Fund Holdings as of,"27/Mar/2024"   Ticker,Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Shares,Par Value,Price,Location,Exchange,Duration,Maturity,Coupon (%),Market Currency,Effective Date "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","16,760,618.65","0.59","16,760,618.65","16,113,000.00","16,113,000.00","102.38","United States","-","7.67","15/Nov/2033","4.50","USD","15/Nov/2023" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","14,491,659.43","0.51","14,491,659.43","14,797,000.00","14,797,000.00","97.50","United States","-","7.75","15/Aug/2033","3.88","USD","15/Aug/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","13,877,102.52","0.48","13,877,102.52","16,988,000.00","16,988,000.00","81.55","United States","-","6.88","15/Aug/2031","1.25","USD","16/Aug/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","13,621,396.22","0.48","13,621,396.22","14,807,800.00","14,807,800.00","90.94","United States","-","7.04","15/May/2032","2.88","USD","16/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","13,340,898.21","0.47","13,340,898.21","13,214,000.00","13,214,000.00","99.45","United States","-","7.10","15/Nov/2032","4.13","USD","15/Nov/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,684,795.53","0.44","12,684,795.53","13,346,000.00","13,346,000.00","93.81","United States","-","7.64","15/May/2033","3.38","USD","15/May/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,647,079.88","0.44","12,647,079.88","15,370,100.00","15,370,100.00","81.78","United States","-","7.04","15/Nov/2031","1.38","USD","15/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,545,699.21","0.44","12,545,699.21","13,173,000.00","13,173,000.00","94.84","United States","-","7.50","15/Feb/2033","3.50","USD","15/Feb/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,380,859.07","0.43","12,380,859.07","14,604,600.00","14,604,600.00","84.56","United States","-","7.15","15/Feb/2032","1.88","USD","15/Feb/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,158,393.12","0.42","12,158,393.12","13,491,000.00","13,491,000.00","89.81","United States","-","7.32","15/Aug/2032","2.75","USD","15/Aug/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,138,635.62","0.42","12,138,635.62","14,286,000.00","14,286,000.00","84.38","United States","-","6.54","15/May/2031","1.63","USD","17/May/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,083,599.75","0.42","12,083,599.75","14,691,000.00","14,691,000.00","82.13","United States","-","6.48","15/Feb/2031","1.13","USD","16/Feb/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","12,045,917.04","0.42","12,045,917.04","14,804,500.00","14,804,500.00","81.05","United States","-","6.28","15/Nov/2030","0.88","USD","16/Nov/2020" "TNOTE","US TREASURY N/B","Treasury","Fixed Income","11,554,888.08","0.40","11,554,888.08","14,400,000.00","14,400,000.00","80.17","United States","-","6.12","15/Aug/2030","0.63","USD","17/Aug/2020" "TBOND","TREASURY BOND (OLD)","Treasury","Fixed Income","10,282,157.24","0.36","10,282,157.24","9,482,000.00","9,482,000.00","106.70","United States","-","15.99","15/Nov/2053","4.75","USD","15/Nov/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","9,876,033.48","0.34","9,876,033.48","10,670,000.00","10,670,000.00","92.33","United States","-","2.73","31/Jan/2027","1.50","USD","31/Jan/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","9,353,563.09","0.33","9,353,563.09","8,521,000.00","8,521,000.00","107.50","France","-","5.61","25/May/2030","2.50","EUR","06/May/2014" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","9,112,323.17","0.32","9,112,323.17","10,298,000.00","10,298,000.00","87.88","United States","-","4.28","30/Sept/2028","1.25","USD","30/Sept/2021" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","9,008,551.54","0.31","9,008,551.54","9,032,000.00","9,032,000.00","99.13","United States","-","4.34","31/Jan/2029","4.00","USD","31/Jan/2024" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","8,999,970.14","0.31","8,999,970.14","9,003,000.00","9,003,000.00","99.31","United States","-","1.75","31/Jan/2026","4.25","USD","31/Jan/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,987,522.44","0.31","8,987,522.44","11,083,700.00","11,083,700.00","80.86","United States","-","5.87","15/May/2030","0.63","USD","15/May/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,983,828.53","0.31","8,983,828.53","8,897,000.00","8,897,000.00","100.30","France","-","4.04","25/May/2028","0.75","EUR","09/Oct/2017" "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","8,952,004.02","0.31","8,952,004.02","8,972,000.00","8,972,000.00","99.31","United States","-","2.68","15/Feb/2027","4.13","USD","15/Feb/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,928,360.04","0.31","8,928,360.04","9,211,000.00","9,211,000.00","96.11","United States","-","1.57","15/Nov/2025","2.25","USD","16/Nov/2015" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,758,652.26","0.31","8,758,652.26","8,615,000.00","8,615,000.00","100.31","France","-","6.67","25/May/2031","1.50","EUR","05/Oct/2015" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,758,289.33","0.31","8,758,289.33","7,985,000.00","7,985,000.00","108.43","France","-","3.38","25/Oct/2027","2.75","EUR","11/Sept/2012" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,745,673.26","0.31","8,745,673.26","9,217,000.00","9,217,000.00","94.56","United States","-","4.05","15/Aug/2028","2.88","USD","15/Aug/2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,646,241.96","0.30","8,646,241.96","8,549,000.00","8,549,000.00","99.91","United States","-","2.51","15/Dec/2026","4.38","USD","15/Dec/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,635,397.26","0.30","8,635,397.26","9,011,000.00","9,011,000.00","94.78","United States","-","3.80","15/May/2028","2.88","USD","15/May/2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,603,897.69","0.30","8,603,897.69","9,243,000.00","9,243,000.00","92.72","United States","-","1.94","31/Mar/2026","0.75","USD","31/Mar/2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","8,540,785.53","0.30","8,540,785.53","12,622,000.00","12,622,000.00","67.47","United States","-","14.04","15/Aug/2041","1.75","USD","31/Aug/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,220,338.15","0.29","8,220,338.15","8,517,000.00","8,517,000.00","95.38","United States","-","4.21","15/Nov/2028","3.13","USD","15/Nov/2018" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,191,324.87","0.29","8,191,324.87","8,214,000.00","8,214,000.00","99.45","France","-","4.54","25/Nov/2028","0.75","EUR","11/Jun/2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,185,949.77","0.29","8,185,949.77","8,276,000.00","8,276,000.00","98.02","United States","-","4.28","31/Dec/2028","3.75","USD","02/Jan/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,180,984.90","0.29","8,180,984.90","8,626,000.00","8,626,000.00","94.53","United States","-","3.62","15/Feb/2028","2.75","USD","15/Feb/2018" "TBOND","TREASURY BOND (2OLD)","Treasury","Fixed Income","8,141,802.53","0.28","8,141,802.53","8,432,000.00","8,432,000.00","96.09","United States","-","16.57","15/Aug/2053","4.13","USD","15/Aug/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,141,073.02","0.28","8,141,073.02","8,892,000.00","8,892,000.00","91.50","United States","-","2.36","31/Aug/2026","0.75","USD","31/Aug/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","8,139,842.59","0.28","8,139,842.59","8,117,000.00","8,117,000.00","99.27","United States","-","1.66","31/Dec/2025","4.25","USD","02/Jan/2024" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","8,027,373.43","0.28","8,027,373.43","8,212,000.00","8,212,000.00","97.30","France","-","5.02","25/May/2029","0.50","EUR","11/Mar/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,901,035.95","0.28","7,901,035.95","8,899,000.00","8,899,000.00","88.70","United States","-","3.76","29/Feb/2028","1.13","USD","01/Mar/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,892,945.02","0.28","7,892,945.02","8,999,000.00","8,999,000.00","87.59","United States","-","3.71","31/Jan/2028","0.75","USD","01/Feb/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,887,773.70","0.28","7,887,773.70","7,537,000.00","7,537,000.00","102.67","United States","-","4.02","31/Oct/2028","4.88","USD","31/Oct/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,842,010.60","0.27","7,842,010.60","8,085,000.00","8,085,000.00","96.94","United States","-","0.94","15/Mar/2025","1.75","USD","15/Mar/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,832,354.30","0.27","7,832,354.30","8,472,000.00","8,472,000.00","92.05","United States","-","2.57","30/Nov/2026","1.25","USD","30/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,734,377.95","0.27","7,734,377.95","7,596,000.00","7,596,000.00","100.25","United States","-","1.57","30/Nov/2025","4.88","USD","30/Nov/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,711,568.86","0.27","7,711,568.86","8,665,000.00","8,665,000.00","88.59","United States","-","3.97","31/May/2028","1.25","USD","01/Jun/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,697,169.66","0.27","7,697,169.66","7,539,000.00","7,539,000.00","100.69","United States","-","4.14","30/Nov/2028","4.38","USD","30/Nov/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,679,328.50","0.27","7,679,328.50","7,294,000.00","7,294,000.00","104.83","France","-","1.14","25/May/2025","0.50","EUR","09/Feb/2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,670,927.84","0.27","7,670,927.84","8,336,000.00","8,336,000.00","91.59","United States","-","2.42","30/Sept/2026","0.88","USD","30/Sept/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,664,161.03","0.27","7,664,161.03","8,585,000.00","8,585,000.00","88.77","United States","-","3.89","30/Apr/2028","1.25","USD","30/Apr/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,659,104.52","0.27","7,659,104.52","8,204,000.00","8,204,000.00","93.06","United States","-","4.50","15/Feb/2029","2.63","USD","15/Feb/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,644,755.48","0.27","7,644,755.48","8,274,000.00","8,274,000.00","91.94","United States","-","2.50","31/Oct/2026","1.13","USD","01/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,625,586.16","0.27","7,625,586.16","8,242,000.00","8,242,000.00","92.48","United States","-","1.88","28/Feb/2026","0.50","USD","01/Mar/2021" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,621,343.24","0.27","7,621,343.24","5,729,000.00","5,729,000.00","128.55","France","-","12.12","25/Apr/2041","4.50","EUR","30/Jun/2009" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,577,698.27","0.26","7,577,698.27","8,187,000.00","8,187,000.00","92.50","United States","-","1.80","31/Jan/2026","0.38","USD","01/Feb/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,565,256.49","0.26","7,565,256.49","8,265,000.00","8,265,000.00","91.44","United States","-","2.28","31/Jul/2026","0.63","USD","02/Aug/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,558,428.94","0.26","7,558,428.94","7,949,000.00","7,949,000.00","94.22","United States","-","2.95","15/May/2027","2.38","USD","15/May/2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","7,542,810.00","0.26","7,542,810.00","7,904,000.00","7,904,000.00","93.97","United States","-","16.26","15/Nov/2052","4.00","USD","15/Nov/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,447,981.42","0.26","7,447,981.42","7,970,000.00","7,970,000.00","93.28","United States","-","2.30","15/Aug/2026","1.50","USD","15/Aug/2016" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,381,956.86","0.26","7,381,956.86","6,532,000.00","6,532,000.00","109.53","France","-","1.96","25/Apr/2026","3.50","EUR","06/Jul/2010" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,381,031.77","0.26","7,381,031.77","8,289,000.00","8,289,000.00","88.56","United States","-","4.41","30/Nov/2028","1.50","USD","30/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,336,113.80","0.26","7,336,113.80","7,937,000.00","7,937,000.00","92.19","United States","-","2.11","31/May/2026","0.75","USD","01/Jun/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,275,800.26","0.25","7,275,800.26","7,833,000.00","7,833,000.00","92.80","United States","-","1.72","31/Dec/2025","0.38","USD","31/Dec/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,268,740.13","0.25","7,268,740.13","7,980,000.00","7,980,000.00","91.09","France","-","6.59","25/Nov/2030","0.00","EUR","08/Jun/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,231,244.47","0.25","7,231,244.47","6,992,000.00","6,992,000.00","102.97","France","-","2.12","25/May/2026","0.50","EUR","07/Mar/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,225,179.48","0.25","7,225,179.48","7,314,000.00","7,314,000.00","97.61","United States","-","1.01","15/Apr/2025","2.63","USD","18/Apr/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,199,881.01","0.25","7,199,881.01","7,762,000.00","7,762,000.00","92.45","United States","-","2.03","30/Apr/2026","0.75","USD","30/Apr/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,190,426.06","0.25","7,190,426.06","7,706,000.00","7,706,000.00","93.17","United States","-","2.79","28/Feb/2027","1.88","USD","28/Feb/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,169,271.05","0.25","7,169,271.05","7,685,000.00","7,685,000.00","93.19","United States","-","1.55","31/Oct/2025","0.25","USD","02/Nov/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,168,450.25","0.25","7,168,450.25","6,994,000.00","6,994,000.00","100.42","United States","-","2.34","15/Oct/2026","4.63","USD","16/Oct/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","7,163,685.99","0.25","7,163,685.99","10,421,000.00","10,421,000.00","67.88","United States","-","17.69","15/May/2051","2.38","USD","17/May/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,140,079.62","0.25","7,140,079.62","6,875,000.00","6,875,000.00","101.59","United States","-","3.96","30/Sept/2028","4.63","USD","02/Oct/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,135,742.79","0.25","7,135,742.79","6,927,000.00","6,927,000.00","102.29","France","-","7.88","25/Nov/2032","2.00","EUR","11/Jul/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,125,603.46","0.25","7,125,603.46","7,728,000.00","7,728,000.00","91.91","United States","-","2.66","31/Dec/2026","1.25","USD","31/Dec/2021" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","7,112,768.09","0.25","7,112,768.09","7,131,000.00","7,131,000.00","98.95","United States","-","2.60","15/Jan/2027","4.00","USD","16/Jan/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,106,806.73","0.25","7,106,806.73","8,131,000.00","8,131,000.00","87.25","United States","-","4.16","31/Jul/2028","1.00","USD","02/Aug/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,102,694.76","0.25","7,102,694.76","7,361,000.00","7,361,000.00","96.27","United States","-","1.34","15/Aug/2025","2.00","USD","17/Aug/2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,084,225.13","0.25","7,084,225.13","6,892,000.00","6,892,000.00","100.34","United States","-","1.41","30/Sept/2025","5.00","USD","02/Oct/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,057,522.42","0.25","7,057,522.42","7,007,000.00","7,007,000.00","100.65","France","-","3.82","25/Feb/2028","0.75","EUR","23/May/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,014,495.82","0.24","7,014,495.82","7,923,000.00","7,923,000.00","88.53","France","-","7.58","25/Nov/2031","0.00","EUR","12/Apr/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,009,295.31","0.24","7,009,295.31","7,405,000.00","7,405,000.00","94.06","United States","-","2.04","15/May/2026","1.63","USD","16/May/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","7,007,777.18","0.24","7,007,777.18","6,843,000.00","6,843,000.00","100.38","United States","-","1.49","31/Oct/2025","5.00","USD","31/Oct/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,995,456.66","0.24","6,995,456.66","7,983,000.00","7,983,000.00","87.55","United States","-","4.23","31/Aug/2028","1.13","USD","31/Aug/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,980,500.82","0.24","6,980,500.82","6,833,000.00","6,833,000.00","100.47","United States","-","2.42","15/Nov/2026","4.63","USD","15/Nov/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,970,659.00","0.24","6,970,659.00","7,448,000.00","7,448,000.00","93.47","United States","-","1.47","30/Sept/2025","0.25","USD","30/Sept/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,963,261.64","0.24","6,963,261.64","6,403,000.00","6,403,000.00","107.38","France","-","2.39","24/Sept/2026","2.50","EUR","20/Feb/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,928,586.41","0.24","6,928,586.41","7,858,000.00","7,858,000.00","87.84","United States","-","4.51","31/Dec/2028","1.38","USD","31/Dec/2021" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,918,933.92","0.24","6,918,933.92","6,755,000.00","6,755,000.00","102.43","France","-","1.89","25/Feb/2026","0.00","EUR","20/Apr/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,885,721.08","0.24","6,885,721.08","7,264,000.00","7,264,000.00","94.61","United States","-","1.83","15/Feb/2026","1.63","USD","16/Feb/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,866,642.70","0.24","6,866,642.70","7,736,000.00","7,736,000.00","88.20","United States","-","4.34","31/Oct/2028","1.38","USD","01/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,860,162.03","0.24","6,860,162.03","7,362,000.00","7,362,000.00","93.06","United States","-","1.64","30/Nov/2025","0.38","USD","30/Nov/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,848,087.31","0.24","6,848,087.31","7,229,000.00","7,229,000.00","94.00","United States","-","2.51","15/Nov/2026","2.00","USD","15/Nov/2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,833,418.19","0.24","6,833,418.19","11,308,000.00","11,308,000.00","60.22","United States","-","18.67","15/Feb/2051","1.88","USD","16/Feb/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,740,901.68","0.24","6,740,901.68","7,525,000.00","7,525,000.00","88.97","United States","-","3.81","31/Mar/2028","1.25","USD","31/Mar/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,729,775.29","0.24","6,729,775.29","7,276,000.00","7,276,000.00","91.63","United States","-","4.70","15/May/2029","2.38","USD","15/May/2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,717,651.37","0.23","6,717,651.37","7,535,000.00","7,535,000.00","87.83","United States","-","16.78","15/May/2053","3.63","USD","15/May/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,666,152.89","0.23","6,666,152.89","6,667,000.00","6,667,000.00","99.03","United States","-","3.84","30/Jun/2028","4.00","USD","30/Jun/2023" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","6,664,133.33","0.23","6,664,133.33","5,096,000.00","5,096,000.00","129.05","United Kingdom","-","3.76","07/Jun/2028","4.50","GBP","21/Jun/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,663,051.40","0.23","6,663,051.40","6,113,000.00","6,113,000.00","108.75","France","-","4.61","25/Feb/2029","2.75","EUR","24/Apr/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,651,976.06","0.23","6,651,976.06","6,612,000.00","6,612,000.00","99.23","United States","-","1.12","31/May/2025","4.25","USD","31/May/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,640,673.90","0.23","6,640,673.90","7,530,000.00","7,530,000.00","87.78","United States","-","16.87","15/Feb/2053","3.63","USD","15/Feb/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,611,184.67","0.23","6,611,184.67","7,453,000.00","7,453,000.00","88.41","United States","-","4.05","30/Jun/2028","1.25","USD","30/Jun/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,542,772.53","0.23","6,542,772.53","6,833,000.00","6,833,000.00","94.91","United States","-","2.98","31/May/2027","2.63","USD","31/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,505,422.93","0.23","6,505,422.93","6,774,000.00","6,774,000.00","94.81","United States","-","2.82","31/Mar/2027","2.50","USD","31/Mar/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,504,222.14","0.23","6,504,222.14","7,430,000.00","7,430,000.00","87.39","United States","-","3.64","31/Dec/2027","0.63","USD","31/Dec/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,503,927.19","0.23","6,503,927.19","6,671,000.00","6,671,000.00","96.72","United States","-","3.03","30/Jun/2027","3.25","USD","30/Jun/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,502,998.94","0.23","6,502,998.94","7,031,000.00","7,031,000.00","92.28","United States","-","2.19","30/Jun/2026","0.88","USD","30/Jun/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,446,663.65","0.23","6,446,663.65","7,476,000.00","7,476,000.00","86.06","United States","-","5.51","15/Feb/2030","1.50","USD","18/Feb/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,383,148.83","0.22","6,383,148.83","9,132,000.00","9,132,000.00","69.69","United States","-","13.60","15/Feb/2041","1.88","USD","01/Mar/2021" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,369,562.74","0.22","6,369,562.74","6,062,000.00","6,062,000.00","104.71","France","-","1.63","25/Nov/2025","1.00","EUR","07/Sept/2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,368,992.32","0.22","6,368,992.32","6,790,000.00","6,790,000.00","93.78","United States","-","1.40","31/Aug/2025","0.25","USD","31/Aug/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,336,667.54","0.22","6,336,667.54","7,052,000.00","7,052,000.00","89.72","United States","-","4.61","28/Feb/2029","1.88","USD","28/Feb/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,335,157.60","0.22","6,335,157.60","6,303,000.00","6,303,000.00","100.36","United States","-","2.31","15/Sept/2026","4.63","USD","15/Sept/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,332,358.63","0.22","6,332,358.63","8,935,000.00","8,935,000.00","70.14","United States","-","13.80","15/Nov/2041","2.00","USD","30/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,320,300.14","0.22","6,320,300.14","6,550,000.00","6,550,000.00","95.38","United States","-","2.89","30/Apr/2027","2.75","USD","02/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,306,168.55","0.22","6,306,168.55","6,785,000.00","6,785,000.00","91.78","United States","-","4.59","31/Mar/2029","2.38","USD","31/Mar/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,302,566.64","0.22","6,302,566.64","4,659,000.00","4,659,000.00","132.66","France","-","6.98","25/Oct/2032","5.75","EUR","12/Jun/2001" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,249,221.54","0.22","6,249,221.54","6,976,000.00","6,976,000.00","89.31","United States","-","4.55","31/Jan/2029","1.75","USD","31/Jan/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,220,469.57","0.22","6,220,469.57","6,366,000.00","6,366,000.00","96.94","United States","-","1.09","15/May/2025","2.13","USD","15/May/2015" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,207,879.29","0.22","6,207,879.29","9,989,000.00","9,989,000.00","61.92","United States","-","18.63","15/Aug/2051","2.00","USD","16/Aug/2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,175,934.34","0.22","6,175,934.34","8,053,000.00","8,053,000.00","75.64","United States","-","17.32","15/May/2052","2.88","USD","16/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,174,069.70","0.22","6,174,069.70","6,120,000.00","6,120,000.00","100.56","United States","-","3.98","31/Aug/2028","4.38","USD","31/Aug/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,151,283.65","0.21","6,151,283.65","6,440,000.00","6,440,000.00","95.09","United States","-","3.14","31/Jul/2027","2.75","USD","01/Aug/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","6,084,225.66","0.21","6,084,225.66","7,804,000.00","7,804,000.00","77.63","United States","-","17.42","15/Aug/2052","3.00","USD","15/Aug/2022" "TBOND","TREASURY BOND (OLD)","Treasury","Fixed Income","6,070,811.30","0.21","6,070,811.30","5,750,000.00","5,750,000.00","103.84","United States","-","12.54","15/Nov/2043","4.75","USD","30/Nov/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,061,131.86","0.21","6,061,131.86","6,478,000.00","6,478,000.00","93.57","France","-","5.60","25/Nov/2029","0.00","EUR","07/Oct/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,028,285.29","0.21","6,028,285.29","6,113,000.00","6,113,000.00","97.61","United States","-","1.08","15/May/2025","2.75","USD","16/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","6,024,973.35","0.21","6,024,973.35","5,978,000.00","5,978,000.00","98.89","United States","-","0.96","31/Mar/2025","3.88","USD","31/Mar/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","6,005,076.07","0.21","6,005,076.07","6,347,000.00","6,347,000.00","93.48","France","-","9.34","25/May/2034","1.25","EUR","05/Feb/2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,984,612.86","0.21","5,984,612.86","5,947,000.00","5,947,000.00","100.27","United States","-","1.36","31/Aug/2025","5.00","USD","31/Aug/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,967,795.77","0.21","5,967,795.77","5,893,000.00","5,893,000.00","99.63","United States","-","1.54","15/Nov/2025","4.50","USD","15/Nov/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,940,677.85","0.21","5,940,677.85","6,076,000.00","6,076,000.00","97.23","United States","-","3.54","31/Jan/2028","3.50","USD","31/Jan/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,921,749.78","0.21","5,921,749.78","7,931,000.00","7,931,000.00","73.84","United States","-","13.27","15/May/2041","2.25","USD","01/Jun/2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,891,392.04","0.21","5,891,392.04","8,928,000.00","8,928,000.00","65.73","United States","-","18.37","15/Feb/2052","2.25","USD","15/Feb/2022" "UKT","UK CONV GILT","Treasury","Fixed Income","5,879,612.93","0.21","5,879,612.93","4,654,000.00","4,654,000.00","124.44","United Kingdom","-","1.49","22/Oct/2025","3.50","GBP","18/Jan/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,854,977.74","0.20","5,854,977.74","5,851,000.00","5,851,000.00","100.07","France","-","2.88","25/Feb/2027","0.00","EUR","26/Apr/2021" "TBOND","TREASURY BOND (2OLD)","Treasury","Fixed Income","5,845,582.51","0.20","5,845,582.51","5,880,000.00","5,880,000.00","98.92","United States","-","12.80","15/Aug/2043","4.38","USD","31/Aug/2023" "TNOTE","TREASURY NOTE (OLD)","Treasury","Fixed Income","5,837,333.72","0.20","5,837,333.72","5,870,000.00","5,870,000.00","98.83","United States","-","5.90","31/Jan/2031","4.00","USD","31/Jan/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,817,264.35","0.20","5,817,264.35","5,849,000.00","5,849,000.00","98.53","United States","-","3.43","31/Dec/2027","3.88","USD","03/Jan/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,814,855.17","0.20","5,814,855.17","5,735,000.00","5,735,000.00","99.38","United States","-","3.17","30/Sept/2027","4.13","USD","30/Sept/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,753,423.28","0.20","5,753,423.28","5,743,000.00","5,743,000.00","99.55","United States","-","3.92","31/Jul/2028","4.13","USD","31/Jul/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,746,122.94","0.20","5,746,122.94","6,102,000.00","6,102,000.00","93.28","United States","-","4.70","31/May/2029","2.75","USD","31/May/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,725,846.11","0.20","5,725,846.11","5,063,000.00","5,063,000.00","110.37","France","-","7.88","25/May/2033","3.00","EUR","12/Apr/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,724,325.89","0.20","5,724,325.89","5,659,000.00","5,659,000.00","99.25","United States","-","1.45","15/Oct/2025","4.25","USD","17/Oct/2022" "TNOTE","TREASURY NOTE (OTR)","Treasury","Fixed Income","5,718,438.92","0.20","5,718,438.92","5,780,000.00","5,780,000.00","98.48","United States","-","8.05","15/Feb/2034","4.00","USD","15/Feb/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,715,567.69","0.20","5,715,567.69","6,048,000.00","6,048,000.00","94.25","United States","-","2.75","15/Feb/2027","2.25","USD","15/Feb/2017" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","5,711,949.02","0.20","5,711,949.02","4,720,000.00","4,720,000.00","120.38","United Kingdom","-","7.54","31/Jan/2033","3.25","GBP","11/Jan/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,708,837.17","0.20","5,708,837.17","5,685,000.00","5,685,000.00","98.84","United States","-","1.04","30/Apr/2025","3.88","USD","01/May/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,700,807.38","0.20","5,700,807.38","5,687,000.00","5,687,000.00","99.75","United States","-","2.23","15/Aug/2026","4.38","USD","15/Aug/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,697,306.95","0.20","5,697,306.95","7,628,000.00","7,628,000.00","74.42","United States","-","13.66","15/Feb/2042","2.38","USD","28/Feb/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,660,943.16","0.20","5,660,943.16","5,199,000.00","5,199,000.00","108.61","Germany","-","8.04","15/Feb/2033","2.30","EUR","13/Jan/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,647,130.80","0.20","5,647,130.80","5,857,000.00","5,857,000.00","96.19","United States","-","3.20","31/Aug/2027","3.13","USD","31/Aug/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,641,096.27","0.20","5,641,096.27","6,423,000.00","6,423,000.00","87.63","United States","-","3.55","30/Nov/2027","0.63","USD","30/Nov/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,641,097.73","0.20","5,641,097.73","5,510,000.00","5,510,000.00","100.97","United States","-","5.68","30/Nov/2030","4.38","USD","30/Nov/2023" "TNOTE","UNITED STATES TREASURY","Treasury","Fixed Income","5,633,924.73","0.20","5,633,924.73","5,666,000.00","5,666,000.00","98.11","United States","-","2.00","15/May/2026","3.63","USD","15/May/2023" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","5,571,564.35","0.19","5,571,564.35","4,381,000.00","4,381,000.00","126.35","United Kingdom","-","2.64","29/Jan/2027","4.13","GBP","13/Oct/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,554,217.03","0.19","5,554,217.03","5,840,000.00","5,840,000.00","93.94","United States","-","4.61","30/Apr/2029","2.88","USD","02/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,552,666.72","0.19","5,552,666.72","5,641,000.00","5,641,000.00","97.63","United States","-","1.17","15/Jun/2025","2.88","USD","15/Jun/2022" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","5,548,163.12","0.19","5,548,163.12","6,089,000.00","6,089,000.00","89.98","France","-","10.99","25/May/2036","1.25","EUR","19/Apr/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,506,942.80","0.19","5,506,942.80","5,547,000.00","5,547,000.00","98.98","United States","-","3.59","29/Feb/2028","4.00","USD","28/Feb/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,504,352.12","0.19","5,504,352.12","5,262,000.00","5,262,000.00","102.34","United States","-","5.47","30/Sept/2030","4.63","USD","02/Oct/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,502,452.03","0.19","5,502,452.03","5,446,000.00","5,446,000.00","99.36","United States","-","3.26","31/Oct/2027","4.13","USD","31/Oct/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,480,447.08","0.19","5,480,447.08","5,895,000.00","5,895,000.00","92.53","United States","-","12.91","15/Feb/2043","3.88","USD","28/Feb/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,473,415.86","0.19","5,473,415.86","5,542,000.00","5,542,000.00","97.59","United States","-","3.79","31/May/2028","3.63","USD","31/May/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,472,964.10","0.19","5,472,964.10","5,485,000.00","5,485,000.00","98.53","United States","-","3.35","30/Nov/2027","3.88","USD","30/Nov/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,458,480.72","0.19","5,458,480.72","5,268,000.00","5,268,000.00","102.71","France","-","3.06","25/May/2027","1.00","EUR","10/Apr/2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,456,943.75","0.19","5,456,943.75","5,490,000.00","5,490,000.00","97.63","United States","-","3.62","31/Mar/2028","3.63","USD","31/Mar/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,434,239.34","0.19","5,434,239.34","5,472,000.00","5,472,000.00","98.86","United States","-","1.79","15/Feb/2026","4.00","USD","15/Feb/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,433,048.61","0.19","5,433,048.61","6,258,000.00","6,258,000.00","86.44","United States","-","13.04","15/Aug/2042","3.38","USD","31/Aug/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,412,836.98","0.19","5,412,836.98","5,403,000.00","5,403,000.00","100.03","United States","-","1.86","15/Mar/2026","4.63","USD","15/Mar/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,403,988.26","0.19","5,403,988.26","5,401,000.00","5,401,000.00","98.38","United States","-","1.91","15/Apr/2026","3.75","USD","17/Apr/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,388,859.08","0.19","5,388,859.08","5,421,000.00","5,421,000.00","98.64","United States","-","1.71","15/Jan/2026","3.88","USD","17/Jan/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,381,201.20","0.19","5,381,201.20","5,726,000.00","5,726,000.00","93.16","United States","-","3.40","15/Nov/2027","2.25","USD","15/Nov/2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,371,194.02","0.19","5,371,194.02","5,077,000.00","5,077,000.00","103.81","United States","-","5.52","31/Oct/2030","4.88","USD","31/Oct/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,367,418.70","0.19","5,367,418.70","5,702,000.00","5,702,000.00","94.09","United States","-","1.31","31/Jul/2025","0.25","USD","31/Jul/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,365,018.92","0.19","5,365,018.92","8,859,000.00","8,859,000.00","59.88","United States","-","18.86","15/Nov/2051","1.88","USD","15/Nov/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,351,045.48","0.19","5,351,045.48","5,318,000.00","5,318,000.00","99.89","United States","-","1.28","31/Jul/2025","4.75","USD","31/Jul/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,342,838.94","0.19","5,342,838.94","6,302,000.00","6,302,000.00","83.55","United States","-","15.43","15/Nov/2048","3.38","USD","15/Nov/2018" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,330,175.58","0.19","5,330,175.58","5,569,000.00","5,569,000.00","94.25","United States","-","12.59","15/Nov/2042","4.00","USD","30/Nov/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,326,241.03","0.19","5,326,241.03","5,403,000.00","5,403,000.00","97.16","United States","-","3.71","30/Apr/2028","3.50","USD","01/May/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,316,807.08","0.19","5,316,807.08","8,209,000.00","8,209,000.00","64.27","United States","-","13.94","15/Nov/2040","1.38","USD","30/Nov/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,313,626.11","0.19","5,313,626.11","6,073,000.00","6,073,000.00","87.31","United States","-","3.41","30/Sept/2027","0.38","USD","30/Sept/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,302,114.64","0.19","5,302,114.64","5,394,000.00","5,394,000.00","97.70","United States","-","1.25","15/Jul/2025","3.00","USD","15/Jul/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,300,581.37","0.19","5,300,581.37","5,225,000.00","5,225,000.00","101.36","France","-","2.62","25/Nov/2026","0.25","EUR","05/Sept/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,298,281.34","0.19","5,298,281.34","5,301,000.00","5,301,000.00","99.61","United States","-","0.89","28/Feb/2025","4.63","USD","28/Feb/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,292,448.66","0.18","5,292,448.66","5,250,000.00","5,250,000.00","99.70","United States","-","1.20","30/Jun/2025","4.63","USD","30/Jun/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,287,369.27","0.18","5,287,369.27","6,033,000.00","6,033,000.00","87.44","United States","-","3.49","31/Oct/2027","0.50","USD","02/Nov/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,261,103.26","0.18","5,261,103.26","5,352,000.00","5,352,000.00","98.19","United States","-","1.41","15/Sept/2025","3.50","USD","15/Sept/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,259,811.25","0.18","5,259,811.25","5,971,000.00","5,971,000.00","87.91","United States","-","5.04","15/Aug/2029","1.63","USD","15/Aug/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,230,540.47","0.18","5,230,540.47","5,186,000.00","5,186,000.00","99.97","United States","-","2.14","15/Jul/2026","4.50","USD","17/Jul/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,222,403.18","0.18","5,222,403.18","5,224,000.00","5,224,000.00","98.84","United States","-","1.62","15/Dec/2025","4.00","USD","15/Dec/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,210,875.14","0.18","5,210,875.14","5,310,000.00","5,310,000.00","97.78","United States","-","1.33","15/Aug/2025","3.13","USD","15/Aug/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,194,007.07","0.18","5,194,007.07","5,911,000.00","5,911,000.00","87.81","United States","-","3.26","31/Jul/2027","0.38","USD","31/Jul/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,188,722.64","0.18","5,188,722.64","6,017,000.00","6,017,000.00","85.05","United States","-","12.90","15/May/2042","3.25","USD","31/May/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,179,285.33","0.18","5,179,285.33","9,079,000.00","9,079,000.00","56.45","United States","-","18.97","15/Nov/2050","1.63","USD","16/Nov/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,168,235.01","0.18","5,168,235.01","5,471,000.00","5,471,000.00","94.41","United States","-","1.23","30/Jun/2025","0.25","USD","30/Jun/2020" "TNOTE","TREASURY NOTE (2OLD)","Treasury","Fixed Income","5,165,139.07","0.18","5,165,139.07","5,256,000.00","5,256,000.00","97.38","United States","-","5.85","31/Dec/2030","3.75","USD","02/Jan/2024" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","5,141,991.15","0.18","5,141,991.15","5,020,000.00","5,020,000.00","102.24","United Kingdom","-","7.38","31/Jan/2032","1.00","GBP","02/Dec/2021" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,133,677.73","0.18","5,133,677.73","4,010,000.00","4,010,000.00","122.54","France","-","4.36","25/Apr/2029","5.50","EUR","12/Mar/1998" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,122,854.58","0.18","5,122,854.58","5,466,000.00","5,466,000.00","93.47","United States","-","3.20","15/Aug/2027","2.25","USD","15/Aug/2017" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,120,677.22","0.18","5,120,677.22","5,130,000.00","5,130,000.00","99.52","United States","-","5.59","31/Aug/2030","4.13","USD","31/Aug/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,093,868.26","0.18","5,093,868.26","5,290,000.00","5,290,000.00","95.52","United States","-","4.73","30/Jun/2029","3.25","USD","30/Jun/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,091,057.15","0.18","5,091,057.15","5,004,000.00","5,004,000.00","101.74","Germany","-","2.36","15/Aug/2026","0.00","EUR","15/Jul/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,085,495.99","0.18","5,085,495.99","5,071,000.00","5,071,000.00","99.13","United States","-","2.07","15/Jun/2026","4.13","USD","15/Jun/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","5,084,676.55","0.18","5,084,676.55","3,845,000.00","3,845,000.00","127.51","France","-","8.65","25/Apr/2035","4.75","EUR","06/Apr/2004" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,078,204.73","0.18","5,078,204.73","4,797,000.00","4,797,000.00","105.20","Germany","-","1.35","15/Aug/2025","1.00","EUR","17/Jul/2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","5,051,972.33","0.18","5,051,972.33","5,330,000.00","5,330,000.00","94.70","United States","-","1.15","31/May/2025","0.25","USD","01/Jun/2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,032,169.62","0.18","5,032,169.62","4,562,000.00","4,562,000.00","108.64","Germany","-","16.94","15/Aug/2046","2.50","EUR","28/Feb/2014" "TBOND","TREASURY BOND","Treasury","Fixed Income","5,029,508.33","0.18","5,029,508.33","6,425,400.00","6,425,400.00","77.94","United States","-","16.09","15/Feb/2049","3.00","USD","15/Feb/2019" "DBR","BUNDESREPUBLIK DEUTSCHLAND RegS","Treasury","Fixed Income","5,018,248.89","0.18","5,018,248.89","3,921,000.00","3,921,000.00","127.00","Germany","-","10.27","04/Jan/2037","4.00","EUR","28/Jan/2005" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","5,006,262.04","0.17","5,006,262.04","4,479,000.00","4,479,000.00","111.12","Italy","-","10.04","01/Feb/2037","4.00","EUR","19/Oct/2005" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,963,539.04","0.17","4,963,539.04","5,207,000.00","5,207,000.00","95.17","United States","-","1.06","30/Apr/2025","0.38","USD","30/Apr/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,956,048.68","0.17","4,956,048.68","4,983,000.00","4,983,000.00","98.84","United States","-","5.51","31/Jul/2030","4.00","USD","31/Jul/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,917,248.17","0.17","4,917,248.17","4,904,000.00","4,904,000.00","98.38","United States","-","4.82","30/Sept/2029","3.88","USD","30/Sept/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,901,267.31","0.17","4,901,267.31","5,224,000.00","5,224,000.00","92.41","United States","-","12.88","15/May/2043","3.88","USD","31/May/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,884,750.63","0.17","4,884,750.63","4,923,000.00","4,923,000.00","98.30","United States","-","5.06","31/Dec/2029","3.88","USD","03/Jan/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,882,325.75","0.17","4,882,325.75","4,001,000.00","4,001,000.00","121.21","Italy","-","8.20","01/Aug/2034","5.00","EUR","24/Sept/2003" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,858,736.46","0.17","4,858,736.46","4,295,000.00","4,295,000.00","111.15","Germany","-","8.23","15/Aug/2033","2.60","EUR","14/Jul/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,817,043.10","0.17","4,817,043.10","6,248,000.00","6,248,000.00","76.05","United States","-","16.18","15/May/2049","2.88","USD","15/May/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,810,320.58","0.17","4,810,320.58","5,176,000.00","5,176,000.00","92.53","United States","-","4.88","31/Jul/2029","2.63","USD","01/Aug/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,803,556.41","0.17","4,803,556.41","4,144,000.00","4,144,000.00","114.64","France","-","8.23","25/Nov/2033","3.50","EUR","09/Oct/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,795,374.00","0.17","4,795,374.00","4,259,000.00","4,259,000.00","109.64","France","-","15.05","25/May/2045","3.25","EUR","04/Apr/2013" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,767,196.13","0.17","4,767,196.13","6,083,000.00","6,083,000.00","78.03","United States","-","15.89","15/Aug/2048","3.00","USD","15/Aug/2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,728,201.48","0.17","4,728,201.48","4,658,000.00","4,658,000.00","101.48","Germany","-","2.84","15/Feb/2027","0.25","EUR","13/Jan/2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,724,580.32","0.16","4,724,580.32","7,622,000.00","7,622,000.00","61.86","United States","-","14.16","15/Aug/2040","1.13","USD","31/Aug/2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","4,721,769.54","0.16","4,721,769.54","3,702,000.00","3,702,000.00","126.61","Italy","-","7.10","01/Feb/2033","5.75","EUR","18/Mar/2002" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,684,647.42","0.16","4,684,647.42","4,761,000.00","4,761,000.00","97.50","United States","-","5.47","30/Jun/2030","3.75","USD","30/Jun/2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,677,742.46","0.16","4,677,742.46","4,508,000.00","4,508,000.00","103.70","Germany","-","1.86","15/Feb/2026","0.50","EUR","15/Jan/2016" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,637,744.87","0.16","4,637,744.87","4,426,000.00","4,426,000.00","104.15","Germany","-","3.43","15/Oct/2027","1.30","EUR","30/Jun/2022" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,636,959.37","0.16","4,636,959.37","4,198,000.00","4,198,000.00","108.42","Germany","-","4.26","19/Oct/2028","2.40","EUR","15/Jun/2023" "BTPS","ITALY (REPUBLIC OF) MTN","Treasury","Fixed Income","4,634,880.38","0.16","4,634,880.38","4,204,000.00","4,204,000.00","109.98","Italy","-","5.34","01/Mar/2030","3.50","EUR","21/May/2014" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,607,489.88","0.16","4,607,489.88","4,806,000.00","4,806,000.00","95.63","United States","-","0.98","31/Mar/2025","0.50","USD","31/Mar/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,602,796.19","0.16","4,602,796.19","8,695,000.00","8,695,000.00","52.78","United States","-","19.62","15/Aug/2050","1.38","USD","17/Aug/2020" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,557,782.61","0.16","4,557,782.61","3,725,000.00","3,725,000.00","121.54","Italy","-","10.96","01/Aug/2039","5.00","EUR","23/Oct/2007" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,556,382.81","0.16","4,556,382.81","4,575,000.00","4,575,000.00","98.34","United States","-","4.98","30/Nov/2029","3.88","USD","30/Nov/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,549,404.07","0.16","4,549,404.07","4,122,000.00","4,122,000.00","108.40","Germany","-","15.65","04/Jul/2044","2.50","EUR","27/Apr/2012" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,544,930.72","0.16","4,544,930.72","5,323,000.00","5,323,000.00","84.55","Germany","-","20.19","15/Aug/2048","1.25","EUR","22/Sept/2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,502,391.45","0.16","4,502,391.45","5,552,000.00","5,552,000.00","79.95","United States","-","15.50","15/May/2048","3.13","USD","15/May/2018" "UKT","UK CONV GILT 0.5 1/31/29 RegS","Treasury","Fixed Income","4,501,616.95","0.16","4,501,616.95","4,169,000.00","4,169,000.00","107.88","United Kingdom","-","4.70","31/Jan/2029","0.50","GBP","02/Sept/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,492,682.12","0.16","4,492,682.12","4,550,000.00","4,550,000.00","97.53","United States","-","5.38","31/May/2030","3.75","USD","31/May/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,485,021.59","0.16","4,485,021.59","4,719,000.00","4,719,000.00","94.81","United States","-","4.91","31/Aug/2029","3.13","USD","31/Aug/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,457,129.13","0.16","4,457,129.13","3,283,000.00","3,283,000.00","132.01","Germany","-","8.25","04/Jul/2034","4.75","EUR","31/Jan/2003" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,451,650.11","0.16","4,451,650.11","4,371,000.00","4,371,000.00","101.51","Germany","-","3.32","15/Aug/2027","0.50","EUR","14/Jul/2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,426,073.08","0.15","4,426,073.08","7,044,000.00","7,044,000.00","62.61","United States","-","17.98","15/Feb/2050","2.00","USD","18/Feb/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,416,816.24","0.15","4,416,816.24","3,602,000.00","3,602,000.00","120.80","France","-","11.21","25/Oct/2038","4.00","EUR","12/Sept/2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #373","Treasury","Fixed Income","4,391,330.44","0.15","4,391,330.44","670,950,000.00","670,950,000.00","0.65","Japan","-","9.42","20/Dec/2033","0.60","JPY","11/Jan/2024" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,376,817.61","0.15","4,376,817.61","4,654,000.00","4,654,000.00","94.04","Germany","-","6.31","15/Aug/2030","0.00","EUR","19/Jun/2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","4,372,528.48","0.15","4,372,528.48","3,821,000.00","3,821,000.00","112.40","United Kingdom","-","16.51","22/Oct/2053","3.75","GBP","25/Jan/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,345,632.69","0.15","4,345,632.69","4,380,000.00","4,380,000.00","98.92","United States","-","5.21","28/Feb/2030","4.00","USD","28/Feb/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","4,315,747.34","0.15","4,315,747.34","3,725,000.00","3,725,000.00","115.50","Italy","-","4.01","01/Sept/2028","4.75","EUR","22/Jan/2013" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,313,854.48","0.15","4,313,854.48","4,289,000.00","4,289,000.00","98.95","United States","-","4.88","31/Oct/2029","4.00","USD","31/Oct/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,293,901.64","0.15","4,293,901.64","4,350,000.00","4,350,000.00","96.94","United States","-","5.24","31/Mar/2030","3.63","USD","31/Mar/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,290,546.51","0.15","4,290,546.51","8,323,000.00","8,323,000.00","51.09","United States","-","19.72","15/May/2050","1.25","USD","15/May/2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,290,298.97","0.15","4,290,298.97","2,963,000.00","2,963,000.00","141.05","Germany","-","11.84","04/Jul/2040","4.75","EUR","25/Jul/2008" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,270,957.11","0.15","4,270,957.11","4,807,000.00","4,807,000.00","88.69","United States","-","3.08","31/May/2027","0.50","USD","01/Jun/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,224,169.16","0.15","4,224,169.16","4,770,000.00","4,770,000.00","88.44","United States","-","3.16","30/Jun/2027","0.50","USD","30/Jun/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,217,963.04","0.15","4,217,963.04","4,353,000.00","4,353,000.00","96.36","United States","-","5.19","31/Jan/2030","3.50","USD","31/Jan/2023" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,213,271.14","0.15","4,213,271.14","4,831,000.00","4,831,000.00","87.21","France","-","8.07","25/May/2032","0.00","EUR","10/Jan/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,202,919.92","0.15","4,202,919.92","4,279,000.00","4,279,000.00","98.19","Germany","-","4.81","15/Feb/2029","0.25","EUR","11/Jan/2019" "UKT","UK CONV GILT 0.375 10/22/26 RegS","Treasury","Fixed Income","4,183,625.98","0.15","4,183,625.98","3,629,000.00","3,629,000.00","115.08","United Kingdom","-","2.50","22/Oct/2026","0.38","GBP","03/Mar/2021" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","4,163,576.00","0.15","4,163,576.00","4,467,000.00","4,467,000.00","91.78","France","-","12.96","25/Jun/2039","1.75","EUR","31/Jan/2017" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","4,112,157.90","0.14","4,112,157.90","3,928,000.00","3,928,000.00","104.69","France","-","0.98","25/Mar/2025","0.00","EUR","24/Apr/2019" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,110,338.54","0.14","4,110,338.54","3,971,000.00","3,971,000.00","103.51","Germany","-","1.52","10/Oct/2025","0.00","EUR","10/Jul/2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,089,384.94","0.14","4,089,384.94","4,123,000.00","4,123,000.00","99.02","Germany","-","4.31","15/Aug/2028","0.25","EUR","13/Jul/2018" "TBOND","TREASURY BOND","Treasury","Fixed Income","4,073,071.80","0.14","4,073,071.80","5,877,000.00","5,877,000.00","68.44","United States","-","17.09","15/Nov/2049","2.38","USD","15/Nov/2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,072,424.11","0.14","4,072,424.11","4,423,000.00","4,423,000.00","92.07","Germany","-","7.30","15/Aug/2031","0.00","EUR","18/Jun/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","4,024,463.80","0.14","4,024,463.80","4,121,000.00","4,121,000.00","96.23","United States","-","5.34","30/Apr/2030","3.50","USD","01/May/2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,016,650.59","0.14","4,016,650.59","3,064,000.00","3,064,000.00","129.74","Germany","-","5.82","04/Jan/2031","5.50","EUR","27/Oct/2000" "JGB","JAPAN (GOVERNMENT OF) 10YR #372","Treasury","Fixed Income","3,998,125.69","0.14","3,998,125.69","599,050,000.00","599,050,000.00","0.67","Japan","-","9.12","20/Sept/2033","0.80","JPY","04/Oct/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,994,907.73","0.14","3,994,907.73","4,541,000.00","4,541,000.00","87.94","United States","-","3.33","31/Aug/2027","0.50","USD","31/Aug/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,994,587.71","0.14","3,994,587.71","5,087,000.00","5,087,000.00","78.19","United States","-","15.69","15/Feb/2048","3.00","USD","15/Feb/2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,975,853.32","0.14","3,975,853.32","3,016,000.00","3,016,000.00","130.20","United Kingdom","-","6.82","07/Jun/2032","4.25","GBP","25/May/2000" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,967,719.72","0.14","3,967,719.72","3,933,000.00","3,933,000.00","100.82","Germany","-","3.81","15/Feb/2028","0.50","EUR","12/Jan/2018" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,942,431.84","0.14","3,942,431.84","4,107,000.00","4,107,000.00","95.99","Germany","-","5.32","15/Aug/2029","0.00","EUR","12/Jul/2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,932,277.10","0.14","3,932,277.10","3,644,000.00","3,644,000.00","107.42","Italy","-","4.90","01/Aug/2029","3.00","EUR","01/Mar/2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,923,443.73","0.14","3,923,443.73","3,739,000.00","3,739,000.00","103.80","Germany","-","7.71","15/Aug/2032","1.70","EUR","08/Jul/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,910,626.40","0.14","3,910,626.40","5,846,000.00","5,846,000.00","66.64","United States","-","17.33","15/Aug/2049","2.25","USD","15/Aug/2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,897,862.41","0.14","3,897,862.41","3,012,000.00","3,012,000.00","126.79","Italy","-","5.81","01/May/2031","6.00","EUR","17/Mar/2000" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","3,894,571.35","0.14","3,894,571.35","2,902,000.00","2,902,000.00","133.30","United Kingdom","-","7.87","31/Jan/2034","4.63","GBP","12/Oct/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,887,899.23","0.14","3,887,899.23","3,189,000.00","3,189,000.00","121.53","Italy","-","11.52","01/Sept/2040","5.00","EUR","16/Sept/2009" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,868,703.11","0.14","3,868,703.11","3,777,000.00","3,777,000.00","102.43","Germany","-","2.01","10/Apr/2026","0.00","EUR","15/Jan/2021" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,866,107.15","0.14","3,866,107.15","3,581,000.00","3,581,000.00","107.14","Germany","-","5.28","15/Nov/2029","2.10","EUR","20/Oct/2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #37","Treasury","Fixed Income","3,796,074.14","0.13","3,796,074.14","530,100,000.00","530,100,000.00","0.72","Japan","-","15.59","20/Sept/2042","1.90","JPY","20/Sept/2012" "JGB","JAPAN (GOVERNMENT OF) 10YR #371","Treasury","Fixed Income","3,793,421.71","0.13","3,793,421.71","587,000,000.00","587,000,000.00","0.65","Japan","-","9.03","20/Jun/2033","0.40","JPY","05/Jul/2023" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,772,367.14","0.13","3,772,367.14","4,259,000.00","4,259,000.00","86.76","France","-","18.10","25/May/2048","2.00","EUR","25/May/2017" "TBOND","TREASURY BOND (OTR)","Treasury","Fixed Income","3,764,540.18","0.13","3,764,540.18","3,810,000.00","3,810,000.00","98.33","United States","-","16.63","15/Feb/2054","4.25","USD","15/Feb/2024" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,762,979.46","0.13","3,762,979.46","3,961,000.00","3,961,000.00","95.00","Germany","-","5.82","15/Feb/2030","0.00","EUR","10/Jan/2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #36","Treasury","Fixed Income","3,754,284.77","0.13","3,754,284.77","515,650,000.00","515,650,000.00","0.73","Japan","-","15.15","20/Mar/2042","2.00","JPY","21/Mar/2012" "OBL","GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","3,745,235.92","0.13","3,745,235.92","3,396,000.00","3,396,000.00","107.47","Germany","-","3.77","13/Apr/2028","2.20","EUR","19/Jan/2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,743,687.09","0.13","3,743,687.09","4,115,000.00","4,115,000.00","90.98","Germany","-","7.80","15/Feb/2032","0.00","EUR","07/Jan/2022" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,737,307.26","0.13","3,737,307.26","3,685,000.00","3,685,000.00","101.42","Germany","-","2.50","09/Oct/2026","0.00","EUR","09/Jul/2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,733,331.00","0.13","3,733,331.00","2,758,000.00","2,758,000.00","133.54","United Kingdom","-","5.67","07/Dec/2030","4.75","GBP","03/Oct/2007" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,709,066.40","0.13","3,709,066.40","3,058,000.00","3,058,000.00","120.54","United Kingdom","-","10.52","29/Jan/2038","3.75","GBP","09/Nov/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","3,705,786.01","0.13","3,705,786.01","2,862,500.00","2,862,500.00","125.47","France","-","20.01","25/Apr/2060","4.00","EUR","17/Mar/2010" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,702,233.37","0.13","3,702,233.37","3,509,000.00","3,509,000.00","102.78","France","-","19.23","25/May/2054","3.00","EUR","14/Feb/2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,699,283.60","0.13","3,699,283.60","3,512,000.00","3,512,000.00","104.78","Italy","-","2.11","01/Jun/2026","1.60","EUR","01/Mar/2016" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,688,734.95","0.13","3,688,734.95","3,892,000.00","3,892,000.00","93.58","Germany","-","21.96","15/Aug/2053","1.80","EUR","18/Oct/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,673,492.23","0.13","3,673,492.23","4,121,000.00","4,121,000.00","88.94","United States","-","3.00","30/Apr/2027","0.50","USD","30/Apr/2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,671,004.68","0.13","3,671,004.68","3,008,000.00","3,008,000.00","119.75","Italy","-","4.82","01/Nov/2029","5.25","EUR","18/Nov/1998" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,667,209.70","0.13","3,667,209.70","3,789,000.00","3,789,000.00","96.62","United Kingdom","-","8.73","31/Jul/2033","0.88","GBP","22/Sept/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,660,851.97","0.13","3,660,851.97","3,791,000.00","3,791,000.00","96.48","United States","-","0.90","28/Feb/2025","1.13","USD","02/Mar/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,648,859.77","0.13","3,648,859.77","4,110,000.00","4,110,000.00","88.14","United States","-","5.23","15/Nov/2029","1.75","USD","15/Nov/2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,642,662.94","0.13","3,642,662.94","3,739,000.00","3,739,000.00","97.42","Germany","-","4.58","15/Nov/2028","0.00","EUR","29/Apr/2021" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,640,276.84","0.13","3,640,276.84","3,913,000.00","3,913,000.00","93.03","Germany","-","6.82","15/Feb/2031","0.00","EUR","08/Jan/2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,638,585.47","0.13","3,638,585.47","3,718,000.00","3,718,000.00","97.82","United Kingdom","-","7.13","31/Jul/2031","0.25","GBP","13/Nov/2020" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,637,033.42","0.13","3,637,033.42","3,307,000.00","3,307,000.00","109.60","Italy","-","0.90","01/Mar/2025","5.00","EUR","15/Jul/2009" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,620,293.64","0.13","3,620,293.64","3,788,000.00","3,788,000.00","95.45","Italy","-","7.34","01/Mar/2032","1.65","EUR","24/Mar/2015" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,611,565.90","0.13","3,611,565.90","3,750,000.00","3,750,000.00","96.13","United States","-","1.85","28/Feb/2026","2.50","USD","28/Feb/2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,595,676.05","0.13","3,595,676.05","3,235,000.00","3,235,000.00","110.81","Italy","-","1.84","01/Mar/2026","4.50","EUR","29/Sept/2010" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,572,553.50","0.12","3,572,553.50","2,954,000.00","2,954,000.00","120.70","United Kingdom","-","1.17","07/Jun/2025","0.63","GBP","03/Jul/2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,567,310.00","0.12","3,567,310.00","2,623,000.00","2,623,000.00","132.65","Germany","-","11.50","04/Jul/2039","4.25","EUR","26/Jan/2007" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,560,595.56","0.12","3,560,595.56","4,603,000.00","4,603,000.00","75.99","France","-","20.16","25/May/2050","1.50","EUR","26/Feb/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,533,029.61","0.12","3,533,029.61","2,709,000.00","2,709,000.00","128.69","United Kingdom","-","12.37","07/Dec/2042","4.50","GBP","06/Jun/2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #181","Treasury","Fixed Income","3,528,886.41","0.12","3,528,886.41","577,300,000.00","577,300,000.00","0.61","Japan","-","16.57","20/Jun/2042","0.90","JPY","15/Jul/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,511,965.32","0.12","3,511,965.32","4,675,000.00","4,675,000.00","74.81","United States","-","15.77","15/Aug/2047","2.75","USD","15/Aug/2017" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,493,248.33","0.12","3,493,248.33","3,479,400.00","3,479,400.00","100.40","Germany","-","3.02","16/Apr/2027","0.00","EUR","20/Jan/2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,480,462.66","0.12","3,480,462.66","2,971,000.00","2,971,000.00","115.25","Italy","-","7.80","01/Nov/2033","4.35","EUR","02/May/2023" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,461,164.18","0.12","3,461,164.18","2,713,000.00","2,713,000.00","123.59","France","-","18.35","25/Apr/2055","4.00","EUR","28/Feb/2005" "JGB","JAPAN (GOVERNMENT OF) 30YR #33","Treasury","Fixed Income","3,453,247.12","0.12","3,453,247.12","471,050,000.00","471,050,000.00","0.73","Japan","-","14.11","20/Sept/2040","2.00","JPY","21/Sept/2010" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,427,213.20","0.12","3,427,213.20","3,282,000.00","3,282,000.00","104.10","Italy","-","3.67","01/Feb/2028","2.00","EUR","01/Feb/2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,410,374.39","0.12","3,410,374.39","5,253,000.00","5,253,000.00","64.57","Canada","-","6.66","01/Jun/2031","1.50","CAD","26/Apr/2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,388,447.78","0.12","3,388,447.78","3,659,000.00","3,659,000.00","92.13","Italy","-","6.68","01/Apr/2031","0.90","EUR","01/Oct/2020" "JGB","JAPAN (GOVERNMENT OF) 5YR #163","Treasury","Fixed Income","3,371,530.51","0.12","3,371,530.51","508,800,000.00","508,800,000.00","0.66","Japan","-","4.44","20/Sept/2028","0.40","JPY","15/Nov/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,368,682.69","0.12","3,368,682.69","5,360,000.00","5,360,000.00","62.44","United States","-","13.92","15/May/2040","1.13","USD","01/Jun/2020" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","3,359,762.38","0.12","3,359,762.38","2,905,000.00","2,905,000.00","112.92","France","-","1.51","25/Oct/2025","6.00","EUR","25/Feb/1994" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,334,258.99","0.12","3,334,258.99","3,092,000.00","3,092,000.00","106.87","Italy","-","4.33","01/Dec/2028","2.80","EUR","01/Aug/2018" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,328,190.77","0.12","3,328,190.77","4,397,000.00","4,397,000.00","74.69","United States","-","15.73","15/Nov/2047","2.75","USD","15/Nov/2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,283,752.74","0.11","3,283,752.74","3,351,000.00","3,351,000.00","97.28","Italy","-","5.68","01/Apr/2030","1.35","EUR","02/Sept/2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,281,952.99","0.11","3,281,952.99","2,786,000.00","2,786,000.00","115.88","Italy","-","7.46","01/May/2033","4.40","EUR","01/Nov/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #186","Treasury","Fixed Income","3,282,027.31","0.11","3,282,027.31","492,450,000.00","492,450,000.00","0.67","Japan","-","16.75","20/Sept/2043","1.50","JPY","18/Oct/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #179","Treasury","Fixed Income","3,275,071.04","0.11","3,275,071.04","571,550,000.00","571,550,000.00","0.57","Japan","-","16.75","20/Dec/2041","0.50","JPY","17/Jan/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,269,899.22","0.11","3,269,899.22","3,329,000.00","3,329,000.00","97.65","Italy","-","6.23","01/Dec/2030","1.65","EUR","10/Jun/2020" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,270,111.06","0.11","3,270,111.06","2,743,000.00","2,743,000.00","118.85","Italy","-","13.42","01/Sept/2044","4.75","EUR","22/May/2013" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,257,251.84","0.11","3,257,251.84","3,060,000.00","3,060,000.00","105.93","Italy","-","1.15","01/Jun/2025","1.50","EUR","02/Mar/2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,248,438.68","0.11","3,248,438.68","3,009,000.00","3,009,000.00","107.22","United Kingdom","-","13.76","22/Jan/2044","3.25","GBP","24/Oct/2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #35","Treasury","Fixed Income","3,239,545.78","0.11","3,239,545.78","444,350,000.00","444,350,000.00","0.73","Japan","-","14.81","20/Sept/2041","2.00","JPY","20/Sept/2011" "JGB","JAPAN (GOVERNMENT OF) 2YR #457","Treasury","Fixed Income","3,221,748.33","0.11","3,221,748.33","488,400,000.00","488,400,000.00","0.66","Japan","-","1.85","01/Feb/2026","0.10","JPY","01/Feb/2024" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,218,881.91","0.11","3,218,881.91","3,076,000.00","3,076,000.00","104.65","Germany","-","1.02","11/Apr/2025","0.00","EUR","31/Jan/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,216,577.54","0.11","3,216,577.54","4,380,000.00","4,380,000.00","73.16","United States","-","14.99","15/Feb/2045","2.50","USD","17/Feb/2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,182,280.32","0.11","3,182,280.32","2,547,000.00","2,547,000.00","123.31","United Kingdom","-","14.03","07/Dec/2046","4.25","GBP","12/May/2006" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,171,312.80","0.11","3,171,312.80","5,666,000.00","5,666,000.00","55.50","Canada","-","19.80","01/Dec/2051","2.00","CAD","22/Dec/2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,163,655.30","0.11","3,163,655.30","3,113,000.00","3,113,000.00","101.63","Italy","-","1.98","01/Apr/2026","0.00","EUR","01/Mar/2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,150,127.12","0.11","3,150,127.12","3,039,000.00","3,039,000.00","103.22","Italy","-","2.60","01/Dec/2026","1.25","EUR","01/Aug/2016" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,149,239.18","0.11","3,149,239.18","2,563,000.00","2,563,000.00","120.31","Germany","-","13.83","04/Jul/2042","3.25","EUR","23/Jul/2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #177","Treasury","Fixed Income","3,142,231.67","0.11","3,142,231.67","553,600,000.00","553,600,000.00","0.57","Japan","-","16.46","20/Jun/2041","0.40","JPY","14/Jul/2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,140,536.30","0.11","3,140,536.30","3,815,000.00","3,815,000.00","81.97","United States","-","14.12","15/Aug/2044","3.13","USD","15/Aug/2014" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,136,221.17","0.11","3,136,221.17","2,776,000.00","2,776,000.00","111.80","Italy","-","5.10","15/Dec/2029","3.85","EUR","15/Nov/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,136,068.23","0.11","3,136,068.23","3,970,000.00","3,970,000.00","78.66","United States","-","15.29","15/Feb/2047","3.00","USD","15/Feb/2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,132,087.86","0.11","3,132,087.86","2,741,000.00","2,741,000.00","112.69","Italy","-","5.77","15/Nov/2030","4.00","EUR","15/Sept/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,128,185.14","0.11","3,128,185.14","4,554,000.00","4,554,000.00","68.44","United States","-","15.99","15/Aug/2046","2.25","USD","15/Aug/2016" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,125,545.77","0.11","3,125,545.77","4,799,000.00","4,799,000.00","64.83","Canada","-","5.83","01/Jun/2030","1.25","CAD","26/Jul/2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","3,122,136.63","0.11","3,122,136.63","3,876,000.00","3,876,000.00","79.50","United States","-","13.67","15/May/2043","2.88","USD","15/May/2013" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,120,340.13","0.11","3,120,340.13","5,412,000.00","5,412,000.00","57.66","Germany","-","26.08","15/Aug/2050","0.00","EUR","23/Aug/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,091,279.86","0.11","3,091,279.86","3,198,000.00","3,198,000.00","95.56","United States","-","1.91","31/Mar/2026","2.25","USD","01/Apr/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #180","Treasury","Fixed Income","3,090,781.26","0.11","3,090,781.26","513,500,000.00","513,500,000.00","0.60","Japan","-","16.55","20/Mar/2042","0.80","JPY","15/Apr/2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,081,779.17","0.11","3,081,779.17","2,763,000.00","2,763,000.00","110.75","United Kingdom","-","13.97","22/Jan/2045","3.50","GBP","25/Jun/2014" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,078,331.52","0.11","3,078,331.52","3,053,000.00","3,053,000.00","100.80","Italy","-","3.38","15/Sept/2027","0.95","EUR","16/Jul/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,068,428.69","0.11","3,068,428.69","3,168,000.00","3,168,000.00","96.45","United States","-","1.77","31/Jan/2026","2.63","USD","31/Jan/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,064,600.53","0.11","3,064,600.53","2,369,000.00","2,369,000.00","127.73","United Kingdom","-","3.36","07/Dec/2027","4.25","GBP","06/Sept/2006" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","3,054,660.69","0.11","3,054,660.69","2,995,000.00","2,995,000.00","101.81","Italy","-","2.74","15/Jan/2027","0.85","EUR","15/Nov/2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,051,187.55","0.11","3,051,187.55","2,674,000.00","2,674,000.00","113.78","Italy","-","8.16","01/Mar/2034","4.20","EUR","01/Sept/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,034,466.11","0.11","3,034,466.11","3,092,000.00","3,092,000.00","97.94","United States","-","0.89","28/Feb/2025","2.75","USD","28/Feb/2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","3,013,599.94","0.11","3,013,599.94","2,335,000.00","2,335,000.00","128.77","United Kingdom","-","9.29","07/Mar/2036","4.25","GBP","27/Feb/2003" "JGB","JAPAN (GOVERNMENT OF) 30YR #32","Treasury","Fixed Income","3,008,405.42","0.11","3,008,405.42","393,850,000.00","393,850,000.00","0.76","Japan","-","13.52","20/Mar/2040","2.30","JPY","23/Mar/2010" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","3,001,641.88","0.10","3,001,641.88","3,137,000.00","3,137,000.00","95.00","United States","-","2.08","31/May/2026","2.13","USD","31/May/2019" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,995,823.76","0.10","2,995,823.76","3,029,000.00","3,029,000.00","97.44","United States","-","1.43","30/Sept/2025","3.00","USD","01/Oct/2018" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,967,383.46","0.10","2,967,383.46","2,694,000.00","2,694,000.00","110.01","Italy","-","2.35","15/Sept/2026","3.85","EUR","17/Jul/2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,965,877.87","0.10","2,965,877.87","2,242,000.00","2,242,000.00","131.98","United Kingdom","-","8.31","07/Sept/2034","4.50","GBP","17/Jun/2009" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,961,031.12","0.10","2,961,031.12","2,742,000.00","2,742,000.00","107.00","Italy","-","1.58","15/Nov/2025","2.50","EUR","17/Sept/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #178","Treasury","Fixed Income","2,956,791.96","0.10","2,956,791.96","515,000,000.00","515,000,000.00","0.57","Japan","-","16.55","20/Sept/2041","0.50","JPY","20/Oct/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #175","Treasury","Fixed Income","2,953,470.99","0.10","2,953,470.99","506,150,000.00","506,150,000.00","0.58","Japan","-","15.87","20/Dec/2040","0.50","JPY","20/Jan/2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,953,304.76","0.10","2,953,304.76","2,638,000.00","2,638,000.00","110.83","Italy","-","5.51","15/Jun/2030","3.70","EUR","17/Apr/2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,946,516.51","0.10","2,946,516.51","2,759,000.00","2,759,000.00","106.10","Italy","-","1.63","01/Dec/2025","2.00","EUR","01/Sept/2015" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,932,593.80","0.10","2,932,593.80","2,762,000.00","2,762,000.00","105.42","Italy","-","3.03","01/Jun/2027","2.20","EUR","01/Feb/2017" "JGB","JAPAN (GOVERNMENT OF) 30YR #34","Treasury","Fixed Income","2,929,855.39","0.10","2,929,855.39","390,400,000.00","390,400,000.00","0.75","Japan","-","14.29","20/Mar/2041","2.20","JPY","22/Mar/2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #182","Treasury","Fixed Income","2,914,727.23","0.10","2,914,727.23","462,850,000.00","462,850,000.00","0.63","Japan","-","16.54","20/Sept/2042","1.10","JPY","19/Oct/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,899,408.09","0.10","2,899,408.09","3,994,000.00","3,994,000.00","72.31","United States","-","15.44","15/Feb/2046","2.50","USD","16/Feb/2016" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,893,613.35","0.10","2,893,613.35","2,716,000.00","2,716,000.00","105.97","Italy","-","1.10","15/May/2025","1.45","EUR","15/Mar/2018" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,878,497.95","0.10","2,878,497.95","2,587,000.00","2,587,000.00","109.48","Italy","-","3.69","01/Apr/2028","3.40","EUR","30/Nov/2022" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,876,663.74","0.10","2,876,663.74","4,118,000.00","4,118,000.00","69.83","Canada","-","1.40","01/Sept/2025","0.50","CAD","03/Apr/2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #185","Treasury","Fixed Income","2,876,081.69","0.10","2,876,081.69","459,600,000.00","459,600,000.00","0.62","Japan","-","17.06","20/Jun/2043","1.10","JPY","14/Jul/2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,865,913.52","0.10","2,865,913.52","2,301,000.00","2,301,000.00","122.92","United Kingdom","-","16.71","07/Dec/2055","4.25","GBP","27/May/2005" "TBOND","TREASURY BOND (OTR)","Treasury","Fixed Income","2,865,569.37","0.10","2,865,569.37","2,830,000.00","2,830,000.00","100.75","United States","-","12.93","15/Feb/2044","4.50","USD","29/Feb/2024" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,860,834.74","0.10","2,860,834.74","2,920,000.00","2,920,000.00","97.05","United States","-","1.60","30/Nov/2025","2.88","USD","30/Nov/2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,853,366.86","0.10","2,853,366.86","2,104,000.00","2,104,000.00","133.80","United Kingdom","-","10.46","07/Dec/2038","4.75","GBP","23/Apr/2004" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,845,476.66","0.10","2,845,476.66","3,497,000.00","3,497,000.00","81.37","Germany","-","11.99","15/May/2036","0.00","EUR","05/Mar/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,843,828.92","0.10","2,843,828.92","2,874,000.00","2,874,000.00","97.78","United States","-","1.04","30/Apr/2025","2.88","USD","30/Apr/2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,839,534.03","0.10","2,839,534.03","2,973,000.00","2,973,000.00","95.39","United Kingdom","-","11.49","07/Sept/2037","1.75","GBP","09/Nov/2016" "JGB","JAPAN (GOVERNMENT OF) 5YR #153","Treasury","Fixed Income","2,823,361.21","0.10","2,823,361.21","430,350,000.00","430,350,000.00","0.66","Japan","-","3.23","20/Jun/2027","0.01","JPY","13/Jul/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,817,686.65","0.10","2,817,686.65","3,154,000.00","3,154,000.00","89.24","Italy","-","7.09","01/Aug/2031","0.60","EUR","23/Feb/2021" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,804,803.71","0.10","2,804,803.71","2,826,000.00","2,826,000.00","99.25","Germany","-","3.59","15/Nov/2027","0.00","EUR","14/May/2020" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,800,374.61","0.10","2,800,374.61","2,559,000.00","2,559,000.00","108.68","Italy","-","1.73","15/Jan/2026","3.50","EUR","17/Oct/2022" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,792,212.61","0.10","2,792,212.61","2,565,000.00","2,565,000.00","107.49","France","-","3.31","24/Sept/2027","2.50","EUR","22/Jan/2024" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,787,876.72","0.10","2,787,876.72","3,074,000.00","3,074,000.00","89.76","Germany","-","12.85","15/May/2038","1.00","EUR","29/Apr/2022" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,787,330.12","0.10","2,787,330.12","3,786,000.00","3,786,000.00","73.17","France","-","15.11","25/May/2040","0.50","EUR","03/Jun/2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,775,490.81","0.10","2,775,490.81","2,757,000.00","2,757,000.00","100.67","Italy","-","2.32","01/Aug/2026","0.00","EUR","02/Aug/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #173","Treasury","Fixed Income","2,751,648.62","0.10","2,751,648.62","474,850,000.00","474,850,000.00","0.58","Japan","-","15.56","20/Jun/2040","0.40","JPY","22/Jul/2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,747,610.88","0.10","2,747,610.88","2,917,000.00","2,917,000.00","94.04","Italy","-","6.08","01/Aug/2030","0.95","EUR","02/Mar/2020" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,745,741.06","0.10","2,745,741.06","4,546,000.00","4,546,000.00","59.72","France","-","23.70","25/May/2052","0.75","EUR","04/Feb/2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,740,394.02","0.10","2,740,394.02","3,283,000.00","3,283,000.00","83.25","United Kingdom","-","13.03","31/Jan/2039","1.13","GBP","14/Jul/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #30","Treasury","Fixed Income","2,736,602.49","0.10","2,736,602.49","357,250,000.00","357,250,000.00","0.77","Japan","-","12.82","20/Mar/2039","2.30","JPY","17/Apr/2009" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,729,962.85","0.10","2,729,962.85","2,919,000.00","2,919,000.00","93.00","United States","-","2.56","30/Nov/2026","1.63","USD","02/Dec/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,727,676.31","0.10","2,727,676.31","2,348,000.00","2,348,000.00","115.89","United Kingdom","-","3.19","22/Jul/2027","1.25","GBP","15/Mar/2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,725,504.02","0.10","2,725,504.02","2,593,000.00","2,593,000.00","104.78","Italy","-","3.20","01/Aug/2027","2.05","EUR","04/Jul/2017" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,723,616.11","0.10","2,723,616.11","2,739,000.00","2,739,000.00","99.25","Italy","-","8.32","01/Sept/2033","2.45","EUR","25/Jan/2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,723,532.43","0.10","2,723,532.43","2,564,000.00","2,564,000.00","105.77","Italy","-","2.22","15/Jul/2026","2.10","EUR","15/Apr/2019" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","2,723,116.40","0.10","2,723,116.40","3,103,000.00","3,103,000.00","87.64","United Kingdom","-","10.63","31/Jul/2035","0.63","GBP","09/Sept/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,714,114.33","0.09","2,714,114.33","2,900,000.00","2,900,000.00","93.17","United States","-","2.64","31/Dec/2026","1.75","USD","31/Dec/2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,702,036.07","0.09","2,702,036.07","3,230,000.00","3,230,000.00","83.65","Germany","-","11.01","15/May/2035","0.00","EUR","13/May/2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,696,954.80","0.09","2,696,954.80","2,615,000.00","2,615,000.00","103.05","Italy","-","1.82","01/Feb/2026","0.50","EUR","01/Sept/2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,696,043.74","0.09","2,696,043.74","4,190,000.00","4,190,000.00","63.99","Canada","-","7.09","01/Dec/2031","1.50","CAD","25/Oct/2021" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,693,562.05","0.09","2,693,562.05","2,419,000.00","2,419,000.00","109.51","Italy","-","1.93","15/Apr/2026","3.80","EUR","16/Mar/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #183","Treasury","Fixed Income","2,692,112.42","0.09","2,692,112.42","406,450,000.00","406,450,000.00","0.66","Japan","-","16.28","20/Dec/2042","1.40","JPY","20/Jan/2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,690,594.04","0.09","2,690,594.04","2,292,000.00","2,292,000.00","117.37","United Kingdom","-","1.80","30/Jan/2026","0.13","GBP","03/Jun/2020" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,689,096.62","0.09","2,689,096.62","2,405,000.00","2,405,000.00","111.19","Italy","-","3.99","01/Aug/2028","3.80","EUR","01/Jun/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #174","Treasury","Fixed Income","2,687,791.66","0.09","2,687,791.66","466,900,000.00","466,900,000.00","0.58","Japan","-","15.80","20/Sept/2040","0.40","JPY","21/Oct/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,679,825.65","0.09","2,679,825.65","2,737,000.00","2,737,000.00","97.47","United States","-","1.29","31/Jul/2025","2.88","USD","31/Jul/2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,678,629.48","0.09","2,678,629.48","3,593,000.00","3,593,000.00","74.05","Canada","-","1.75","01/Feb/2026","4.50","CAD","01/Nov/2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,674,731.26","0.09","2,674,731.26","3,356,000.00","3,356,000.00","79.02","United Kingdom","-","14.73","22/Oct/2041","1.25","GBP","22/Jan/2020" "JGB","JAPAN (GOVERNMENT OF) 40YR #15","Treasury","Fixed Income","2,673,645.66","0.09","2,673,645.66","529,450,000.00","529,450,000.00","0.50","Japan","-","29.73","20/Mar/2062","1.00","JPY","27/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,673,669.71","0.09","2,673,669.71","2,830,000.00","2,830,000.00","94.19","United States","-","2.25","31/Jul/2026","1.88","USD","31/Jul/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,651,150.28","0.09","2,651,150.28","2,288,000.00","2,288,000.00","114.99","United Kingdom","-","4.30","22/Oct/2028","1.63","GBP","16/Mar/2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,646,482.58","0.09","2,646,482.58","2,415,000.00","2,415,000.00","109.56","United Kingdom","-","3.76","31/Jan/2028","0.13","GBP","12/Jun/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,638,073.30","0.09","2,638,073.30","2,811,000.00","2,811,000.00","93.19","United States","-","2.48","31/Oct/2026","1.63","USD","31/Oct/2019" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,637,589.64","0.09","2,637,589.64","2,324,000.00","2,324,000.00","112.82","Italy","-","4.38","01/Feb/2029","4.10","EUR","02/Oct/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,632,445.17","0.09","2,632,445.17","2,951,000.00","2,951,000.00","88.80","United States","-","13.50","15/Feb/2044","3.63","USD","18/Feb/2014" "BTPS","BUONI POLIENNALI DEL TESORO RegS","Treasury","Fixed Income","2,622,938.41","0.09","2,622,938.41","2,122,000.00","2,122,000.00","120.77","Italy","-","3.18","01/Nov/2027","6.50","EUR","01/Nov/1997" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,599,414.80","0.09","2,599,414.80","2,828,000.00","2,828,000.00","90.55","United States","-","13.17","15/Nov/2043","3.75","USD","15/Nov/2013" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,589,081.23","0.09","2,589,081.23","2,036,000.00","2,036,000.00","125.54","United Kingdom","-","11.64","07/Dec/2040","4.25","GBP","30/Jun/2010" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,584,540.59","0.09","2,584,540.59","2,207,000.00","2,207,000.00","114.74","Italy","-","16.44","01/Oct/2053","4.50","EUR","23/Feb/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,583,170.87","0.09","2,583,170.87","2,401,000.00","2,401,000.00","106.67","Italy","-","3.46","01/Dec/2027","2.65","EUR","04/Jul/2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,581,802.66","0.09","2,581,802.66","2,541,000.00","2,541,000.00","100.74","Italy","-","7.67","01/Dec/2032","2.50","EUR","03/May/2022" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,581,316.39","0.09","2,581,316.39","2,618,000.00","2,618,000.00","97.67","United States","-","1.13","31/May/2025","2.88","USD","31/May/2018" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,564,530.58","0.09","2,564,530.58","2,519,000.00","2,519,000.00","101.60","United Kingdom","-","6.35","22/Oct/2030","0.38","GBP","13/May/2020" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,563,599.09","0.09","2,563,599.09","2,332,000.00","2,332,000.00","108.46","Germany","-","1.65","12/Dec/2025","3.10","EUR","19/Oct/2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,560,212.39","0.09","2,560,212.39","2,641,000.00","2,641,000.00","96.93","Italy","-","3.90","15/Mar/2028","0.25","EUR","18/Jan/2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,559,998.08","0.09","2,559,998.08","3,505,000.00","3,505,000.00","72.13","United States","-","15.41","15/May/2046","2.50","USD","16/May/2016" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,558,546.43","0.09","2,558,546.43","2,140,000.00","2,140,000.00","119.22","United Kingdom","-","2.23","22/Jul/2026","1.50","GBP","18/Feb/2016" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,550,526.15","0.09","2,550,526.15","2,688,000.00","2,688,000.00","94.44","United States","-","2.16","30/Jun/2026","1.88","USD","01/Jul/2019" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,538,722.53","0.09","2,538,722.53","2,407,000.00","2,407,000.00","105.22","Italy","-","9.09","01/Mar/2035","3.35","EUR","22/Jan/2019" "JGB","JAPAN (GOVERNMENT OF) 40YR #14","Treasury","Fixed Income","2,510,937.15","0.09","2,510,937.15","547,350,000.00","547,350,000.00","0.46","Japan","-","30.85","20/Mar/2061","0.70","JPY","28/May/2021" "JGB","JAPAN (GOVERNMENT OF) 40YR #16","Treasury","Fixed Income","2,507,282.29","0.09","2,507,282.29","453,800,000.00","453,800,000.00","0.55","Japan","-","28.78","20/Mar/2063","1.30","JPY","26/May/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,503,883.31","0.09","2,503,883.31","2,527,000.00","2,527,000.00","98.82","Italy","-","15.83","01/Mar/2048","3.45","EUR","14/Jun/2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,498,843.16","0.09","2,498,843.16","3,076,000.00","3,076,000.00","80.14","United States","-","14.22","15/Nov/2044","3.00","USD","17/Nov/2014" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,490,908.98","0.09","2,490,908.98","2,770,000.00","2,770,000.00","89.60","Italy","-","7.74","01/Jun/2032","0.95","EUR","01/Nov/2021" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,474,398.21","0.09","2,474,398.21","4,055,000.00","4,055,000.00","60.90","Canada","-","6.45","01/Dec/2030","0.50","CAD","05/Oct/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,465,896.22","0.09","2,465,896.22","2,532,000.00","2,532,000.00","97.19","United States","-","1.38","31/Aug/2025","2.75","USD","31/Aug/2018" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,453,690.28","0.09","2,453,690.28","4,154,000.00","4,154,000.00","58.39","France","-","24.34","25/May/2053","0.75","EUR","13/Jul/2021" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,449,579.20","0.09","2,449,579.20","2,520,000.00","2,520,000.00","96.58","United States","-","1.68","31/Dec/2025","2.63","USD","31/Dec/2018" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,439,602.44","0.09","2,439,602.44","2,209,000.00","2,209,000.00","107.67","Germany","-","1.16","12/Jun/2025","2.80","EUR","27/Apr/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #140","Treasury","Fixed Income","2,434,744.03","0.09","2,434,744.03","337,550,000.00","337,550,000.00","0.72","Japan","-","7.94","20/Sept/2032","1.70","JPY","20/Sept/2012" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,433,147.66","0.08","2,433,147.66","2,469,000.00","2,469,000.00","97.33","United States","-","1.51","31/Oct/2025","3.00","USD","31/Oct/2018" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,426,441.03","0.08","2,426,441.03","2,608,000.00","2,608,000.00","92.94","United States","-","2.34","31/Aug/2026","1.38","USD","03/Sept/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #184","Treasury","Fixed Income","2,425,164.30","0.08","2,425,164.30","387,450,000.00","387,450,000.00","0.63","Japan","-","16.91","20/Mar/2043","1.10","JPY","21/Apr/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,418,287.04","0.08","2,418,287.04","2,266,000.00","2,266,000.00","106.25","Italy","-","1.23","01/Jul/2025","1.85","EUR","28/Apr/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,415,340.36","0.08","2,415,340.36","2,701,000.00","2,701,000.00","89.02","United States","-","13.29","15/Aug/2043","3.63","USD","15/Aug/2013" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,415,292.66","0.08","2,415,292.66","2,649,000.00","2,649,000.00","90.85","Italy","-","7.29","01/Dec/2031","0.95","EUR","15/Jun/2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,414,751.34","0.08","2,414,751.34","2,505,000.00","2,505,000.00","96.15","Italy","-","15.40","01/Sept/2046","3.25","EUR","22/Jan/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #28","Treasury","Fixed Income","2,414,052.01","0.08","2,414,052.01","308,250,000.00","308,250,000.00","0.78","Japan","-","11.98","20/Mar/2038","2.50","JPY","18/Apr/2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #31","Treasury","Fixed Income","2,400,462.06","0.08","2,400,462.06","317,600,000.00","317,600,000.00","0.76","Japan","-","13.25","20/Sept/2039","2.20","JPY","14/Oct/2009" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,397,631.43","0.08","2,397,631.43","2,181,000.00","2,181,000.00","108.10","Italy","-","0.96","28/Mar/2025","3.40","EUR","24/Feb/2023" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,388,966.00","0.08","2,388,966.00","2,161,000.00","2,161,000.00","108.25","Germany","-","1.42","18/Sept/2025","3.10","EUR","20/Jul/2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #80","Treasury","Fixed Income","2,386,809.49","0.08","2,386,809.49","356,700,000.00","356,700,000.00","0.67","Japan","-","22.46","20/Sept/2053","1.80","JPY","06/Oct/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,378,252.16","0.08","2,378,252.16","2,745,000.00","2,745,000.00","85.41","United States","-","13.67","15/May/2044","3.38","USD","15/May/2014" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,372,876.93","0.08","2,372,876.93","2,142,000.00","2,142,000.00","109.05","Germany","-","6.06","15/Nov/2030","2.40","EUR","28/Jul/2023" "JGB","JAPAN (GOVERNMENT OF) 40YR #13","Treasury","Fixed Income","2,361,809.65","0.08","2,361,809.65","547,900,000.00","547,900,000.00","0.43","Japan","-","31.47","20/Mar/2060","0.50","JPY","27/May/2020" "JGB","JAPAN (GOVERNMENT OF) 2YR #452","Treasury","Fixed Income","2,360,272.16","0.08","2,360,272.16","357,750,000.00","357,750,000.00","0.66","Japan","-","1.43","01/Sept/2025","0.01","JPY","01/Sept/2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,359,180.79","0.08","2,359,180.79","1,893,000.00","1,893,000.00","123.00","United Kingdom","-","15.02","07/Dec/2049","4.25","GBP","03/Sept/2008" "JGB","JAPAN (GOVERNMENT OF) 5YR #154","Treasury","Fixed Income","2,353,891.49","0.08","2,353,891.49","358,050,000.00","358,050,000.00","0.66","Japan","-","3.48","20/Sept/2027","0.10","JPY","17/Oct/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #176","Treasury","Fixed Income","2,353,745.92","0.08","2,353,745.92","406,100,000.00","406,100,000.00","0.58","Japan","-","16.11","20/Mar/2041","0.50","JPY","21/Apr/2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,344,707.53","0.08","2,344,707.53","2,183,000.00","2,183,000.00","106.62","United Kingdom","-","20.50","22/Jul/2068","3.50","GBP","26/Jun/2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #171","Treasury","Fixed Income","2,343,839.76","0.08","2,343,839.76","407,400,000.00","407,400,000.00","0.57","Japan","-","15.23","20/Dec/2039","0.30","JPY","20/Jan/2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #78","Treasury","Fixed Income","2,340,388.82","0.08","2,340,388.82","383,400,000.00","383,400,000.00","0.61","Japan","-","23.13","20/Mar/2053","1.40","JPY","07/Apr/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,335,180.85","0.08","2,335,180.85","2,598,000.00","2,598,000.00","89.58","United States","-","2.91","31/Mar/2027","0.63","USD","31/Mar/2020" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,334,878.72","0.08","2,334,878.72","2,222,000.00","2,222,000.00","104.79","Italy","-","16.02","01/Sept/2049","3.85","EUR","13/Feb/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,332,101.33","0.08","2,332,101.33","1,909,000.00","1,909,000.00","122.03","United Kingdom","-","1.40","07/Sept/2025","2.00","GBP","20/Mar/2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #165","Treasury","Fixed Income","2,327,472.42","0.08","2,327,472.42","381,650,000.00","381,650,000.00","0.61","Japan","-","13.63","20/Jun/2038","0.50","JPY","13/Jul/2018" "JGB","JAPAN (GOVERNMENT OF) 30YR #75","Treasury","Fixed Income","2,314,594.50","0.08","2,314,594.50","385,600,000.00","385,600,000.00","0.60","Japan","-","22.85","20/Jun/2052","1.30","JPY","08/Jul/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,311,306.35","0.08","2,311,306.35","2,914,000.00","2,914,000.00","78.31","United States","-","13.56","15/Nov/2042","2.75","USD","15/Nov/2012" "JGB","JAPAN (GOVERNMENT OF) 20YR #151","Treasury","Fixed Income","2,307,159.26","0.08","2,307,159.26","334,300,000.00","334,300,000.00","0.69","Japan","-","10.04","20/Dec/2034","1.20","JPY","22/Dec/2014" "USD","USD CASH","Cash and/or Derivatives","Cash","2,292,774.10","0.08","2,292,774.10","2,292,774.00","2,292,774.00","100.00","United States","-","0.00","-","0.00","USD","01/Jan/1989" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,282,460.07","0.08","2,282,460.07","3,575,000.00","3,575,000.00","63.60","United Kingdom","-","20.37","31/Jul/2051","1.25","GBP","28/Apr/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #29","Treasury","Fixed Income","2,278,541.87","0.08","2,278,541.87","294,200,000.00","294,200,000.00","0.77","Japan","-","12.40","20/Sept/2038","2.40","JPY","24/Oct/2008" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,268,575.75","0.08","2,268,575.75","2,116,000.00","2,116,000.00","106.36","Italy","-","4.80","15/Jun/2029","2.80","EUR","16/May/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #158","Treasury","Fixed Income","2,267,622.74","0.08","2,267,622.74","362,000,000.00","362,000,000.00","0.63","Japan","-","12.05","20/Sept/2036","0.50","JPY","20/Sept/2016" "JGB","JAPAN (GOVERNMENT OF) 2YR #451","Treasury","Fixed Income","2,261,816.10","0.08","2,261,816.10","342,750,000.00","342,750,000.00","0.66","Japan","-","1.35","01/Aug/2025","0.01","JPY","01/Aug/2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,260,288.10","0.08","2,260,288.10","4,349,000.00","4,349,000.00","51.56","Canada","-","21.29","01/Dec/2053","1.75","CAD","03/Aug/2021" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,259,871.23","0.08","2,259,871.23","4,103,000.00","4,103,000.00","55.08","Germany","-","28.06","15/Aug/2052","0.00","EUR","08/Sept/2021" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,251,862.98","0.08","2,251,862.98","2,828,000.00","2,828,000.00","78.53","United States","-","15.24","15/May/2047","3.00","USD","15/May/2017" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,247,826.26","0.08","2,247,826.26","2,568,000.00","2,568,000.00","87.33","Italy","-","16.22","01/Mar/2047","2.70","EUR","09/Feb/2016" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,246,050.51","0.08","2,246,050.51","2,069,000.00","2,069,000.00","108.08","United Kingdom","-","5.31","22/Oct/2029","0.88","GBP","19/Jun/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,244,752.12","0.08","2,244,752.12","1,774,000.00","1,774,000.00","126.24","United Kingdom","-","11.17","07/Sept/2039","4.25","GBP","05/Mar/2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #172","Treasury","Fixed Income","2,241,812.60","0.08","2,241,812.60","385,500,000.00","385,500,000.00","0.58","Japan","-","15.35","20/Mar/2040","0.40","JPY","22/Apr/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,211,675.50","0.08","2,211,675.50","2,289,000.00","2,289,000.00","95.66","United States","-","1.99","30/Apr/2026","2.38","USD","30/Apr/2019" "JGB","JAPAN (GOVERNMENT OF) 5YR #144","Treasury","Fixed Income","2,208,797.16","0.08","2,208,797.16","334,150,000.00","334,150,000.00","0.66","Japan","-","1.23","20/Jun/2025","0.10","JPY","10/Jul/2020" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","2,205,709.02","0.08","2,205,709.02","2,200,000.00","2,200,000.00","97.99","France","-","14.69","25/May/2043","2.50","EUR","13/Sept/2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #76","Treasury","Fixed Income","2,203,238.24","0.08","2,203,238.24","359,900,000.00","359,900,000.00","0.61","Japan","-","22.83","20/Sept/2052","1.40","JPY","13/Oct/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #150","Treasury","Fixed Income","2,186,657.47","0.08","2,186,657.47","311,400,000.00","311,400,000.00","0.70","Japan","-","9.76","20/Sept/2034","1.40","JPY","22/Sept/2014" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","2,185,100.36","0.08","2,185,100.36","2,320,000.00","2,320,000.00","93.39","United States","-","2.39","30/Sept/2026","1.63","USD","30/Sept/2019" "JGB","JAPAN (GOVERNMENT OF) 2YR #454","Treasury","Fixed Income","2,183,603.40","0.08","2,183,603.40","330,500,000.00","330,500,000.00","0.66","Japan","-","1.60","01/Nov/2025","0.10","JPY","01/Nov/2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,178,300.33","0.08","2,178,300.33","2,285,000.00","2,285,000.00","95.28","Italy","-","4.78","15/Feb/2029","0.45","EUR","15/Nov/2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,176,594.75","0.08","2,176,594.75","2,352,000.00","2,352,000.00","92.37","Italy","-","10.61","01/Sept/2036","2.25","EUR","26/Apr/2016" "JGB","JAPAN (GOVERNMENT OF) 30YR #79","Treasury","Fixed Income","2,176,435.63","0.08","2,176,435.63","373,200,000.00","373,200,000.00","0.58","Japan","-","23.76","20/Jun/2053","1.20","JPY","07/Jul/2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,174,178.75","0.08","2,174,178.75","1,967,000.00","1,967,000.00","108.61","Italy","-","1.43","29/Sept/2025","3.60","EUR","27/Jul/2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #158","Treasury","Fixed Income","2,153,195.80","0.08","2,153,195.80","328,400,000.00","328,400,000.00","0.66","Japan","-","3.97","20/Mar/2028","0.10","JPY","16/May/2023" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,151,918.43","0.08","2,151,918.43","1,996,000.00","1,996,000.00","107.32","Germany","-","8.86","15/Feb/2034","2.20","EUR","12/Jan/2024" "FRTR","FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,147,763.53","0.08","2,147,763.53","2,456,000.00","2,456,000.00","86.32","France","-","12.58","25/May/2038","1.25","EUR","11/Apr/2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,143,530.74","0.07","2,143,530.74","1,803,000.00","1,803,000.00","117.98","United Kingdom","-","18.07","22/Jan/2060","4.00","GBP","22/Oct/2009" "JGB","JAPAN (GOVERNMENT OF) 10YR #370","Treasury","Fixed Income","2,140,769.24","0.07","2,140,769.24","327,900,000.00","327,900,000.00","0.65","Japan","-","8.76","20/Mar/2033","0.50","JPY","05/Apr/2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,136,226.44","0.07","2,136,226.44","3,211,000.00","3,211,000.00","66.06","Canada","-","7.37","01/Jun/2032","2.00","CAD","16/Mar/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,131,282.24","0.07","2,131,282.24","1,750,000.00","1,750,000.00","120.41","Germany","-","3.44","04/Jan/2028","5.63","EUR","23/Jan/1998" "JGB","JAPAN (GOVERNMENT OF) 30YR #73","Treasury","Fixed Income","2,124,840.13","0.07","2,124,840.13","413,450,000.00","413,450,000.00","0.51","Japan","-","24.36","20/Dec/2051","0.70","JPY","11/Jan/2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,121,551.15","0.07","2,121,551.15","2,182,000.00","2,182,000.00","97.12","Italy","-","4.21","15/Jul/2028","0.50","EUR","17/May/2021" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,114,461.18","0.07","2,114,461.18","2,813,000.00","2,813,000.00","73.83","Canada","-","1.51","01/Nov/2025","4.50","CAD","04/Aug/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,113,094.18","0.07","2,113,094.18","2,538,000.00","2,538,000.00","82.91","United States","-","13.47","15/Feb/2043","3.13","USD","15/Feb/2013" "BKO","GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","2,108,874.76","0.07","2,108,874.76","1,963,000.00","1,963,000.00","107.33","Germany","-","0.94","13/Mar/2025","2.50","EUR","02/Feb/2023" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,108,462.82","0.07","2,108,462.82","2,003,000.00","2,003,000.00","105.12","Italy","-","1.35","15/Aug/2025","1.20","EUR","19/Apr/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #167","Treasury","Fixed Income","2,103,823.23","0.07","2,103,823.23","347,700,000.00","347,700,000.00","0.60","Japan","-","14.08","20/Dec/2038","0.50","JPY","25/Jan/2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","2,091,036.78","0.07","2,091,036.78","2,674,000.00","2,674,000.00","77.88","United States","-","14.79","15/Aug/2045","2.88","USD","17/Aug/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #69","Treasury","Fixed Income","2,070,744.63","0.07","2,070,744.63","397,700,000.00","397,700,000.00","0.52","Japan","-","23.62","20/Dec/2050","0.70","JPY","12/Jan/2021" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,066,508.96","0.07","2,066,508.96","2,739,000.00","2,739,000.00","75.24","Canada","-","4.44","01/Mar/2029","4.00","CAD","13/Oct/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #169","Treasury","Fixed Income","2,063,897.45","0.07","2,063,897.45","355,100,000.00","355,100,000.00","0.58","Japan","-","14.76","20/Jun/2039","0.30","JPY","18/Jul/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #123","Treasury","Fixed Income","2,058,336.59","0.07","2,058,336.59","279,450,000.00","279,450,000.00","0.73","Japan","-","6.29","20/Dec/2030","2.10","JPY","20/Dec/2010" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,047,464.94","0.07","2,047,464.94","2,797,000.00","2,797,000.00","72.44","Canada","-","8.15","01/Dec/2033","3.25","CAD","26/Jun/2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #71","Treasury","Fixed Income","2,041,430.80","0.07","2,041,430.80","394,800,000.00","394,800,000.00","0.52","Japan","-","23.99","20/Jun/2051","0.70","JPY","07/Jul/2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","2,021,421.62","0.07","2,021,421.62","1,687,000.00","1,687,000.00","117.66","United Kingdom","-","18.67","22/Oct/2063","4.00","GBP","17/May/2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #150","Treasury","Fixed Income","2,017,788.07","0.07","2,017,788.07","307,100,000.00","307,100,000.00","0.66","Japan","-","2.73","20/Dec/2026","0.01","JPY","13/Jan/2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #74","Treasury","Fixed Income","2,016,940.27","0.07","2,016,940.27","363,300,000.00","363,300,000.00","0.56","Japan","-","23.61","20/Mar/2052","1.00","JPY","08/Apr/2022" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","2,006,536.74","0.07","2,006,536.74","1,954,000.00","1,954,000.00","102.11","Italy","-","2.92","01/Apr/2027","1.10","EUR","01/Mar/2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,999,913.80","0.07","1,999,913.80","2,720,000.00","2,720,000.00","73.19","United Kingdom","-","17.73","22/Jul/2047","1.50","GBP","21/Sept/2016" "JGB","JAPAN (GOVERNMENT OF) 5YR #146","Treasury","Fixed Income","1,990,769.36","0.07","1,990,769.36","301,550,000.00","301,550,000.00","0.66","Japan","-","1.73","20/Dec/2025","0.10","JPY","14/Jan/2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,986,632.29","0.07","1,986,632.29","2,028,000.00","2,028,000.00","97.72","Italy","-","12.29","01/Mar/2040","3.10","EUR","19/Jun/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #152","Treasury","Fixed Income","1,985,570.88","0.07","1,985,570.88","289,050,000.00","289,050,000.00","0.69","Japan","-","10.28","20/Mar/2035","1.20","JPY","20/Mar/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #77","Treasury","Fixed Income","1,983,828.56","0.07","1,983,828.56","308,250,000.00","308,250,000.00","0.64","Japan","-","22.40","20/Dec/2052","1.60","JPY","12/Jan/2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #70","Treasury","Fixed Income","1,971,412.78","0.07","1,971,412.78","380,950,000.00","380,950,000.00","0.52","Japan","-","23.86","20/Mar/2051","0.70","JPY","07/Apr/2021" "EUR","EUR CASH","Cash and/or Derivatives","Cash","1,969,684.75","0.07","1,969,684.75","1,820,327.00","1,820,327.00","108.21","European Union","-","0.00","-","0.00","EUR","01/Jan/1989" "JGB","JAPAN (GOVERNMENT OF) 20YR #162","Treasury","Fixed Income","1,968,357.62","0.07","1,968,357.62","315,050,000.00","315,050,000.00","0.62","Japan","-","12.88","20/Sept/2037","0.60","JPY","20/Sept/2017" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,964,052.72","0.07","1,964,052.72","2,953,000.00","2,953,000.00","66.10","France","-","18.61","25/Jun/2044","0.50","EUR","23/Mar/2021" "JGB","JAPAN (GOVERNMENT OF) 5YR #149","Treasury","Fixed Income","1,959,890.00","0.07","1,959,890.00","298,100,000.00","298,100,000.00","0.66","Japan","-","2.49","20/Sept/2026","0.01","JPY","15/Oct/2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,955,928.95","0.07","1,955,928.95","2,002,000.00","2,002,000.00","97.47","Italy","-","11.51","01/Sept/2038","2.95","EUR","17/Jan/2018" "BKO","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,953,493.44","0.07","1,953,493.44","1,810,000.00","1,810,000.00","107.52","Germany","-","1.92","19/Mar/2026","2.50","EUR","01/Feb/2024" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,952,452.99","0.07","1,952,452.99","2,518,000.00","2,518,000.00","77.47","Italy","-","11.87","01/Mar/2037","0.95","EUR","12/Jan/2021" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,948,202.33","0.07","1,948,202.33","2,801,000.00","2,801,000.00","69.16","United Kingdom","-","21.22","22/Jul/2057","1.75","GBP","25/Jan/2017" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,945,184.09","0.07","1,945,184.09","1,710,000.00","1,710,000.00","112.91","United Kingdom","-","16.34","22/Jul/2052","3.75","GBP","28/Sept/2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #155","Treasury","Fixed Income","1,938,860.01","0.07","1,938,860.01","288,900,000.00","288,900,000.00","0.67","Japan","-","11.02","20/Dec/2035","1.00","JPY","21/Dec/2015" "JGB","JAPAN (GOVERNMENT OF) 5YR #147","Treasury","Fixed Income","1,933,696.74","0.07","1,933,696.74","293,750,000.00","293,750,000.00","0.66","Japan","-","1.99","20/Mar/2026","0.01","JPY","09/Apr/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #68","Treasury","Fixed Income","1,933,449.09","0.07","1,933,449.09","381,200,000.00","381,200,000.00","0.51","Japan","-","23.82","20/Sept/2050","0.60","JPY","07/Oct/2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #38","Treasury","Fixed Income","1,926,609.73","0.07","1,926,609.73","274,200,000.00","274,200,000.00","0.70","Japan","-","16.03","20/Mar/2043","1.80","JPY","21/Mar/2013" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,925,344.11","0.07","1,925,344.11","1,696,000.00","1,696,000.00","111.76","Italy","-","8.87","30/Apr/2035","4.00","EUR","13/Sept/2022" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,924,008.07","0.07","1,924,008.07","1,453,000.00","1,453,000.00","130.88","Germany","-","4.99","04/Jan/2030","6.25","EUR","21/Jan/2000" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,920,987.02","0.07","1,920,987.02","2,626,000.00","2,626,000.00","72.76","Canada","-","1.29","01/Aug/2025","3.50","CAD","12/May/2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #72","Treasury","Fixed Income","1,915,431.86","0.07","1,915,431.86","372,400,000.00","372,400,000.00","0.51","Japan","-","24.23","20/Sept/2051","0.70","JPY","13/Oct/2021" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,903,787.81","0.07","1,903,787.81","2,349,000.00","2,349,000.00","80.86","Italy","-","18.06","01/Sept/2050","2.45","EUR","22/Jan/2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,903,460.66","0.07","1,903,460.66","2,759,000.00","2,759,000.00","68.40","Canada","-","7.63","01/Dec/2032","2.50","CAD","08/Aug/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #164","Treasury","Fixed Income","1,903,335.41","0.07","1,903,335.41","311,150,000.00","311,150,000.00","0.61","Japan","-","13.42","20/Mar/2038","0.50","JPY","20/Mar/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #163","Treasury","Fixed Income","1,888,513.76","0.07","1,888,513.76","302,800,000.00","302,800,000.00","0.62","Japan","-","13.08","20/Dec/2037","0.60","JPY","20/Dec/2017" "JGB","JAPAN (GOVERNMENT OF) 40YR #4","Treasury","Fixed Income","1,886,179.21","0.07","1,886,179.21","257,850,000.00","257,850,000.00","0.73","Japan","-","20.35","20/Mar/2051","2.20","JPY","20/May/2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #187","Treasury","Fixed Income","1,871,521.25","0.07","1,871,521.25","290,500,000.00","290,500,000.00","0.64","Japan","-","17.14","20/Dec/2043","1.30","JPY","19/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 40YR #10","Treasury","Fixed Income","1,869,235.59","0.07","1,869,235.59","363,200,000.00","363,200,000.00","0.51","Japan","-","27.28","20/Mar/2057","0.90","JPY","29/May/2017" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,868,477.40","0.07","1,868,477.40","2,607,000.00","2,607,000.00","71.53","Canada","-","3.23","01/Sept/2027","2.75","CAD","13/May/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,857,947.97","0.06","1,857,947.97","2,325,000.00","2,325,000.00","79.77","Italy","-","13.98","01/Mar/2041","1.80","EUR","15/Sept/2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #148","Treasury","Fixed Income","1,851,766.34","0.06","1,851,766.34","261,100,000.00","261,100,000.00","0.71","Japan","-","9.29","20/Mar/2034","1.50","JPY","20/Mar/2014" "JGB","JAPAN (GOVERNMENT OF) 30YR #26","Treasury","Fixed Income","1,848,219.54","0.06","1,848,219.54","238,650,000.00","238,650,000.00","0.77","Japan","-","11.31","20/Mar/2037","2.40","JPY","20/Apr/2007" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","1,839,277.13","0.06","1,839,277.13","1,875,000.00","1,875,000.00","97.44","United States","-","1.21","30/Jun/2025","2.75","USD","02/Jul/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #130","Treasury","Fixed Income","1,838,174.91","0.06","1,838,174.91","254,200,000.00","254,200,000.00","0.72","Japan","-","7.04","20/Sept/2031","1.80","JPY","20/Sept/2011" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,836,871.38","0.06","1,836,871.38","2,681,000.00","2,681,000.00","68.50","Canada","-","1.89","01/Mar/2026","0.25","CAD","09/Oct/2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,836,554.07","0.06","1,836,554.07","2,752,000.00","2,752,000.00","66.44","United Kingdom","-","20.48","31/Jul/2053","1.50","GBP","22/Oct/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #168","Treasury","Fixed Income","1,834,686.74","0.06","1,834,686.74","309,400,000.00","309,400,000.00","0.59","Japan","-","14.43","20/Mar/2039","0.40","JPY","17/Apr/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #160","Treasury","Fixed Income","1,824,271.94","0.06","1,824,271.94","285,900,000.00","285,900,000.00","0.64","Japan","-","12.35","20/Mar/2037","0.70","JPY","21/Mar/2017" "JGB","JAPAN (GOVERNMENT OF) 2YR #453","Treasury","Fixed Income","1,813,360.86","0.06","1,813,360.86","274,950,000.00","274,950,000.00","0.66","Japan","-","1.51","01/Oct/2025","0.01","JPY","02/Oct/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #154","Treasury","Fixed Income","1,810,559.03","0.06","1,810,559.03","264,050,000.00","264,050,000.00","0.69","Japan","-","10.72","20/Sept/2035","1.20","JPY","24/Sept/2015" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,798,891.21","0.06","1,798,891.21","1,472,500.00","1,472,500.00","118.42","Germany","-","3.82","04/Jul/2028","4.75","EUR","09/Oct/1998" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,783,281.54","0.06","1,783,281.54","2,541,000.00","2,541,000.00","69.53","Canada","-","7.93","01/Jun/2033","2.75","CAD","06/Feb/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #166","Treasury","Fixed Income","1,781,744.01","0.06","1,781,744.01","285,450,000.00","285,450,000.00","0.62","Japan","-","13.68","20/Sept/2038","0.70","JPY","19/Oct/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #149","Treasury","Fixed Income","1,781,404.41","0.06","1,781,404.41","250,500,000.00","250,500,000.00","0.71","Japan","-","9.47","20/Jun/2034","1.50","JPY","20/Jun/2014" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,772,365.95","0.06","1,772,365.95","2,087,000.00","2,087,000.00","84.81","Italy","-","10.71","01/Mar/2036","1.45","EUR","18/Feb/2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #65","Treasury","Fixed Income","1,768,048.82","0.06","1,768,048.82","362,750,000.00","362,750,000.00","0.49","Japan","-","23.88","20/Dec/2049","0.40","JPY","10/Jan/2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #117","Treasury","Fixed Income","1,767,674.33","0.06","1,767,674.33","243,050,000.00","243,050,000.00","0.73","Japan","-","5.66","20/Mar/2030","2.10","JPY","27/Apr/2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #170","Treasury","Fixed Income","1,764,518.62","0.06","1,764,518.62","305,500,000.00","305,500,000.00","0.58","Japan","-","15.01","20/Sept/2039","0.30","JPY","25/Oct/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,764,078.82","0.06","1,764,078.82","2,120,000.00","2,120,000.00","82.65","United Kingdom","-","21.47","22/Jul/2065","2.50","GBP","21/Oct/2015" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,759,081.63","0.06","1,759,081.63","2,320,500.00","2,320,500.00","74.22","France","-","26.48","25/May/2066","1.75","EUR","19/Apr/2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,753,806.10","0.06","1,753,806.10","1,685,000.00","1,685,000.00","103.56","United States","-","11.20","15/Feb/2040","4.63","USD","16/Feb/2010" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,753,408.60","0.06","1,753,408.60","1,703,000.00","1,703,000.00","102.45","United States","-","11.02","15/Aug/2039","4.50","USD","17/Aug/2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #99","Treasury","Fixed Income","1,748,657.78","0.06","1,748,657.78","246,550,000.00","246,550,000.00","0.71","Japan","-","3.59","20/Dec/2027","2.10","JPY","25/Dec/2007" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,741,051.32","0.06","1,741,051.32","2,388,000.00","2,388,000.00","72.74","Canada","-","4.08","01/Sept/2028","3.25","CAD","21/Apr/2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #455","Treasury","Fixed Income","1,740,946.71","0.06","1,740,946.71","264,200,000.00","264,200,000.00","0.66","Japan","-","1.68","01/Dec/2025","0.01","JPY","01/Dec/2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #151","Treasury","Fixed Income","1,739,959.73","0.06","1,739,959.73","265,000,000.00","265,000,000.00","0.66","Japan","-","2.98","20/Mar/2027","0.01","JPY","13/Apr/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,738,603.00","0.06","1,738,603.00","1,520,000.00","1,520,000.00","114.04","Italy","-","13.16","01/Sept/2043","4.45","EUR","17/Jan/2023" "JGB","JAPAN (GOVERNMENT OF) 40YR #5","Treasury","Fixed Income","1,734,072.40","0.06","1,734,072.40","247,100,000.00","247,100,000.00","0.70","Japan","-","21.24","20/Mar/2052","2.00","JPY","17/May/2012" "JGB","JAPAN (GOVERNMENT OF) 20YR #159","Treasury","Fixed Income","1,731,086.55","0.06","1,731,086.55","273,400,000.00","273,400,000.00","0.63","Japan","-","12.18","20/Dec/2036","0.60","JPY","20/Dec/2016" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,726,919.29","0.06","1,726,919.29","2,420,000.00","2,420,000.00","70.81","Canada","-","8.61","01/Jun/2034","3.00","CAD","27/Dec/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,720,929.30","0.06","1,720,929.30","1,636,000.00","1,636,000.00","104.66","United States","-","11.59","15/Feb/2041","4.75","USD","15/Feb/2011" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,695,857.04","0.06","1,695,857.04","1,661,000.00","1,661,000.00","100.50","United States","-","11.31","15/May/2040","4.38","USD","17/May/2010" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,689,933.19","0.06","1,689,933.19","2,456,000.00","2,456,000.00","68.76","Canada","-","2.36","01/Sept/2026","1.00","CAD","16/Apr/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #81","Treasury","Fixed Income","1,688,848.23","0.06","1,688,848.23","263,900,000.00","263,900,000.00","0.64","Japan","-","22.96","20/Dec/2053","1.60","JPY","15/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #39","Treasury","Fixed Income","1,684,245.39","0.06","1,684,245.39","235,400,000.00","235,400,000.00","0.71","Japan","-","16.03","20/Jun/2043","1.90","JPY","20/Jun/2013" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,683,058.77","0.06","1,683,058.77","2,081,000.00","2,081,000.00","79.78","United States","-","14.43","15/May/2045","3.00","USD","15/May/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #67","Treasury","Fixed Income","1,682,658.34","0.06","1,682,658.34","329,750,000.00","329,750,000.00","0.51","Japan","-","23.57","20/Jun/2050","0.60","JPY","08/Jul/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,678,261.02","0.06","1,678,261.02","1,638,000.00","1,638,000.00","100.86","United States","-","11.08","15/Nov/2039","4.38","USD","16/Nov/2009" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,670,713.72","0.06","1,670,713.72","1,316,000.00","1,316,000.00","126.61","United Kingdom","-","0.91","07/Mar/2025","5.00","GBP","27/Sept/2001" "JGB","JAPAN (GOVERNMENT OF) 20YR #128","Treasury","Fixed Income","1,660,405.84","0.06","1,660,405.84","227,450,000.00","227,450,000.00","0.73","Japan","-","6.77","20/Jun/2031","1.90","JPY","20/Jun/2011" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,659,771.37","0.06","1,659,771.37","1,235,000.00","1,235,000.00","132.23","United Kingdom","-","12.53","22/Oct/2043","4.75","GBP","16/Nov/2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #165","Treasury","Fixed Income","1,657,679.67","0.06","1,657,679.67","251,400,000.00","251,400,000.00","0.66","Japan","-","4.69","20/Dec/2028","0.30","JPY","13/Feb/2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #145","Treasury","Fixed Income","1,650,394.14","0.06","1,650,394.14","227,600,000.00","227,600,000.00","0.72","Japan","-","8.55","20/Jun/2033","1.70","JPY","20/Jun/2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #46","Treasury","Fixed Income","1,636,440.16","0.06","1,636,440.16","248,350,000.00","248,350,000.00","0.66","Japan","-","17.79","20/Mar/2045","1.50","JPY","20/Mar/2015" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,634,524.75","0.06","1,634,524.75","2,530,000.00","2,530,000.00","64.44","United Kingdom","-","18.36","31/Jan/2046","0.88","GBP","20/Jan/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #59","Treasury","Fixed Income","1,633,391.32","0.06","1,633,391.32","301,950,000.00","301,950,000.00","0.54","Japan","-","21.73","20/Jun/2048","0.70","JPY","06/Jul/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #100","Treasury","Fixed Income","1,628,009.35","0.06","1,628,009.35","229,050,000.00","229,050,000.00","0.71","Japan","-","3.84","20/Mar/2028","2.20","JPY","25/Mar/2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #41","Treasury","Fixed Income","1,628,034.55","0.06","1,628,034.55","235,950,000.00","235,950,000.00","0.69","Japan","-","16.60","20/Dec/2043","1.70","JPY","20/Dec/2013" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,622,782.85","0.06","1,622,782.85","1,478,000.00","1,478,000.00","109.37","Italy","-","6.10","15/Feb/2031","3.50","EUR","16/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #27","Treasury","Fixed Income","1,613,055.44","0.06","1,613,055.44","205,950,000.00","205,950,000.00","0.78","Japan","-","11.63","20/Sept/2037","2.50","JPY","22/Oct/2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #141","Treasury","Fixed Income","1,611,933.15","0.06","1,611,933.15","222,450,000.00","222,450,000.00","0.72","Japan","-","8.12","20/Dec/2032","1.70","JPY","20/Dec/2012" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,611,212.74","0.06","1,611,212.74","1,590,000.00","1,590,000.00","99.78","United States","-","10.90","15/May/2039","4.25","USD","15/May/2009" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,604,290.59","0.06","1,604,290.59","1,581,000.00","1,581,000.00","101.22","Italy","-","11.04","01/Mar/2038","3.25","EUR","31/May/2022" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,603,688.09","0.06","1,603,688.09","1,397,000.00","1,397,000.00","113.03","Italy","-","6.48","30/Oct/2031","4.00","EUR","13/Apr/2023" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","1,602,503.00","0.06","1,602,503.00","1,309,000.00","1,309,000.00","119.25","Italy","-","2.34","01/Nov/2026","7.25","EUR","03/Feb/1997" "JGB","JAPAN (GOVERNMENT OF) 2YR #456","Treasury","Fixed Income","1,601,830.26","0.06","1,601,830.26","242,750,000.00","242,750,000.00","0.66","Japan","-","1.77","01/Jan/2026","0.10","JPY","04/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #153","Treasury","Fixed Income","1,597,683.79","0.06","1,597,683.79","229,550,000.00","229,550,000.00","0.69","Japan","-","10.42","20/Jun/2035","1.30","JPY","22/Jun/2015" "JGB","JAPAN (GOVERNMENT OF) 40YR #12","Treasury","Fixed Income","1,596,338.52","0.06","1,596,338.52","365,700,000.00","365,700,000.00","0.44","Japan","-","30.74","20/Mar/2059","0.50","JPY","29/May/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #92","Treasury","Fixed Income","1,595,470.54","0.06","1,595,470.54","228,400,000.00","228,400,000.00","0.69","Japan","-","2.66","20/Dec/2026","2.10","JPY","25/Dec/2006" "JPY","JPY CASH","Cash and/or Derivatives","Cash","1,583,469.27","0.06","1,583,469.27","239,697,661.00","239,697,661.00","0.66","Japan","-","0.00","-","0.00","JPY","01/Jan/1990" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,569,855.73","0.05","1,569,855.73","1,392,000.00","1,392,000.00","110.59","Italy","-","11.27","01/Oct/2039","4.15","EUR","07/Feb/2024" "JGB","JAPAN (GOVERNMENT OF) 5YR #157","Treasury","Fixed Income","1,560,777.19","0.05","1,560,777.19","237,100,000.00","237,100,000.00","0.66","Japan","-","3.96","20/Mar/2028","0.20","JPY","12/Apr/2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #448","Treasury","Fixed Income","1,560,212.43","0.05","1,560,212.43","236,300,000.00","236,300,000.00","0.66","Japan","-","1.09","01/May/2025","0.01","JPY","01/May/2023" "JGB","JAPAN (GOVERNMENT OF) 5YR #148","Treasury","Fixed Income","1,555,239.93","0.05","1,555,239.93","236,400,000.00","236,400,000.00","0.66","Japan","-","2.23","20/Jun/2026","0.01","JPY","09/Jul/2021" "JGB","JAPAN (GOVERNMENT OF) 2YR #449","Treasury","Fixed Income","1,553,339.11","0.05","1,553,339.11","235,300,000.00","235,300,000.00","0.66","Japan","-","1.18","01/Jun/2025","0.01","JPY","01/Jun/2023" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","1,543,952.46","0.05","1,543,952.46","1,560,000.00","1,560,000.00","97.69","United States","-","0.97","31/Mar/2025","2.63","USD","22/Mar/2018" "JGB","JAPAN (GOVERNMENT OF) 10YR #345","Treasury","Fixed Income","1,515,842.94","0.05","1,515,842.94","230,050,000.00","230,050,000.00","0.66","Japan","-","2.73","20/Dec/2026","0.10","JPY","20/Dec/2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #147","Treasury","Fixed Income","1,508,442.85","0.05","1,508,442.85","210,000,000.00","210,000,000.00","0.72","Japan","-","9.01","20/Dec/2033","1.60","JPY","20/Dec/2013" "JGB","JAPAN (GOVERNMENT OF) 10YR #363","Treasury","Fixed Income","1,505,054.32","0.05","1,505,054.32","234,150,000.00","234,150,000.00","0.64","Japan","-","7.19","20/Jun/2031","0.10","JPY","02/Jul/2021" "JGB","JAPAN (GOVERNMENT OF) 5YR #161","Treasury","Fixed Income","1,501,051.08","0.05","1,501,051.08","227,100,000.00","227,100,000.00","0.66","Japan","-","4.20","20/Jun/2028","0.30","JPY","13/Sept/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #146","Treasury","Fixed Income","1,495,705.98","0.05","1,495,705.98","207,050,000.00","207,050,000.00","0.72","Japan","-","8.80","20/Sept/2033","1.70","JPY","20/Sept/2013" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,462,200.31","0.05","1,462,200.31","2,147,000.00","2,147,000.00","67.97","Italy","-","19.98","01/Sept/2051","1.70","EUR","29/Oct/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,460,135.37","0.05","1,460,135.37","1,852,000.00","1,852,000.00","78.53","United States","-","13.55","15/Aug/2042","2.75","USD","15/Aug/2012" "JGB","JAPAN (GOVERNMENT OF) 20YR #133","Treasury","Fixed Income","1,457,782.05","0.05","1,457,782.05","200,550,000.00","200,550,000.00","0.72","Japan","-","7.23","20/Dec/2031","1.80","JPY","31/Jan/2012" "JGB","JAPAN (GOVERNMENT OF) 40YR #11","Treasury","Fixed Income","1,455,196.10","0.05","1,455,196.10","295,150,000.00","295,150,000.00","0.49","Japan","-","28.39","20/Mar/2058","0.80","JPY","30/May/2018" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,455,234.68","0.05","1,455,234.68","1,730,000.00","1,730,000.00","83.77","United States","-","13.01","15/Feb/2042","3.13","USD","15/Feb/2012" "JGB","JAPAN (GOVERNMENT OF) 5YR #162","Treasury","Fixed Income","1,450,719.03","0.05","1,450,719.03","219,900,000.00","219,900,000.00","0.66","Japan","-","4.45","20/Sept/2028","0.30","JPY","12/Oct/2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #447","Treasury","Fixed Income","1,443,739.10","0.05","1,443,739.10","218,650,000.00","218,650,000.00","0.66","Japan","-","1.01","01/Apr/2025","0.01","JPY","03/Apr/2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #42","Treasury","Fixed Income","1,443,228.36","0.05","1,443,228.36","210,500,000.00","210,500,000.00","0.69","Japan","-","16.83","20/Mar/2044","1.70","JPY","20/Mar/2014" "JGB","JAPAN (GOVERNMENT OF) 40YR #9","Treasury","Fixed Income","1,431,593.25","0.05","1,431,593.25","326,000,000.00","326,000,000.00","0.44","Japan","-","29.03","20/Mar/2056","0.40","JPY","30/May/2016" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,423,193.19","0.05","1,423,193.19","1,920,000.00","1,920,000.00","73.01","Canada","-","1.04","01/May/2025","3.75","CAD","10/Feb/2023" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,420,619.65","0.05","1,420,619.65","2,058,000.00","2,058,000.00","68.15","United Kingdom","-","20.44","22/Oct/2054","1.63","GBP","15/May/2019" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,418,163.46","0.05","1,418,163.46","1,398,000.00","1,398,000.00","99.84","United States","-","11.75","15/May/2041","4.38","USD","16/May/2011" "JGB","JAPAN (GOVERNMENT OF) 30YR #63","Treasury","Fixed Income","1,417,331.47","0.05","1,417,331.47","288,700,000.00","288,700,000.00","0.49","Japan","-","23.46","20/Jun/2049","0.40","JPY","05/Jul/2019" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,405,584.29","0.05","1,405,584.29","1,111,000.00","1,111,000.00","121.38","Germany","-","2.91","04/Jul/2027","6.50","EUR","04/Jul/1997" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,395,118.17","0.05","1,395,118.17","1,316,000.00","1,316,000.00","104.09","United States","-","4.03","15/Nov/2028","5.25","USD","16/Nov/1998" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,391,470.82","0.05","1,391,470.82","1,389,000.00","1,389,000.00","98.63","United States","-","11.60","15/Nov/2040","4.25","USD","15/Nov/2010" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,389,491.73","0.05","1,389,491.73","2,025,000.00","2,025,000.00","68.55","Canada","-","2.83","01/Mar/2027","1.25","CAD","15/Oct/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #161","Treasury","Fixed Income","1,384,191.23","0.05","1,384,191.23","220,300,000.00","220,300,000.00","0.63","Japan","-","12.63","20/Jun/2037","0.60","JPY","20/Jun/2017" "BTPS","ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","1,362,967.96","0.05","1,362,967.96","1,261,000.00","1,261,000.00","107.73","Italy","-","2.75","15/Feb/2027","2.95","EUR","15/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 40YR #2","Treasury","Fixed Income","1,362,581.57","0.05","1,362,581.57","185,050,000.00","185,050,000.00","0.74","Japan","-","19.28","20/Mar/2049","2.20","JPY","19/May/2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #134","Treasury","Fixed Income","1,358,604.90","0.05","1,358,604.90","187,350,000.00","187,350,000.00","0.72","Japan","-","7.48","20/Mar/2032","1.80","JPY","21/Mar/2012" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,357,318.42","0.05","1,357,318.42","967,000.00","967,000.00","138.07","United Kingdom","-","4.05","07/Dec/2028","6.00","GBP","29/Jan/1998" "JGB","JAPAN (GOVERNMENT OF) 5YR #145","Treasury","Fixed Income","1,356,206.28","0.05","1,356,206.28","205,300,000.00","205,300,000.00","0.66","Japan","-","1.49","20/Sept/2025","0.10","JPY","09/Oct/2020" "TNOTE","TREASURY NOTE","Treasury","Fixed Income","1,351,246.49","0.05","1,351,246.49","1,481,000.00","1,481,000.00","91.16","United States","-","2.82","28/Feb/2027","1.13","USD","02/Mar/2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #66","Treasury","Fixed Income","1,347,672.56","0.05","1,347,672.56","278,600,000.00","278,600,000.00","0.48","Japan","-","24.12","20/Mar/2050","0.40","JPY","08/Apr/2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,341,338.34","0.05","1,341,338.34","1,823,000.00","1,823,000.00","73.40","Canada","-","3.63","01/Mar/2028","3.50","CAD","21/Oct/2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #61","Treasury","Fixed Income","1,340,919.43","0.05","1,340,919.43","249,750,000.00","249,750,000.00","0.54","Japan","-","22.12","20/Dec/2048","0.70","JPY","11/Jan/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #112","Treasury","Fixed Income","1,324,677.73","0.05","1,324,677.73","183,200,000.00","183,200,000.00","0.72","Japan","-","4.96","20/Jun/2029","2.10","JPY","27/Jul/2009" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,323,233.89","0.05","1,323,233.89","1,694,000.00","1,694,000.00","77.06","United States","-","15.18","15/Nov/2046","2.88","USD","15/Nov/2016" "JGB","JAPAN (GOVERNMENT OF) 30YR #52","Treasury","Fixed Income","1,308,170.10","0.05","1,308,170.10","247,950,000.00","247,950,000.00","0.53","Japan","-","20.87","20/Sept/2046","0.50","JPY","20/Sept/2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #110","Treasury","Fixed Income","1,303,474.76","0.05","1,303,474.76","181,800,000.00","181,800,000.00","0.72","Japan","-","4.76","20/Mar/2029","2.10","JPY","24/Apr/2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #156","Treasury","Fixed Income","1,292,695.19","0.05","1,292,695.19","207,350,000.00","207,350,000.00","0.62","Japan","-","11.64","20/Mar/2036","0.40","JPY","22/Mar/2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,287,539.76","0.04","1,287,539.76","1,358,000.00","1,358,000.00","94.38","United States","-","11.81","15/Aug/2040","3.88","USD","16/Aug/2010" "JGB","JAPAN (GOVERNMENT OF) 10YR #346","Treasury","Fixed Income","1,283,991.01","0.04","1,283,991.01","195,000,000.00","195,000,000.00","0.66","Japan","-","2.98","20/Mar/2027","0.10","JPY","21/Mar/2017" "JGB","JAPAN (GOVERNMENT OF) 10YR #364","Treasury","Fixed Income","1,283,845.57","0.04","1,283,845.57","200,450,000.00","200,450,000.00","0.64","Japan","-","7.44","20/Sept/2031","0.10","JPY","06/Oct/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #57","Treasury","Fixed Income","1,280,048.05","0.04","1,280,048.05","229,550,000.00","229,550,000.00","0.56","Japan","-","21.08","20/Dec/2047","0.80","JPY","20/Dec/2017" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,279,687.36","0.04","1,279,687.36","2,423,000.00","2,423,000.00","52.48","United Kingdom","-","22.20","22/Oct/2050","0.63","GBP","10/Jun/2020" "JGB","JAPAN (GOVERNMENT OF) 5YR #159","Treasury","Fixed Income","1,271,209.84","0.04","1,271,209.84","194,050,000.00","194,050,000.00","0.65","Japan","-","4.22","20/Jun/2028","0.10","JPY","12/Jul/2023" "JGB","JAPAN (GOVERNMENT OF) 2YR #450","Treasury","Fixed Income","1,266,281.96","0.04","1,266,281.96","191,850,000.00","191,850,000.00","0.66","Japan","-","1.26","01/Jul/2025","0.01","JPY","03/Jul/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #113","Treasury","Fixed Income","1,264,248.67","0.04","1,264,248.67","175,050,000.00","175,050,000.00","0.72","Japan","-","5.21","20/Sept/2029","2.10","JPY","24/Sept/2009" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,262,458.20","0.04","1,262,458.20","1,920,000.00","1,920,000.00","65.10","Canada","-","20.18","01/Dec/2055","2.75","CAD","30/Jan/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #157","Treasury","Fixed Income","1,261,367.11","0.04","1,261,367.11","208,100,000.00","208,100,000.00","0.61","Japan","-","12.02","20/Jun/2036","0.20","JPY","27/Jun/2016" "JGB","JAPAN (GOVERNMENT OF) 30YR #62","Treasury","Fixed Income","1,257,981.92","0.04","1,257,981.92","248,500,000.00","248,500,000.00","0.51","Japan","-","22.96","20/Mar/2049","0.50","JPY","05/Apr/2019" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,255,340.87","0.04","1,255,340.87","1,197,000.00","1,197,000.00","104.24","Germany","-","3.43","15/Oct/2027","1.30","EUR","07/Sept/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #125","Treasury","Fixed Income","1,255,114.39","0.04","1,255,114.39","169,800,000.00","169,800,000.00","0.74","Japan","-","6.52","20/Mar/2031","2.20","JPY","22/Mar/2011" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,242,565.73","0.04","1,242,565.73","1,624,000.00","1,624,000.00","76.12","United Kingdom","-","17.94","22/Jan/2049","1.75","GBP","12/Sept/2018" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","1,242,140.71","0.04","1,242,140.71","1,743,000.00","1,743,000.00","70.60","Italy","-","16.88","30/Apr/2045","1.50","EUR","10/Mar/2021" "JGB","JAPAN (GOVERNMENT OF) 5YR #156","Treasury","Fixed Income","1,238,197.43","0.04","1,238,197.43","187,750,000.00","187,750,000.00","0.66","Japan","-","3.71","20/Dec/2027","0.20","JPY","17/Feb/2023" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,236,009.93","0.04","1,236,009.93","1,182,000.00","1,182,000.00","104.06","United States","-","9.17","15/Feb/2036","4.50","USD","15/Feb/2006" "JGB","JAPAN (GOVERNMENT OF) 20YR #114","Treasury","Fixed Income","1,234,019.53","0.04","1,234,019.53","169,450,000.00","169,450,000.00","0.72","Japan","-","5.41","20/Dec/2029","2.10","JPY","21/Dec/2009" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,228,646.39","0.04","1,228,646.39","1,442,000.00","1,442,000.00","84.06","United States","-","12.77","15/Nov/2041","3.13","USD","15/Nov/2011" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,227,332.88","0.04","1,227,332.88","1,524,000.00","1,524,000.00","79.44","United States","-","14.63","15/Nov/2045","3.00","USD","16/Nov/2015" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,223,810.03","0.04","1,223,810.03","1,701,000.00","1,701,000.00","71.41","Canada","-","0.98","01/Apr/2025","1.50","CAD","24/Jan/2022" "JGB","JAPAN (GOVERNMENT OF) 20YR #121","Treasury","Fixed Income","1,219,363.68","0.04","1,219,363.68","168,750,000.00","168,750,000.00","0.72","Japan","-","6.13","20/Sept/2030","1.90","JPY","21/Sept/2010" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,217,923.65","0.04","1,217,923.65","1,316,000.00","1,316,000.00","92.13","United States","-","12.35","15/Aug/2041","3.75","USD","15/Aug/2011" "JGB","JAPAN (GOVERNMENT OF) 10YR #344","Treasury","Fixed Income","1,217,219.28","0.04","1,217,219.28","184,700,000.00","184,700,000.00","0.66","Japan","-","2.49","20/Sept/2026","0.10","JPY","20/Sept/2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #132","Treasury","Fixed Income","1,206,138.43","0.04","1,206,138.43","167,100,000.00","167,100,000.00","0.72","Japan","-","7.26","20/Dec/2031","1.70","JPY","20/Dec/2011" "JGB","JAPAN (GOVERNMENT OF) 5YR #143","Treasury","Fixed Income","1,202,996.47","0.04","1,202,996.47","182,000,000.00","182,000,000.00","0.66","Japan","-","0.98","20/Mar/2025","0.10","JPY","10/Apr/2020" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,198,743.57","0.04","1,198,743.57","1,094,000.00","1,094,000.00","109.21","Germany","-","21.38","15/Aug/2054","2.50","EUR","06/Feb/2024" "JGB","JAPAN (GOVERNMENT OF) 40YR #3","Treasury","Fixed Income","1,192,994.08","0.04","1,192,994.08","162,450,000.00","162,450,000.00","0.73","Japan","-","19.83","20/Mar/2050","2.20","JPY","18/May/2010" "BTPS","BUONI POLIENNALI DEL TESORO","Treasury","Fixed Income","1,191,529.12","0.04","1,191,529.12","1,444,000.00","1,444,000.00","82.30","Italy","-","22.29","01/Mar/2067","2.80","EUR","11/Oct/2016" "JGB","JAPAN (GOVERNMENT OF) 10YR #348","Treasury","Fixed Income","1,189,929.79","0.04","1,189,929.79","181,000,000.00","181,000,000.00","0.66","Japan","-","3.48","20/Sept/2027","0.10","JPY","20/Sept/2017" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,182,589.33","0.04","1,182,589.33","938,000.00","938,000.00","125.12","United Kingdom","-","16.33","31/Jul/2054","4.38","GBP","24/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #94","Treasury","Fixed Income","1,178,950.16","0.04","1,178,950.16","168,900,000.00","168,900,000.00","0.70","Japan","-","2.91","20/Mar/2027","2.10","JPY","27/Apr/2007" "JGB","JAPAN (GOVERNMENT OF) 30YR #58","Treasury","Fixed Income","1,175,919.50","0.04","1,175,919.50","211,950,000.00","211,950,000.00","0.55","Japan","-","21.33","20/Mar/2048","0.80","JPY","20/Mar/2018" "JGB","JAPAN (GOVERNMENT OF) 30YR #40","Treasury","Fixed Income","1,174,520.62","0.04","1,174,520.62","167,700,000.00","167,700,000.00","0.70","Japan","-","16.38","20/Sept/2043","1.80","JPY","20/Sept/2013" "JGB","JAPAN (GOVERNMENT OF) 5YR #152","Treasury","Fixed Income","1,167,444.14","0.04","1,167,444.14","177,300,000.00","177,300,000.00","0.66","Japan","-","2.98","20/Mar/2027","0.10","JPY","22/Jun/2022" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,160,659.45","0.04","1,160,659.45","2,947,000.00","2,947,000.00","39.11","United Kingdom","-","29.61","22/Oct/2061","0.50","GBP","20/May/2020" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,157,846.55","0.04","1,157,846.55","1,450,000.00","1,450,000.00","78.91","Canada","-","12.43","01/Jun/2041","4.00","CAD","09/Jun/2008" "JGB","JAPAN (GOVERNMENT OF) 40YR #6","Treasury","Fixed Income","1,154,549.45","0.04","1,154,549.45","168,350,000.00","168,350,000.00","0.69","Japan","-","21.98","20/Mar/2053","1.90","JPY","23/May/2013" "JGB","JAPAN (GOVERNMENT OF) 30YR #15","Treasury","Fixed Income","1,142,429.78","0.04","1,142,429.78","146,850,000.00","146,850,000.00","0.77","Japan","-","9.10","20/Jun/2034","2.50","JPY","20/Aug/2004" "JGB","JAPAN (GOVERNMENT OF) 30YR #64","Treasury","Fixed Income","1,138,439.84","0.04","1,138,439.84","233,250,000.00","233,250,000.00","0.49","Japan","-","23.71","20/Sept/2049","0.40","JPY","11/Oct/2019" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","1,135,418.51","0.04","1,135,418.51","1,856,060.00","1,856,060.00","60.29","United Kingdom","-","25.31","22/Oct/2071","1.63","GBP","16/May/2018" "JGB","JAPAN (GOVERNMENT OF) 10YR #350","Treasury","Fixed Income","1,133,968.37","0.04","1,133,968.37","172,950,000.00","172,950,000.00","0.66","Japan","-","3.97","20/Mar/2028","0.10","JPY","20/Mar/2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,130,612.17","0.04","1,130,612.17","1,367,000.00","1,367,000.00","81.35","Canada","-","4.44","01/Jun/2029","5.75","CAD","02/Feb/1998" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,126,748.51","0.04","1,126,748.51","1,050,000.00","1,050,000.00","104.86","France","-","17.29","25/Jun/2049","3.00","EUR","23/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #44","Treasury","Fixed Income","1,126,968.50","0.04","1,126,968.50","164,650,000.00","164,650,000.00","0.68","Japan","-","17.17","20/Sept/2044","1.70","JPY","22/Sept/2014" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,121,573.64","0.04","1,121,573.64","1,351,000.00","1,351,000.00","81.92","United States","-","13.10","15/May/2042","3.00","USD","15/May/2012" "JGB","JAPAN (GOVERNMENT OF) 10YR #362","Treasury","Fixed Income","1,119,771.66","0.04","1,119,771.66","173,950,000.00","173,950,000.00","0.64","Japan","-","6.94","20/Mar/2031","0.10","JPY","02/Apr/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #143","Treasury","Fixed Income","1,116,015.60","0.04","1,116,015.60","155,750,000.00","155,750,000.00","0.72","Japan","-","8.40","20/Mar/2033","1.60","JPY","21/Mar/2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #90","Treasury","Fixed Income","1,106,497.38","0.04","1,106,497.38","159,500,000.00","159,500,000.00","0.69","Japan","-","2.44","20/Sept/2026","2.20","JPY","29/Sept/2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #347","Treasury","Fixed Income","1,105,851.74","0.04","1,105,851.74","168,000,000.00","168,000,000.00","0.66","Japan","-","3.22","20/Jun/2027","0.10","JPY","20/Jun/2017" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,105,240.01","0.04","1,105,240.01","1,015,000.00","1,015,000.00","108.61","Germany","-","8.04","15/Feb/2033","2.30","EUR","03/May/2023" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,097,920.38","0.04","1,097,920.38","1,518,000.00","1,518,000.00","71.80","Canada","-","1.14","01/Jun/2025","2.25","CAD","30/Jun/2014" "JGB","JAPAN (GOVERNMENT OF) 10YR #349","Treasury","Fixed Income","1,096,657.18","0.04","1,096,657.18","166,950,000.00","166,950,000.00","0.66","Japan","-","3.72","20/Dec/2027","0.10","JPY","20/Dec/2017" "JGB","JAPAN (GOVERNMENT OF) 40YR #7","Treasury","Fixed Income","1,089,603.91","0.04","1,089,603.91","167,200,000.00","167,200,000.00","0.65","Japan","-","22.95","20/Mar/2054","1.70","JPY","29/May/2014" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,089,002.63","0.04","1,089,002.63","1,183,000.00","1,183,000.00","92.05","Germany","-","7.30","15/Aug/2031","0.00","EUR","10/Sept/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #43","Treasury","Fixed Income","1,081,301.70","0.04","1,081,301.70","157,200,000.00","157,200,000.00","0.68","Japan","-","16.93","20/Jun/2044","1.70","JPY","20/Jun/2014" "JGB","JAPAN (GOVERNMENT OF) 30YR #18","Treasury","Fixed Income","1,075,290.16","0.04","1,075,290.16","140,850,000.00","140,850,000.00","0.76","Japan","-","9.81","20/Mar/2035","2.30","JPY","20/Apr/2005" "JGB","JAPAN (GOVERNMENT OF) 5YR #160","Treasury","Fixed Income","1,073,580.34","0.04","1,073,580.34","163,150,000.00","163,150,000.00","0.66","Japan","-","4.21","20/Jun/2028","0.20","JPY","16/Aug/2023" "JGB","JAPAN (GOVERNMENT OF) 20YR #105","Treasury","Fixed Income","1,072,369.57","0.04","1,072,369.57","150,450,000.00","150,450,000.00","0.71","Japan","-","4.30","20/Sept/2028","2.10","JPY","24/Sept/2008" "JGB","JAPAN (GOVERNMENT OF) 10YR #359","Treasury","Fixed Income","1,072,092.49","0.04","1,072,092.49","165,450,000.00","165,450,000.00","0.65","Japan","-","6.20","20/Jun/2030","0.10","JPY","03/Jul/2020" "JGB","JAPAN (GOVERNMENT OF) 10YR #365","Treasury","Fixed Income","1,068,013.68","0.04","1,068,013.68","167,150,000.00","167,150,000.00","0.64","Japan","-","7.69","20/Dec/2031","0.10","JPY","06/Jan/2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #50","Treasury","Fixed Income","1,063,052.66","0.04","1,063,052.66","186,850,000.00","186,850,000.00","0.57","Japan","-","19.76","20/Mar/2046","0.80","JPY","22/Mar/2016" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,062,043.12","0.04","1,062,043.12","1,014,000.00","1,014,000.00","103.09","United States","-","10.29","15/May/2038","4.50","USD","15/Aug/2008" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,059,780.11","0.04","1,059,780.11","1,450,000.00","1,450,000.00","72.01","Canada","-","1.90","01/Apr/2026","3.00","CAD","20/Jan/2023" "JGB","JAPAN (GOVERNMENT OF) 30YR #23","Treasury","Fixed Income","1,050,824.44","0.04","1,050,824.44","133,700,000.00","133,700,000.00","0.78","Japan","-","10.64","20/Jun/2036","2.50","JPY","20/Jul/2006" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,048,810.41","0.04","1,048,810.41","972,000.00","972,000.00","107.30","United States","-","5.75","15/Feb/2031","5.38","USD","15/Feb/2001" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,045,396.21","0.04","1,045,396.21","1,111,000.00","1,111,000.00","94.10","Germany","-","6.31","15/Aug/2030","0.00","EUR","31/Aug/2020" "JGB","JAPAN (GOVERNMENT OF) 5YR #164","Treasury","Fixed Income","1,032,092.70","0.04","1,032,092.70","157,300,000.00","157,300,000.00","0.66","Japan","-","4.70","20/Dec/2028","0.20","JPY","17/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 10YR #351","Treasury","Fixed Income","1,031,773.00","0.04","1,031,773.00","157,500,000.00","157,500,000.00","0.65","Japan","-","4.22","20/Jun/2028","0.10","JPY","04/Jul/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #116","Treasury","Fixed Income","1,012,655.20","0.04","1,012,655.20","138,500,000.00","138,500,000.00","0.73","Japan","-","5.64","20/Mar/2030","2.20","JPY","23/Mar/2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #95","Treasury","Fixed Income","1,008,919.76","0.04","1,008,919.76","142,350,000.00","142,350,000.00","0.70","Japan","-","3.12","20/Jun/2027","2.30","JPY","29/Jun/2007" "JGB","JAPAN (GOVERNMENT OF) 30YR #16","Treasury","Fixed Income","1,007,743.21","0.04","1,007,743.21","130,000,000.00","130,000,000.00","0.77","Japan","-","9.35","20/Sept/2034","2.50","JPY","25/Oct/2004" "JGB","JAPAN (GOVERNMENT OF) 30YR #56","Treasury","Fixed Income","1,005,702.24","0.04","1,005,702.24","180,150,000.00","180,150,000.00","0.56","Japan","-","20.94","20/Sept/2047","0.80","JPY","20/Sept/2017" "TBOND","TREASURY BOND","Treasury","Fixed Income","1,002,073.85","0.03","1,002,073.85","978,000.00","978,000.00","101.97","United States","-","10.32","15/Feb/2038","4.38","USD","15/Feb/2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #55","Treasury","Fixed Income","1,001,771.77","0.03","1,001,771.77","178,400,000.00","178,400,000.00","0.56","Japan","-","20.69","20/Jun/2047","0.80","JPY","20/Jun/2017" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,001,311.26","0.03","1,001,311.26","1,366,000.00","1,366,000.00","72.23","Canada","-","1.44","01/Oct/2025","3.00","CAD","25/Jul/2022" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","988,178.00","0.03","988,178.00","919,000.00","919,000.00","107.10","Germany","-","4.77","12/Apr/2029","2.10","EUR","18/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 20YR #118","Treasury","Fixed Income","986,675.39","0.03","986,675.39","135,450,000.00","135,450,000.00","0.72","Japan","-","5.87","20/Jun/2030","2.00","JPY","21/Jun/2010" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","974,297.57","0.03","974,297.57","1,292,000.00","1,292,000.00","74.58","Canada","-","15.03","01/Dec/2045","3.50","CAD","13/Jun/2011" "JGB","JAPAN (GOVERNMENT OF) 10YR #353","Treasury","Fixed Income","962,663.18","0.03","962,663.18","147,450,000.00","147,450,000.00","0.65","Japan","-","4.71","20/Dec/2028","0.10","JPY","09/Jan/2019" "JGB","JAPAN (GOVERNMENT OF) 10YR #338","Treasury","Fixed Income","957,978.17","0.03","957,978.17","144,500,000.00","144,500,000.00","0.66","Japan","-","0.98","20/Mar/2025","0.40","JPY","20/Mar/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #22","Treasury","Fixed Income","957,010.82","0.03","957,010.82","122,550,000.00","122,550,000.00","0.78","Japan","-","10.51","20/Mar/2036","2.50","JPY","25/Apr/2006" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","951,897.91","0.03","951,897.91","1,280,000.00","1,280,000.00","74.20","Italy","-","19.38","01/Sept/2052","2.15","EUR","12/Jan/2022" "JGB","JAPAN (GOVERNMENT OF) 10YR #339","Treasury","Fixed Income","945,188.93","0.03","945,188.93","142,350,000.00","142,350,000.00","0.66","Japan","-","1.23","20/Jun/2025","0.40","JPY","22/Jun/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #53","Treasury","Fixed Income","943,954.03","0.03","943,954.03","175,150,000.00","175,150,000.00","0.54","Japan","-","20.79","20/Dec/2046","0.60","JPY","20/Dec/2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #108","Treasury","Fixed Income","942,321.84","0.03","942,321.84","132,400,000.00","132,400,000.00","0.71","Japan","-","4.53","20/Dec/2028","1.90","JPY","30/Jan/2009" "JGB","JAPAN (GOVERNMENT OF) 20YR #126","Treasury","Fixed Income","938,318.30","0.03","938,318.30","128,500,000.00","128,500,000.00","0.73","Japan","-","6.56","20/Mar/2031","2.00","JPY","26/Apr/2011" "JGB","JAPAN (GOVERNMENT OF) 30YR #54","Treasury","Fixed Income","924,266.53","0.03","924,266.53","164,550,000.00","164,550,000.00","0.56","Japan","-","20.55","20/Mar/2047","0.80","JPY","21/Mar/2017" "JGB","JAPAN (GOVERNMENT OF) 20YR #109","Treasury","Fixed Income","918,316.99","0.03","918,316.99","129,250,000.00","129,250,000.00","0.71","Japan","-","4.78","20/Mar/2029","1.90","JPY","23/Mar/2009" "JGB","JAPAN (GOVERNMENT OF) 30YR #60","Treasury","Fixed Income","906,494.08","0.03","906,494.08","160,700,000.00","160,700,000.00","0.56","Japan","-","21.46","20/Sept/2048","0.90","JPY","12/Oct/2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","897,511.38","0.03","897,511.38","1,350,000.00","1,350,000.00","65.83","Canada","-","17.22","01/Dec/2048","2.75","CAD","02/Jun/2014" "JGB","JAPAN (GOVERNMENT OF) 20YR #131","Treasury","Fixed Income","895,769.03","0.03","895,769.03","124,700,000.00","124,700,000.00","0.72","Japan","-","7.06","20/Sept/2031","1.70","JPY","28/Nov/2011" "JGB","JAPAN (GOVERNMENT OF) 10YR #360","Treasury","Fixed Income","893,139.57","0.03","893,139.57","138,150,000.00","138,150,000.00","0.65","Japan","-","6.45","20/Sept/2030","0.10","JPY","02/Oct/2020" "TBOND","TREASURY BOND","Treasury","Fixed Income","891,725.34","0.03","891,725.34","807,000.00","807,000.00","108.67","United States","-","9.58","15/May/2037","5.00","USD","15/Aug/2007" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","890,570.40","0.03","890,570.40","1,013,000.00","1,013,000.00","86.56","Canada","-","7.21","01/Jun/2033","5.75","CAD","15/Oct/2001" "JGB","JAPAN (GOVERNMENT OF) 20YR #124","Treasury","Fixed Income","886,169.86","0.03","886,169.86","121,050,000.00","121,050,000.00","0.73","Japan","-","6.31","20/Dec/2030","2.00","JPY","25/Feb/2011" "JGB","JAPAN (GOVERNMENT OF) 30YR #14","Treasury","Fixed Income","886,420.81","0.03","886,420.81","115,700,000.00","115,700,000.00","0.77","Japan","-","8.98","20/Mar/2034","2.40","JPY","20/Apr/2004" "JGB","JAPAN (GOVERNMENT OF) 20YR #102","Treasury","Fixed Income","884,857.06","0.03","884,857.06","122,400,000.00","122,400,000.00","0.72","Japan","-","4.03","20/Jun/2028","2.40","JPY","20/Jun/2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #142","Treasury","Fixed Income","884,378.30","0.03","884,378.30","121,100,000.00","121,100,000.00","0.73","Japan","-","8.09","20/Dec/2032","1.80","JPY","25/Feb/2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #135","Treasury","Fixed Income","882,166.04","0.03","882,166.04","122,600,000.00","122,600,000.00","0.72","Japan","-","7.50","20/Mar/2032","1.70","JPY","26/Apr/2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #51","Treasury","Fixed Income","879,093.00","0.03","879,093.00","173,950,000.00","173,950,000.00","0.50","Japan","-","21.15","20/Jun/2046","0.30","JPY","20/Jun/2016" "JGB","JAPAN (GOVERNMENT OF) 30YR #25","Treasury","Fixed Income","871,122.42","0.03","871,122.42","113,100,000.00","113,100,000.00","0.77","Japan","-","11.12","20/Dec/2036","2.30","JPY","25/Jan/2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #88","Treasury","Fixed Income","870,767.32","0.03","870,767.32","125,150,000.00","125,150,000.00","0.69","Japan","-","2.18","20/Jun/2026","2.30","JPY","26/Jun/2006" "TBOND","TREASURY BOND","Treasury","Fixed Income","866,890.10","0.03","866,890.10","940,000.00","940,000.00","91.83","United States","-","11.27","15/Feb/2039","3.50","USD","17/Feb/2009" "JGB","JAPAN (GOVERNMENT OF) 10YR #369","Treasury","Fixed Income","865,295.33","0.03","865,295.33","132,100,000.00","132,100,000.00","0.65","Japan","-","8.52","20/Dec/2032","0.50","JPY","06/Jan/2023" "JGB","JAPAN (GOVERNMENT OF) 10YR #342","Treasury","Fixed Income","861,342.42","0.03","861,342.42","130,600,000.00","130,600,000.00","0.66","Japan","-","1.98","20/Mar/2026","0.10","JPY","22/Mar/2016" "JGB","JAPAN (GOVERNMENT OF) 10YR #361","Treasury","Fixed Income","861,164.20","0.03","861,164.20","133,450,000.00","133,450,000.00","0.65","Japan","-","6.69","20/Dec/2030","0.10","JPY","07/Jan/2021" "JGB","JAPAN (GOVERNMENT OF) 10YR #358","Treasury","Fixed Income","852,518.27","0.03","852,518.27","131,350,000.00","131,350,000.00","0.65","Japan","-","5.95","20/Mar/2030","0.10","JPY","03/Apr/2020" "UKT","UK CONV GILT RegS","Treasury","Fixed Income","840,856.06","0.03","840,856.06","1,731,000.00","1,731,000.00","47.97","United Kingdom","-","28.67","22/Oct/2073","1.13","GBP","09/Feb/2022" "JGB","JAPAN (GOVERNMENT OF) 40YR #8","Treasury","Fixed Income","839,615.16","0.03","839,615.16","139,350,000.00","139,350,000.00","0.60","Japan","-","24.31","20/Mar/2055","1.40","JPY","27/Apr/2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #120","Treasury","Fixed Income","822,687.03","0.03","822,687.03","115,600,000.00","115,600,000.00","0.71","Japan","-","5.93","20/Jun/2030","1.60","JPY","27/Aug/2010" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","809,475.42","0.03","809,475.42","853,000.00","853,000.00","93.70","Germany","-","21.97","15/Aug/2053","1.80","EUR","20/Jun/2023" "JGB","JAPAN (GOVERNMENT OF) 10YR #352","Treasury","Fixed Income","803,584.69","0.03","803,584.69","122,900,000.00","122,900,000.00","0.65","Japan","-","4.47","20/Sept/2028","0.10","JPY","03/Oct/2018" "JGB","JAPAN (GOVERNMENT OF) 20YR #144","Treasury","Fixed Income","797,631.87","0.03","797,631.87","112,200,000.00","112,200,000.00","0.71","Japan","-","8.43","20/Mar/2033","1.50","JPY","22/Apr/2013" "JGB","JAPAN (GOVERNMENT OF) 20YR #119","Treasury","Fixed Income","795,300.47","0.03","795,300.47","110,450,000.00","110,450,000.00","0.72","Japan","-","5.90","20/Jun/2030","1.80","JPY","27/Jul/2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #85","Treasury","Fixed Income","787,482.68","0.03","787,482.68","114,800,000.00","114,800,000.00","0.69","Japan","-","1.95","20/Mar/2026","2.10","JPY","27/Mar/2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #356","Treasury","Fixed Income","786,194.77","0.03","786,194.77","120,900,000.00","120,900,000.00","0.65","Japan","-","5.46","20/Sept/2029","0.10","JPY","02/Oct/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #101","Treasury","Fixed Income","779,355.41","0.03","779,355.41","108,850,000.00","108,850,000.00","0.72","Japan","-","3.82","20/Mar/2028","2.40","JPY","30/May/2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #139","Treasury","Fixed Income","778,616.71","0.03","778,616.71","108,500,000.00","108,500,000.00","0.71","Japan","-","7.72","20/Jun/2032","1.60","JPY","27/Aug/2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #20","Treasury","Fixed Income","761,160.37","0.03","761,160.37","97,600,000.00","97,600,000.00","0.78","Japan","-","10.13","20/Sept/2035","2.50","JPY","25/Oct/2005" "JGB","JAPAN (GOVERNMENT OF) 30YR #17","Treasury","Fixed Income","756,037.51","0.03","756,037.51","97,700,000.00","97,700,000.00","0.77","Japan","-","9.53","20/Dec/2034","2.40","JPY","21/Feb/2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #115","Treasury","Fixed Income","752,999.14","0.03","752,999.14","102,850,000.00","102,850,000.00","0.73","Japan","-","5.40","20/Dec/2029","2.20","JPY","26/Feb/2010" "JGB","JAPAN (GOVERNMENT OF) 30YR #45","Treasury","Fixed Income","749,626.96","0.03","749,626.96","113,200,000.00","113,200,000.00","0.66","Japan","-","17.55","20/Dec/2044","1.50","JPY","22/Dec/2014" "JGB","JAPAN (GOVERNMENT OF) 10YR #341","Treasury","Fixed Income","735,731.45","0.03","735,731.45","111,000,000.00","111,000,000.00","0.66","Japan","-","1.73","20/Dec/2025","0.30","JPY","21/Dec/2015" "FRTR","FRANCE (REPUBLIC OF)","Treasury","Fixed Income","726,341.14","0.03","726,341.14","1,674,000.00","1,674,000.00","42.94","France","-","37.92","25/May/2072","0.50","EUR","26/Jan/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #127","Treasury","Fixed Income","723,183.75","0.03","723,183.75","99,650,000.00","99,650,000.00","0.73","Japan","-","6.57","20/Mar/2031","1.90","JPY","31/May/2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #84","Treasury","Fixed Income","710,242.92","0.02","710,242.92","103,650,000.00","103,650,000.00","0.68","Japan","-","1.71","20/Dec/2025","2.00","JPY","31/Jan/2006" "JGB","JAPAN (GOVERNMENT OF) 30YR #49","Treasury","Fixed Income","708,220.50","0.02","708,220.50","109,650,000.00","109,650,000.00","0.64","Japan","-","18.40","20/Dec/2045","1.40","JPY","21/Dec/2015" "DBR","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","702,202.67","0.02","702,202.67","1,214,000.00","1,214,000.00","57.84","Germany","-","26.08","15/Aug/2050","0.00","EUR","18/May/2021" "JGB","JAPAN (GOVERNMENT OF) 30YR #21","Treasury","Fixed Income","700,427.56","0.02","700,427.56","91,100,000.00","91,100,000.00","0.76","Japan","-","10.35","20/Dec/2035","2.30","JPY","25/Jan/2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #357","Treasury","Fixed Income","700,204.87","0.02","700,204.87","107,750,000.00","107,750,000.00","0.65","Japan","-","5.70","20/Dec/2029","0.10","JPY","08/Jan/2020" "JGB","JAPAN (GOVERNMENT OF) 20YR #111","Treasury","Fixed Income","699,031.21","0.02","699,031.21","96,200,000.00","96,200,000.00","0.72","Japan","-","4.95","20/Jun/2029","2.20","JPY","22/Jun/2009" "JGB","JAPAN (GOVERNMENT OF) 10YR #355","Treasury","Fixed Income","696,964.27","0.02","696,964.27","107,050,000.00","107,050,000.00","0.65","Japan","-","5.21","20/Jun/2029","0.10","JPY","03/Jul/2019" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","695,728.25","0.02","695,728.25","1,021,000.00","1,021,000.00","67.91","Canada","-","3.07","01/Jun/2027","1.00","CAD","03/Aug/2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #136","Treasury","Fixed Income","684,116.34","0.02","684,116.34","95,750,000.00","95,750,000.00","0.71","Japan","-","7.53","20/Mar/2032","1.60","JPY","28/May/2012" "JGB","JAPAN (GOVERNMENT OF) 40YR #1","Treasury","Fixed Income","680,291.44","0.02","680,291.44","88,900,000.00","88,900,000.00","0.76","Japan","-","18.45","20/Mar/2048","2.40","JPY","20/Nov/2007" "OBL","GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","674,934.49","0.02","674,934.49","652,000.00","652,000.00","103.52","Germany","-","1.52","10/Oct/2025","0.00","EUR","06/Nov/2020" "JGB","JAPAN (GOVERNMENT OF) 30YR #47","Treasury","Fixed Income","674,114.37","0.02","674,114.37","100,250,000.00","100,250,000.00","0.67","Japan","-","17.74","20/Jun/2045","1.60","JPY","22/Jun/2015" "JGB","JAPAN (GOVERNMENT OF) 30YR #24","Treasury","Fixed Income","672,245.57","0.02","672,245.57","86,000,000.00","86,000,000.00","0.78","Japan","-","10.89","20/Sept/2036","2.50","JPY","20/Oct/2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #343","Treasury","Fixed Income","667,031.04","0.02","667,031.04","101,150,000.00","101,150,000.00","0.66","Japan","-","2.23","20/Jun/2026","0.10","JPY","20/Jun/2016" "JGB","JAPAN (GOVERNMENT OF) 20YR #93","Treasury","Fixed Income","666,466.53","0.02","666,466.53","95,750,000.00","95,750,000.00","0.70","Japan","-","2.91","20/Mar/2027","2.00","JPY","26/Mar/2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #122","Treasury","Fixed Income","658,777.16","0.02","658,777.16","91,700,000.00","91,700,000.00","0.72","Japan","-","6.15","20/Sept/2030","1.80","JPY","26/Oct/2010" "JGB","JAPAN (GOVERNMENT OF) 20YR #129","Treasury","Fixed Income","654,868.35","0.02","654,868.35","90,300,000.00","90,300,000.00","0.72","Japan","-","6.79","20/Jun/2031","1.80","JPY","30/Aug/2011" "JGB","JAPAN (GOVERNMENT OF) 20YR #97","Treasury","Fixed Income","651,135.34","0.02","651,135.34","92,250,000.00","92,250,000.00","0.71","Japan","-","3.37","20/Sept/2027","2.20","JPY","28/Sept/2007" "JGB","JAPAN (GOVERNMENT OF) 10YR #340","Treasury","Fixed Income","644,656.73","0.02","644,656.73","97,150,000.00","97,150,000.00","0.66","Japan","-","1.48","20/Sept/2025","0.40","JPY","24/Sept/2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #138","Treasury","Fixed Income","639,593.95","0.02","639,593.95","89,800,000.00","89,800,000.00","0.71","Japan","-","7.74","20/Jun/2032","1.50","JPY","30/Jul/2012" "JGB","JAPAN (GOVERNMENT OF) 30YR #19","Treasury","Fixed Income","639,845.99","0.02","639,845.99","83,300,000.00","83,300,000.00","0.76","Japan","-","9.96","20/Jun/2035","2.30","JPY","20/Jul/2005" "TBOND","TREASURY BOND","Treasury","Fixed Income","632,638.46","0.02","632,638.46","560,000.00","560,000.00","110.69","United States","-","5.04","15/May/2030","6.25","USD","15/Feb/2000" "JGB","JAPAN (GOVERNMENT OF) 5YR #155","Treasury","Fixed Income","626,691.16","0.02","626,691.16","94,650,000.00","94,650,000.00","0.66","Japan","-","3.71","20/Dec/2027","0.30","JPY","16/Jan/2023" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","626,121.50","0.02","626,121.50","497,000.00","497,000.00","124.99","United Kingdom","-","2.74","07/Mar/2027","3.75","GBP","11/Jan/2024" "JGB","JAPAN (GOVERNMENT OF) 10YR #367","Treasury","Fixed Income","623,866.72","0.02","623,866.72","97,350,000.00","97,350,000.00","0.64","Japan","-","8.14","20/Jun/2032","0.20","JPY","06/Jul/2022" "TBOND","TREASURY BOND","Treasury","Fixed Income","618,867.45","0.02","618,867.45","600,000.00","600,000.00","102.47","United States","-","1.77","15/Feb/2026","6.00","USD","15/Feb/1996" "JGB","JAPAN (GOVERNMENT OF) 20YR #107","Treasury","Fixed Income","618,400.41","0.02","618,400.41","86,100,000.00","86,100,000.00","0.71","Japan","-","4.51","20/Dec/2028","2.10","JPY","22/Dec/2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #13","Treasury","Fixed Income","615,856.89","0.02","615,856.89","82,800,000.00","82,800,000.00","0.74","Japan","-","8.87","20/Dec/2033","2.00","JPY","27/Feb/2004" "JGB","JAPAN (GOVERNMENT OF) 20YR #137","Treasury","Fixed Income","600,809.23","0.02","600,809.23","83,100,000.00","83,100,000.00","0.72","Japan","-","7.69","20/Jun/2032","1.70","JPY","20/Jun/2012" "JGB","JAPAN (GOVERNMENT OF) 10YR #1","Treasury","Fixed Income","595,817.36","0.02","595,817.36","90,100,000.00","90,100,000.00","0.66","Japan","-","9.37","20/Dec/2033","0.70","JPY","15/Feb/2024" "JGB","JAPAN (GOVERNMENT OF) 30YR #8","Treasury","Fixed Income","579,025.81","0.02","579,025.81","79,200,000.00","79,200,000.00","0.73","Japan","-","8.01","22/Nov/2032","1.80","JPY","20/Nov/2002" "JGB","JAPAN (GOVERNMENT OF) 20YR #81","Treasury","Fixed Income","575,464.00","0.02","575,464.00","84,700,000.00","84,700,000.00","0.68","Japan","-","1.47","20/Sept/2025","2.00","JPY","30/Sept/2005" "TBOND","TREASURY BOND","Treasury","Fixed Income","573,247.26","0.02","573,247.26","530,000.00","530,000.00","105.92","United States","-","3.19","15/Nov/2027","6.13","USD","17/Nov/1997" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","572,175.29","0.02","572,175.29","815,000.00","815,000.00","69.85","Canada","-","2.10","01/Jun/2026","1.50","CAD","21/Jul/2015" "JGB","JAPAN (GOVERNMENT OF) 20YR #86","Treasury","Fixed Income","564,298.41","0.02","564,298.41","81,950,000.00","81,950,000.00","0.69","Japan","-","1.95","20/Mar/2026","2.30","JPY","28/Apr/2006" "JGB","JAPAN (GOVERNMENT OF) 10YR #354","Treasury","Fixed Income","559,574.23","0.02","559,574.23","85,850,000.00","85,850,000.00","0.65","Japan","-","4.96","20/Mar/2029","0.10","JPY","03/Apr/2019" "JGB","JAPAN (GOVERNMENT OF) 20YR #103","Treasury","Fixed Income","551,512.58","0.02","551,512.58","76,600,000.00","76,600,000.00","0.72","Japan","-","4.04","20/Jun/2028","2.30","JPY","29/Jul/2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #87","Treasury","Fixed Income","532,637.81","0.02","532,637.81","77,500,000.00","77,500,000.00","0.69","Japan","-","1.95","20/Mar/2026","2.20","JPY","30/May/2006" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","524,864.60","0.02","524,864.60","748,000.00","748,000.00","69.64","Canada","-","4.79","01/Jun/2029","2.25","CAD","27/Jul/2018" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","513,761.43","0.02","513,761.43","788,000.00","788,000.00","64.55","Canada","-","23.15","01/Dec/2064","2.75","CAD","01/May/2014" "JGB","JAPAN (GOVERNMENT OF) 30YR #48","Treasury","Fixed Income","513,446.16","0.02","513,446.16","79,600,000.00","79,600,000.00","0.64","Japan","-","18.29","20/Sept/2045","1.40","JPY","24/Sept/2015" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","508,418.72","0.02","508,418.72","711,000.00","711,000.00","71.44","Canada","-","0.91","01/Mar/2025","1.25","CAD","11/Oct/2019" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","499,975.43","0.02","499,975.43","716,000.00","716,000.00","69.36","Canada","-","3.93","01/Jun/2028","2.00","CAD","01/Aug/2017" "JGB","JAPAN (GOVERNMENT OF) 30YR #11","Treasury","Fixed Income","484,386.33","0.02","484,386.33","66,800,000.00","66,800,000.00","0.72","Japan","-","8.55","20/Jun/2033","1.70","JPY","30/Jul/2003" "BTPS","ITALY (REPUBLIC OF)","Treasury","Fixed Income","476,248.93","0.02","476,248.93","696,000.00","696,000.00","68.26","Italy","-","24.94","01/Mar/2072","2.15","EUR","14/Apr/2021" "JGB","JAPAN (GOVERNMENT OF) 20YR #106","Treasury","Fixed Income","466,641.16","0.02","466,641.16","65,200,000.00","65,200,000.00","0.72","Japan","-","4.29","20/Sept/2028","2.20","JPY","31/Oct/2008" "JGB","JAPAN (GOVERNMENT OF) 20YR #98","Treasury","Fixed Income","456,597.06","0.02","456,597.06","64,900,000.00","64,900,000.00","0.70","Japan","-","3.38","20/Sept/2027","2.10","JPY","30/Nov/2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #96","Treasury","Fixed Income","454,894.25","0.02","454,894.25","64,600,000.00","64,600,000.00","0.70","Japan","-","3.13","20/Jun/2027","2.10","JPY","31/Aug/2007" "JGB","JAPAN (GOVERNMENT OF) 20YR #104","Treasury","Fixed Income","454,175.78","0.02","454,175.78","63,600,000.00","63,600,000.00","0.71","Japan","-","4.05","20/Jun/2028","2.10","JPY","29/Aug/2008" "JGB","JAPAN (GOVERNMENT OF) 30YR #12","Treasury","Fixed Income","441,294.08","0.02","441,294.08","59,100,000.00","59,100,000.00","0.75","Japan","-","8.67","20/Sept/2033","2.10","JPY","20/Nov/2003" "JGB","JAPAN (GOVERNMENT OF) 20YR #89","Treasury","Fixed Income","426,893.02","0.01","426,893.02","61,500,000.00","61,500,000.00","0.69","Japan","-","2.18","20/Jun/2026","2.20","JPY","30/Aug/2006" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","418,021.88","0.01","418,021.88","598,000.00","598,000.00","69.37","Canada","-","5.23","01/Dec/2029","2.25","CAD","29/Mar/2022" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","412,634.01","0.01","412,634.01","476,000.00","476,000.00","85.51","Canada","-","9.80","01/Jun/2037","5.00","CAD","19/Jul/2004" "JGB","JAPAN (GOVERNMENT OF) 20YR #76","Treasury","Fixed Income","407,065.34","0.01","407,065.34","60,500,000.00","60,500,000.00","0.67","Japan","-","0.98","20/Mar/2025","1.90","JPY","28/Apr/2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #82","Treasury","Fixed Income","401,438.82","0.01","401,438.82","59,000,000.00","59,000,000.00","0.68","Japan","-","1.47","20/Sept/2025","2.10","JPY","31/Oct/2005" "JGB","JAPAN (GOVERNMENT OF) 20YR #83","Treasury","Fixed Income","387,898.25","0.01","387,898.25","56,500,000.00","56,500,000.00","0.68","Japan","-","1.71","20/Dec/2025","2.10","JPY","20/Dec/2005" "JGB","JAPAN (GOVERNMENT OF) 10YR #368","Treasury","Fixed Income","385,230.20","0.01","385,230.20","60,300,000.00","60,300,000.00","0.64","Japan","-","8.40","20/Sept/2032","0.20","JPY","05/Oct/2022" "JGB","JAPAN (GOVERNMENT OF) 30YR #7","Treasury","Fixed Income","384,273.72","0.01","384,273.72","50,750,000.00","50,750,000.00","0.75","Japan","-","7.45","20/May/2032","2.30","JPY","20/May/2002" "JGB","JAPAN (GOVERNMENT OF) 20YR #78","Treasury","Fixed Income","312,259.51","0.01","312,259.51","46,000,000.00","46,000,000.00","0.68","Japan","-","1.22","20/Jun/2025","1.90","JPY","27/Jun/2005" "CAN","CANADA (GOVERNMENT OF)","Treasury","Fixed Income","284,648.66","0.01","284,648.66","385,000.00","385,000.00","73.58","Canada","-","1.98","01/May/2026","4.00","CAD","12/Feb/2024" "UKT","UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","272,492.23","0.01","272,492.23","213,000.00","213,000.00","127.56","United Kingdom","-","6.48","22/Oct/2031","4.00","GBP","29/Feb/2024" "CAD","CAD CASH","Cash and/or Derivatives","Cash","247,830.57","0.01","247,830.57","336,765.00","336,765.00","73.59","Canada","-","0.00","-","0.00","CAD","01/Jan/1989" "GBP","GBP CASH","Cash and/or Derivatives","Cash","213,655.46","0.01","213,655.46","169,172.00","169,172.00","126.29","United Kingdom","-","0.00","-","0.00","GBP","01/Jan/1989" "JGB","JAPAN (GOVERNMENT OF) 20YR #75","Treasury","Fixed Income","165,842.23","0.01","165,842.23","24,600,000.00","24,600,000.00","0.67","Japan","-","0.98","20/Mar/2025","2.10","JPY","25/Mar/2005" "CHF","CHF CASH","Cash and/or Derivatives","Cash","162,343.69","0.01","162,343.69","147,027.00","147,027.00","110.42","Switzerland","-","0.00","-","0.00","CHF","01/Jan/1990"