.34","-","2.42","18.34","2.42","JPY","Sep 16, 2026","Jun 05, 2026"
"DERIV GBP BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-482,574.81","-0.02","-482,574.81","-358,379.00","-","-","-","United Kingdom","-","USD","0.00","3.63","0.74","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","GBP","Jan 01, 2000","Jan 01, 2000"
"GBP/USD","Cash and/or Derivatives","Forwards","-591,420.44","-0.02","-591,420.44","-127,990,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"FSWP: OIS 6.699000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-668,883.91","-0.02","-39,262,000.21","-3,675,029,500.00","-","-","-","India","-","USD","4.18","1.04","95.23","Sep 16, 2031","6.70","4.18","-","1.04","4.18","1.04","INR","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 1.830000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-685,395.07","-0.02","-95,364,000.53","-3,129,838,000.00","-","-","-","Thailand","-","USD","4.74","0.68","33.06","Sep 16, 2031","1.83","4.74","-","0.68","4.74","0.68","THB","Sep 16, 2026","May 29, 2026"
"DERIV USD BALANCE WITH R93533 CME","Cash and/or Derivatives","Cash Collateral and Margins","-1,146,861.43","-0.04","-1,146,861.43","-1,146,861.00","-","-","-","United States","-","USD","0.00","3.63","1.00","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","USD","Jan 01, 2000","Jan 01, 2000"
"DERIV USD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-1,272,659.00","-0.04","-1,272,659.00","-1,272,659.00","-","-","-","United States","-","USD","0.00","3.63","1.00","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","USD","Jan 01, 2000","Jan 01, 2000"
"DERIV MXN BALANCE WITH R93533 CME","Cash and/or Derivatives","Cash Collateral and Margins","-1,695,385.73","-0.06","-1,695,385.73","-29,167,416.00","-","-","-","Mexico","-","USD","0.00","6.74","17.20","Aug 07, 2026","6.74","0.00","-","6.74","0.00","6.74","MXN","Jan 01, 2000","Jan 01, 2000"
"KRW/USD","Cash and/or Derivatives","Forwards","-2,520,312.71","-0.08","-2,520,312.71","-57,627,422,000.00","-","-","-","United States","-","USD","0.00","-","1,421.90","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-2,639,430.87","-0.09","-2,639,430.87","-532,410,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-4,698,920.85","-0.16","-4,698,920.85","-63,028,400,000.00","-","-","-","United States","-","USD","0.00","-","157.95","Sep 02, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 31, 2026"
"DERIV EUR BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-5,384,156.34","-0.18","-5,384,156.34","-4,667,669.00","-","-","-","European Union","-","USD","0.00","2.22","0.87","Aug 07, 2026","2.22","0.00","-","2.22","0.00","2.22","EUR","Jan 01, 2000","Jan 01, 2000"
"USD CASH","Cash and/or Derivatives","Cash","-8,163,643.86","-0.27","-8,163,643.86","-8,163,644.00","-","-","-","United States","-","USD","0.00","3.63","1.00","-","0.00","0.00","-","3.63","0.00","3.63","USD","-","Jan 01, 1989"
"DERIV USD BALANCE WITH R93533 ICE","Cash and/or Derivatives","Cash Collateral and Margins","-13,709,892.64","-0.46","-13,709,892.64","-13,709,893.00","-","-","-","United States","-","USD","0.00","3.63","1.00","Aug 07, 2026","3.63","0.00","-","3.63","0.00","3.63","USD","Jan 01, 2000","Jan 01, 2000"