Fund Holdings as of,"26/Mar/2024"   Ticker,Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Shares,Par Value,Price,Location,Exchange,Duration,Maturity,Coupon (%),Market Currency,Effective Date "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","20,177,408.22","1.66","20,177,408.22","20,596,579.00","20,596,579.00","97.89","United States","-","1.27","15/Jul/2025","0.38","USD","31/Jul/2015" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","19,707,860.52","1.62","19,707,860.52","20,252,842.00","20,252,842.00","97.19","United States","-","1.76","15/Jan/2026","0.63","USD","29/Jan/2016" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","18,982,799.67","1.56","18,982,799.67","21,754,771.00","21,754,771.00","87.23","United States","-","7.61","15/Jan/2032","0.13","USD","31/Jan/2022" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","18,697,783.74","1.54","18,697,783.74","21,152,134.00","21,152,134.00","88.37","United States","-","7.12","15/Jul/2031","0.13","USD","30/Jul/2021" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","18,581,315.42","1.53","18,581,315.42","20,637,137.00","20,637,137.00","90.01","United States","-","6.15","15/Jul/2030","0.13","USD","31/Jul/2020" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","18,312,706.24","1.51","18,312,706.24","19,510,518.00","19,510,518.00","93.64","United States","-","8.21","15/Jan/2033","1.13","USD","31/Jan/2023" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","18,177,360.14","1.50","18,177,360.14","20,451,571.00","20,451,571.00","88.86","United States","-","6.64","15/Jan/2031","0.13","USD","29/Jan/2021" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,976,781.83","1.48","17,976,781.83","18,815,801.00","18,815,801.00","95.47","United States","-","2.73","15/Jan/2027","0.38","USD","31/Jan/2017" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,963,955.72","1.48","17,963,955.72","18,727,755.00","18,727,755.00","95.90","United States","-","2.25","15/Jul/2026","0.13","USD","29/Jul/2016" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,911,224.19","1.47","17,911,224.19","19,794,510.00","19,794,510.00","90.46","United States","-","5.66","15/Jan/2030","0.13","USD","31/Jan/2020" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,850,810.03","1.47","17,850,810.03","18,612,867.00","18,612,867.00","95.85","United States","-","2.00","15/Apr/2026","0.13","USD","30/Apr/2021" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,827,834.82","1.47","17,827,834.82","19,667,053.00","19,667,053.00","90.53","United States","-","7.92","15/Jul/2032","0.63","USD","29/Jul/2022" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,663,845.30","1.45","17,663,845.30","18,635,777.00","18,635,777.00","94.69","United States","-","3.70","15/Jan/2028","0.50","USD","31/Jan/2018" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,490,142.74","1.44","17,490,142.74","18,955,430.00","18,955,430.00","92.22","United States","-","5.16","15/Jul/2029","0.25","USD","31/Jul/2019" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,423,860.14","1.43","17,423,860.14","18,138,187.00","18,138,187.00","95.79","United States","-","8.55","15/Jul/2033","1.38","USD","31/Jul/2023" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,242,058.52","1.42","17,242,058.52","18,093,959.00","18,093,959.00","95.22","United States","-","3.21","15/Jul/2027","0.38","USD","31/Jul/2017" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","17,080,624.08","1.41","17,080,624.08","17,871,073.00","17,871,073.00","95.41","United States","-","4.61","15/Jan/2029","0.88","USD","31/Jan/2019" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","16,947,715.44","1.39","16,947,715.44","17,359,575.00","17,359,575.00","97.57","United States","-","1.03","15/Apr/2025","0.13","USD","30/Apr/2020" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","16,884,028.70","1.39","16,884,028.70","16,320,403.00","16,320,403.00","102.40","United States","-","4.22","15/Oct/2028","2.38","USD","31/Oct/2023" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","16,531,656.50","1.36","16,531,656.50","16,559,676.00","16,559,676.00","99.11","United States","-","3.37","15/Oct/2027","1.63","USD","31/Oct/2022" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","16,506,197.17","1.36","16,506,197.17","17,241,130.00","17,241,130.00","95.59","United States","-","4.15","15/Jul/2028","0.75","USD","31/Jul/2018" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","15,906,032.33","1.31","15,906,032.33","16,644,762.00","16,644,762.00","95.51","United States","-","2.49","15/Oct/2026","0.13","USD","29/Oct/2021" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","15,738,459.99","1.29","15,738,459.99","16,098,522.00","16,098,522.00","97.21","United States","-","3.86","15/Apr/2028","1.25","USD","28/Apr/2023" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","15,732,553.76","1.29","15,732,553.76","16,671,201.00","16,671,201.00","94.31","United States","-","2.98","15/Apr/2027","0.13","USD","29/Apr/2022" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","15,570,813.15","1.28","15,570,813.15","16,023,251.00","16,023,251.00","97.12","United States","-","1.52","15/Oct/2025","0.13","USD","30/Oct/2020" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","14,941,227.61","1.23","14,941,227.61","13,440,252.00","13,440,252.00","109.44","United States","-","4.50","15/Apr/2029","3.88","USD","15/Apr/1999" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","14,182,930.28","1.17","14,182,930.28","10,698,607.00","10,698,607.00","132.03","United Kingdom","-","3.51","22/Nov/2027","1.25","GBP","26/Apr/2006" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","13,770,323.20","1.13","13,770,323.20","9,954,390.00","9,954,390.00","137.79","United Kingdom","-","8.07","22/Nov/2032","1.25","GBP","29/Oct/2008" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","13,524,106.42","1.11","13,524,106.42","11,762,733.00","11,762,733.00","113.63","France","-","3.19","25/Jul/2027","1.85","EUR","16/Feb/2011" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","13,125,398.18","1.08","13,125,398.18","9,697,726.00","9,697,726.00","134.86","United Kingdom","-","12.41","22/Nov/2037","1.13","GBP","21/Feb/2007" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","13,028,395.26","1.07","13,028,395.26","12,890,397.00","12,890,397.00","100.84","United States","-","13.93","15/Feb/2041","2.13","USD","28/Feb/2011" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","12,129,663.75","1.00","12,129,663.75","9,610,147.00","9,610,147.00","126.22","United Kingdom","-","4.88","22/Mar/2029","0.13","GBP","23/Nov/2011" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","12,094,813.43","1.00","12,094,813.43","11,196,445.00","11,196,445.00","106.41","United States","-","3.69","15/Apr/2028","3.63","USD","15/Apr/1998" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","12,089,770.64","0.99","12,089,770.64","9,230,565.00","9,230,565.00","130.97","United Kingdom","-","9.46","22/Mar/2034","0.75","GBP","25/May/2011" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","11,935,253.28","0.98","11,935,253.28","9,399,401.00","9,399,401.00","126.96","United Kingdom","-","4.28","10/Aug/2028","0.13","GBP","21/Jun/2018" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","11,855,949.77","0.98","11,855,949.77","11,852,666.00","11,852,666.00","99.64","United States","-","1.74","15/Jan/2026","2.00","USD","31/Jan/2006" "DBRI","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","11,797,980.46","0.97","11,797,980.46","10,722,387.00","10,722,387.00","109.52","Germany","-","5.88","15/Apr/2030","0.50","EUR","10/Apr/2014" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","11,751,255.87","0.97","11,751,255.87","9,567,909.00","9,567,909.00","122.81","United Kingdom","-","14.88","22/Mar/2040","0.63","GBP","28/Jan/2010" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","11,207,920.29","0.92","11,207,920.29","3,548,500.00","3,548,500.00","314.94","United Kingdom","-","9.66","26/Jan/2035","2.00","GBP","11/Jul/2002" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","11,091,900.46","0.91","11,091,900.46","10,943,120.00","10,943,120.00","100.90","United States","-","2.66","15/Jan/2027","2.38","USD","31/Jan/2007" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","10,419,334.15","0.86","10,419,334.15","8,650,056.00","8,650,056.00","120.18","United Kingdom","-","17.16","22/Nov/2042","0.63","GBP","24/Jul/2009" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","10,267,981.34","0.84","10,267,981.34","11,774,301.00","11,774,301.00","87.06","United States","-","16.79","15/Feb/2044","1.38","USD","28/Feb/2014" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","10,091,013.27","0.83","10,091,013.27","9,518,550.00","9,518,550.00","106.01","United Kingdom","-","19.28","22/Mar/2044","0.13","GBP","25/Jul/2012" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","10,068,742.80","0.83","10,068,742.80","7,687,646.00","7,687,646.00","130.43","United Kingdom","-","25.44","22/Nov/2055","1.25","GBP","23/Sept/2005" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","9,798,173.85","0.81","9,798,173.85","12,345,357.00","12,345,357.00","79.28","United States","-","16.21","15/Feb/2042","0.75","USD","29/Feb/2012" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","9,789,760.32","0.81","9,789,760.32","8,308,668.00","8,308,668.00","117.50","United Kingdom","-","21.01","22/Nov/2047","0.75","GBP","21/Nov/2007" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","9,703,196.64","0.80","9,703,196.64","8,073,528.00","8,073,528.00","120.13","United Kingdom","-","12.30","22/Nov/2036","0.13","GBP","11/Mar/2016" "DBRI","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","9,501,658.18","0.78","9,501,658.18","8,895,970.00","8,895,970.00","106.71","Germany","-","2.02","15/Apr/2026","0.10","EUR","12/Mar/2015" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","9,487,701.19","0.78","9,487,701.19","9,525,188.00","9,525,188.00","99.27","United States","-","3.62","15/Jan/2028","1.75","USD","31/Jan/2008" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","9,445,468.21","0.78","9,445,468.21","7,402,924.00","7,402,924.00","126.29","France","-","14.15","25/Jul/2040","1.80","EUR","14/Mar/2007" "SPGBEI","SPAIN (KINGDOM OF)","Treasury","Fixed Income","9,430,886.83","0.78","9,430,886.83","8,930,275.00","8,930,275.00","105.36","Spain","-","9.26","30/Nov/2033","0.70","EUR","18/Sept/2018" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","9,368,345.49","0.77","9,368,345.49","7,454,693.00","7,454,693.00","125.67","United Kingdom","-","1.95","22/Mar/2026","0.13","GBP","16/Jul/2015" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","9,346,535.80","0.77","9,346,535.80","8,431,546.00","8,431,546.00","110.34","France","-","6.12","25/Jul/2030","0.70","EUR","18/Jun/2014" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","9,252,329.70","0.76","9,252,329.70","7,678,710.00","7,678,710.00","120.41","Italy","-","14.24","15/Sept/2041","2.55","EUR","28/Oct/2009" "SPGBEI","SPAIN (KINGDOM OF)","Treasury","Fixed Income","9,219,470.80","0.76","9,219,470.80","8,383,079.00","8,383,079.00","109.63","Spain","-","6.41","30/Nov/2030","1.00","EUR","31/Mar/2015" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","9,186,536.66","0.76","9,186,536.66","12,043,655.00","12,043,655.00","76.21","United States","-","17.22","15/Feb/2043","0.63","USD","28/Feb/2013" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","9,088,649.32","0.75","9,088,649.32","8,392,395.00","8,392,395.00","108.29","United Kingdom","-","23.63","22/Mar/2050","0.50","GBP","25/Sept/2009" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","9,082,464.82","0.75","9,082,464.82","8,530,627.00","8,530,627.00","106.46","France","-","4.86","01/Mar/2029","0.10","EUR","25/Mar/2019" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","9,028,506.55","0.74","9,028,506.55","6,739,266.00","6,739,266.00","131.69","France","-","7.35","25/Jul/2032","3.15","EUR","31/Oct/2002" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","8,981,280.92","0.74","8,981,280.92","8,188,286.00","8,188,286.00","109.17","Italy","-","3.98","15/May/2028","1.30","EUR","14/Mar/2017" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","8,825,517.44","0.73","8,825,517.44","11,586,182.00","11,586,182.00","76.09","United States","-","18.60","15/Feb/2045","0.75","USD","27/Feb/2015" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","8,823,913.58","0.73","8,823,913.58","8,738,232.00","8,738,232.00","100.75","United States","-","13.25","15/Feb/2040","2.13","USD","26/Feb/2010" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","8,762,979.39","0.72","8,762,979.39","11,030,665.00","11,030,665.00","79.33","United States","-","18.86","15/Feb/2046","1.00","USD","29/Feb/2016" "SPGBEI","SPAIN (KINGDOM OF)","Treasury","Fixed Income","8,626,742.52","0.71","8,626,742.52","7,958,680.00","7,958,680.00","108.17","Spain","-","3.60","30/Nov/2027","0.65","EUR","04/May/2017" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","8,562,429.91","0.70","8,562,429.91","7,263,392.00","7,263,392.00","117.81","Italy","-","10.08","15/Sept/2035","2.35","EUR","27/Oct/2004" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","8,498,088.38","0.70","8,498,088.38","1,938,800.00","1,938,800.00","435.76","United Kingdom","-","5.58","22/Jul/2030","4.13","GBP","12/Jun/1992" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","8,451,468.24","0.70","8,451,468.24","8,179,500.00","8,179,500.00","102.84","United States","-","4.45","15/Jan/2029","2.50","USD","30/Jan/2009" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,163,901.41","0.67","8,163,901.41","7,684,130.00","7,684,130.00","106.24","France","-","3.88","01/Mar/2028","0.10","EUR","20/Feb/2017" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","8,064,393.99","0.66","8,064,393.99","7,843,856.00","7,843,856.00","102.81","United Kingdom","-","21.17","22/Mar/2046","0.13","GBP","24/Jun/2015" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","7,856,195.86","0.65","7,856,195.86","7,944,151.00","7,944,151.00","98.55","United States","-","8.84","15/Jan/2034","1.75","USD","31/Jan/2024" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,660,141.53","0.63","7,660,141.53","8,029,005.00","8,029,005.00","95.37","Italy","-","8.99","15/May/2033","0.10","EUR","09/Feb/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,575,182.54","0.62","7,575,182.54","7,047,512.00","7,047,512.00","107.45","Italy","-","7.97","15/Sept/2032","1.25","EUR","14/Oct/2015" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","7,492,847.86","0.62","7,492,847.86","7,604,330.00","7,604,330.00","98.53","United Kingdom","-","34.18","22/Mar/2062","0.38","GBP","26/Oct/2011" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","7,454,031.61","0.61","7,454,031.61","7,484,965.00","7,484,965.00","99.58","United Kingdom","-","26.26","22/Mar/2052","0.25","GBP","26/Sept/2012" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","7,373,839.99","0.61","7,373,839.99","5,810,664.00","5,810,664.00","126.88","United Kingdom","-","7.21","10/Aug/2031","0.13","GBP","28/Jan/2021" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","7,250,637.82","0.60","7,250,637.82","6,497,729.00","6,497,729.00","111.57","United Kingdom","-","16.81","10/Aug/2041","0.13","GBP","12/Jul/2018" "DBRI","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","7,220,335.87","0.59","7,220,335.87","6,907,412.00","6,907,412.00","104.43","Germany","-","21.54","15/Apr/2046","0.10","EUR","16/Jun/2015" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,213,925.57","0.59","7,213,925.57","6,310,447.00","6,310,447.00","114.22","Italy","-","2.37","15/Sept/2026","3.10","EUR","15/Jun/2011" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","6,992,905.17","0.58","6,992,905.17","9,139,855.00","9,139,855.00","76.41","United States","-","19.87","15/Feb/2047","0.88","USD","28/Feb/2017" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","6,931,966.00","0.57","6,931,966.00","8,878,344.00","8,878,344.00","77.97","United States","-","20.33","15/Feb/2048","1.00","USD","28/Feb/2018" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","6,929,233.12","0.57","6,929,233.12","8,011,602.00","8,011,602.00","86.33","United States","-","22.50","15/Feb/2053","1.50","USD","28/Feb/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","6,644,217.04","0.55","6,644,217.04","6,466,149.00","6,466,149.00","102.60","Italy","-","5.99","15/May/2030","0.40","EUR","09/Oct/2019" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","6,460,145.33","0.53","6,460,145.33","6,471,957.00","6,471,957.00","99.80","United Kingdom","-","23.41","10/Aug/2048","0.13","GBP","08/Nov/2017" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,431,243.06","0.53","6,431,243.06","5,056,820.00","5,056,820.00","124.71","France","-","4.84","25/Jul/2029","3.40","EUR","01/Oct/1999" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","6,356,883.00","0.52","6,356,883.00","5,535,414.00","5,535,414.00","114.84","United Kingdom","-","14.53","22/Mar/2039","0.13","GBP","26/May/2021" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","6,295,201.77","0.52","6,295,201.77","6,202,115.00","6,202,115.00","101.43","France","-","12.10","25/Jul/2036","0.10","EUR","06/Apr/2018" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","6,277,743.87","0.52","6,277,743.87","7,252,796.00","7,252,796.00","86.55","United Kingdom","-","41.64","22/Mar/2068","0.13","GBP","25/Sept/2013" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","6,204,513.30","0.51","6,204,513.30","5,781,203.00","5,781,203.00","107.31","France","-","1.90","01/Mar/2026","0.10","EUR","22/Jun/2020" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","5,935,146.56","0.49","5,935,146.56","6,495,087.00","6,495,087.00","91.38","United Kingdom","-","32.40","22/Mar/2058","0.13","GBP","30/Jul/2014" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","5,884,559.55","0.48","5,884,559.55","5,562,375.00","5,562,375.00","105.72","France","-","7.22","25/Jul/2031","0.10","EUR","25/Jan/2021" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","5,846,015.88","0.48","5,846,015.88","6,258,097.00","6,258,097.00","93.34","France","-","22.75","25/Jul/2047","0.10","EUR","05/Oct/2016" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","5,723,182.51","0.47","5,723,182.51","7,366,362.00","7,366,362.00","77.58","United States","-","21.06","15/Feb/2049","1.00","USD","28/Feb/2019" "DBRI","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,395,110.92","0.44","5,395,110.92","5,045,876.00","5,045,876.00","106.82","Germany","-","8.92","15/Apr/2033","0.10","EUR","11/Feb/2021" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","5,357,966.40","0.44","5,357,966.40","5,544,758.00","5,544,758.00","96.63","United Kingdom","-","25.87","22/Mar/2051","0.13","GBP","10/Feb/2021" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","5,102,959.69","0.42","5,102,959.69","3,867,874.00","3,867,874.00","131.61","United Kingdom","-","9.14","22/Nov/2033","0.75","GBP","28/Jun/2023" "JGBI","JAPAN (GOVERNMENT OF) 10YR #20","Treasury","Fixed Income","5,054,413.44","0.42","5,054,413.44","754,528,000.00","754,528,000.00","0.67","Japan","-","0.95","10/Mar/2025","0.10","JPY","12/May/2015" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","4,896,795.99","0.40","4,896,795.99","8,292,772.00","8,292,772.00","59.04","United States","-","25.69","15/Feb/2051","0.13","USD","26/Feb/2021" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","4,884,556.30","0.40","4,884,556.30","8,411,376.00","8,411,376.00","58.06","United States","-","26.62","15/Feb/2052","0.13","USD","28/Feb/2022" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","4,644,033.98","0.38","4,644,033.98","7,440,617.00","7,440,617.00","62.39","United States","-","24.23","15/Feb/2050","0.25","USD","28/Feb/2020" "JGBI","JAPAN (GOVERNMENT OF) 10YR #21","Treasury","Fixed Income","4,404,910.70","0.36","4,404,910.70","647,143,224.00","647,143,224.00","0.68","Japan","-","1.95","10/Mar/2026","0.10","JPY","14/Apr/2016" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","4,235,288.48","0.35","4,235,288.48","4,832,643.00","4,832,643.00","87.58","United Kingdom","-","39.47","22/Nov/2065","0.13","GBP","24/Feb/2016" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,211,135.73","0.35","4,211,135.73","3,916,876.00","3,916,876.00","107.26","Italy","-","2.09","15/May/2026","0.65","EUR","29/Jun/2020" "JGBI","JAPAN (GOVERNMENT OF) 10YR #24","Treasury","Fixed Income","4,136,656.80","0.34","4,136,656.80","595,243,050.00","595,243,050.00","0.69","Japan","-","4.94","10/Mar/2029","0.10","JPY","13/May/2019" "JGBI","JAPAN (GOVERNMENT OF) 10YR #22","Treasury","Fixed Income","3,976,083.14","0.33","3,976,083.14","572,969,518.00","572,969,518.00","0.69","Japan","-","2.95","10/Mar/2027","0.10","JPY","13/Apr/2017" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","3,900,083.88","0.32","3,900,083.88","3,476,687.00","3,476,687.00","110.68","United States","-","6.94","15/Apr/2032","3.38","USD","15/Oct/2001" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","3,815,057.19","0.31","3,815,057.19","3,275,432.00","3,275,432.00","116.47","United Kingdom","-","19.15","22/Mar/2045","0.63","GBP","27/Apr/2023" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","3,760,319.87","0.31","3,760,319.87","4,045,444.00","4,045,444.00","92.90","United Kingdom","-","31.15","22/Nov/2056","0.13","GBP","30/Nov/2016" "CANRRB","CANADA (GOVERNMENT)","Treasury","Fixed Income","3,751,360.64","0.31","3,751,360.64","4,308,180.00","4,308,180.00","86.14","Canada","-","6.60","01/Dec/2031","4.00","CAD","08/Mar/1999" "TIPS","TREASURY (CPI) NOTE","Treasury","Fixed Income","3,683,389.11","0.30","3,683,389.11","3,674,201.00","3,674,201.00","100.02","United States","-","21.75","15/Feb/2054","2.13","USD","29/Feb/2024" "JGBI","JAPAN (GOVERNMENT OF) 10YR #23","Treasury","Fixed Income","3,666,920.39","0.30","3,666,920.39","529,833,282.00","529,833,282.00","0.69","Japan","-","3.94","10/Mar/2028","0.10","JPY","11/May/2018" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","3,618,493.93","0.30","3,618,493.93","3,455,182.00","3,455,182.00","104.72","France","-","7.81","01/Mar/2032","0.10","EUR","24/May/2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,610,700.12","0.30","3,610,700.12","3,278,963.00","3,278,963.00","109.53","Italy","-","4.88","15/May/2029","1.50","EUR","26/Apr/2023" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,506,205.16","0.29","3,506,205.16","3,458,717.00","3,458,717.00","101.37","France","-","11.73","01/Mar/2036","0.10","EUR","15/Jul/2020" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,973,642.92","0.24","2,973,642.92","2,985,000.00","2,985,000.00","99.58","Australia","-","5.91","20/Sept/2030","2.50","AUD","21/Sept/2010" "CANRRB","CANADA (GOVERNMENT)","Treasury","Fixed Income","2,912,991.72","0.24","2,912,991.72","4,088,969.00","4,088,969.00","70.89","Canada","-","17.43","01/Dec/2044","1.50","CAD","31/May/2010" "CANRRB","CANADA (GOVERNMENT)","Treasury","Fixed Income","2,899,439.39","0.24","2,899,439.39","3,421,407.00","3,421,407.00","84.04","Canada","-","10.53","01/Dec/2036","3.00","CAD","09/Jun/2003" "CANRRB","CANADA (GOVERNMENT)","Treasury","Fixed Income","2,881,935.74","0.24","2,881,935.74","3,753,295.00","3,753,295.00","76.32","Canada","-","14.71","01/Dec/2041","2.00","CAD","04/Jun/2007" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,858,756.43","0.24","2,858,756.43","2,863,903.00","2,863,903.00","99.75","France","-","14.05","25/Jul/2038","0.10","EUR","01/Jun/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,747,402.46","0.23","2,747,402.46","2,352,079.00","2,352,079.00","115.86","Italy","-","12.62","15/May/2039","2.40","EUR","30/May/2023" "JGBI","JAPAN (GOVERNMENT OF) 10YR #28","Treasury","Fixed Income","2,739,887.84","0.23","2,739,887.84","391,358,261.00","391,358,261.00","0.70","Japan","-","8.92","10/Mar/2033","0.01","JPY","24/May/2023" "SGBI","SWEDISH GOVERNMENT I/L 3104","Treasury","Fixed Income","2,671,410.82","0.22","2,671,410.82","15,640,000.00","15,640,000.00","16.91","Sweden","-","4.33","01/Dec/2028","3.50","SEK","22/Apr/1999" "CANRRB","CANADA (GOVERNMENT)","Treasury","Fixed Income","2,646,913.28","0.22","2,646,913.28","3,905,806.00","3,905,806.00","67.48","Canada","-","20.01","01/Dec/2047","1.25","CAD","02/Dec/2013" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,589,715.56","0.21","2,589,715.56","2,830,468.00","2,830,468.00","91.42","France","-","28.52","25/Jul/2053","0.10","EUR","01/Feb/2022" "JGBI","JAPAN (GOVERNMENT OF) 10YR #27","Treasury","Fixed Income","2,549,699.95","0.21","2,549,699.95","362,930,400.00","362,930,400.00","0.70","Japan","-","7.93","10/Mar/2032","0.01","JPY","17/May/2022" "CANRRB","CANADA (GOVERNMENT)","Treasury","Fixed Income","2,483,670.29","0.20","2,483,670.29","3,112,797.00","3,112,797.00","78.79","Canada","-","2.49","01/Dec/2026","4.25","CAD","07/Dec/1995" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,458,270.06","0.20","2,458,270.06","3,108,000.00","3,108,000.00","79.04","Australia","-","3.54","21/Nov/2027","0.75","AUD","31/Aug/2017" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,389,744.67","0.20","2,389,744.67","2,438,000.00","2,438,000.00","97.97","Australia","-","1.44","20/Sept/2025","3.00","AUD","08/Oct/2009" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,314,638.92","0.19","2,314,638.92","3,182,507.00","3,182,507.00","72.67","Italy","-","26.12","15/May/2051","0.15","EUR","23/Feb/2021" "NZGBI","NEW ZEALAND (GOVERNMENT OF) RegS","Treasury","Fixed Income","2,271,941.46","0.19","2,271,941.46","2,987,000.00","2,987,000.00","76.03","New Zealand","-","9.76","20/Sept/2035","2.50","NZD","13/Nov/2014" "JGBI","JAPAN (GOVERNMENT OF) 10YR #26","Treasury","Fixed Income","2,126,063.35","0.17","2,126,063.35","301,623,476.00","301,623,476.00","0.70","Japan","-","6.94","10/Mar/2031","0.01","JPY","18/May/2021" "EUR","EUR CASH","Cash and/or Derivatives","Cash","2,057,564.41","0.17","2,057,564.41","1,900,138.00","1,900,138.00","108.28","European Union","-","0.00","-","0.00","EUR","01/Jan/1989" "UKTI","UK I/L GILT RegS","Treasury","Fixed Income","1,955,992.77","0.16","1,955,992.77","2,165,002.00","2,165,002.00","90.34","United Kingdom","-","46.33","22/Mar/2073","0.13","GBP","24/Nov/2021" "CANRRB","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,914,753.84","0.16","1,914,753.84","3,364,116.00","3,364,116.00","56.80","Canada","-","24.28","01/Dec/2050","0.50","CAD","05/Jun/2017" "GBP","GBP CASH","Cash and/or Derivatives","Cash","1,773,063.71","0.15","1,773,063.71","1,404,018.00","1,404,018.00","126.28","United Kingdom","-","0.00","-","0.00","GBP","01/Jan/1989" "SPGBEI","SPAIN (KINGDOM OF)","Treasury","Fixed Income","1,713,950.73","0.14","1,713,950.73","1,426,958.00","1,426,958.00","119.40","Spain","-","13.45","30/Nov/2039","2.05","EUR","24/Oct/2023" "JGBI","JAPAN (GOVERNMENT OF) 10YR #25","Treasury","Fixed Income","1,690,698.17","0.14","1,690,698.17","234,212,812.00","234,212,812.00","0.72","Japan","-","5.91","10/Mar/2030","0.20","JPY","11/May/2020" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,633,685.64","0.13","1,633,685.64","1,812,000.00","1,812,000.00","90.00","Australia","-","10.02","21/Aug/2035","2.00","AUD","03/Oct/2013" "NZGBI","NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,612,646.33","0.13","1,612,646.33","1,974,000.00","1,974,000.00","81.66","New Zealand","-","5.80","20/Sept/2030","3.00","NZD","16/Oct/2013" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,520,858.70","0.13","1,520,858.70","1,965,000.00","1,965,000.00","77.30","Australia","-","14.43","21/Aug/2040","1.25","AUD","20/Aug/2015" "SGBI","SWEDISH GOVERNMENT I/L 3112 0.125","Treasury","Fixed Income","1,498,332.15","0.12","1,498,332.15","12,420,000.00","12,420,000.00","12.05","Sweden","-","2.15","01/Jun/2026","0.13","SEK","15/Feb/2016" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","1,424,567.18","0.12","1,424,567.18","1,308,068.00","1,308,068.00","108.47","France","-","9.89","25/Jul/2034","0.60","EUR","24/Jul/2023" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,387,851.24","0.11","1,387,851.24","1,312,621.00","1,312,621.00","105.69","France","-","14.48","01/Mar/2039","0.55","EUR","14/Jun/2023" "NZGBI","NEW ZEALAND (GOVERNMENT OF) RegS","Treasury","Fixed Income","1,356,608.79","0.11","1,356,608.79","1,854,000.00","1,854,000.00","73.14","New Zealand","-","13.10","20/Sept/2040","2.50","NZD","10/Mar/2017" "SGBI","SWEDISH GOVERNMENT I/L 3111 0.125","Treasury","Fixed Income","1,207,941.06","0.10","1,207,941.06","10,210,000.00","10,210,000.00","11.82","Sweden","-","8.04","01/Jun/2032","0.13","SEK","30/Apr/2015" "DGBI","DENMARK (KINGDOM OF)","Treasury","Fixed Income","1,165,991.31","0.10","1,165,991.31","8,158,523.00","8,158,523.00","14.29","Denmark","-","6.54","15/Nov/2030","0.10","DKK","09/Feb/2018" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,156,569.57","0.10","1,156,569.57","1,716,000.00","1,716,000.00","67.38","Australia","-","8.39","21/Nov/2032","0.25","AUD","31/Aug/2021" "SGBI","SWEDISH GOVERNMENT I/L 3113 0.125","Treasury","Fixed Income","1,088,162.59","0.09","1,088,162.59","9,220,000.00","9,220,000.00","11.80","Sweden","-","3.63","01/Dec/2027","0.13","SEK","06/Feb/2017" "ACGB","AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,043,305.71","0.09","1,043,305.71","1,591,000.00","1,591,000.00","65.50","Australia","-","21.91","21/Feb/2050","1.00","AUD","25/Sept/2018" "SGBI","SWEDISH GOVERNMENT I/L 3109 1 6/1/","Treasury","Fixed Income","929,683.28","0.08","929,683.28","7,535,000.00","7,535,000.00","12.24","Sweden","-","1.16","01/Jun/2025","1.00","SEK","11/Feb/2014" "SGBI","SWEDISH GOVERNMENT I/L 3114 0.125","Treasury","Fixed Income","866,165.36","0.07","866,165.36","7,835,000.00","7,835,000.00","11.04","Sweden","-","6.09","01/Jun/2030","0.13","SEK","10/Feb/2020" "NZGBI","NEW ZEALAND (GOVERNMENT OF) RegS","Treasury","Fixed Income","760,343.30","0.06","760,343.30","961,000.00","961,000.00","79.09","New Zealand","-","1.44","20/Sept/2025","2.00","NZD","31/Oct/2012" "DGBI","DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","735,592.12","0.06","735,592.12","5,300,535.00","5,300,535.00","13.87","Denmark","-","10.47","15/Nov/2034","0.10","DKK","16/Sept/2022" "AUD","AUD CASH","Cash and/or Derivatives","Cash","592,477.87","0.05","592,477.87","906,415.00","906,415.00","65.37","Australia","-","0.00","-","0.00","AUD","01/Jan/1990" "CANRRB","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","531,445.41","0.04","531,445.41","1,023,451.00","1,023,451.00","51.87","Canada","-","28.79","01/Dec/2054","0.25","CAD","04/Jun/2021" "SEK","SEK CASH","Cash and/or Derivatives","Cash","412,083.54","0.03","412,083.54","4,359,061.00","4,359,061.00","9.45","Sweden","-","0.00","-","0.00","SEK","01/Jan/1990" "CAD","CAD CASH","Cash and/or Derivatives","Cash","385,941.00","0.03","385,941.00","523,780.00","523,780.00","73.68","Canada","-","0.00","-","0.00","CAD","01/Jan/1989" "NZD","NZD CASH","Cash and/or Derivatives","Cash","310,911.83","0.03","310,911.83","517,281.00","517,281.00","60.10","New Zealand","-","0.00","-","0.00","NZD","01/Jan/1990" "JPY","JPY CASH","Cash and/or Derivatives","Cash","294,883.18","0.02","294,883.18","44,699,867.00","44,699,867.00","0.66","Japan","-","0.00","-","0.00","JPY","01/Jan/1990" "SGBI","SWEDEN (KINGDOM OF)","Treasury","Fixed Income","187,111.68","0.02","187,111.68","1,840,000.00","1,840,000.00","10.16","Sweden","-","14.84","01/Jun/2039","0.13","SEK","06/Sept/2021" "DKK","DKK CASH","Cash and/or Derivatives","Cash","15,851.03","0.00","15,851.03","109,196.00","109,196.00","14.52","Denmark","-","0.00","-","0.00","DKK","01/Jan/1990" "EUR","EUR/USD","Cash and/or Derivatives","FX","-12.32","0.00","-12.32","-1,120,000.00","-1,120,000.00","1.00","United States","-","0.00","28/Mar/2024","0.00","USD","26/Mar/2024" "GBP","GBP/USD","Cash and/or Derivatives","FX","-7.42","0.00","-7.42","-1,060,000.00","-1,060,000.00","1.00","United States","-","0.00","28/Mar/2024","0.00","USD","26/Mar/2024" "AUD","AUD/USD","Cash and/or Derivatives","FX","-1.85","0.00","-1.85","-370,000.00","-370,000.00","1.00","United States","-","0.00","28/Mar/2024","0.00","USD","26/Mar/2024" "USD","USD CASH","Cash and/or Derivatives","Cash","-2,694,341.73","-0.22","-2,694,341.73","-2,694,342.00","-2,694,342.00","100.00","United States","-","0.00","-","0.00","USD","01/Jan/1989"