iShares Global Government Bond USD Hedged Active ETF
Fund Holdings as of,"Jul 30, 2026"
Inception Date,"Jun 25, 2025"
Shares Outstanding,"59,280,000.00"
Stock,"-"
Bond,"-"
Cash,"-"
Other,"-"

Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Par Value,CUSIP,ISIN,SEDOL,Location,Exchange,Currency,Duration,YTM (%),FX Rate,Maturity,Coupon (%),Mod. Duration,Yield to Call (%),Yield to Worst (%),Real Duration,Real YTM (%),Market Currency,Accrual Date,Effective Date
"BLACKROCK CASH CL INST SL AGENCY","Cash and/or Derivatives","Money Market","94,401,550.32","3.19","94,401,550.32","94,373,238.00","066922519","US0669225197","BKGRT85","United States","-","USD","0.08","3.73","1.00","-","3.64","0.20","-","3.71","0.17","3.71","USD","-","Feb 04, 2009"
"TREASURY NOTE","Treasury","Fixed Income","50,431,510.30","1.70","50,431,510.30","49,960,000.00","91282CJN2","US91282CJN20","BNTC728","United States","-","USD","2.19","4.27","1.00","Nov 30, 2028","4.38","2.18","-","4.27","2.18","4.27","USD","Nov 30, 2023","Nov 30, 2023"
"TREASURY NOTE","Treasury","Fixed Income","48,603,282.61","1.64","48,603,282.61","49,600,000.00","91282CGZ8","US91282CGZ86","-","United States","-","USD","3.44","4.34","1.00","Apr 30, 2030","3.50","3.44","-","4.34","3.44","4.34","USD","Apr 30, 2023","May 01, 2023"
"TREASURY NOTE","Treasury","Fixed Income","46,969,948.36","1.58","46,969,948.36","47,320,000.00","91282CFY2","US91282CFY21","BP4XZ04","United States","-","USD","3.08","4.32","1.00","Nov 30, 2029","3.88","3.07","-","4.32","3.07","4.32","USD","Nov 30, 2022","Nov 30, 2022"
"CASH COLLATERAL USD RBCFT","Cash and/or Derivatives","Cash Collateral and Margins","46,811,000.00","1.58","46,811,000.00","46,811,000.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.64","0.00","-","4.96","0.00","4.96","USD","Nov 12, 2024","Nov 12, 2024"
"TREASURY NOTE","Treasury","Fixed Income","46,631,472.49","1.57","46,631,472.49","45,500,000.00","91282CJF9","US91282CJF95","BPQ0075","United States","-","USD","2.10","4.27","1.00","Oct 31, 2028","4.88","2.09","-","4.27","2.09","4.27","USD","Oct 31, 2023","Oct 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","43,146,939.99","1.46","43,146,939.99","46,770,000.00","91282CFF3","US91282CFF32","BPJK0D8","United States","-","USD","5.39","4.47","1.00","Aug 15, 2032","2.75","5.39","-","4.47","5.39","4.47","USD","Aug 15, 2022","Aug 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","40,384,802.04","1.36","40,384,802.04","46,280,000.00","912828ZQ6","US912828ZQ64","BMHCRF6","United States","-","USD","3.66","4.34","1.00","May 15, 2030","0.63","3.67","-","4.34","3.67","4.34","USD","May 15, 2020","May 15, 2020"
"TREASURY NOTE","Treasury","Fixed Income","39,356,460.13","1.33","39,356,460.13","39,060,000.00","91282CLQ2","US91282CLQ23","BSVLV71","United States","-","USD","1.16","4.18","1.00","Oct 15, 2027","3.88","1.16","-","4.18","1.16","4.18","USD","Oct 15, 2024","Oct 15, 2024"
"TREASURY NOTE","Treasury","Fixed Income","37,599,658.59","1.27","37,599,658.59","40,590,000.00","91282CEP2","US91282CEP23","BPSLLY0","United States","-","USD","5.21","4.45","1.00","May 15, 2032","2.88","5.21","-","4.45","5.21","4.45","USD","May 15, 2022","May 16, 2022"
"TREASURY NOTE","Treasury","Fixed Income","34,393,532.39","1.16","34,393,532.39","35,590,000.00","91282CPM7","US91282CPM72","BVPJDT8","United States","-","USD","5.52","4.48","1.00","Nov 30, 2032","3.75","5.52","-","4.48","5.52","4.48","USD","Nov 30, 2025","Dec 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","29,843,501.57","1.01","29,843,501.57","30,070,000.00","91282CPY1","US91282CPY11","BWQLSF1","United States","-","USD","5.54","4.49","1.00","Jan 31, 2033","4.00","5.54","-","4.49","5.54","4.49","USD","Jan 31, 2026","Feb 02, 2026"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","28,314,723.71","0.96","28,314,723.71","28,314,724.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.64","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"TREASURY NOTE","Treasury","Fixed Income","27,450,583.57","0.93","27,450,583.57","27,590,000.00","91282CPL9","US91282CPL99","BVPJDS7","United States","-","USD","1.29","4.20","1.00","Nov 30, 2027","3.38","1.28","-","4.20","1.28","4.20","USD","Nov 30, 2025","Dec 01, 2025"
"TREASURY NOTE","Treasury","Fixed Income","27,110,344.59","0.91","27,110,344.59","30,670,000.00","91282CDY4","US91282CDY49","BM96PV8","United States","-","USD","5.11","4.44","1.00","Feb 15, 2032","1.88","5.11","-","4.44","5.11","4.44","USD","Feb 15, 2022","Feb 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","26,014,727.65","0.88","26,014,727.65","26,490,000.00","91282CNC1","US91282CNC19","BPJK9X1","United States","-","USD","7.17","4.62","1.00","May 15, 2035","4.25","7.18","-","4.62","7.18","4.62","USD","May 15, 2025","May 15, 2025"
"TREASURY NOTE","Treasury","Fixed Income","25,001,113.22","0.84","25,001,113.22","25,200,000.00","91282CQG9","US91282CQG95","BW5YW93","United States","-","USD","4.16","4.37","1.00","Mar 31, 2031","3.88","4.17","-","4.37","4.17","4.37","USD","Mar 31, 2026","Mar 31, 2026"
"TREASURY BOND","Treasury","Fixed Income","24,345,654.83","0.82","24,345,654.83","39,760,000.00","912810SQ2","US912810SQ22","BKVKF47","United States","-","USD","12.20","5.07","1.00","Aug 15, 2040","1.13","12.23","-","5.07","12.23","5.07","USD","Aug 15, 2020","Aug 31, 2020"
"TREASURY NOTE","Treasury","Fixed Income","23,780,632.91","0.80","23,780,632.91","23,730,000.00","91282CFZ9","US91282CFZ95","BP4XZ15","United States","-","USD","1.28","4.20","1.00","Nov 30, 2027","3.88","1.28","-","4.20","1.28","4.20","USD","Nov 30, 2022","Nov 30, 2022"
"TREASURY NOTE","Treasury","Fixed Income","23,713,654.28","0.80","23,713,654.28","24,460,000.00","91282CPQ8","US91282CPQ86","BSSBHZ4","United States","-","USD","5.59","4.49","1.00","Dec 31, 2032","3.88","5.59","-","4.49","5.59","4.49","USD","Dec 31, 2025","Dec 31, 2025"
"TREASURY NOTE","Treasury","Fixed Income","23,150,472.50","0.78","23,150,472.50","23,370,000.00","91282CGJ4","US91282CGJ45","BPQGCQ6","United States","-","USD","3.20","4.34","1.00","Jan 31, 2030","3.50","3.20","-","4.34","3.20","4.34","USD","Jan 31, 2023","Jan 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","22,593,704.55","0.76","22,593,704.55","22,140,000.00","91282CHX2","US91282CHX20","BMGC3Q0","United States","-","USD","1.94","4.25","1.00","Aug 31, 2028","4.38","1.94","-","4.25","1.94","4.25","USD","Aug 31, 2023","Aug 31, 2023"
"TREASURY NOTE","Treasury","Fixed Income","22,468,580.98","0.76","22,468,580.98","22,190,000.00","91282CKC4","US91282CKC46","BMG7NX2","United States","-","USD","4.05","4.37","1.00","Feb 28, 2031","4.25","4.05","-","4.37","4.05","4.37","USD","Feb 29, 2024","Feb 29, 2024"
"TREASURY NOTE","Treasury","Fixed Income","20,697,504.85","0.70","20,697,504.85","20,460,000.00","91282CLC3","US91282CLC37","BRC1742","United States","-","USD","2.74","4.30","1.00","Jul 31, 2029","4.00","2.74","-","4.30","2.74","4.30","USD","Jul 31, 2024","Jul 31, 2024"
"TREASURY NOTE","Treasury","Fixed Income","19,554,211.56","0.66","19,554,211.56","19,730,000.00","91282CNT4","US91282CNT44","BQT2LK5","United States","-","USD","7.25","4.64","1.00","Aug 15, 2035","4.25","7.26","-","4.64","7.26","4.64","USD","Aug 15, 2025","Aug 15, 2025"
"TREASURY BOND","Treasury","Fixed Income","19,009,099.45","0.64","19,009,099.45","32,480,000.00","912810TD0","US912810TD00","BM96PW9","United States","-","USD","16.24","5.31","1.00","Feb 15, 2052","2.25","16.49","-","5.31","16.49","5.31","USD","Feb 15, 2022","Feb 15, 2022"
"TREASURY NOTE","Treasury","Fixed Income","18,459,958.74","0.62","18,459,958.74","19,100,000.00","91282CFC0","US91282CFC01","BPG9B13","United States","-","USD","2.80","4.30","1.00","Jul 31, 2029","2.63","2.80","-","4.30","2.80","4.30","USD","Jul 31, 2022","Aug 01, 2022"
"TREASURY BOND","Treasury","Fixed Income","18,269,309.27","0.62","18,269,309.27","34,595,000.00","912810TB4","US912810TB44","BMCNFZ0","United States","-","USD","17.00","5.32","1.00","Nov 15, 2051","1.88","17.24","-","5.32","17.24","5.32","USD","Nov 15, 2021","Nov 15, 2021"
"TREASURY BOND","Treasury","Fixed Income","17,962,674.55","0.61","17,962,674.55","28,200,000.00","912810RT7","US912810RT79","BZ56WJ0","United States","-","USD","14.18","5.30","1.00","Aug 15, 2046","2.25","14.36","-","5.30","14.36","5.30","USD","Aug 15, 2016","Aug 15, 2016"
"JAPAN (GOVERNMENT OF) 2YR #484","Treasury","Fixed Income","17,193,932.90","0.58","17,193,932.90","2,732,450,000.00","-","JP1024841S56","BP96RM4","Japan","-","USD","1.72","1.45","159.33","May 01, 2028","1.40","1.72","-","1.45","1.72","1.45","JPY","May 01, 2026","May 01, 2026"
"JAPAN (GOVERNMENT OF) 10YR #2","Treasury","Fixed Income","16,521,382.02","0.56","16,521,382.02","2,919,500,000.00","-","JP1480021Q54","BMDQQK0","Japan","-","USD","7.23","2.60","159.33","Mar 20, 2034","1.00","7.24","-","2.60","7.24","2.60","JPY","Mar 20, 2024","May 29, 2024"
"JAPAN (GOVERNMENT OF) 5YR #181","Treasury","Fixed Income","16,085,866.03","0.54","16,085,866.03","2,611,450,000.00","-","JP1051811RA8","BTMMRP0","Japan","-","USD","3.99","1.91","159.33","Sep 20, 2030","1.30","3.99","-","1.91","3.99","1.91","JPY","Sep 20, 2025","Oct 10, 2025"
"JAPAN (GOVERNMENT OF) 10YR #1","Treasury","Fixed Income","15,858,083.00","0.54","15,858,083.00","2,856,300,000.00","-","JP1480011Q23","BP6TJW0","Japan","-","USD","7.11","2.57","159.33","Dec 20, 2033","0.70","7.11","-","2.57","7.11","2.57","JPY","Dec 20, 2023","Feb 15, 2024"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","15,845,169.05","0.53","15,845,169.05","14,170,000.00","-","FR001400H7V7","BPK28C8","France","-","USD","6.13","3.56","0.87","May 25, 2033","3.00","6.01","-","3.56","6.01","3.56","EUR","May 25, 2022","Apr 12, 2023"
"TREASURY NOTE","Treasury","Fixed Income","15,773,836.14","0.53","15,773,836.14","16,120,000.00","91282CJQ5","US91282CJQ50","BRT4MF0","United States","-","USD","4.01","4.37","1.00","Dec 31, 2030","3.75","4.01","-","4.37","4.01","4.37","USD","Dec 31, 2023","Jan 02, 2024"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","15,572,174.54","0.53","15,572,174.54","11,650,000.00","-","GB00BVP99566","BVP9956","United Kingdom","-","USD","2.61","4.46","0.74","May 22, 2029","4.00","2.61","-","4.46","2.61","4.46","GBP","Oct 09, 2025","Oct 09, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","15,456,227.53","0.52","15,456,227.53","13,450,000.00","-","FR001400PM68","BRDX877","France","-","USD","3.37","3.12","0.87","Feb 25, 2030","2.75","3.31","-","3.12","3.31","3.12","EUR","Feb 25, 2024","Apr 22, 2024"
"TREASURY BOND","Treasury","Fixed Income","15,422,057.58","0.52","15,422,057.58","23,500,000.00","912810TA6","US912810TA60","BLDBLR0","United States","-","USD","12.21","5.14","1.00","Aug 15, 2041","1.75","12.27","-","5.14","12.27","5.14","USD","Aug 15, 2021","Aug 31, 2021"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","14,997,231.35","0.51","14,997,231.35","12,960,000.00","-","IT0005622128","BQXM3C7","Italy","-","USD","1.18","2.88","0.87","Oct 15, 2027","2.70","1.17","-","2.88","1.17","2.88","EUR","Nov 15, 2024","Nov 15, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","14,774,302.11","0.50","14,774,302.11","13,000,000.00","-","FR001400Z2L7","BN7QFJ5","France","-","USD","4.25","3.25","0.87","Feb 25, 2031","2.70","4.18","-","3.25","4.18","3.25","EUR","Feb 25, 2025","Apr 23, 2025"
"JAPAN (GOVERNMENT OF) 2YR #477","Treasury","Fixed Income","14,600,220.26","0.49","14,600,220.26","2,326,400,000.00","-","JP1024771RA8","BRBR3F4","Japan","-","USD","1.16","1.29","159.33","Oct 01, 2027","1.00","1.16","-","1.29","1.16","1.29","JPY","Oct 01, 2025","Oct 01, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","14,592,619.34","0.49","14,592,619.34","12,800,000.00","-","IT0005706285","BVR0CW5","Italy","-","USD","8.18","3.99","0.87","Jul 01, 2036","3.80","8.16","-","3.99","8.16","3.99","EUR","Apr 22, 2026","Apr 22, 2026"
"TREASURY NOTE","Treasury","Fixed Income","14,440,684.19","0.49","14,440,684.19","14,640,000.00","9128284V9","US9128284V99","BFZLQP9","United States","-","USD","1.93","4.25","1.00","Aug 15, 2028","2.88","1.93","-","4.25","1.93","4.25","USD","Aug 15, 2018","Aug 15, 2018"
"JAPAN (GOVERNMENT OF) 30YR #29","Treasury","Fixed Income","14,424,208.43","0.49","14,424,208.43","2,444,100,000.00","-","JP13002918A0","B3F3YW4","Japan","-","USD","10.24","3.18","159.33","Sep 20, 2038","2.40","10.28","-","3.18","10.28","3.18","JPY","Sep 20, 2008","Oct 24, 2008"
"JAPAN (GOVERNMENT OF) 30YR #7","Treasury","Fixed Income","14,004,716.21","0.47","14,004,716.21","2,204,900,000.00","-","JP1300071253","6528465","Japan","-","USD","5.39","2.15","159.33","May 20, 2032","2.30","5.39","-","2.15","5.39","2.15","JPY","May 20, 2002","May 20, 2002"
"TREASURY BOND","Treasury","Fixed Income","13,980,333.80","0.47","13,980,333.80","20,210,000.00","912810RY6","US912810RY64","BF53YK6","United States","-","USD","13.99","5.30","1.00","Aug 15, 2047","2.75","14.20","-","5.30","14.20","5.30","USD","Aug 15, 2017","Aug 15, 2017"
"JAPAN (GOVERNMENT OF) 30YR #6","Treasury","Fixed Income","13,896,658.58","0.47","13,896,658.58","2,169,250,000.00","-","JP13000611B1","6421757","Japan","-","USD","4.94","2.07","159.33","Nov 20, 2031","2.40","4.94","-","2.07","4.94","2.07","JPY","Nov 20, 2001","Nov 20, 2001"
"TREASURY BOND","Treasury","Fixed Income","13,787,830.16","0.47","13,787,830.16","27,460,000.00","912810SS8","US912810SS87","BN7JWV5","United States","-","USD","17.15","5.33","1.00","Nov 15, 2050","1.63","17.35","-","5.33","17.35","5.33","USD","Nov 15, 2020","Nov 16, 2020"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","13,715,204.67","0.46","13,715,204.67","92,150,000.00","-","CND1000B7VN1","-","China","-","USD","1.61","1.24","6.76","Mar 15, 2028","1.29","1.59","-","1.24","1.59","1.24","CNY","Mar 15, 2026","Mar 13, 2026"
"JAPAN (GOVERNMENT OF) 30YR #32","Treasury","Fixed Income","13,468,841.18","0.45","13,468,841.18","2,374,550,000.00","-","JP1300321A34","B645J83","Japan","-","USD","11.29","3.43","159.33","Mar 20, 2040","2.30","11.36","-","3.43","11.36","3.43","JPY","Mar 20, 2010","Mar 23, 2010"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","13,023,676.29","0.44","13,023,676.29","13,023,676.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.64","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"JAPAN (GOVERNMENT OF) 30YR #31","Treasury","Fixed Income","13,005,919.80","0.44","13,005,919.80","2,299,200,000.00","-","JP13003119A4","B4TQX85","Japan","-","USD","11.03","3.37","159.33","Sep 20, 2039","2.20","11.09","-","3.37","11.09","3.37","JPY","Sep 20, 2009","Oct 14, 2009"
"JAPAN (GOVERNMENT OF) 30YR #30","Treasury","Fixed Income","12,922,821.78","0.44","12,922,821.78","2,235,250,000.00","-","JP1300301940","B3VV701","Japan","-","USD","10.63","3.28","159.33","Mar 20, 2039","2.30","10.68","-","3.28","10.68","3.28","JPY","Mar 20, 2009","Apr 17, 2009"
"UK CONV GILT RegS","Treasury","Fixed Income","12,830,539.53","0.43","12,830,539.53","10,370,000.00","-","GB00BPJJKP77","BPJJKP7","United Kingdom","-","USD","11.03","5.58","0.74","Oct 22, 2043","4.75","11.19","-","5.58","11.19","5.58","GBP","Nov 16, 2023","Nov 16, 2023"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","12,446,963.73","0.42","12,446,963.73","10,860,000.00","-","ES0000012O59","BTFK999","Spain","-","USD","1.79","2.83","0.87","May 31, 2028","2.40","1.76","-","2.83","1.76","2.83","EUR","Jan 14, 2025","Jan 14, 2025"
"TREASURY BOND","Treasury","Fixed Income","12,381,901.77","0.42","12,381,901.77","18,380,000.00","912810TC2","US912810TC27","BPBMDF5","United States","-","USD","12.21","5.15","1.00","Nov 15, 2041","2.00","12.27","-","5.15","12.27","5.15","USD","Nov 15, 2021","Nov 30, 2021"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","12,298,403.22","0.41","12,298,403.22","82,300,000.00","-","CND10008YMK6","-","China","-","USD","1.55","1.22","6.76","Feb 25, 2028","1.45","1.54","-","1.22","1.54","1.22","CNY","Feb 25, 2025","Feb 24, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","12,240,106.97","0.41","12,240,106.97","9,270,000.00","-","GB00BVP99897","BVP9989","United Kingdom","-","USD","9.92","5.42","0.74","Jan 31, 2041","5.25","10.02","-","5.42","10.02","5.42","GBP","Oct 15, 2025","Oct 15, 2025"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","12,157,172.53","0.41","12,157,172.53","10,880,000.00","-","IT0005694630","-","Italy","-","USD","11.06","4.38","0.87","Oct 01, 2041","3.95","11.07","-","4.38","11.07","4.38","EUR","Feb 10, 2026","Feb 10, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","12,036,509.36","0.41","12,036,509.36","8,810,000.00","-","GB00BSQNRC93","-","United Kingdom","-","USD","1.51","4.36","0.74","Mar 07, 2028","4.38","1.51","-","4.36","1.51","4.36","GBP","Nov 14, 2024","Nov 14, 2024"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","12,024,459.34","0.41","12,024,459.34","10,400,000.00","-","FR001400HI98","BMFG5N4","France","-","USD","2.46","3.00","0.87","Feb 25, 2029","2.75","2.42","-","3.00","2.42","3.00","EUR","Feb 25, 2023","Apr 24, 2023"
"JAPAN (GOVERNMENT OF) 5YR #185","Treasury","Fixed Income","11,965,111.40","0.40","11,965,111.40","1,891,150,000.00","-","JP1051851S56","BRJHY53","Japan","-","USD","4.38","1.98","159.33","Mar 20, 2031","2.00","4.38","-","1.98","4.38","1.98","JPY","Mar 20, 2026","May 19, 2026"
"TREASURY NOTE (2OLD)","Treasury","Fixed Income","11,775,115.56","0.40","11,775,115.56","12,270,000.00","91282CPJ4","US91282CPJ44","BMJ0P87","United States","-","USD","7.56","4.65","1.00","Nov 15, 2035","4.00","7.57","-","4.65","7.57","4.65","USD","Nov 15, 2025","Nov 17, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","11,700,229.15","0.39","11,700,229.15","77,000,000.00","-","CND10008GYY9","-","China","-","USD","3.09","1.33","6.76","Oct 15, 2029","1.74","3.07","-","1.33","3.07","1.33","CNY","Oct 15, 2024","Oct 14, 2024"
"JAPAN (GOVERNMENT OF) 2YR #480","Treasury","Fixed Income","11,587,120.87","0.39","11,587,120.87","1,851,350,000.00","-","JP1024801S13","BRZXDQ9","Japan","-","USD","1.41","1.36","159.33","Jan 01, 2028","1.10","1.40","-","1.36","1.40","1.36","JPY","Jan 01, 2026","Jan 05, 2026"
"TREASURY BOND (OLD)","Treasury","Fixed Income","11,167,262.88","0.38","11,167,262.88","11,725,000.00","912810UR7","US912810UR76","BWBZNN1","United States","-","USD","14.61","5.21","1.00","Feb 15, 2056","4.75","14.93","-","5.21","14.93","5.21","USD","Feb 15, 2026","Feb 17, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","11,037,929.74","0.37","11,037,929.74","73,100,000.00","-","CND100088H73","-","China","-","USD","1.03","1.16","6.76","Aug 15, 2027","1.62","1.02","-","1.16","1.02","1.16","CNY","Aug 15, 2024","Aug 14, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","10,992,770.06","0.37","10,992,770.06","9,640,000.00","-","DE000BU25042","BSZBC63","Germany","-","USD","3.53","2.83","0.87","Apr 18, 2030","2.40","3.48","-","2.83","3.48","2.83","EUR","Jan 16, 2025","Jan 16, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","10,977,703.90","0.37","10,977,703.90","73,400,000.00","-","CND10009X0X2","-","China","-","USD","8.52","1.70","6.76","Nov 15, 2035","1.78","8.51","-","1.70","8.51","1.70","CNY","Nov 15, 2025","Nov 14, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","10,959,554.83","0.37","10,959,554.83","9,380,000.00","-","FR001400L834","BRBS1F3","France","-","USD","6.34","3.62","0.87","Nov 25, 2033","3.50","6.21","-","3.62","6.21","3.62","EUR","Nov 25, 2022","Oct 09, 2023"
"TREASURY BOND (2OLD)","Treasury","Fixed Income","10,940,979.62","0.37","10,940,979.62","11,880,000.00","912810UP1","US912810UP11","BMJ0P76","United States","-","USD","14.82","5.22","1.00","Nov 15, 2055","4.63","15.15","-","5.22","15.15","5.22","USD","Nov 15, 2025","Nov 17, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","10,928,379.92","0.37","10,928,379.92","9,540,000.00","-","FR0014012II5","-","France","-","USD","7.78","3.86","0.87","Nov 25, 2035","3.50","7.61","-","3.86","7.61","3.86","EUR","Nov 25, 2024","Sep 08, 2025"
"JAPAN (GOVERNMENT OF) 5YR #180","Treasury","Fixed Income","10,920,225.66","0.37","10,920,225.66","1,787,400,000.00","-","JP1051801R90","BVTB4H5","Japan","-","USD","3.78","1.87","159.33","Jun 20, 2030","1.10","3.78","-","1.87","3.78","1.87","JPY","Jun 20, 2025","Sep 11, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","10,831,401.82","0.37","10,831,401.82","10,120,000.00","-","FR001400BKZ3","BMWT5Y7","France","-","USD","5.82","3.48","0.87","Nov 25, 2032","2.00","5.70","-","3.48","5.70","3.48","EUR","Nov 25, 2021","Jul 11, 2022"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","10,741,316.74","0.36","10,741,316.74","9,130,000.00","-","IT0005607970","BQ5HRF1","Italy","-","USD","7.09","3.84","0.87","Feb 01, 2035","3.85","7.06","-","3.84","7.06","3.84","EUR","Aug 01, 2024","Aug 01, 2024"
"JAPAN (GOVERNMENT OF) 2YR #481","Treasury","Fixed Income","10,700,196.42","0.36","10,700,196.42","1,696,200,000.00","-","JP1024811S29","BVYH070","Japan","-","USD","1.48","1.39","159.33","Feb 01, 2028","1.30","1.48","-","1.39","1.48","1.39","JPY","Feb 01, 2026","Feb 02, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","10,495,732.27","0.35","10,495,732.27","9,260,000.00","-","FR0014017Z10","-","France","-","USD","8.91","4.01","0.87","Jun 25, 2037","3.80","8.73","-","4.01","8.73","4.01","EUR","Jun 25, 2025","Apr 21, 2026"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","10,490,172.55","0.35","10,490,172.55","7,710,000.00","-","GB00BSQNRD01","BSQNRD0","United Kingdom","-","USD","3.24","4.49","0.74","Mar 07, 2030","4.38","3.25","-","4.49","3.25","4.49","GBP","Jan 09, 2025","Jan 09, 2025"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","10,460,289.03","0.35","10,460,289.03","7,800,000.00","-","GB00BVP99673","BVP9967","United Kingdom","-","USD","4.07","4.55","0.74","Mar 07, 2031","4.13","4.08","-","4.55","4.08","4.55","GBP","Oct 24, 2025","Oct 24, 2025"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","10,283,363.05","0.35","10,283,363.05","8,900,000.00","-","ES0000012O00","BLGTZG8","Spain","-","USD","3.30","2.97","0.87","Jan 31, 2030","2.70","3.25","-","2.97","3.25","2.97","EUR","Nov 12, 2024","Nov 12, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","10,124,040.57","0.34","10,124,040.57","8,820,000.00","-","IT0005641029","-","Italy","-","USD","1.81","2.97","0.87","Jun 15, 2028","2.65","1.81","-","2.97","1.81","2.97","EUR","Mar 17, 2025","Mar 17, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","9,963,533.64","0.34","9,963,533.64","9,900,000.00","-","GB00BMF9LF76","BMF9LF7","United Kingdom","-","USD","15.81","5.70","0.74","Oct 22, 2063","4.00","16.19","-","5.70","16.19","5.70","GBP","May 17, 2023","May 17, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,947,894.16","0.34","9,947,894.16","66,950,000.00","-","CND10009CBG1","-","China","-","USD","0.87","1.12","6.76","Jun 15, 2027","1.38","0.89","-","1.12","0.89","1.12","CNY","Jun 15, 2025","Jun 13, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","9,919,281.09","0.33","9,919,281.09","8,460,000.00","-","GB00BQC4R999","BQC4R99","United Kingdom","-","USD","8.99","5.23","0.74","Jan 29, 2038","3.75","9.03","-","5.23","9.03","5.23","GBP","Nov 09, 2022","Nov 09, 2022"
"TREASURY BOND","Treasury","Fixed Income","9,909,814.64","0.33","9,909,814.64","13,615,000.00","912810SC3","US912810SC36","BD59D47","United States","-","USD","14.01","5.29","1.00","May 15, 2048","3.13","14.24","-","5.29","14.24","5.29","USD","May 15, 2018","May 15, 2018"
"UK CONV GILT RegS","Treasury","Fixed Income","9,854,938.89","0.33","9,854,938.89","7,400,000.00","-","GB00BQC82B83","BQC82B8","United Kingdom","-","USD","2.77","4.45","0.74","Jul 22, 2029","4.13","2.77","-","4.45","2.77","4.45","GBP","May 01, 2024","May 01, 2024"
"JAPAN (GOVERNMENT OF) 30YR #90","Treasury","Fixed Income","9,779,748.10","0.33","9,779,748.10","1,617,050,000.00","-","JP1300901S40","BSHRRG4","Japan","-","USD","16.56","4.07","159.33","Mar 20, 2056","3.70","17.33","-","4.07","17.33","4.07","JPY","Mar 20, 2026","Apr 08, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","9,773,253.42","0.33","9,773,253.42","8,510,000.00","-","IT0005692410","BVRY4Y3","Italy","-","USD","1.53","2.93","0.87","Feb 28, 2028","2.20","1.53","-","2.93","1.53","2.93","EUR","Jan 29, 2026","Jan 29, 2026"
"JAPAN (GOVERNMENT OF) 5YR #182","Treasury","Fixed Income","9,633,656.36","0.33","9,633,656.36","1,557,050,000.00","-","JP1051821RC3","BVV8Z93","Japan","-","USD","3.98","1.90","159.33","Sep 20, 2030","1.40","3.98","-","1.90","3.98","1.90","JPY","Sep 20, 2025","Dec 10, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","9,592,100.14","0.32","9,592,100.14","11,300,000.00","-","FR0014009O62","BN4BYK7","France","-","USD","10.68","4.12","0.87","May 25, 2038","1.25","10.44","-","4.12","10.44","4.12","EUR","May 25, 2021","Apr 11, 2022"
"UK CONV GILT RegS","Treasury","Fixed Income","9,589,438.81","0.32","9,589,438.81","7,080,000.00","-","GB00BMF9LG83","BMF9LG8","United Kingdom","-","USD","1.75","4.37","0.74","Jun 07, 2028","4.50","1.75","-","4.37","1.75","4.37","GBP","Jun 21, 2023","Jun 21, 2023"
"JAPAN (GOVERNMENT OF) 5YR #183","Treasury","Fixed Income","9,550,781.23","0.32","9,550,781.23","1,540,800,000.00","-","JP1051831S10","BSTQVK1","Japan","-","USD","4.21","1.95","159.33","Dec 20, 2030","1.60","4.21","-","1.95","4.21","1.95","JPY","Dec 20, 2025","Jan 15, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,524,841.01","0.32","9,524,841.01","63,100,000.00","-","CND10009MKH9","-","China","-","USD","8.28","1.69","6.76","Aug 25, 2035","1.83","8.27","-","1.69","8.27","1.69","CNY","Aug 25, 2025","Aug 22, 2025"
"TREASURY NOTE","Treasury","Fixed Income","9,487,010.87","0.32","9,487,010.87","9,300,000.00","91282CKP5","US91282CKP58","BLDCKH6","United States","-","USD","2.53","4.29","1.00","Apr 30, 2029","4.63","2.53","-","4.29","2.53","4.29","USD","Apr 30, 2024","Apr 30, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,462,543.57","0.32","9,462,543.57","62,970,000.00","-","CND10009PRW6","-","China","-","USD","1.11","1.19","6.76","Sep 15, 2027","1.44","1.10","-","1.19","1.10","1.19","CNY","Sep 15, 2025","Sep 12, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,435,269.50","0.32","9,435,269.50","61,560,000.00","-","CND10005QTD8","-","China","-","USD","1.18","1.07","6.76","Oct 15, 2027","2.44","1.17","-","1.07","1.17","1.07","CNY","Oct 15, 2022","Oct 14, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,421,400.29","0.32","9,421,400.29","63,020,000.00","-","CND10009ZWS3","-","China","-","USD","1.36","1.24","6.76","Dec 15, 2027","1.36","1.35","-","1.24","1.35","1.24","CNY","Dec 15, 2025","Dec 12, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,344,042.94","0.32","9,344,042.94","60,900,000.00","-","CND10005ZT18","-","China","-","USD","1.44","1.08","6.76","Jan 15, 2028","2.64","1.42","-","1.08","1.42","1.08","CNY","Jan 15, 2023","Jan 13, 2023"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","9,266,358.11","0.31","9,266,358.11","7,970,000.00","-","IT0005584856","BJK16W9","Italy","-","USD","6.78","3.77","0.87","Jul 01, 2034","3.85","6.76","-","3.77","6.76","3.77","EUR","Mar 01, 2024","Mar 01, 2024"
"UK CONV GILT RegS","Treasury","Fixed Income","9,184,052.23","0.31","9,184,052.23","8,460,000.00","-","GB00BPSNBB36","BPSNBB3","United Kingdom","-","USD","14.22","5.76","0.74","Jul 31, 2054","4.38","14.64","-","5.76","14.64","5.76","GBP","Jan 24, 2024","Jan 24, 2024"
"JAPAN (GOVERNMENT OF) 30YR #34","Treasury","Fixed Income","9,135,998.29","0.31","9,135,998.29","1,661,150,000.00","-","JP1300341B39","B5V3ZN0","Japan","-","USD","12.00","3.57","159.33","Mar 20, 2041","2.20","12.10","-","3.57","12.10","3.57","JPY","Mar 20, 2011","Mar 22, 2011"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,129,126.47","0.31","9,129,126.47","60,900,000.00","-","CND10008M2X2","-","China","-","USD","1.28","1.20","6.76","Nov 15, 2027","1.42","1.27","-","1.20","1.27","1.20","CNY","Nov 15, 2024","Nov 14, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","9,071,648.33","0.31","9,071,648.33","60,900,000.00","-","CND10008WR28","-","China","-","USD","7.90","1.62","6.76","Feb 15, 2035","1.61","7.89","-","1.62","7.89","1.62","CNY","Feb 15, 2025","Feb 14, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","9,011,487.25","0.30","9,011,487.25","8,500,000.00","-","FR001400WYO4","-","France","-","USD","11.79","4.35","0.87","May 25, 2042","3.60","11.56","-","4.35","11.56","4.35","EUR","May 25, 2024","Jan 28, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,970,194.19","0.30","8,970,194.19","60,500,000.00","-","CND1000BC1G9","-","China","-","USD","2.77","1.28","6.76","May 25, 2029","1.26","2.75","-","1.28","2.75","1.28","CNY","May 25, 2026","May 22, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","8,880,380.02","0.30","8,880,380.02","8,100,000.00","-","FR0014016CV2","-","France","-","USD","16.33","4.74","0.87","May 25, 2057","4.40","16.15","-","4.74","16.15","4.74","EUR","May 25, 2025","Feb 18, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","8,864,726.59","0.30","8,864,726.59","7,661,000.00","-","IT0005668238","BSSH503","Italy","-","USD","15.40","4.76","0.87","Oct 01, 2055","4.65","15.58","-","4.76","15.58","4.76","EUR","Sep 09, 2025","Sep 09, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","8,845,511.58","0.30","8,845,511.58","10,000,000.00","-","GB00BBJNQY21","BBJNQY2","United Kingdom","-","USD","17.18","5.63","0.74","Jul 22, 2068","3.50","17.39","-","5.63","17.39","5.63","GBP","Jun 26, 2013","Jun 26, 2013"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,632,631.69","0.29","8,632,631.69","42,500,000.00","-","CND10000LMZ8","-","China","-","USD","14.99","2.15","6.76","Mar 19, 2048","4.22","15.20","-","2.15","15.20","2.15","CNY","Mar 19, 2018","Mar 19, 2018"
"JAPAN (GOVERNMENT OF) 20YR #196","Treasury","Fixed Income","8,527,610.98","0.29","8,527,610.98","1,396,800,000.00","-","JP1201961S47","BVK4W13","Japan","-","USD","13.65","3.75","159.33","Mar 20, 2046","3.40","13.93","-","3.75","13.93","3.75","JPY","Mar 20, 2026","Apr 15, 2026"
"JAPAN (GOVERNMENT OF) 2YR #479","Treasury","Fixed Income","8,512,335.94","0.29","8,512,335.94","1,360,150,000.00","-","JP1024791RC2","BNG8D98","Japan","-","USD","1.32","1.34","159.33","Dec 01, 2027","1.00","1.32","-","1.34","1.32","1.34","JPY","Dec 01, 2025","Dec 01, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","8,488,220.15","0.29","8,488,220.15","7,300,000.00","-","DE000BU22106","-","Germany","-","USD","1.10","2.69","0.87","Sep 16, 2027","1.90","1.08","-","2.69","1.08","2.69","EUR","Jul 17, 2025","Jul 17, 2025"
"TREASURY BOND (OTR)","Treasury","Fixed Income","8,369,764.61","0.28","8,369,764.61","8,550,000.00","912810UU0","US912810UU06","BSHW985","United States","-","USD","14.69","5.21","1.00","May 15, 2056","5.00","15.02","-","5.21","15.02","5.21","USD","May 15, 2026","May 15, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,216,407.79","0.28","8,216,407.79","52,900,000.00","-","CND100089K10","-","China","-","USD","7.36","1.58","6.76","Aug 25, 2034","2.11","7.36","-","1.58","7.36","1.58","CNY","Aug 25, 2024","Aug 23, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,210,537.20","0.28","8,210,537.20","55,220,000.00","-","CND100098JS4","-","China","-","USD","8.13","1.64","6.76","May 15, 2035","1.65","8.13","-","1.64","8.13","1.64","CNY","May 15, 2025","May 14, 2025"
"TREASURY NOTE","Treasury","Fixed Income","8,105,601.84","0.27","8,105,601.84","8,080,000.00","91282CKF7","US91282CKF76","BQV12W9","United States","-","USD","4.14","4.38","1.00","Mar 31, 2031","4.13","4.14","-","4.38","4.14","4.38","USD","Mar 31, 2024","Apr 01, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","8,091,458.80","0.27","8,091,458.80","51,220,000.00","-","CND10007LB61","-","China","-","USD","6.89","1.54","6.76","Feb 25, 2034","2.35","6.88","-","1.54","6.88","1.54","CNY","Feb 25, 2024","Feb 23, 2024"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","8,020,480.58","0.27","8,020,480.58","7,190,000.00","-","ES0000012O75","-","Spain","-","USD","11.09","3.93","0.87","Jan 31, 2041","3.50","10.91","-","3.93","10.91","3.93","EUR","Mar 04, 2025","Mar 04, 2025"
"GBP CASH","Cash and/or Derivatives","Cash","7,977,724.60","0.27","7,977,724.60","5,941,333.00","GBP_CCASH","-","-","United Kingdom","-","USD","0.00","3.64","0.74","-","0.00","0.00","-","3.64","0.00","3.64","GBP","-","Jan 01, 1989"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,918,254.95","0.27","7,918,254.95","52,490,000.00","-","CND100084T81","-","China","-","USD","2.89","1.27","6.76","Jul 15, 2029","1.91","2.87","-","1.27","2.87","1.27","CNY","Jul 15, 2024","Jul 12, 2024"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","7,915,486.01","0.27","7,915,486.01","6,880,000.00","-","FR0014016G71","-","France","-","USD","2.97","3.08","0.87","Sep 24, 2029","2.40","2.92","-","3.08","2.92","3.08","EUR","Sep 24, 2025","Feb 23, 2026"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,818,139.58","0.26","7,818,139.58","6,470,000.00","-","IT0005560948","BRJ7YZ3","Italy","-","USD","6.39","3.73","0.87","Mar 01, 2034","4.20","6.37","-","3.73","6.37","3.73","EUR","Sep 01, 2023","Sep 01, 2023"
"UK CONV GILT RegS","Treasury","Fixed Income","7,753,364.46","0.26","7,753,364.46","6,090,000.00","-","GB00BT7J0241","BT7J024","United Kingdom","-","USD","13.90","5.74","0.74","Jan 31, 2056","5.38","14.33","-","5.74","14.33","5.74","GBP","May 21, 2025","May 21, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,737,126.48","0.26","7,737,126.48","49,480,000.00","-","CND10007YHJ0","-","China","-","USD","7.15","1.55","6.76","May 25, 2034","2.27","7.15","-","1.55","7.15","1.55","CNY","May 25, 2024","May 24, 2024"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","7,696,209.02","0.26","7,696,209.02","6,670,000.00","-","IT0005631590","-","Italy","-","USD","7.48","3.89","0.87","Aug 01, 2035","3.65","7.46","-","3.89","7.46","3.89","EUR","Jan 15, 2025","Jan 15, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,601,172.53","0.26","7,601,172.53","6,670,000.00","-","IT0005648149","BT7M960","Italy","-","USD","7.66","3.91","0.87","Oct 01, 2035","3.60","7.64","-","3.91","7.64","3.91","EUR","May 02, 2025","May 02, 2025"
"TREASURY NOTE","Treasury","Fixed Income","7,588,976.90","0.26","7,588,976.90","7,600,000.00","91282CGC9","US91282CGC91","BMCVF10","United States","-","USD","1.36","4.21","1.00","Dec 31, 2027","3.88","1.36","-","4.21","1.36","4.21","USD","Dec 31, 2022","Jan 03, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","7,465,168.29","0.25","7,465,168.29","49,590,000.00","-","CND10009LC19","-","China","-","USD","1.99","1.24","6.76","Aug 15, 2028","1.42","1.98","-","1.24","1.98","1.24","CNY","Aug 15, 2025","Aug 14, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,441,580.79","0.25","7,441,580.79","6,460,000.00","-","IT0005657330","BVN5990","Italy","-","USD","1.04","2.84","0.87","Aug 26, 2027","2.10","1.04","-","2.84","1.04","2.84","EUR","Jun 27, 2025","Jun 27, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","7,336,507.54","0.25","7,336,507.54","6,400,000.00","-","DE000BU27014","BTY1RC2","Germany","-","USD","5.68","2.96","0.87","Nov 15, 2032","2.50","5.60","-","2.96","5.60","2.96","EUR","Aug 29, 2025","Aug 29, 2025"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","7,326,475.05","0.25","7,326,475.05","6,260,000.00","-","FR001400NBC6","BPK8688","France","-","USD","1.11","2.82","0.87","Sep 24, 2027","2.50","1.10","-","2.82","1.10","2.82","EUR","Sep 24, 2023","Jan 22, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","7,215,765.89","0.24","7,215,765.89","6,910,000.00","-","DE000BU3F007","-","Germany","-","USD","11.99","3.45","0.87","May 15, 2041","2.60","11.84","-","3.45","11.84","3.45","EUR","May 15, 2025","Mar 10, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","7,213,330.93","0.24","7,213,330.93","6,280,000.00","-","ES0000012M85","BPYS9T6","Spain","-","USD","6.82","3.39","0.87","Apr 30, 2034","3.25","6.69","-","3.39","6.69","3.39","EUR","Jan 17, 2024","Jan 17, 2024"
"TREASURY NOTE","Treasury","Fixed Income","7,191,205.17","0.24","7,191,205.17","7,100,000.00","91282CKT7","US91282CKT70","BS3FRV7","United States","-","USD","2.62","4.29","1.00","May 31, 2029","4.50","2.62","-","4.29","2.62","4.29","USD","May 31, 2024","May 31, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","7,116,061.17","0.24","7,116,061.17","6,140,000.00","-","IT0005599904","BSNTQF6","Italy","-","USD","0.94","2.82","0.87","Jul 15, 2027","3.45","0.94","-","2.82","0.94","2.82","EUR","Jun 17, 2024","Jun 17, 2024"
"ICE: (CDX.NA.HY.46.V2)","Cash and/or Derivatives","Swaps","7,046,291.26","0.24","94,987,743.76","87,941,452.00","Z97JNT7P5","-","-","United States","-","USD","0.14","3.17","1.00","Jun 20, 2031","5.00","0.00","-","3.17","0.00","3.17","USD","Mar 20, 2026","Mar 20, 2026"
"UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasury","Fixed Income","7,028,201.51","0.24","7,028,201.51","5,330,000.00","-","GB00BVP99780","BVP9978","United Kingdom","-","USD","5.60","4.73","0.74","Mar 07, 2033","4.13","5.61","-","4.73","5.61","4.73","GBP","Oct 30, 2025","Oct 30, 2025"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","7,011,806.33","0.24","7,011,806.33","6,100,000.00","-","ES0000012P74","-","Spain","-","USD","5.83","3.27","0.87","Jan 31, 2033","3.00","5.73","-","3.27","5.73","3.27","EUR","Oct 07, 2025","Oct 07, 2025"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","6,969,561.37","0.24","6,969,561.37","6,150,000.00","-","IT0005704868","-","Italy","-","USD","6.08","3.65","0.87","Jun 15, 2033","3.30","6.07","-","3.65","6.07","3.65","EUR","Apr 15, 2026","Apr 15, 2026"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","6,882,619.40","0.23","6,882,619.40","5,950,000.00","-","DE000BU22114","BW5T588","Germany","-","USD","1.34","2.75","0.87","Dec 16, 2027","2.00","1.32","-","2.75","1.32","2.75","EUR","Oct 16, 2025","Oct 16, 2025"
"JAPAN (GOVERNMENT OF) 10YR #381","Treasury","Fixed Income","6,774,495.74","0.23","6,774,495.74","1,134,600,000.00","-","JP1103811S13","BTZB538","Japan","-","USD","8.39","2.79","159.33","Dec 20, 2035","2.10","8.41","-","2.79","8.41","2.79","JPY","Dec 20, 2025","Jan 07, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","6,733,950.41","0.23","6,733,950.41","45,180,000.00","-","CND100099MQ0","-","China","-","USD","1.80","1.21","6.76","May 25, 2028","1.46","1.78","-","1.21","1.78","1.21","CNY","May 25, 2025","May 23, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","6,681,758.63","0.23","6,681,758.63","37,620,000.00","-","CND10000BLB2","-","China","-","USD","14.85","2.13","6.76","Aug 22, 2046","3.27","15.02","-","2.13","15.02","2.13","CNY","Aug 22, 2016","Aug 22, 2016"
"JAPAN (GOVERNMENT OF) 30YR #2","Treasury","Fixed Income","6,593,410.43","0.22","6,593,410.43","1,018,000,000.00","984999BN1","JP1300021001","6242505","Japan","-","USD","3.37","1.76","159.33","Feb 20, 2030","2.40","3.37","-","1.76","3.37","1.76","JPY","Feb 21, 2000","Feb 21, 2000"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","6,570,172.24","0.22","6,570,172.24","5,740,000.00","-","IT0005671273","-","Italy","-","USD","4.15","3.34","0.87","Feb 01, 2031","2.85","4.13","-","3.34","4.13","3.34","EUR","Oct 01, 2025","Oct 01, 2025"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,536,626.76","0.22","6,536,626.76","5,760,000.00","-","ES0000012S22","-","Spain","-","USD","8.61","3.62","0.87","Oct 31, 2036","3.40","8.46","-","3.62","8.46","3.62","EUR","Jun 03, 2026","Jun 03, 2026"
"TREASURY NOTE","Treasury","Fixed Income","6,523,738.11","0.22","6,523,738.11","6,700,000.00","91282CQC8","US91282CQC81","BTY4Z83","United States","-","USD","5.65","4.49","1.00","Feb 28, 2033","3.75","5.66","-","4.49","5.66","4.49","USD","Feb 28, 2026","Mar 02, 2026"
"USD CASH","Cash and/or Derivatives","Cash","6,493,146.51","0.22","6,493,146.51","6,493,147.00","-","-","-","United States","-","USD","0.00","3.64","1.00","-","0.00","0.00","-","3.64","0.00","3.64","USD","-","Jan 01, 1989"
"JAPAN (GOVERNMENT OF) 30YR #89","Treasury","Fixed Income","6,179,838.99","0.21","6,179,838.99","1,093,000,000.00","-","JP1300891S18","BN7BQY2","Japan","-","USD","16.97","4.18","159.33","Dec 20, 2055","3.40","17.73","-","4.18","17.73","4.18","JPY","Dec 20, 2025","Jan 09, 2026"
"CASH COLLATERAL USD XBNPU","Cash and/or Derivatives","Cash Collateral and Margins","6,133,000.00","0.21","6,133,000.00","6,133,000.00","-","-","-","United States","-","USD","0.00","4.96","1.00","Dec 31, 2049","3.64","0.00","-","4.96","0.00","4.96","USD","Dec 01, 2016","Dec 01, 2016"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","6,126,428.50","0.21","6,126,428.50","9,050,000.00","-","AU000XCLWAU3","BYXQH78","Australia","-","USD","2.19","4.54","1.43","Nov 21, 2028","2.75","2.19","-","4.54","2.19","4.54","AUD","Nov 21, 2016","Mar 02, 2017"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,114,938.64","0.21","6,114,938.64","5,720,000.00","-","ES0000012K95","BP0Q6X7","Spain","-","USD","12.67","4.03","0.87","Jul 30, 2043","3.45","12.47","-","4.03","12.47","4.03","EUR","Sep 27, 2022","Sep 27, 2022"
"JAPAN (GOVERNMENT OF) 10YR #371","Treasury","Fixed Income","6,031,904.02","0.20","6,031,904.02","1,093,900,000.00","-","JP1103711P74","BRZRFX2","Japan","-","USD","6.71","2.47","159.33","Jun 20, 2033","0.40","6.71","-","2.47","6.71","2.47","JPY","Jun 20, 2023","Jul 05, 2023"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","6,005,258.50","0.20","6,005,258.50","5,110,000.00","-","ES0000012M51","BRWHV37","Spain","-","USD","2.70","2.91","0.87","May 31, 2029","3.50","2.66","-","2.91","2.66","2.91","EUR","Oct 10, 2023","Oct 10, 2023"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,992,140.67","0.20","5,992,140.67","6,990,000.00","-","ES0000012I24","BMF1JG0","Spain","-","USD","10.28","3.71","0.87","Jul 30, 2037","0.85","10.08","-","3.71","10.08","3.71","EUR","Apr 20, 2021","Apr 20, 2021"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,991,893.84","0.20","5,991,893.84","5,010,000.00","-","ES0000012L78","BQWRWS2","Spain","-","USD","6.27","3.34","0.87","Oct 31, 2033","3.55","6.16","-","3.34","6.16","3.34","EUR","Jun 14, 2023","Jun 14, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,930,267.84","0.20","5,930,267.84","38,640,000.00","-","CND1000B1D59","-","China","-","USD","20.97","2.21","6.76","Jan 15, 2056","2.38","21.25","-","2.21","21.25","2.21","CNY","Jan 15, 2026","Jan 14, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,920,874.15","0.20","5,920,874.15","39,450,000.00","-","CND1000B89M3","-","China","-","USD","6.28","1.53","6.76","Mar 25, 2033","1.66","6.22","-","1.53","6.22","1.53","CNY","Mar 25, 2026","Mar 24, 2026"
"EUR CASH","Cash and/or Derivatives","Cash","5,775,472.36","0.19","5,775,472.36","5,020,622.00","-","-","-","European Union","-","USD","0.00","2.21","0.87","-","0.00","0.00","-","2.21","0.00","2.21","EUR","-","Jan 01, 1989"
"FSWP: EUR 2.831000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","5,760,423.34","0.19","-543,111,823.91","-477,135,000.00","-","-","-","European Union","-","USD","4.68","0.28","0.87","Sep 16, 2031","2.83","4.68","-","0.28","4.68","0.28","EUR","Sep 16, 2026","May 29, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,752,175.80","0.19","5,752,175.80","5,320,000.00","-","ES0000012K53","BPJHY48","Spain","-","USD","2.93","2.92","0.87","Jul 30, 2029","0.80","2.89","-","2.92","2.89","2.92","EUR","Mar 08, 2022","Mar 08, 2022"
"ICE: (CDX.NA.IG.46.V1)","Cash and/or Derivatives","Swaps","5,747,582.35","0.19","272,238,082.35","266,490,500.00","Z97J5BG58","-","-","United States","-","USD","0.04","0.54","1.00","Jun 20, 2031","1.00","0.00","-","0.54","0.00","0.54","USD","Mar 20, 2026","Mar 20, 2026"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,717,879.50","0.19","5,717,879.50","7,100,000.00","-","DE0001102614","BN6NGB6","Germany","-","USD","19.23","3.67","0.87","Aug 15, 2053","1.80","19.06","-","3.67","19.06","3.67","EUR","Aug 15, 2022","Oct 18, 2022"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","5,707,759.36","0.19","5,707,759.36","4,930,000.00","-","FR0014018OI0","-","France","-","USD","5.05","3.39","0.87","Feb 25, 2032","3.25","4.95","-","3.39","4.95","3.39","EUR","Feb 25, 2026","May 25, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","5,705,927.82","0.19","5,705,927.82","4,320,000.00","-","GB00BWBR1N39","BWBR1N3","United Kingdom","-","USD","7.79","5.08","0.74","Jul 31, 2036","4.88","7.82","-","5.08","7.82","5.08","GBP","Apr 15, 2026","Apr 15, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","5,678,150.83","0.19","5,678,150.83","4,300,000.00","-","GB00BPSNBF73","BPSNBF7","United Kingdom","-","USD","4.61","4.59","0.74","Oct 22, 2031","4.00","4.61","-","4.59","4.61","4.59","GBP","Feb 29, 2024","Feb 29, 2024"
"JAPAN (GOVERNMENT OF) 40YR #1","Treasury","Fixed Income","5,601,071.30","0.19","5,601,071.30","1,107,900,000.00","-","JP14000117B7","B292T58","Japan","-","USD","15.54","4.19","159.33","Mar 20, 2048","2.40","15.85","-","4.19","15.85","4.19","JPY","Sep 20, 2007","Nov 20, 2007"
"JAPAN (GOVERNMENT OF) 5YR #178","Treasury","Fixed Income","5,542,583.79","0.19","5,542,583.79","905,050,000.00","-","JP1051781R45","BN91P43","Japan","-","USD","3.54","1.82","159.33","Mar 20, 2030","1.00","3.54","-","1.82","3.54","1.82","JPY","Mar 20, 2025","Apr 11, 2025"
"JAPAN (GOVERNMENT OF) 30YR #88","Treasury","Fixed Income","5,536,190.98","0.19","5,536,190.98","1,008,900,000.00","-","JP1300881RA0","BVZJ9W3","Japan","-","USD","16.98","4.26","159.33","Sep 20, 2055","3.20","17.72","-","4.26","17.72","4.26","JPY","Sep 20, 2025","Oct 08, 2025"
"JAPAN (GOVERNMENT OF) 20YR #195","Treasury","Fixed Income","5,307,473.24","0.18","5,307,473.24","901,500,000.00","-","JP1201951S15","BTQHHW8","Japan","-","USD","13.83","3.79","159.33","Dec 20, 2045","3.20","14.09","-","3.79","14.09","3.79","JPY","Dec 20, 2025","Jan 21, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","5,244,182.31","0.18","5,244,182.31","867,000.00","-","MX0MGO0001F1","-","Mexico","-","USD","2.21","7.94","17.36","Mar 01, 2029","8.50","2.24","-","7.94","2.24","7.94","MXN","Mar 09, 2023","Aug 21, 2023"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","5,145,905.09","0.17","5,145,905.09","4,530,000.00","-","DE000BU2T000","-","Germany","-","USD","14.52","3.60","0.87","May 15, 2047","3.40","14.39","-","3.60","14.39","3.60","EUR","Feb 03, 2026","Feb 03, 2026"
"JAPAN (GOVERNMENT OF) 10YR #369","Treasury","Fixed Income","5,131,448.62","0.17","5,131,448.62","911,500,000.00","-","JP1103691P11","BNNT8R7","Japan","-","USD","6.22","2.37","159.33","Dec 20, 2032","0.50","6.22","-","2.37","6.22","2.37","JPY","Dec 20, 2022","Jan 06, 2023"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","5,129,799.86","0.17","5,129,799.86","4,660,000.00","-","ES0000012R56","-","Spain","-","USD","16.89","4.30","0.87","Oct 31, 2056","3.95","16.76","-","4.30","16.76","4.30","EUR","Mar 03, 2026","Mar 03, 2026"
"TREASURY BOND (OTR)","Treasury","Fixed Income","5,114,758.15","0.17","5,114,758.15","5,200,000.00","912810UV8","US912810UV88","BVSVZ39","United States","-","USD","12.02","5.22","1.00","May 15, 2046","5.00","12.23","-","5.22","12.23","5.22","USD","May 15, 2026","Jun 01, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","5,105,263.80","0.17","5,105,263.80","4,537,000.00","-","BE0000366758","-","Belgium","-","USD","8.38","3.71","0.87","Jun 22, 2036","3.40","8.21","-","3.71","8.21","3.71","EUR","Jan 14, 2026","Jan 14, 2026"
"TREASURY NOTE","Treasury","Fixed Income","5,098,810.86","0.17","5,098,810.86","5,000,000.00","91282CMN8","US91282CMN82","BRXZ4X1","United States","-","USD","1.46","4.23","1.00","Feb 15, 2028","4.25","1.45","-","4.23","1.45","4.23","USD","Feb 15, 2025","Feb 18, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","5,098,496.29","0.17","5,098,496.29","34,030,000.00","-","CND10009XGG6","-","China","-","USD","2.28","1.28","6.76","Nov 25, 2028","1.40","2.25","-","1.28","2.25","1.28","CNY","Nov 25, 2025","Nov 24, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","5,054,073.23","0.17","5,054,073.23","7,112,000.00","135087T38","CA135087T388","-","Canada","-","USD","3.80","3.20","1.40","Sep 01, 2030","2.75","3.80","-","3.20","3.80","3.20","CAD","Apr 11, 2025","Apr 11, 2025"
"JAPAN (GOVERNMENT OF) 30YR #28","Treasury","Fixed Income","5,047,719.58","0.17","5,047,719.58","839,100,000.00","-","JP1300281845","B2QZ3B4","Japan","-","USD","9.84","3.09","159.33","Mar 20, 2038","2.50","9.88","-","3.09","9.88","3.09","JPY","Mar 20, 2008","Apr 18, 2008"
"JAPAN (GOVERNMENT OF) 20YR #141","Treasury","Fixed Income","5,031,622.23","0.17","5,031,622.23","827,000,000.00","-","JP1201411CC4","B96L366","Japan","-","USD","6.00","2.28","159.33","Dec 20, 2032","1.70","6.00","-","2.28","6.00","2.28","JPY","Dec 20, 2012","Dec 20, 2012"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,939,398.83","0.17","4,939,398.83","10,200,000.00","-","DE0001102481","BKSV3W7","Germany","-","USD","23.62","3.66","0.87","Aug 15, 2050","0.00","23.19","-","3.66","23.19","3.66","EUR","Aug 15, 2019","Aug 23, 2019"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","4,826,555.96","0.16","4,826,555.96","4,630,000.00","-","DE000BU2F009","BP6RCC5","Germany","-","USD","11.99","3.46","0.87","May 15, 2041","2.60","11.84","-","3.46","11.84","3.46","EUR","Apr 12, 2024","Apr 12, 2024"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","4,795,559.93","0.16","4,795,559.93","4,140,000.00","-","ES0000012L60","BP0Y0C8","Spain","-","USD","10.24","3.83","0.87","Jul 30, 2039","3.90","10.06","-","3.83","10.06","3.83","EUR","Feb 28, 2023","Feb 28, 2023"
"JAPAN (GOVERNMENT OF) 10YR #382","Treasury","Fixed Income","4,770,931.09","0.16","4,770,931.09","776,450,000.00","-","JP1103821S45","BS87J78","Japan","-","USD","8.43","2.79","159.33","Mar 20, 2036","2.40","8.45","-","2.79","8.45","2.79","JPY","Mar 20, 2026","Apr 03, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","4,765,474.23","0.16","4,765,474.23","4,170,000.00","-","ES0000012P90","BV2FLC8","Spain","-","USD","2.57","2.91","0.87","Mar 31, 2029","2.35","2.53","-","2.91","2.53","2.91","EUR","Jan 20, 2026","Jan 20, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,749,075.02","0.16","4,749,075.02","31,940,000.00","-","CND1000BBSJ4","-","China","-","USD","8.95","1.71","6.76","May 15, 2036","1.72","8.95","-","1.71","8.95","1.71","CNY","May 15, 2026","May 14, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,716,781.13","0.16","4,716,781.13","32,100,000.00","-","CND10009VCF1","-","China","-","USD","28.65","2.32","6.76","Nov 06, 2075","2.28","29.22","-","2.32","29.22","2.32","CNY","Nov 06, 2025","Nov 05, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,715,147.38","0.16","4,715,147.38","24,400,000.00","-","CND100045MS9","BN2RC70","China","-","USD","16.90","2.17","6.76","Apr 12, 2051","3.72","17.15","-","2.17","17.15","2.17","CNY","Apr 12, 2021","Apr 09, 2021"
"JAPAN (GOVERNMENT OF) 40YR #4","Treasury","Fixed Income","4,696,661.66","0.16","4,696,661.66","1,018,150,000.00","-","JP1400041B55","B401R76","Japan","-","USD","17.02","4.55","159.33","Mar 20, 2051","2.20","17.46","-","4.55","17.46","4.55","JPY","Mar 20, 2011","May 20, 2011"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","4,655,736.70","0.16","4,655,736.70","6,990,000.00","-","AU000XCLWAX7","BFYTYN8","Australia","-","USD","3.10","4.54","1.43","Nov 21, 2029","2.75","3.10","-","4.54","3.10","4.54","AUD","Nov 21, 2017","Jan 25, 2018"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,597,092.58","0.16","4,597,092.58","24,400,000.00","-","CND10004NCM5","-","China","-","USD","17.34","2.17","6.76","Oct 18, 2051","3.53","17.59","-","2.17","17.59","2.17","CNY","Oct 18, 2021","Oct 18, 2021"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","4,544,613.39","0.15","4,544,613.39","3,970,000.00","-","NL0015073TQ2","BVPLJD0","Netherlands","-","USD","4.16","2.94","0.87","Jan 15, 2031","2.50","4.10","-","2.94","4.10","2.94","EUR","Jan 15, 2026","Jan 15, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,519,779.54","0.15","4,519,779.54","24,710,000.00","-","CND100009RF1","-","China","-","USD","14.56","2.11","6.76","Apr 25, 2046","3.52","14.72","-","2.11","14.72","2.11","CNY","Apr 25, 2016","Apr 25, 2016"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","4,504,254.15","0.15","4,504,254.15","6,360,000.00","135087T79","CA135087T792","-","Canada","-","USD","4.23","3.19","1.40","Mar 01, 2031","2.75","4.22","-","3.19","4.22","3.19","CAD","Oct 02, 2025","Oct 02, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","4,502,554.15","0.15","4,502,554.15","4,030,000.00","-","NL0015001RG8","BMWJL61","Netherlands","-","USD","12.94","3.60","0.87","Jan 15, 2044","3.25","12.79","-","3.60","12.79","3.60","EUR","Oct 19, 2023","Oct 19, 2023"
"JAPAN (GOVERNMENT OF) 30YR #87","Treasury","Fixed Income","4,420,425.54","0.15","4,420,425.54","883,150,000.00","-","JP1300871R70","BVMQ8N1","Japan","-","USD","17.60","4.42","159.33","Jun 20, 2055","2.80","18.32","-","4.42","18.32","4.42","JPY","Jun 20, 2025","Jul 04, 2025"
"TREASURY NOTE (OTR)","Treasury","Fixed Income","4,399,250.68","0.15","4,399,250.68","4,460,000.00","91282CQQ7","US91282CQQ77","BSHW963","United States","-","USD","7.78","4.67","1.00","May 15, 2036","4.38","7.79","-","4.67","7.79","4.67","USD","May 15, 2026","May 15, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","4,385,681.59","0.15","4,385,681.59","26,250,000.00","-","CND10007NT69","-","China","-","USD","27.40","2.24","6.76","Mar 25, 2074","2.65","27.96","-","2.24","27.96","2.24","CNY","Mar 25, 2024","Mar 22, 2024"
"JAPAN (GOVERNMENT OF) 20YR #142","Treasury","Fixed Income","4,211,871.02","0.14","4,211,871.02","688,000,000.00","-","JP1201421D22","B87LSB8","Japan","-","USD","5.98","2.28","159.33","Dec 20, 2032","1.80","5.98","-","2.28","5.98","2.28","JPY","Dec 20, 2012","Feb 25, 2013"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","4,137,602.98","0.14","4,137,602.98","750,000.00","-","MX0MGO0001L9","-","Mexico","-","USD","6.12","9.22","17.36","Feb 21, 2036","8.00","6.28","-","9.22","6.28","9.22","MXN","Mar 06, 2025","Jun 16, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","4,055,473.77","0.14","4,055,473.77","5,530,000.00","135087R89","CA135087R895","BKVF1J9","Canada","-","USD","2.88","3.04","1.40","Sep 01, 2029","3.50","2.87","-","3.04","2.87","3.04","CAD","Apr 08, 2024","Apr 08, 2024"
"TREASURY NOTE","Treasury","Fixed Income","4,030,326.09","0.14","4,030,326.09","4,000,000.00","91282CLX7","US91282CLX73","BRK1506","United States","-","USD","1.24","4.20","1.00","Nov 15, 2027","4.13","1.24","-","4.20","1.24","4.20","USD","Nov 15, 2024","Nov 15, 2024"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,965,438.79","0.13","3,965,438.79","6,800,000.00","-","AU0000101792","BMGX738","Australia","-","USD","5.04","4.63","1.43","Nov 21, 2031","1.00","5.04","-","4.63","5.04","4.63","AUD","May 21, 2020","Sep 02, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,946,156.33","0.13","3,946,156.33","5,530,000.00","135087U44","CA135087U444","-","Canada","-","USD","1.69","2.85","1.40","May 01, 2028","2.50","1.69","-","2.85","1.69","2.85","CAD","Feb 12, 2026","Feb 12, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,917,356.60","0.13","3,917,356.60","3,530,000.00","-","BE0000363722","-","Belgium","-","USD","7.74","3.61","0.87","Jun 22, 2035","3.10","7.59","-","3.61","7.59","3.61","EUR","Jan 14, 2025","Jan 14, 2025"
"JAPAN (GOVERNMENT OF) 30YR #33","Treasury","Fixed Income","3,826,578.48","0.13","3,826,578.48","708,150,000.00","-","JP1300331A99","B64GKL6","Japan","-","USD","11.83","3.55","159.33","Sep 20, 2040","2.00","11.91","-","3.55","11.91","3.55","JPY","Sep 20, 2010","Sep 21, 2010"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,757,191.17","0.13","3,757,191.17","3,830,000.00","-","FR001400XJJ3","-","France","-","USD","16.68","4.72","0.87","May 25, 2056","3.75","16.48","-","4.72","16.48","4.72","EUR","May 25, 2024","Feb 19, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,604,191.31","0.12","3,604,191.31","5,270,550,000.00","-","KR103503GG37","BTLPTZ4","Korea (South)","-","USD","4.16","4.09","1,437.55","Mar 10, 2031","3.38","4.16","-","4.09","4.16","4.09","KRW","Mar 10, 2026","Feb 24, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","3,589,673.20","0.12","3,589,673.20","3,960,000.00","-","FR0013154044","BD0SJG3","France","-","USD","9.05","3.92","0.87","May 25, 2036","1.25","8.85","-","3.92","8.85","3.92","EUR","May 25, 2015","Apr 19, 2016"
"UK CONV GILT RegS","Treasury","Fixed Income","3,574,324.32","0.12","3,574,324.32","3,620,000.00","-","GB00BPCJD997","BPCJD99","United Kingdom","-","USD","14.37","5.76","0.74","Oct 22, 2053","3.75","14.77","-","5.76","14.77","5.76","GBP","Jan 25, 2023","Jan 25, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,511,804.08","0.12","3,511,804.08","4,930,000.00","135087U69","CA135087U691","-","Canada","-","USD","4.64","3.23","1.40","Sep 01, 2031","3.00","4.64","-","3.23","4.64","3.23","CAD","Apr 09, 2026","Apr 09, 2026"
"JAPAN (GOVERNMENT OF) 30YR #83","Treasury","Fixed Income","3,507,261.16","0.12","3,507,261.16","798,950,000.00","-","JP1300831Q70","BMCG6G7","Japan","-","USD","18.28","4.72","159.33","Jun 20, 2054","2.20","18.90","-","4.72","18.90","4.72","JPY","Jun 20, 2024","Jul 05, 2024"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","3,484,590.66","0.12","3,484,590.66","4,630,000.00","-","DE0001102432","BF51GY8","Germany","-","USD","17.82","3.63","0.87","Aug 15, 2048","1.25","17.58","-","3.63","17.58","3.63","EUR","Aug 15, 2017","Sep 22, 2017"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,474,161.29","0.12","3,474,161.29","23,220,000.00","-","CND1000B5GQ9","-","China","-","USD","8.73","1.71","6.76","Feb 25, 2036","1.75","8.72","-","1.71","8.72","1.71","CNY","Feb 25, 2026","Feb 24, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,469,487.55","0.12","3,469,487.55","5,080,000.00","135087P32","CA135087P329","BPH2JS4","Canada","-","USD","5.77","3.32","1.40","Dec 01, 2032","2.50","5.77","-","3.32","5.77","3.32","CAD","Aug 08, 2022","Aug 08, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,455,903.86","0.12","3,455,903.86","24,700,000.00","-","CND10008RFM0","-","China","-","USD","21.34","2.18","6.76","Jan 15, 2055","1.92","21.58","-","2.18","21.58","2.18","CNY","Jan 15, 2025","Jan 14, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,441,767.23","0.12","3,441,767.23","5,857,190,000.00","-","KR103501GG39","-","Korea (South)","-","USD","16.68","4.54","1,437.55","Mar 10, 2056","3.50","16.85","-","4.54","16.85","4.54","KRW","Mar 10, 2026","Feb 04, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,441,223.04","0.12","3,441,223.04","3,070,000.00","-","BE0000360694","BPYS9W9","Belgium","-","USD","7.15","3.52","0.87","Oct 22, 2034","2.85","7.02","-","3.52","7.02","3.52","EUR","Jan 16, 2024","Jan 16, 2024"
"ITALY (REPUBLIC OF) RegS","Treasury","Fixed Income","3,437,880.45","0.12","3,437,880.45","3,000,000.00","-","IT0005707614","-","Italy","-","USD","4.44","3.38","0.87","Jun 01, 2031","3.15","4.43","-","3.38","4.43","3.38","EUR","May 04, 2026","May 04, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,400,369.85","0.11","3,400,369.85","5,137,920,000.00","-","KR103503GF95","-","Korea (South)","-","USD","3.81","4.05","1,437.55","Sep 10, 2030","2.50","3.81","-","4.05","3.81","4.05","KRW","Sep 10, 2025","Aug 26, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","3,391,221.62","0.11","3,391,221.62","14,100,000.00","-","MYBMN2500029","-","Malaysia","-","USD","7.57","3.73","4.09","Jul 02, 2035","3.48","7.57","-","3.73","7.57","3.73","MYR","Jun 30, 2025","Jun 30, 2025"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","3,389,667.79","0.11","3,389,667.79","12,680,000.00","-","PL0000118519","BVPXDR8","Poland","-","USD","3.97","5.06","3.74","Jan 25, 2031","4.50","3.88","-","5.06","3.88","5.06","PLN","Jan 25, 2025","Oct 17, 2025"
"JAPAN (GOVERNMENT OF) 40YR #3","Treasury","Fixed Income","3,382,136.00","0.11","3,382,136.00","716,800,000.00","-","JP1400031A58","B3R7SY4","Japan","-","USD","16.67","4.41","159.33","Mar 20, 2050","2.20","17.05","-","4.41","17.05","4.41","JPY","Mar 20, 2010","May 18, 2010"
"BELGIUM (KINGDOM OF)","Treasury","Fixed Income","3,309,759.99","0.11","3,309,759.99","3,400,000.00","-","BE0000354630","BL6HWK5","Belgium","-","USD","5.76","3.27","0.87","Jun 22, 2032","0.35","5.65","-","3.27","5.65","3.27","EUR","Jan 25, 2022","Jan 25, 2022"
"JAPAN (GOVERNMENT OF) 5YR #4","Treasury","Fixed Income","3,302,876.46","0.11","3,302,876.46","531,650,000.00","-","JP1470041S18","BW46MS9","Japan","-","USD","4.21","1.89","159.33","Dec 20, 2030","1.60","4.21","-","1.89","4.21","1.89","JPY","Dec 20, 2025","Jan 27, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","3,257,607.44","0.11","3,257,607.44","12,160,000.00","-","PL0000116760","BRC2M17","Poland","-","USD","2.79","4.66","3.74","Jul 25, 2029","4.75","2.73","-","4.66","2.73","4.66","PLN","Jul 25, 2023","Mar 15, 2024"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","3,255,215.25","0.11","3,255,215.25","2,826,000.00","-","NL0015001DQ7","BMBR5H5","Netherlands","-","USD","3.27","2.87","0.87","Jan 15, 2030","2.50","3.23","-","2.87","3.23","2.87","EUR","Apr 06, 2023","Apr 06, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","3,245,752.09","0.11","3,245,752.09","14,790,000.00","-","CND10002CGX0","-","China","-","USD","23.82","2.25","6.76","Jun 24, 2069","4.00","24.34","-","2.25","24.34","2.25","CNY","Jun 24, 2019","Jun 24, 2019"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,220,013.71","0.11","3,220,013.71","5,460,000.00","-","AU0000143901","BM9KZS7","Australia","-","USD","5.81","4.74","1.43","Nov 21, 2032","1.75","5.80","-","4.74","5.80","4.74","AUD","Nov 21, 2020","Apr 20, 2021"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","3,177,020.87","0.11","3,177,020.87","4,850,000.00","-","AU0000249302","BQB9VK4","Australia","-","USD","6.58","4.87","1.43","May 21, 2034","3.75","6.59","-","4.87","6.59","4.87","AUD","Nov 21, 2022","Nov 15, 2022"
"JAPAN (GOVERNMENT OF) 40YR #18","Treasury","Fixed Income","3,171,584.06","0.11","3,171,584.06","604,650,000.00","-","JP1400181R57","BL54H35","Japan","-","USD","19.53","4.31","159.33","Mar 20, 2065","3.10","20.41","-","4.31","20.41","4.31","JPY","Mar 20, 2025","May 29, 2025"
"TREASURY NOTE","Treasury","Fixed Income","3,124,167.39","0.11","3,124,167.39","3,630,000.00","91282CDJ7","US91282CDJ71","BMCNFW7","United States","-","USD","4.99","4.42","1.00","Nov 15, 2031","1.38","4.98","-","4.42","4.98","4.42","USD","Nov 15, 2021","Nov 15, 2021"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,119,212.63","0.11","3,119,212.63","4,520,000.00","135087Q23","CA135087Q236","BMWJ4B7","Canada","-","USD","6.13","3.36","1.40","Jun 01, 2033","2.75","6.14","-","3.36","6.14","3.36","CAD","Feb 06, 2023","Feb 06, 2023"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,087,184.60","0.10","3,087,184.60","2,650,000.00","-","BE0000362716","-","Belgium","-","USD","3.03","2.96","0.87","Oct 22, 2029","2.70","2.99","-","2.96","2.99","2.96","EUR","Apr 16, 2024","Apr 16, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","3,080,008.42","0.10","3,080,008.42","4,270,000.00","135087T46","CA135087T461","-","Canada","-","USD","0.98","2.62","1.40","Aug 01, 2027","2.50","0.97","-","2.62","0.97","2.62","CAD","May 15, 2025","May 15, 2025"
"UK CONV GILT RegS","Treasury","Fixed Income","3,066,691.48","0.10","3,066,691.48","2,340,000.00","-","GB00BVP99905","BVP9990","United Kingdom","-","USD","8.05","5.14","0.74","Mar 07, 2037","4.63","8.09","-","5.14","8.09","5.14","GBP","Mar 11, 2026","Mar 11, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","3,056,964.66","0.10","3,056,964.66","2,710,000.00","-","BE0000357666","BQVX247","Belgium","-","USD","6.21","3.37","0.87","Jun 22, 2033","3.00","6.10","-","3.37","6.10","3.37","EUR","Jan 17, 2023","Jan 17, 2023"
"TREASURY NOTE","Treasury","Fixed Income","3,014,154.21","0.10","3,014,154.21","3,050,000.00","91282CQN4","US91282CQN47","BTWP748","United States","-","USD","5.76","4.51","1.00","Apr 30, 2033","4.13","5.76","-","4.51","5.76","4.51","USD","Apr 30, 2026","Apr 30, 2026"
"TREASURY BOND","Treasury","Fixed Income","2,996,046.20","0.10","2,996,046.20","4,500,000.00","912810RS9","US912810RS96","BYZ2TS9","United States","-","USD","13.91","5.29","1.00","May 15, 2046","2.50","14.09","-","5.29","14.09","5.29","USD","May 15, 2016","May 16, 2016"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","2,994,627.36","0.10","2,994,627.36","2,870,000.00","-","PTOTELOE0028","BKMG3B7","Portugal","-","USD","4.11","2.94","0.87","Oct 18, 2030","0.47","4.05","-","2.94","4.05","2.94","EUR","Jan 15, 2020","Jan 15, 2020"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,990,365.68","0.10","2,990,365.68","4,306,250,000.00","-","KR103501GE31","-","Korea (South)","-","USD","2.44","3.83","1,437.55","Mar 10, 2029","3.25","2.45","-","3.83","2.45","3.83","KRW","Mar 10, 2024","Jan 23, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,981,820.68","0.10","2,981,820.68","20,000,000.00","-","CND1000B5GP1","-","China","-","USD","2.53","1.25","6.76","Feb 25, 2029","1.32","2.51","-","1.25","2.51","1.25","CNY","Feb 25, 2026","Feb 24, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,932,530.39","0.10","2,932,530.39","2,790,000.00","-","BE0000359688","BP4Y3C5","Belgium","-","USD","12.52","4.20","0.87","Jun 22, 2043","3.45","12.30","-","4.20","12.30","4.20","EUR","May 24, 2023","May 24, 2023"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,925,644.42","0.10","2,925,644.42","540,000.00","-","MX0MGO0001D6","-","Mexico","-","USD","5.06","8.94","17.36","May 26, 2033","7.50","5.17","-","8.94","5.17","8.94","MXN","Dec 08, 2022","Dec 09, 2022"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,887,055.10","0.10","2,887,055.10","4,790,000.00","-","AU0000087454","BMDSVJ0","Australia","-","USD","4.21","4.57","1.43","Dec 21, 2030","1.00","4.20","-","4.57","4.20","4.57","AUD","Dec 21, 2019","May 21, 2020"
"MXN CASH","Cash and/or Derivatives","Cash","2,866,904.54","0.10","2,866,904.54","49,760,862.00","-","-","-","Mexico","-","USD","0.00","6.76","17.36","-","0.00","0.00","-","6.76","0.00","6.76","MXN","-","Jan 01, 1990"
"SEK CASH","Cash and/or Derivatives","Cash","2,863,551.91","0.10","2,863,551.91","27,389,588.00","-","-","-","Sweden","-","USD","0.00","1.90","9.56","-","0.00","0.00","-","1.90","0.00","1.90","SEK","-","Jan 01, 1990"
"JAPAN (GOVERNMENT OF) 40YR #17","Treasury","Fixed Income","2,859,906.21","0.10","2,859,906.21","689,700,000.00","-","JP1400171Q50","BRJQFJ1","Japan","-","USD","21.00","4.78","159.33","Mar 20, 2064","2.20","21.85","-","4.78","21.85","4.78","JPY","Mar 20, 2024","May 23, 2024"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,846,948.14","0.10","2,846,948.14","3,830,000.00","135087Q98","CA135087Q988","BPP4M94","Canada","-","USD","2.41","2.98","1.40","Mar 01, 2029","4.00","2.41","-","2.98","2.41","2.98","CAD","Oct 13, 2023","Oct 13, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,845,196.96","0.10","2,845,196.96","4,080,000.00","135087U28","CA135087U287","-","Canada","-","USD","8.27","3.59","1.40","Jun 01, 2036","3.25","8.28","-","3.59","8.28","3.59","CAD","Jan 30, 2026","Jan 30, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,797,692.68","0.09","2,797,692.68","2,640,000.00","-","BE0000364738","-","Belgium","-","USD","12.00","4.17","0.87","Jun 22, 2042","3.45","11.79","-","4.17","11.79","4.17","EUR","Mar 11, 2025","Mar 11, 2025"
"JAPAN (GOVERNMENT OF) 2YR #482","Treasury","Fixed Income","2,776,847.94","0.09","2,776,847.94","440,800,000.00","-","JP1024821S35","BWQLK55","Japan","-","USD","1.56","1.41","159.33","Mar 01, 2028","1.30","1.56","-","1.41","1.56","1.41","JPY","Mar 01, 2026","Mar 02, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,776,380.75","0.09","2,776,380.75","490,000.00","-","MX0MGO0000P2","B6TC406","Mexico","-","USD","3.87","8.55","17.36","May 29, 2031","7.75","3.94","-","8.55","3.94","8.55","MXN","Jun 23, 2011","Sep 09, 2011"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","2,731,394.98","0.09","2,731,394.98","11,060,000.00","-","MYBMG2600021","BV5L1Y5","Malaysia","-","USD","2.47","3.31","4.09","Mar 15, 2029","3.24","2.47","-","3.31","2.47","3.31","MYR","Mar 16, 2026","Mar 16, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,728,458.94","0.09","2,728,458.94","2,400,000.00","-","IT0005647265","-","Italy","-","USD","5.38","3.52","0.87","Jul 15, 2032","3.25","5.36","-","3.52","5.36","3.52","EUR","Apr 25, 2025","Apr 25, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,713,699.72","0.09","2,713,699.72","49,700,000,000.00","-","IDG000023607","-","Indonesia","-","USD","5.63","7.38","18,080.00","Feb 15, 2034","6.63","5.63","-","7.38","5.63","7.38","IDR","Aug 15, 2023","Aug 24, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,696,993.56","0.09","2,696,993.56","13,800,000.00","-","CND10003N750","BMC3TQ9","China","-","USD","16.51","2.17","6.76","Sep 14, 2050","3.81","16.75","-","2.17","16.75","2.17","CNY","Sep 14, 2020","Sep 14, 2020"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","2,695,475.98","0.09","2,695,475.98","11,370,000.00","-","MYBMO2000028","BMD9C89","Malaysia","-","USD","4.34","3.51","4.09","Apr 15, 2031","2.63","4.34","-","3.51","4.34","3.51","MYR","Oct 15, 2020","Oct 15, 2020"
"JAPAN (GOVERNMENT OF) 30YR #8","Treasury","Fixed Income","2,675,523.60","0.09","2,675,523.60","436,000,000.00","-","JP13000812B5","6565796","Japan","-","USD","5.90","2.27","159.33","Nov 22, 2032","1.80","5.91","-","2.27","5.91","2.27","JPY","Nov 20, 2002","Nov 20, 2002"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,671,788.91","0.09","2,671,788.91","2,340,000.00","-","DE0001102622","BM8HPT0","Germany","-","USD","3.13","2.81","0.87","Nov 15, 2029","2.10","3.09","-","2.81","3.09","2.81","EUR","Oct 20, 2022","Oct 20, 2022"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,607,255.60","0.09","2,607,255.60","2,350,000.00","-","NL0015001AM2","BMW2052","Netherlands","-","USD","6.36","3.09","0.87","Jul 15, 2033","2.50","6.26","-","3.09","6.26","3.09","EUR","Feb 09, 2023","Feb 09, 2023"
"FRANCE (REPUBLIC OF) RegS","Treasury","Fixed Income","2,594,284.45","0.09","2,594,284.45","2,250,000.00","-","FR0014018YR0","BT24L65","France","-","USD","8.38","3.97","0.87","Nov 25, 2036","3.70","8.21","-","3.97","8.21","3.97","EUR","Nov 25, 2025","Jun 08, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,594,109.53","0.09","2,594,109.53","87,260,000.00","-","TH0623039409","-","Thailand","-","USD","2.65","1.36","33.60","Apr 17, 2029","1.19","2.65","-","1.36","2.65","1.36","THB","Oct 17, 2025","Oct 17, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,582,953.81","0.09","2,582,953.81","48,400,000,000.00","-","IDG000025701","BVMJVX1","Indonesia","-","USD","3.87","7.35","18,080.00","Mar 15, 2031","5.88","3.87","-","7.35","3.87","7.35","IDR","Mar 15, 2025","Aug 14, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,572,677.98","0.09","2,572,677.98","2,335,000.00","-","NL0015073VV8","BWTWQ24","Netherlands","-","USD","8.66","3.27","0.87","Jul 15, 2036","2.75","8.53","-","3.27","8.53","3.27","EUR","Mar 05, 2026","Mar 05, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,554,262.89","0.09","2,554,262.89","3,700,000.00","-","AU0000451593","-","Australia","-","USD","8.43","5.07","1.43","Oct 21, 2037","4.75","8.46","-","5.07","8.46","5.07","AUD","Oct 21, 2025","Jan 29, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,537,329.59","0.09","2,537,329.59","2,190,000.00","-","AT0000A3NY15","-","Austria","-","USD","5.50","3.13","0.87","Sep 20, 2032","2.80","5.41","-","3.13","5.41","3.13","EUR","Sep 02, 2025","Sep 02, 2025"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,535,991.51","0.09","2,535,991.51","2,190,000.00","-","AT0000A33SH3","-","Austria","-","USD","2.69","2.85","0.87","May 23, 2029","2.90","2.65","-","2.85","2.65","2.85","EUR","Apr 25, 2023","Apr 25, 2023"
"ZAR CASH","Cash and/or Derivatives","Cash","2,527,719.93","0.09","2,527,719.93","41,773,732.00","-","-","-","South Africa","-","USD","0.00","6.88","16.53","-","0.00","0.00","-","6.88","0.00","6.88","ZAR","-","Jan 01, 1990"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,459,805.37","0.08","2,459,805.37","13,440,000.00","-","CND10002M200","-","China","-","USD","16.64","2.17","6.76","Mar 16, 2050","3.39","16.87","-","2.17","16.87","2.17","CNY","Mar 16, 2020","Mar 13, 2020"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,416,557.64","0.08","2,416,557.64","2,100,000.00","-","AT0000A3RVH9","-","Austria","-","USD","8.11","3.39","0.87","Feb 20, 2036","3.20","7.98","-","3.39","7.98","3.39","EUR","Jan 28, 2026","Jan 28, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","2,379,134.82","0.08","2,379,134.82","8,280,000.00","-","PL0000115291","-","Poland","-","USD","5.67","5.48","3.74","Oct 25, 2033","6.00","5.54","-","5.48","5.54","5.48","PLN","Oct 25, 2022","Dec 20, 2022"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","2,370,080.33","0.08","2,370,080.33","2,081,000.00","-","IT0005534141","BNG8LJ4","Italy","-","USD","15.05","4.72","0.87","Oct 01, 2053","4.50","15.21","-","4.72","15.21","4.72","EUR","Feb 23, 2023","Feb 23, 2023"
"JAPAN (GOVERNMENT OF) 20YR #194","Treasury","Fixed Income","2,353,215.71","0.08","2,353,215.71","426,700,000.00","-","JP1201941RA2","BS6RG46","Japan","-","USD","14.05","3.90","159.33","Sep 20, 2045","2.70","14.29","-","3.90","14.29","3.90","JPY","Sep 20, 2025","Oct 16, 2025"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,299,385.09","0.08","2,299,385.09","3,425,000.00","-","AU0000381832","-","Australia","-","USD","7.62","5.00","1.43","Mar 21, 2036","4.25","7.64","-","5.00","7.64","5.00","AUD","Sep 21, 2024","Feb 11, 2025"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,293,208.14","0.08","2,293,208.14","3,375,520,000.00","-","KR103501GF63","-","Korea (South)","-","USD","1.80","3.73","1,437.55","Jun 10, 2028","2.25","1.80","-","3.73","1.80","3.73","KRW","Jun 10, 2025","May 13, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,268,547.40","0.08","2,268,547.40","2,030,000.00","-","BE0000367764","-","Belgium","-","USD","16.40","4.55","0.87","Jun 22, 2056","4.35","16.24","-","4.55","16.24","4.55","EUR","Feb 11, 2026","Feb 11, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","2,222,930.37","0.08","2,222,930.37","1,968,000.00","-","PTOTEDOE0010","-","Portugal","-","USD","8.41","3.52","0.87","Jun 13, 2036","3.25","8.26","-","3.52","8.26","3.52","EUR","Jan 15, 2026","Jan 15, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,209,676.93","0.07","2,209,676.93","3,379,350,000.00","-","KR103504GD96","-","Korea (South)","-","USD","11.94","4.51","1,437.55","Sep 10, 2043","3.88","11.99","-","4.51","11.99","4.51","KRW","Sep 10, 2023","Aug 23, 2023"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","2,204,821.05","0.07","2,204,821.05","2,025,000.00","-","NL0015002F72","-","Netherlands","-","USD","7.97","3.20","0.87","Jul 15, 2035","2.50","7.85","-","3.20","7.85","3.20","EUR","Mar 06, 2025","Mar 06, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,203,031.30","0.07","2,203,031.30","39,340,000,000.00","-","IDG000025008","BR2NQK7","Indonesia","-","USD","8.45","7.36","18,080.00","Aug 15, 2040","7.13","8.44","-","7.36","8.44","7.36","IDR","Aug 15, 2024","Jan 09, 2025"
"GERMANY (FEDERAL REPUBLIC OF)","Treasury","Fixed Income","2,191,414.07","0.07","2,191,414.07","1,910,000.00","-","DE000BU25059","BV5QKH6","Germany","-","USD","3.91","2.85","0.87","Oct 10, 2030","2.20","3.85","-","2.85","3.85","2.85","EUR","Jul 10, 2025","Jul 10, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,189,783.97","0.07","2,189,783.97","74,040,000.00","-","TH062303B300","-","Thailand","-","USD","4.45","1.59","33.60","Mar 17, 2031","1.34","4.45","-","1.59","4.45","1.59","THB","Jan 16, 2026","Jan 16, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,177,720.18","0.07","2,177,720.18","3,130,150,000.00","-","KR103502GG38","-","Korea (South)","-","USD","1.54","3.73","1,437.55","Mar 10, 2028","3.00","1.54","-","3.73","1.54","3.73","KRW","Mar 10, 2026","Feb 03, 2026"
"JAPAN (GOVERNMENT OF) 20YR #140","Treasury","Fixed Income","2,160,316.17","0.07","2,160,316.17","352,350,000.00","-","JP1201401C92","B8943D2","Japan","-","USD","5.76","2.24","159.33","Sep 20, 2032","1.70","5.75","-","2.24","5.75","2.24","JPY","Sep 20, 2012","Sep 20, 2012"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","2,151,134.74","0.07","2,151,134.74","3,153,300,000.00","-","KR103501GFC3","-","Korea (South)","-","USD","2.25","3.78","1,437.55","Dec 10, 2028","2.75","2.25","-","3.78","2.25","3.78","KRW","Dec 10, 2025","Nov 11, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,142,795.33","0.07","2,142,795.33","3,060,000.00","135087T53","CA135087T537","-","Canada","-","USD","7.92","3.55","1.40","Dec 01, 2035","3.25","7.93","-","3.55","7.93","3.55","CAD","Jul 03, 2025","Jul 03, 2025"
"CZECH REPUBLIC","Treasury","Fixed Income","2,124,733.44","0.07","2,124,733.44","41,610,000.00","-","CZ0001007546","BTMJQ98","Czech Republic","-","USD","7.00","4.90","21.04","Sep 19, 2035","5.30","6.85","-","4.90","6.85","4.90","CZK","Sep 19, 2025","Sep 19, 2025"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","2,106,099.33","0.07","2,106,099.33","3,165,000.00","-","AU0000407256","-","Australia","-","USD","8.01","5.03","1.43","Oct 21, 2036","4.25","8.03","-","5.03","8.03","5.03","AUD","Apr 21, 2025","Jul 30, 2025"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","2,099,601.66","0.07","2,099,601.66","2,090,000.00","-","AT0000A2NW83","BMFN5N5","Austria","-","USD","4.50","3.02","0.87","Feb 20, 2031","0.00","4.43","-","3.02","4.43","3.02","EUR","Feb 03, 2021","Feb 03, 2021"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","2,080,863.46","0.07","2,080,863.46","71,230,000.00","-","TH062303G507","BL9XM44","Thailand","-","USD","8.86","2.09","33.60","May 17, 2036","1.84","8.88","-","2.09","8.88","2.09","THB","Jan 23, 2026","Jan 23, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,067,359.09","0.07","2,067,359.09","420,000.00","-","MX0MGO0000R8","B7V21L1","Mexico","-","USD","8.08","9.67","17.36","Nov 13, 2042","7.75","8.43","-","9.67","8.43","9.67","MXN","Dec 22, 2011","Apr 20, 2012"
"JAPAN (GOVERNMENT OF) 30YR #16","Treasury","Fixed Income","2,063,670.84","0.07","2,063,670.84","326,950,000.00","-","JP13001614A6","B03FBM0","Japan","-","USD","7.25","2.55","159.33","Sep 20, 2034","2.50","7.26","-","2.55","7.26","2.55","JPY","Sep 20, 2004","Oct 25, 2004"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","2,062,953.26","0.07","2,062,953.26","1,800,000.00","-","DE000BU25067","-","Germany","-","USD","4.39","2.88","0.87","Apr 16, 2031","2.50","4.32","-","2.88","4.32","2.88","EUR","Jan 15, 2026","Jan 15, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","2,051,097.22","0.07","2,051,097.22","420,000.00","-","MX0MGO0001N5","-","Mexico","-","USD","9.16","9.72","17.36","Apr 29, 2055","8.00","9.75","-","9.72","9.75","9.72","MXN","Jun 05, 2025","Nov 03, 2025"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","2,050,685.60","0.07","2,050,685.60","7,250,000.00","-","PL0000115192","BP4X3Y4","Poland","-","USD","1.88","4.39","3.74","Jul 25, 2028","7.50","1.84","-","4.39","1.84","4.39","PLN","Jul 25, 2022","Nov 07, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","2,045,822.67","0.07","2,045,822.67","10,030,000.00","-","CND10000JH82","-","China","-","USD","14.80","2.13","6.76","Oct 23, 2047","4.28","15.00","-","2.13","15.00","2.13","CNY","Oct 23, 2017","Oct 23, 2017"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","2,038,247.47","0.07","2,038,247.47","4,153,000.00","135087H72","CA135087H722","BFMC871","Canada","-","USD","18.01","3.99","1.40","Dec 01, 2051","2.00","18.18","-","3.99","18.18","3.99","CAD","Dec 22, 2017","Dec 22, 2017"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","2,028,288.35","0.07","2,028,288.35","37,606,000,000.00","-","IDG000024605","BQXS455","Indonesia","-","USD","3.41","7.31","18,080.00","Jul 15, 2030","6.50","3.41","-","7.31","3.41","7.31","IDR","Jul 15, 2024","Aug 22, 2024"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,979,391.22","0.07","1,979,391.22","1,707,000.00","-","FI4000557525","-","Finland","-","USD","2.59","2.88","0.87","Apr 15, 2029","2.88","2.55","-","2.88","2.55","2.88","EUR","Aug 30, 2023","Aug 30, 2023"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","1,952,460.86","0.07","1,952,460.86","1,600,000.00","-","CH0557778310","BMG0SG9","Switzerland","-","USD","8.79","0.42","0.81","Jun 23, 2035","0.25","8.77","-","0.42","8.77","0.42","CHF","Jun 23, 2021","Jun 23, 2021"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,948,486.80","0.07","1,948,486.80","8,130,000.00","-","MYBMS2600018","BTQJ2R4","Malaysia","-","USD","10.96","3.96","4.09","Jan 15, 2041","3.77","11.00","-","3.96","11.00","3.96","MYR","Jan 15, 2026","Jan 15, 2026"
"AUSTRALIA (COMMONWEALTH OF) GREEN RegS","Treasury","Fixed Income","1,944,641.29","0.07","1,944,641.29","2,880,000.00","-","AU3TB0000200","BQHNHY6","Australia","-","USD","6.56","4.87","1.43","Jun 21, 2034","4.25","6.57","-","4.87","6.57","4.87","AUD","Jun 21, 2024","Jun 14, 2024"
"AUD CASH","Cash and/or Derivatives","Cash","1,922,825.40","0.06","1,922,825.40","2,745,129.00","-","-","-","Australia","-","USD","0.00","4.32","1.43","-","0.00","0.00","-","4.32","0.00","4.32","AUD","-","Jan 01, 1990"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,911,021.97","0.06","1,911,021.97","7,300,000.00","-","MYBMT1800039","BF16186","Malaysia","-","USD","6.11","3.69","4.09","Nov 07, 2033","4.64","6.12","-","3.69","6.12","3.69","MYR","May 07, 2018","May 07, 2018"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,908,742.24","0.06","1,908,742.24","5,740,000.00","-","IL0011948028","BMWJJP6","Israel","-","USD","2.43","3.60","3.06","Feb 28, 2029","3.75","2.39","-","3.60","2.39","3.60","ILS","Apr 18, 2023","Apr 18, 2023"
"TREASURY BOND","Treasury","Fixed Income","1,903,274.59","0.06","1,903,274.59","3,530,000.00","912810SU3","US912810SU34","BM9WFN8","United States","-","USD","16.58","5.32","1.00","Feb 15, 2051","1.88","16.80","-","5.32","16.80","5.32","USD","Feb 15, 2021","Feb 16, 2021"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,895,736.11","0.06","1,895,736.11","1,645,000.00","-","BE0000368770","-","Belgium","-","USD","4.67","3.19","0.87","Aug 22, 2031","3.10","4.59","-","3.19","4.59","3.19","EUR","May 21, 2026","May 21, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,881,478.88","0.06","1,881,478.88","8,400,000.00","-","CND100010GP1","-","China","-","USD","23.25","2.26","6.76","May 21, 2068","4.13","23.75","-","2.26","23.75","2.26","CNY","May 21, 2018","May 18, 2018"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,876,097.73","0.06","1,876,097.73","1,697,000.00","-","AT0000A3D3Q8","-","Austria","-","USD","10.53","3.60","0.87","Jul 15, 2039","3.20","10.37","-","3.60","10.37","3.60","EUR","May 29, 2024","May 29, 2024"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,873,472.60","0.06","1,873,472.60","33,455,000,000.00","-","IDG000025107","BSKQRV3","Indonesia","-","USD","9.93","7.32","18,080.00","Aug 15, 2045","7.13","9.92","-","7.32","9.92","7.32","IDR","Aug 15, 2024","Jan 09, 2025"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","1,840,561.66","0.06","1,840,561.66","7,730,000.00","-","ROTM7EDD92S2","-","Romania","-","USD","5.77","6.84","4.56","Jul 31, 2034","7.10","5.59","-","6.84","5.59","6.84","RON","Jul 31, 2023","Oct 23, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,838,567.52","0.06","1,838,567.52","1,580,000.00","-","FI4000550249","-","Finland","-","USD","6.26","3.24","0.87","Sep 15, 2033","3.00","6.15","-","3.24","6.15","3.24","EUR","May 04, 2023","May 04, 2023"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,838,341.48","0.06","1,838,341.48","1,710,000.00","-","NL0015000LS8","BP816W3","Netherlands","-","USD","2.43","2.78","0.87","Jan 15, 2029","0.00","2.40","-","2.78","2.40","2.78","EUR","Sep 30, 2021","Sep 30, 2021"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,837,803.51","0.06","1,837,803.51","4,317,450,000.00","-","KR103502GB33","-","Korea (South)","-","USD","17.39","4.57","1,437.55","Mar 10, 2051","1.88","17.49","-","4.57","17.49","4.57","KRW","Mar 10, 2021","Feb 02, 2021"
"JAPAN (GOVERNMENT OF) 20YR #176","Treasury","Fixed Income","1,806,929.59","0.06","1,806,929.59","426,750,000.00","-","JP1201761M45","BNDBGK2","Japan","-","USD","13.69","4.07","159.33","Mar 20, 2041","0.50","13.72","-","4.07","13.72","4.07","JPY","Mar 20, 2021","Apr 21, 2021"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,794,631.97","0.06","1,794,631.97","7,080,000.00","-","PL0000118998","BW6JX61","Poland","-","USD","4.49","5.20","3.74","Jul 25, 2031","4.00","4.38","-","5.20","4.38","5.20","PLN","Jul 25, 2025","Mar 20, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,787,345.56","0.06","1,787,345.56","1,570,000.00","-","AT0000A39UW5","-","Austria","-","USD","6.70","3.25","0.87","Feb 20, 2034","2.90","6.59","-","3.25","6.59","3.25","EUR","Jan 25, 2024","Jan 25, 2024"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,786,629.74","0.06","1,786,629.74","8,450,000.00","-","CND10001QZP8","-","China","-","USD","23.75","2.27","6.76","Nov 19, 2068","3.82","24.25","-","2.27","24.25","2.27","CNY","Nov 19, 2018","Nov 16, 2018"
"DERIV JPY BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","1,765,014.21","0.06","1,765,014.21","281,210,889.00","-","-","-","Japan","-","USD","0.00","3.64","159.33","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","JPY","Jan 01, 2000","Jan 01, 2000"
"TREASURY BOND","Treasury","Fixed Income","1,760,905.08","0.06","1,760,905.08","2,610,000.00","912810RQ3","US912810RQ31","BD2C0D7","United States","-","USD","13.68","5.28","1.00","Feb 15, 2046","2.50","13.85","-","5.28","13.85","5.28","USD","Feb 15, 2016","Feb 16, 2016"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,734,842.87","0.06","1,734,842.87","4,401,180,000.00","-","KR103502GA34","-","Korea (South)","-","USD","17.70","4.55","1,437.55","Mar 10, 2050","1.50","17.79","-","4.55","17.79","4.55","KRW","Mar 10, 2020","Feb 06, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,697,832.74","0.06","1,697,832.74","2,415,000.00","135087S62","CA135087S620","-","Canada","-","USD","7.55","3.51","1.40","Jun 01, 2035","3.25","7.57","-","3.51","7.57","3.51","CAD","Jan 10, 2025","Jan 10, 2025"
"CZECH REPUBLIC","Treasury","Fixed Income","1,697,692.47","0.06","1,697,692.47","33,500,000.00","-","CZ0001006688","BM9HZJ9","Czech Republic","-","USD","3.64","4.34","21.04","Sep 30, 2030","5.00","3.57","-","4.34","3.57","4.34","CZK","Aug 12, 2022","Aug 12, 2022"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,673,119.57","0.06","1,673,119.57","7,000,000.00","-","PL0000119178","BVPQLS4","Poland","-","USD","2.44","4.52","3.74","Jan 25, 2029","0.00","2.38","-","4.52","2.38","4.52","PLN","May 15, 2026","May 15, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,668,377.59","0.06","1,668,377.59","1,440,000.00","-","AT0000A3EPP2","-","Austria","-","USD","3.04","2.90","0.87","Oct 20, 2029","2.50","2.99","-","2.90","2.99","2.90","EUR","Sep 04, 2024","Sep 04, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,637,360.35","0.06","1,637,360.35","53,115,000.00","-","TH0623A3F302","-","Thailand","-","USD","7.70","2.07","33.60","Mar 17, 2035","2.41","7.71","-","2.07","7.71","2.07","THB","Jan 24, 2025","Jan 24, 2025"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,634,023.86","0.06","1,634,023.86","1,370,000.00","-","GR0128017747","-","Greece","-","USD","9.42","4.00","0.87","Jul 18, 2038","4.38","9.23","-","4.00","9.23","4.00","EUR","Jul 18, 2023","Jul 18, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,628,974.04","0.05","1,628,974.04","2,310,000.00","135087U36","CA135087U360","-","Canada","-","USD","8.03","3.56","1.40","Mar 01, 2036","3.25","8.04","-","3.56","8.04","3.56","CAD","Feb 10, 2026","Feb 10, 2026"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","1,627,452.16","0.05","1,627,452.16","1,400,000.00","-","DE000BU25034","BPBM0Q5","Germany","-","USD","3.01","2.80","0.87","Oct 11, 2029","2.50","2.97","-","2.80","2.97","2.80","EUR","Jul 18, 2024","Jul 18, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,622,201.89","0.05","1,622,201.89","3,321,960,000.00","-","KR103502GF96","BVZJWP7","Korea (South)","-","USD","17.69","4.54","1,437.55","Sep 10, 2055","2.63","17.85","-","4.54","17.85","4.54","KRW","Sep 10, 2025","Aug 07, 2025"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,617,085.58","0.05","1,617,085.58","28,850,000,000.00","-","IDG000023904","-","Indonesia","-","USD","2.39","7.14","18,080.00","Apr 15, 2029","6.88","2.39","-","7.14","2.39","7.14","IDR","Oct 15, 2023","Nov 02, 2023"
"JAPAN (GOVERNMENT OF) 30YR #15","Treasury","Fixed Income","1,607,392.44","0.05","1,607,392.44","255,500,000.00","-","JP1300151485","B02KTV1","Japan","-","USD","7.09","2.51","159.33","Jun 20, 2034","2.50","7.10","-","2.51","7.10","2.51","JPY","Jun 20, 2004","Aug 20, 2004"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,605,136.42","0.05","1,605,136.42","1,330,000.00","-","GR0124039737","-","Greece","-","USD","6.01","3.52","0.87","Jun 15, 2033","4.25","5.89","-","3.52","5.89","3.52","EUR","Jan 24, 2023","Jan 24, 2023"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","1,603,969.09","0.05","1,603,969.09","1,980,000.00","-","SGXF45447632","BQC84J0","Singapore","-","USD","2.54","1.85","1.28","Apr 01, 2029","3.00","2.54","-","1.85","2.54","1.85","SGD","Apr 01, 2024","Apr 01, 2024"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,597,745.62","0.05","1,597,745.62","1,610,000.00","-","FI4000507231","BLPJR18","Finland","-","USD","5.04","3.08","0.87","Sep 15, 2031","0.13","4.96","-","3.08","4.96","3.08","EUR","May 26, 2021","May 26, 2021"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,587,676.97","0.05","1,587,676.97","3,263,320,000.00","-","KR103502GC32","BNXFXS1","Korea (South)","-","USD","16.72","4.57","1,437.55","Mar 10, 2052","2.50","16.85","-","4.57","16.85","4.57","KRW","Mar 10, 2022","Feb 08, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,567,383.51","0.05","1,567,383.51","3,199,380,000.00","-","KR103502GF39","-","Korea (South)","-","USD","17.54","4.55","1,437.55","Mar 10, 2055","2.63","17.69","-","4.55","17.69","4.55","KRW","Mar 10, 2025","Feb 06, 2025"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","1,561,790.87","0.05","1,561,790.87","1,360,000.00","-","FI4000602891","-","Finland","-","USD","8.51","3.49","0.87","Sep 15, 2036","3.35","8.37","-","3.49","8.37","3.49","EUR","Apr 16, 2026","Apr 16, 2026"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","1,550,716.41","0.05","1,550,716.41","6,780,000.00","-","RO1JS63DR5A5","BN7KRQ8","Romania","-","USD","3.98","6.72","4.56","Apr 28, 2031","7.35","3.86","-","6.72","3.86","6.72","RON","Apr 28, 2022","Feb 13, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,549,374.85","0.05","1,549,374.85","6,250,000.00","-","MYBMI2300024","BMWJJN4","Malaysia","-","USD","1.65","3.26","4.09","Apr 20, 2028","3.52","1.65","-","3.26","1.65","3.26","MYR","Apr 20, 2023","Apr 20, 2023"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,514,067.49","0.05","1,514,067.49","1,470,000.00","-","IE00BKFVC899","BMTCVJ6","Ireland","-","USD","4.14","2.92","0.87","Oct 18, 2030","0.20","4.08","-","2.92","4.08","2.92","EUR","Jun 16, 2020","Jun 16, 2020"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,490,330.05","0.05","1,490,330.05","28,073,000,000.00","-","IDG000025602","-","Indonesia","-","USD","6.87","7.36","18,080.00","Apr 15, 2036","6.50","6.87","-","7.36","6.87","7.36","IDR","Apr 15, 2025","Jul 31, 2025"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,486,824.71","0.05","1,486,824.71","1,300,000.00","-","AT0000A3V200","-","Austria","-","USD","4.83","3.07","0.87","Oct 20, 2031","2.85","4.76","-","3.07","4.76","3.07","EUR","Jun 03, 2026","Jun 03, 2026"
"TREASURY BOND","Treasury","Fixed Income","1,478,844.57","0.05","1,478,844.57","2,155,000.00","912810RK6","US912810RK60","BVVT273","United States","-","USD","13.25","5.27","1.00","Feb 15, 2045","2.50","13.40","-","5.27","13.40","5.27","USD","Feb 15, 2015","Feb 17, 2015"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,470,202.03","0.05","1,470,202.03","2,688,490,000.00","-","KR103504GF94","-","Korea (South)","-","USD","13.73","4.52","1,437.55","Sep 10, 2045","2.75","13.81","-","4.52","13.81","4.52","KRW","Sep 10, 2025","Aug 27, 2025"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,450,198.35","0.05","1,450,198.35","4,430,000.00","-","IL0012337825","BTQJ2Q3","Israel","-","USD","4.47","4.15","3.06","Jul 31, 2031","3.75","4.37","-","4.15","4.37","4.15","ILS","Jan 06, 2026","Jan 06, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,428,083.26","0.05","1,428,083.26","1,271,000.00","-","IE000LQ7YWY4","-","Ireland","-","USD","7.22","3.21","0.87","Oct 18, 2034","2.60","7.11","-","3.21","7.11","3.21","EUR","Jan 18, 2024","Jan 18, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,426,533.56","0.05","1,426,533.56","2,245,900,000.00","-","KR103502GEC4","BMWG8D8","Korea (South)","-","USD","7.21","4.31","1,437.55","Dec 10, 2034","3.00","7.22","-","4.31","7.22","4.31","KRW","Dec 10, 2024","Oct 22, 2024"
"TREASURY NOTE","Treasury","Fixed Income","1,411,666.10","0.05","1,411,666.10","1,500,000.00","91282CHC8","US91282CHC82","BQYLTK3","United States","-","USD","5.92","4.51","1.00","May 15, 2033","3.38","5.92","-","4.51","5.92","4.51","USD","May 15, 2023","May 15, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,409,087.10","0.05","1,409,087.10","1,243,000.00","-","AT0000A3HU25","-","Austria","-","USD","7.46","3.32","0.87","Feb 20, 2035","2.95","7.34","-","3.32","7.34","3.32","EUR","Feb 04, 2025","Feb 04, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,407,271.73","0.05","1,407,271.73","2,150,000.00","135087S70","CA135087S703","-","Canada","-","USD","17.87","4.00","1.40","Dec 01, 2057","3.50","18.18","-","4.00","18.18","4.00","CAD","Jan 24, 2025","Jan 24, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,404,094.63","0.05","1,404,094.63","1,210,000.00","-","FR001400XLW2","BTY6K28","France","-","USD","2.06","2.96","0.87","Sep 24, 2028","2.40","2.02","-","2.96","2.02","2.96","EUR","Sep 24, 2024","Feb 24, 2025"
"FINLAND (REPUBLIC OF) MTN","Treasury","Fixed Income","1,403,327.61","0.05","1,403,327.61","1,240,000.00","-","FI4000598776","-","Finland","-","USD","11.30","3.78","0.87","Apr 15, 2041","3.55","11.12","-","3.78","11.12","3.78","EUR","Jan 28, 2026","Jan 28, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","1,402,139.07","0.05","1,402,139.07","5,380,000.00","-","PL0000119087","BVV7SD5","Poland","-","USD","7.47","5.77","3.74","Apr 25, 2036","5.25","7.30","-","5.77","7.30","5.77","PLN","Apr 25, 2026","Apr 27, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,399,934.36","0.05","1,399,934.36","2,330,000.00","-","NZGOVDT530C2","-","New Zealand","-","USD","3.43","4.04","1.71","May 15, 2030","4.50","3.43","-","4.04","3.43","4.04","NZD","Nov 15, 2022","Mar 14, 2023"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,383,172.58","0.05","1,383,172.58","45,900,000.00","-","TH0623B3K608","-","Thailand","-","USD","11.41","2.62","33.60","Jun 17, 2040","2.70","11.50","-","2.62","11.50","2.62","THB","Nov 25, 2024","Nov 25, 2024"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,381,581.85","0.05","1,381,581.85","1,235,000.00","-","PTOTEAOE0005","-","Portugal","-","USD","7.75","3.41","0.87","Jun 15, 2035","3.00","7.62","-","3.41","7.62","3.41","EUR","Jan 16, 2025","Jan 16, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,381,322.72","0.05","1,381,322.72","43,380,000.00","-","TH0623A3N603","BP6KM35","Thailand","-","USD","12.68","2.95","33.60","Jun 17, 2043","3.45","12.84","-","2.95","12.84","2.95","THB","Aug 19, 2022","Aug 19, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,380,551.32","0.05","1,380,551.32","1,967,500,000.00","-","KR103502GCC8","BMD0B96","Korea (South)","-","USD","5.49","4.20","1,437.55","Dec 10, 2032","4.25","5.50","-","4.20","5.50","4.20","KRW","Dec 10, 2022","Oct 18, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,373,401.60","0.05","1,373,401.60","2,242,760,000.00","-","KR103502GF62","-","Korea (South)","-","USD","7.68","4.31","1,437.55","Jun 10, 2035","2.63","7.69","-","4.31","7.69","4.31","KRW","Jun 10, 2025","May 20, 2025"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","1,370,246.90","0.05","1,370,246.90","1,690,000.00","-","SGXF25686589","BRJWCR6","Singapore","-","USD","7.54","2.37","1.28","Mar 01, 2035","2.75","7.55","-","2.37","7.55","2.37","SGD","Mar 03, 2025","Mar 03, 2025"
"PLN CASH","Cash and/or Derivatives","Cash","1,368,028.13","0.05","1,368,028.13","5,121,692.00","-","-","-","Poland","-","USD","0.00","3.78","3.74","-","0.00","0.00","-","3.78","0.00","3.78","PLN","-","Jan 01, 1990"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,362,583.48","0.05","1,362,583.48","44,940,000.00","-","TH0623038401","BQD33C0","Thailand","-","USD","1.68","1.29","33.60","Apr 17, 2028","2.05","1.68","-","1.29","1.68","1.29","THB","Jan 17, 2025","Jan 17, 2025"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,360,264.20","0.05","1,360,264.20","1,900,000.00","135087U77","CA135087U774","-","Canada","-","USD","1.93","2.90","1.40","Aug 01, 2028","2.75","1.92","-","2.90","1.92","2.90","CAD","May 07, 2026","May 07, 2026"
"JAPAN (GOVERNMENT OF) 30YR #35","Treasury","Fixed Income","1,352,305.43","0.05","1,352,305.43","255,300,000.00","-","JP1300351B93","B59NZS7","Japan","-","USD","12.48","3.68","159.33","Sep 20, 2041","2.00","12.58","-","3.68","12.58","3.68","JPY","Sep 20, 2011","Sep 20, 2011"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,350,937.59","0.05","1,350,937.59","1,220,000.00","-","NL0012818504","BFM0LR6","Netherlands","-","USD","1.93","2.75","0.87","Jul 15, 2028","0.75","1.90","-","2.75","1.90","2.75","EUR","Mar 15, 2018","Mar 15, 2018"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,347,949.81","0.05","1,347,949.81","2,392,850,000.00","-","KR103504GE95","-","Korea (South)","-","USD","13.14","4.51","1,437.55","Sep 10, 2044","2.88","13.20","-","4.51","13.20","4.51","KRW","Sep 10, 2024","Aug 28, 2024"
"JAPAN (GOVERNMENT OF) 20YR #171","Treasury","Fixed Income","1,346,787.94","0.05","1,346,787.94","313,650,000.00","-","JP1201711L13","BKRQD01","Japan","-","USD","12.84","3.89","159.33","Dec 20, 2039","0.30","12.85","-","3.89","12.85","3.89","JPY","Dec 20, 2019","Jan 20, 2020"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,344,794.31","0.05","1,344,794.31","9,150,000.00","-","DK0009924961","BTZ8T59","Denmark","-","USD","8.19","3.01","6.50","Nov 15, 2035","2.25","8.08","-","3.01","8.08","3.01","DKK","Nov 15, 2024","Feb 07, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,339,898.52","0.05","1,339,898.52","7,000,000.00","-","CND100002XK4","-","China","-","USD","11.03","1.74","6.76","Aug 16, 2040","3.96","11.07","-","1.74","11.07","1.74","CNY","Aug 16, 2010","Aug 16, 2010"
"ISRAEL (STATE OF)","Treasury","Fixed Income","1,333,196.25","0.04","1,333,196.25","3,890,000.00","-","IL0012277849","BTWSYT1","Israel","-","USD","7.50","3.90","3.06","Oct 31, 2035","4.15","7.37","-","3.90","7.37","3.90","ILS","Sep 02, 2025","Sep 02, 2025"
"JAPAN (GOVERNMENT OF) 20YR #137","Treasury","Fixed Income","1,322,725.31","0.04","1,322,725.31","216,000,000.00","-","JP1201371C64","B8C0MR4","Japan","-","USD","5.56","2.20","159.33","Jun 20, 2032","1.70","5.56","-","2.20","5.56","2.20","JPY","Jun 20, 2012","Jun 20, 2012"
"JAPAN (GOVERNMENT OF) 20YR #173","Treasury","Fixed Income","1,317,132.99","0.04","1,317,132.99","308,000,000.00","-","JP1201731L76","BMX1FX1","Japan","-","USD","13.18","3.96","159.33","Jun 20, 2040","0.40","13.20","-","3.96","13.20","3.96","JPY","Jun 20, 2020","Jul 22, 2020"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,313,374.84","0.04","1,313,374.84","4,090,000.00","-","PEP01000C5K6","-","Peru","-","USD","6.48","6.15","3.39","Aug 12, 2035","6.85","6.55","-","6.15","6.55","6.15","PEN","Jun 11, 2025","Jun 11, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","1,298,397.66","0.04","1,298,397.66","8,450,000.00","-","CND10008MC01","-","China","-","USD","7.63","1.60","6.76","Nov 25, 2034","2.04","7.62","-","1.60","7.62","1.60","CNY","Nov 25, 2024","Nov 22, 2024"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,298,402.10","0.04","1,298,402.10","1,130,000.00","-","PTOTEQOE0023","-","Portugal","-","USD","6.35","3.27","0.87","Oct 14, 2033","2.88","6.24","-","3.27","6.24","3.27","EUR","Sep 30, 2025","Sep 30, 2025"
"JAPAN (GOVERNMENT OF) 20YR #174","Treasury","Fixed Income","1,297,648.53","0.04","1,297,648.53","306,000,000.00","-","JP1201741LA9","BMDV887","Japan","-","USD","13.38","4.01","159.33","Sep 20, 2040","0.40","13.40","-","4.01","13.40","4.01","JPY","Sep 20, 2020","Oct 21, 2020"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,290,474.72","0.04","1,290,474.72","2,013,700,000.00","-","KR103502GFC1","BVPLB56","Korea (South)","-","USD","7.86","4.34","1,437.55","Dec 10, 2035","3.25","7.87","-","4.34","7.87","4.34","KRW","Dec 10, 2025","Nov 18, 2025"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,269,431.51","0.04","1,269,431.51","2,230,000.00","-","NZGOVDT536C9","-","New Zealand","-","USD","7.79","4.73","1.71","May 15, 2036","4.25","7.82","-","4.73","7.82","4.73","NZD","May 15, 2024","Aug 27, 2024"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,264,318.87","0.04","1,264,318.87","4,820,000.00","-","MYBMZ2300010","BPK4FN4","Malaysia","-","USD","15.45","4.10","4.09","Mar 31, 2053","4.46","15.64","-","4.10","15.64","4.10","MYR","Mar 31, 2023","Mar 31, 2023"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,264,013.42","0.04","1,264,013.42","1,918,800,000.00","-","KR103502GD64","BMDX065","Korea (South)","-","USD","6.02","4.22","1,437.55","Jun 10, 2033","3.25","6.03","-","4.22","6.03","4.22","KRW","Jun 10, 2023","Apr 18, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,262,921.18","0.04","1,262,921.18","1,850,000.00","135087ZS6","CA135087ZS68","B6R2TV4","Canada","-","USD","13.60","3.86","1.40","Dec 01, 2045","3.50","13.71","-","3.86","13.71","3.86","CAD","Jun 13, 2011","Jun 13, 2011"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","1,262,119.70","0.04","1,262,119.70","23,702,000,000.00","-","IDG000024506","BSMTC48","Indonesia","-","USD","6.56","7.37","18,080.00","Jul 15, 2035","6.75","6.56","-","7.37","6.56","7.37","IDR","Jul 15, 2024","Aug 08, 2024"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","1,258,682.24","0.04","1,258,682.24","1,180,000,000.00","-","CL0003068690","-","Chile","-","USD","5.03","5.77","924.38","Jul 15, 2032","5.30","5.02","-","5.77","5.02","5.77","CLP","Jan 15, 2026","Jan 29, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,255,905.44","0.04","1,255,905.44","2,231,250,000.00","-","KR103502GE30","-","Korea (South)","-","USD","16.40","4.55","1,437.55","Mar 10, 2054","3.25","16.55","-","4.55","16.55","4.55","KRW","Mar 10, 2024","Jan 30, 2024"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,247,318.24","0.04","1,247,318.24","1,150,000.00","-","GR0124036709","-","Greece","-","USD","3.74","3.13","0.87","Jun 18, 2030","1.50","3.68","-","3.13","3.68","3.13","EUR","Jun 18, 2020","Jun 18, 2020"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","1,246,116.61","0.04","1,246,116.61","13,420,000.00","-","SE0013935319","BN92QC1","Sweden","-","USD","4.71","2.65","9.56","May 12, 2031","0.13","4.65","-","2.65","4.65","2.65","SEK","May 12, 2019","Mar 27, 2020"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,230,910.08","0.04","1,230,910.08","35,620,000.00","-","TH0623A35601","BMV4SD3","Thailand","-","USD","17.28","3.17","33.60","Jun 17, 2055","4.00","17.88","-","3.17","17.88","3.17","THB","Nov 03, 2023","Nov 03, 2023"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,228,187.34","0.04","1,228,187.34","1,560,000.00","-","NL0013552060","BFY1K14","Netherlands","-","USD","12.67","3.50","0.87","Jan 15, 2040","0.50","12.45","-","3.50","12.45","3.50","EUR","May 23, 2019","May 23, 2019"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","1,227,295.19","0.04","1,227,295.19","2,190,000.00","-","NZGOVDT433C9","BYZTRB9","New Zealand","-","USD","5.81","4.44","1.71","Apr 14, 2033","3.50","5.82","-","4.44","5.82","4.44","NZD","Oct 14, 2015","Oct 22, 2015"
"JAPAN (GOVERNMENT OF) 5YR #179","Treasury","Fixed Income","1,216,395.60","0.04","1,216,395.60","199,900,000.00","-","JP1051791R76","BT8PQ34","Japan","-","USD","3.79","1.87","159.33","Jun 20, 2030","1.00","3.79","-","1.87","3.79","1.87","JPY","Jun 20, 2025","Jul 09, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,207,915.05","0.04","1,207,915.05","51,180,000.00","-","TH0623A3R604","BVKB1Z1","Thailand","-","USD","24.52","3.29","33.60","Jun 17, 2077","2.44","26.10","-","3.29","26.10","3.29","THB","Oct 31, 2025","Oct 31, 2025"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","1,206,849.79","0.04","1,206,849.79","1,065,000.00","-","XS3063879368","-","Bulgaria","-","USD","6.77","3.85","0.87","May 07, 2034","3.50","6.62","-","3.85","6.62","3.85","EUR","May 07, 2025","May 07, 2025"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,169,963.74","0.04","1,169,963.74","35,770,000.00","-","TH062303D603","BLFGTJ1","Thailand","-","USD","6.16","1.87","33.60","Jun 17, 2033","3.35","6.16","-","1.87","6.16","1.87","THB","Oct 07, 2022","Oct 07, 2022"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","1,169,356.21","0.04","1,169,356.21","2,227,000.00","-","AU0000018442","BF5J6P3","Australia","-","USD","11.32","5.25","1.43","May 21, 2041","2.75","11.38","-","5.25","11.38","5.25","AUD","May 21, 2018","Jul 27, 2018"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","1,157,060.78","0.04","1,157,060.78","1,010,000.00","-","SK4000028304","-","Slovak Republic","-","USD","9.00","3.97","0.87","Nov 04, 2037","3.63","8.82","-","3.97","8.82","3.97","EUR","Nov 04, 2025","Nov 04, 2025"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","1,155,586.66","0.04","1,155,586.66","1,050,000.00","-","IE00BH3SQ895","BH3SQ89","Ireland","-","USD","2.72","2.82","0.87","May 15, 2029","1.10","2.68","-","2.82","2.68","2.82","EUR","Jan 16, 2019","Jan 16, 2019"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,147,406.09","0.04","1,147,406.09","1,061,000.00","-","IE000GVLBXU6","-","Ireland","-","USD","12.87","3.66","0.87","Oct 18, 2043","3.00","12.71","-","3.66","12.71","3.66","EUR","Jan 12, 2023","Jan 12, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,140,957.08","0.04","1,140,957.08","4,660,000.00","-","MYBMZ2000016","BMVN6M5","Malaysia","-","USD","14.96","4.09","4.09","Jun 15, 2050","4.07","15.10","-","4.09","15.10","4.09","MYR","Jun 15, 2020","Jun 15, 2020"
"BUONI POLIENNALI DEL TESORO","Treasury","Fixed Income","1,130,385.29","0.04","1,130,385.29","1,430,000.00","-","IT0005217390","BD3VHH6","Italy","-","USD","19.69","4.62","0.87","Mar 01, 2067","2.80","20.01","-","4.62","20.01","4.62","EUR","Sep 01, 2016","Oct 11, 2016"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","1,129,313.69","0.04","1,129,313.69","997,000.00","-","IE000O6GBYC9","-","Ireland","-","USD","8.48","3.33","0.87","Jun 18, 2036","3.10","8.34","-","3.33","8.34","3.33","EUR","Jan 21, 2026","Jan 21, 2026"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,123,779.98","0.04","1,123,779.98","3,430,000.00","-","PEP01000C5J8","-","Peru","-","USD","7.84","6.84","3.39","Aug 12, 2039","7.60","8.12","-","6.84","8.12","6.84","PEN","Jul 01, 2024","Jul 01, 2024"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","1,110,647.65","0.04","1,110,647.65","331,700,000.00","-","HU0000407424","BVPPBG9","Hungary","-","USD","2.93","5.47","315.23","Nov 28, 2029","6.00","2.85","-","5.47","2.85","5.47","HUF","Jul 30, 2025","Jul 30, 2025"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","1,107,490.91","0.04","1,107,490.91","2,000,000.00","-","FR0013154028","BD10344","France","-","USD","22.35","4.65","0.87","May 25, 2066","1.75","22.13","-","4.65","22.13","4.65","EUR","May 25, 2015","Apr 19, 2016"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","1,106,249.40","0.04","1,106,249.40","2,004,100,000.00","-","KR103502GC99","BM8NX16","Korea (South)","-","USD","16.07","4.57","1,437.55","Sep 10, 2052","3.13","16.20","-","4.57","16.20","4.57","KRW","Sep 10, 2022","Aug 02, 2022"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,102,365.83","0.04","1,102,365.83","1,497,000.00","135087YQ1","CA135087YQ12","B39VLH8","Canada","-","USD","11.05","3.77","1.40","Jun 01, 2041","4.00","11.11","-","3.77","11.11","3.77","CAD","Jun 09, 2008","Jun 09, 2008"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,081,266.26","0.04","1,081,266.26","4,380,000.00","-","MYBMX2600034","BTWP663","Malaysia","-","USD","13.34","3.99","4.09","Apr 23, 2046","3.99","13.43","-","3.99","13.43","3.99","MYR","Apr 23, 2026","Apr 23, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","1,080,880.02","0.04","1,080,880.02","1,000,000.00","-","AT0000A2VB47","BMF91Q8","Austria","-","USD","2.20","2.83","0.87","Oct 20, 2028","0.00","2.16","-","2.83","2.16","2.83","EUR","Jan 26, 2022","Jan 26, 2022"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","1,065,060.42","0.04","1,065,060.42","1,890,000.00","135087P99","CA135087P998","BQ97KX6","Canada","-","USD","18.26","4.00","1.40","Dec 01, 2055","2.75","18.52","-","4.00","18.52","4.00","CAD","Jan 30, 2023","Jan 30, 2023"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,063,798.15","0.04","1,063,798.15","34,620,000.00","-","TH062303Q308","-","Thailand","-","USD","14.17","3.07","33.60","Mar 17, 2046","3.22","14.41","-","3.07","14.41","3.07","THB","Apr 10, 2026","Apr 10, 2026"
"HKD CASH","Cash and/or Derivatives","Cash","1,057,519.05","0.04","1,057,519.05","8,294,915.00","-","-","-","Hong Kong","-","USD","0.00","2.68","7.84","-","0.00","0.00","-","2.68","0.00","2.68","HKD","-","Jan 01, 1990"
"CZECH REPUBLIC","Treasury","Fixed Income","1,046,385.06","0.04","1,046,385.06","20,300,000.00","-","CZ0001006969","-","Czech Republic","-","USD","4.26","4.41","21.04","Jun 16, 2031","6.20","4.17","-","4.41","4.17","4.41","CZK","Jun 16, 2023","Jun 16, 2023"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","1,038,897.23","0.04","1,038,897.23","3,860,000.00","-","MYBMY2200023","BPSJ7J1","Malaysia","-","USD","11.31","3.96","4.09","Oct 15, 2042","4.70","11.37","-","3.96","11.37","3.96","MYR","Apr 14, 2022","Apr 14, 2022"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","1,038,586.99","0.04","1,038,586.99","900,000.00","-","PTOTEVOE0018","BFWK4N3","Portugal","-","USD","2.13","2.76","0.87","Oct 17, 2028","2.13","2.10","-","2.76","2.10","2.76","EUR","Jan 17, 2018","Jan 17, 2018"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","1,033,205.46","0.03","1,033,205.46","980,000.00","-","GR0124038721","-","Greece","-","USD","5.54","3.38","0.87","Jun 18, 2032","1.75","5.44","-","3.38","5.44","3.38","EUR","Jan 26, 2022","Jan 26, 2022"
"CNY CASH","Cash and/or Derivatives","Cash","1,025,520.02","0.03","1,025,520.02","6,929,029.00","-","-","-","China","-","USD","0.00","3.64","6.76","-","0.00","0.00","-","3.64","0.00","3.64","CNY","-","Dec 31, 1989"
"FSWP: EUR 2.833700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","1,018,507.73","0.03","-97,189,172.47","-85,372,000.00","-","-","-","European Union","-","USD","4.68","0.28","0.87","Sep 16, 2031","2.83","4.68","-","0.28","4.68","0.28","EUR","Sep 16, 2026","Jun 01, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","1,013,320.98","0.03","1,013,320.98","895,000.00","-","NL0015002P70","BSD3BF3","Netherlands","-","USD","17.72","3.69","0.87","Jan 15, 2056","3.50","17.64","-","3.69","17.64","3.69","EUR","Sep 25, 2025","Sep 25, 2025"
"FINLAND (REPUBLIC OF) MTN","Treasury","Fixed Income","1,009,956.57","0.03","1,009,956.57","955,000.00","-","FI4000586284","-","Finland","-","USD","13.64","3.88","0.87","Apr 15, 2045","3.20","13.46","-","3.88","13.46","3.88","EUR","Jan 29, 2025","Jan 29, 2025"
"CAD CASH","Cash and/or Derivatives","Cash","1,009,595.00","0.03","1,009,595.00","1,415,099.00","-","-","-","Canada","-","USD","0.00","3.64","1.40","-","0.00","0.00","-","3.64","0.00","3.64","CAD","-","Jan 01, 1989"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","1,009,794.85","0.03","1,009,794.85","3,070,000.00","-","PEP01000C5E9","BF8F0J0","Peru","-","USD","4.92","4.52","3.39","Aug 12, 2032","6.15","4.93","-","4.52","4.93","4.52","PEN","Jul 21, 2017","Jul 21, 2017"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","1,008,620.51","0.03","1,008,620.51","10,190,000.00","-","NO0012837642","BNC3773","Norway","-","USD","6.10","4.38","9.56","Aug 15, 2033","3.00","5.97","-","4.38","5.97","4.38","NOK","Feb 15, 2023","Feb 15, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","1,005,331.10","0.03","1,005,331.10","10,180,000.00","-","SE0017830730","BN7T5J4","Sweden","-","USD","6.70","2.79","9.56","Nov 11, 2033","1.75","6.61","-","2.79","6.61","2.79","SEK","Nov 11, 2021","May 06, 2022"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","999,768.23","0.03","999,768.23","1,508,600,000.00","-","KR103502GE63","-","Korea (South)","-","USD","6.73","4.29","1,437.55","Jun 10, 2034","3.50","6.73","-","4.29","6.73","4.29","KRW","Jun 10, 2024","Apr 16, 2024"
"CZECH REPUBLIC","Treasury","Fixed Income","995,248.00","0.03","995,248.00","20,480,000.00","-","CZ0001006894","-","Czech Republic","-","USD","6.36","4.77","21.04","Apr 14, 2034","4.90","6.22","-","4.77","6.22","4.77","CZK","Apr 14, 2023","Apr 14, 2023"
"JPY CASH","Cash and/or Derivatives","Cash","994,953.16","0.03","994,953.16","158,520,912.00","-","-","-","Japan","-","USD","0.00","3.64","159.33","-","0.00","0.00","-","3.64","0.00","3.64","JPY","-","Jan 01, 1990"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","991,236.96","0.03","991,236.96","890,000,000.00","-","CL0002886803","-","Chile","-","USD","6.32","5.69","924.38","Oct 01, 2034","5.80","6.34","-","5.69","6.34","5.69","CLP","Oct 01, 2023","Oct 26, 2023"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","990,874.57","0.03","990,874.57","1,300,000.00","-","SGXF29838152","BNG90L2","Singapore","-","USD","11.82","2.45","1.28","Jul 01, 2040","2.25","11.83","-","2.45","11.83","2.45","SGD","Jul 01, 2025","Jul 01, 2025"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","983,072.70","0.03","983,072.70","4,440,000.00","-","ROJVM8ELBDU4","-","Romania","-","USD","2.48","6.55","4.56","Apr 25, 2029","6.30","2.40","-","6.55","2.40","6.55","RON","Apr 25, 2023","Jan 29, 2024"
"FSWP: CNY 1.517100 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","982,110.97","0.03","431,706,587.78","2,910,233,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.52","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","May 29, 2026"
"ISRAEL (STATE OF)","Treasury","Fixed Income","978,932.59","0.03","978,932.59","2,800,000.00","-","IL0012128935","BLGTZH9","Israel","-","USD","2.79","3.57","3.06","Aug 31, 2029","4.60","2.74","-","3.57","2.74","3.57","ILS","Nov 05, 2024","Nov 05, 2024"
"JAPAN (GOVERNMENT OF) 20YR #172","Treasury","Fixed Income","975,738.68","0.03","975,738.68","225,550,000.00","-","JP1201721L45","BMVD948","Japan","-","USD","12.94","3.91","159.33","Mar 20, 2040","0.40","12.95","-","3.91","12.95","3.91","JPY","Mar 20, 2020","Apr 22, 2020"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","953,120.76","0.03","953,120.76","700,000.00","-","CH0557778815","-","Switzerland","-","USD","15.36","0.63","0.81","Jun 28, 2043","1.25","15.32","-","0.63","15.32","0.63","CHF","Jun 28, 2023","Jun 28, 2023"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","946,648.67","0.03","946,648.67","860,000.00","-","FR0014015MU5","-","France","-","USD","13.30","4.49","0.87","May 25, 2046","4.10","13.08","-","4.49","13.08","4.49","EUR","May 25, 2025","Jan 21, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","944,331.66","0.03","944,331.66","1,198,000.00","-","PTOTEPOE0032","-","Portugal","-","USD","13.77","3.90","0.87","Apr 11, 2042","1.15","13.52","-","3.90","13.52","3.90","EUR","Jan 19, 2022","Jan 19, 2022"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","941,254.59","0.03","941,254.59","17,875,000,000.00","-","IDG000024001","BQRD672","Indonesia","-","USD","11.91","7.30","18,080.00","Jul 15, 2054","6.88","11.94","-","7.30","11.94","7.30","IDR","Jul 15, 2023","Jan 05, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","936,075.92","0.03","936,075.92","1,394,650,000.00","-","KR103503GF38","-","Korea (South)","-","USD","3.36","3.98","1,437.55","Mar 10, 2030","2.63","3.36","-","3.98","3.36","3.98","KRW","Mar 10, 2025","Feb 25, 2025"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","932,507.39","0.03","932,507.39","6,200,000.00","-","DK0009924615","BRRFDK7","Denmark","-","USD","6.59","2.84","6.50","Nov 15, 2033","2.25","6.51","-","2.84","6.51","2.84","DKK","Nov 15, 2022","Sep 28, 2023"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","931,594.59","0.03","931,594.59","2,070,000.00","135087M68","CA135087M680","BM8B9F6","Canada","-","USD","19.37","4.00","1.40","Dec 01, 2053","1.75","19.56","-","4.00","19.56","4.00","CAD","Aug 03, 2021","Aug 03, 2021"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","930,260.29","0.03","930,260.29","1,790,000.00","-","NZGOVDT531C0","BJX69K0","New Zealand","-","USD","4.52","4.20","1.71","May 15, 2031","1.50","4.52","-","4.20","4.52","4.20","NZD","May 15, 2019","Sep 25, 2019"
"UK CONV GILT RegS","Treasury","Fixed Income","927,961.86","0.03","927,961.86","700,000.00","-","GB00BPJJKN53","BPJJKN5","United Kingdom","-","USD","6.26","4.83","0.74","Jan 31, 2034","4.63","6.27","-","4.83","6.27","4.83","GBP","Oct 12, 2023","Oct 12, 2023"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","909,129.29","0.03","909,129.29","8,790,000.00","-","SE0028000281","-","Sweden","-","USD","9.00","3.02","9.56","Feb 09, 2037","2.75","8.88","-","3.02","8.88","3.02","SEK","Feb 09, 2026","Mar 18, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","898,875.91","0.03","898,875.91","1,970,000.00","-","NL0015614579","BK80T93","Netherlands","-","USD","25.01","3.70","0.87","Jan 15, 2052","0.00","24.55","-","3.70","24.55","3.70","EUR","Sep 24, 2020","Sep 24, 2020"
"JAPAN (GOVERNMENT OF) 20YR #170","Treasury","Fixed Income","888,190.29","0.03","888,190.29","204,500,000.00","-","JP1201701KA5","BKPFTJ1","Japan","-","USD","12.60","3.84","159.33","Sep 20, 2039","0.30","12.61","-","3.84","12.61","3.84","JPY","Sep 20, 2019","Oct 25, 2019"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","885,590.72","0.03","885,590.72","1,160,000.00","-","SGXF76205099","BL97688","Singapore","-","USD","4.69","2.08","1.28","Jul 01, 2031","1.63","4.69","-","2.08","4.69","2.08","SGD","Jul 01, 2021","Jul 01, 2021"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","884,104.40","0.03","884,104.40","1,050,000.00","-","SGXF75438295","BSC9QT1","Singapore","-","USD","6.79","2.35","1.28","May 01, 2034","3.38","6.79","-","2.35","6.79","2.35","SGD","May 02, 2024","May 02, 2024"
"TREASURY NOTE","Treasury","Fixed Income","881,975.53","0.03","881,975.53","1,020,000.00","91282CCS8","US91282CCS89","BMWVP09","United States","-","USD","4.75","4.40","1.00","Aug 15, 2031","1.25","4.75","-","4.40","4.75","4.40","USD","Aug 15, 2021","Aug 16, 2021"
"TREASURY NOTE","Treasury","Fixed Income","882,022.73","0.03","882,022.73","890,000.00","9128282R0","US9128282R06","BF53YJ5","United States","-","USD","1.01","4.15","1.00","Aug 15, 2027","2.25","1.01","-","4.15","1.01","4.15","USD","Aug 15, 2017","Aug 15, 2017"
"ISRAEL (STATE OF)","Treasury","Fixed Income","878,287.90","0.03","878,287.90","2,632,000.00","-","IL0012023326","BR87465","Israel","-","USD","7.26","3.87","3.06","Mar 30, 2035","4.00","7.13","-","3.87","7.13","3.87","ILS","Jan 09, 2024","Jan 09, 2024"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","871,279.72","0.03","871,279.72","29,060,000.00","-","TH0623A3U608","BS9F799","Thailand","-","USD","15.35","3.13","33.60","Jun 17, 2050","3.15","15.67","-","3.13","15.67","3.13","THB","Oct 18, 2024","Oct 18, 2024"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","869,724.27","0.03","869,724.27","9,350,000.00","-","NO0012440397","BNZH4S2","Norway","-","USD","5.36","4.41","9.56","May 18, 2032","2.13","5.24","-","4.41","5.24","4.41","NOK","Feb 16, 2022","Feb 16, 2022"
"SLOVAK REPUBLIC (GOVERNMENT)","Treasury","Fixed Income","854,545.91","0.03","854,545.91","750,000.00","-","SK4000027397","-","Slovak Republic","-","USD","2.74","2.99","0.87","Jun 04, 2029","2.50","2.69","-","2.99","2.69","2.99","EUR","Jun 04, 2025","Jun 04, 2025"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","853,331.37","0.03","853,331.37","3,480,000.00","-","MYBMI2500011","-","Malaysia","-","USD","3.51","3.45","4.09","May 15, 2030","3.34","3.51","-","3.45","3.51","3.45","MYR","May 15, 2025","May 15, 2025"
"ISRAEL (STATE OF)","Treasury","Fixed Income","849,701.09","0.03","849,701.09","2,776,000.00","-","IL0011401937","BD0XP82","Israel","-","USD","13.84","4.30","3.06","Mar 31, 2047","3.75","13.70","-","4.30","13.70","4.30","ILS","Mar 07, 2017","Mar 07, 2017"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","844,000.72","0.03","844,000.72","15,433,000,000.00","-","IDG000021809","BPVGHW2","Indonesia","-","USD","7.81","7.38","18,080.00","Jun 15, 2038","7.13","7.81","-","7.38","7.81","7.38","IDR","Jun 15, 2022","Sep 15, 2022"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","844,016.62","0.03","844,016.62","4,000,000.00","-","CND100036VL4","-","China","-","USD","24.46","2.23","6.76","May 25, 2070","3.73","24.99","-","2.23","24.99","2.23","CNY","May 25, 2020","May 25, 2020"
"CZECH REPUBLIC","Treasury","Fixed Income","818,327.88","0.03","818,327.88","16,840,000.00","-","CZ0001007033","-","Czech Republic","-","USD","5.31","4.68","21.04","Nov 11, 2032","4.50","5.19","-","4.68","5.19","4.68","CZK","Aug 11, 2023","Aug 11, 2023"
"CZECH REPUBLIC","Treasury","Fixed Income","815,474.88","0.03","815,474.88","16,170,000.00","-","CZ0001007025","-","Czech Republic","-","USD","2.46","4.06","21.04","Mar 29, 2029","5.75","2.41","-","4.06","2.41","4.06","CZK","Jul 28, 2023","Jul 28, 2023"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","814,143.29","0.03","814,143.29","267,750,000.00","-","HU0000405535","-","Hungary","-","USD","5.06","5.51","315.23","May 27, 2032","4.50","4.92","-","5.51","4.92","5.51","HUF","Jan 26, 2022","Jan 26, 2022"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","806,162.61","0.03","806,162.61","900,000.00","-","DE0001102598","BNRR4J1","Germany","-","USD","10.86","3.32","0.87","May 15, 2038","1.00","10.69","-","3.32","10.69","3.32","EUR","Apr 29, 2022","Apr 29, 2022"
"CZECH REPUBLIC","Treasury","Fixed Income","804,748.56","0.03","804,748.56","17,060,000.00","-","CZ0001007496","BTNMVP7","Czech Republic","-","USD","6.69","4.85","21.04","Oct 24, 2034","4.25","6.55","-","4.85","6.55","4.85","CZK","Apr 25, 2025","Apr 25, 2025"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","802,304.23","0.03","802,304.23","700,000.00","-","SI0002105227","-","Slovenia","-","USD","8.11","3.54","0.87","Mar 12, 2036","3.27","7.96","-","3.54","7.96","3.54","EUR","Jan 12, 2026","Jan 12, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","800,162.41","0.03","800,162.41","990,000.00","-","AT0000A2Y8G4","-","Austria","-","USD","17.32","3.86","0.87","May 23, 2049","1.85","17.10","-","3.86","17.10","3.86","EUR","May 31, 2022","May 31, 2022"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","799,850.86","0.03","799,850.86","14,270,000,000.00","-","IDG000020801","BPK4YK4","Indonesia","-","USD","5.00","7.36","18,080.00","Feb 15, 2033","7.00","5.00","-","7.36","5.00","7.36","IDR","Aug 15, 2022","Aug 19, 2022"
"JAPAN (GOVERNMENT OF) 40YR #19","Treasury","Fixed Income","794,830.28","0.03","794,830.28","129,400,000.00","-","JP1400191S54","BW7YYY0","Japan","-","USD","18.89","4.03","159.33","Mar 20, 2066","3.80","19.78","-","4.03","19.78","4.03","JPY","Mar 20, 2026","May 28, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","789,065.34","0.03","789,065.34","3,155,000.00","-","MYBMS2400013","BSLSM80","Malaysia","-","USD","9.75","3.94","4.09","Apr 18, 2039","4.05","9.78","-","3.94","9.78","3.94","MYR","Apr 17, 2024","Apr 17, 2024"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","769,248.45","0.03","769,248.45","7,500,000.00","-","NO0013713123","-","Norway","-","USD","8.04","4.45","9.56","Jun 03, 2036","4.13","7.86","-","4.45","7.86","4.45","NOK","Feb 03, 2026","Feb 03, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","765,044.16","0.03","765,044.16","740,000.00","-","AT0000A33SK7","-","Austria","-","USD","17.00","3.91","0.87","Oct 20, 2053","3.15","16.86","-","3.91","16.86","3.91","EUR","Apr 25, 2023","Apr 25, 2023"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","760,043.18","0.03","760,043.18","620,000.00","-","SK4000021986","-","Slovak Republic","-","USD","5.40","3.37","0.87","Oct 19, 2032","4.00","5.30","-","3.37","5.30","3.37","EUR","Oct 19, 2022","Oct 19, 2022"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","755,921.69","0.03","755,921.69","910,000.00","-","NL00150012X2","BPWBVY6","Netherlands","-","USD","19.20","3.69","0.87","Jan 15, 2054","2.00","19.04","-","3.69","19.04","3.69","EUR","Sep 29, 2022","Sep 29, 2022"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","747,474.48","0.03","747,474.48","653,000.00","-","FI4000587415","-","Finland","-","USD","7.77","3.40","0.87","Sep 15, 2035","3.00","7.63","-","3.40","7.63","3.40","EUR","May 07, 2025","May 07, 2025"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","745,517.92","0.03","745,517.92","670,000.00","-","BE0000351602","BM63891","Belgium","-","USD","1.21","2.74","0.87","Oct 22, 2027","0.00","1.20","-","2.74","1.20","2.74","EUR","Apr 07, 2020","Apr 07, 2020"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","745,703.99","0.03","745,703.99","1,230,850,000.00","-","KR103504GC97","BNDSF40","Korea (South)","-","USD","11.85","4.49","1,437.55","Sep 10, 2042","3.25","11.90","-","4.49","11.90","4.49","KRW","Sep 10, 2022","Aug 24, 2022"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","732,511.56","0.02","732,511.56","940,000.00","-","AT0000A1K9F1","BYN4DM9","Austria","-","USD","16.54","3.84","0.87","Feb 20, 2047","1.50","16.29","-","3.84","16.29","3.84","EUR","Feb 23, 2016","Feb 23, 2016"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","729,077.00","0.02","729,077.00","1,402,510,000.00","-","KR103502G834","BFX3022","Korea (South)","-","USD","14.99","4.55","1,437.55","Mar 10, 2048","2.63","15.08","-","4.55","15.08","4.55","KRW","Mar 10, 2018","Feb 08, 2018"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","724,133.32","0.02","724,133.32","740,000.00","-","IE00BMD03L28","BMD03L2","Ireland","-","USD","6.05","3.08","0.87","Oct 18, 2032","0.35","5.95","-","3.08","5.95","3.08","EUR","Jan 20, 2022","Jan 20, 2022"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","723,048.01","0.02","723,048.01","640,000.00","-","FI4000591862","-","Finland","-","USD","5.26","3.12","0.87","Apr 15, 2032","2.63","5.17","-","3.12","5.17","3.12","EUR","Aug 28, 2025","Aug 28, 2025"
"JAPAN (GOVERNMENT OF) 40YR #5","Treasury","Fixed Income","719,734.57","0.02","719,734.57","166,400,000.00","-","JP1400051C51","B89BJ91","Japan","-","USD","17.73","4.75","159.33","Mar 20, 2052","2.00","18.20","-","4.75","18.20","4.75","JPY","Mar 20, 2012","May 17, 2012"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","719,032.04","0.02","719,032.04","1,240,000.00","-","NZGOVDT534C4","-","New Zealand","-","USD","6.48","4.55","1.71","May 15, 2034","4.25","6.50","-","4.55","6.50","4.55","NZD","Nov 15, 2022","Nov 22, 2022"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","707,272.93","0.02","707,272.93","590,000.00","-","SI0002104303","-","Slovenia","-","USD","5.84","3.15","0.87","Mar 11, 2033","3.63","5.75","-","3.15","5.75","3.15","EUR","Jan 11, 2023","Jan 11, 2023"
"TREASURY NOTE","Treasury","Fixed Income","706,378.23","0.02","706,378.23","750,000.00","91282CDF5","US91282CDF59","BN7DP74","United States","-","USD","2.17","4.27","1.00","Oct 31, 2028","1.38","2.17","-","4.27","2.17","4.27","USD","Oct 31, 2021","Nov 01, 2021"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","700,815.29","0.02","700,815.29","560,000.00","-","CH0344958688","-","Switzerland","-","USD","5.83","0.32","0.81","Jun 27, 2032","0.50","5.82","-","0.32","5.82","0.32","CHF","Jun 27, 2018","Jun 27, 2018"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","700,158.41","0.02","700,158.41","930,000.00","-","IE00BH3SQB22","BH3SQB2","Ireland","-","USD","18.54","3.74","0.87","May 15, 2050","1.50","18.31","-","3.74","18.31","3.74","EUR","May 16, 2019","May 16, 2019"
"ISRAEL (STATE OF)","Treasury","Fixed Income","694,638.72","0.02","694,638.72","2,798,000.00","-","IL0011840761","BP493W0","Israel","-","USD","16.53","4.49","3.06","Nov 29, 2052","2.80","16.45","-","4.49","16.45","4.49","ILS","Feb 08, 2022","Feb 08, 2022"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","690,755.02","0.02","690,755.02","600,000.00","-","BE0000365743","-","Belgium","-","USD","3.92","3.09","0.87","Oct 22, 2030","2.60","3.86","-","3.09","3.86","3.09","EUR","May 21, 2025","May 21, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","675,574.99","0.02","675,574.99","580,000.00","-","SK4000023230","-","Slovak Republic","-","USD","6.08","3.50","0.87","Jun 08, 2033","3.63","5.96","-","3.50","5.96","3.50","EUR","Jun 08, 2023","Jun 08, 2023"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","647,327.26","0.02","647,327.26","1,880,000.00","-","AU0000097495","BMZ8B65","Australia","-","USD","16.96","5.56","1.43","Jun 21, 2051","1.75","17.20","-","5.56","17.20","5.56","AUD","Jun 21, 2020","Aug 05, 2020"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","629,419.06","0.02","629,419.06","905,350,000.00","-","KR103503GG60","BWFBN24","Korea (South)","-","USD","7.92","4.33","1,437.55","Jun 10, 2036","4.25","7.93","-","4.33","7.93","4.33","KRW","Jun 10, 2026","May 19, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","626,410.41","0.02","626,410.41","110,000.00","-","MX0MGO0001O3","-","Mexico","-","USD","4.35","8.88","17.36","Apr 15, 2032","8.00","4.43","-","8.88","4.43","8.88","MXN","Oct 23, 2025","Nov 03, 2025"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","622,211.07","0.02","622,211.07","4,310,000.00","-","DK0009923807","BJK1TG4","Denmark","-","USD","3.22","2.60","6.50","Nov 15, 2029","0.50","3.18","-","2.60","3.18","2.60","DKK","Nov 15, 2018","Jan 25, 2019"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","620,443.27","0.02","620,443.27","180,000,000.00","-","HU0000407564","BSRFM85","Hungary","-","USD","8.00","5.53","315.23","Sep 23, 2037","6.25","7.79","-","5.53","7.79","5.53","HUF","Feb 18, 2026","Feb 18, 2026"
"TREASURY NOTE (OLD)","Treasury","Fixed Income","606,469.61","0.02","606,469.61","620,000.00","91282CPZ8","US91282CPZ85","BWBZNP3","United States","-","USD","7.61","4.66","1.00","Feb 15, 2036","4.13","7.62","-","4.66","7.62","4.66","USD","Feb 15, 2026","Feb 17, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","599,928.28","0.02","599,928.28","530,000.00","-","PTOTEEOE0019","-","Portugal","-","USD","13.70","4.04","0.87","Jun 15, 2046","3.88","13.52","-","4.04","13.52","4.04","EUR","Jun 04, 2026","Jun 04, 2026"
"IDR CASH","Cash and/or Derivatives","Cash","597,345.83","0.02","597,345.83","10,800,012,650.00","-","-","-","Indonesia","-","USD","0.00","5.03","18,080.00","-","0.00","0.00","-","5.03","0.00","5.03","IDR","-","Jan 01, 1990"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","596,096.87","0.02","596,096.87","120,000.00","-","MX0MGO000102","BDH3PR4","Mexico","-","USD","8.65","9.70","17.36","Nov 07, 2047","8.00","9.16","-","9.70","9.16","9.70","MXN","Feb 23, 2017","Mar 10, 2017"
"HUNGARY (REPUBLIC OF)","Treasury","Fixed Income","593,561.96","0.02","593,561.96","234,470,000.00","-","HU0000404892","BMC2VT3","Hungary","-","USD","7.03","5.51","315.23","Jun 22, 2034","2.25","6.84","-","5.51","6.84","5.51","HUF","Jan 20, 2021","Jan 20, 2021"
"TREASURY NOTE","Treasury","Fixed Income","587,300.50","0.02","587,300.50","600,000.00","91282CHT1","US91282CHT18","BRT3QG6","United States","-","USD","5.96","4.53","1.00","Aug 15, 2033","3.88","5.97","-","4.53","5.97","4.53","USD","Aug 15, 2023","Aug 15, 2023"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","583,250.67","0.02","583,250.67","550,000.00","-","PTOTEYOE0031","-","Portugal","-","USD","5.63","3.12","0.87","Jul 16, 2032","1.65","5.54","-","3.12","5.54","3.12","EUR","Apr 13, 2022","Apr 13, 2022"
"DERIV ILS BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","577,462.82","0.02","577,462.82","1,769,866.00","-","-","-","Israel","-","USD","0.00","3.64","3.06","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","ILS","Jan 01, 2000","Jan 01, 2000"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","576,578.47","0.02","576,578.47","520,000.00","-","GR0124042764","-","Greece","-","USD","8.36","3.87","0.87","Jun 16, 2036","3.38","8.18","-","3.87","8.18","3.87","EUR","Jan 20, 2026","Jan 20, 2026"
"AUSTRALIA (COMMONWEALTH OF)","Treasury","Fixed Income","575,107.22","0.02","575,107.22","990,000.00","-","AU0000075681","BKDRWH8","Australia","-","USD","5.45","4.69","1.43","May 21, 2032","1.25","5.45","-","4.69","5.45","4.69","AUD","Nov 21, 2019","Jan 24, 2020"
"ISRAEL (STATE OF)","Treasury","Fixed Income","574,835.33","0.02","574,835.33","1,490,000.00","-","IL0011254005","B85M0X9","Israel","-","USD","10.64","4.13","3.06","Jan 31, 2042","5.50","10.49","-","4.13","10.49","4.13","ILS","Jan 10, 2012","Jan 10, 2012"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","570,557.38","0.02","570,557.38","170,530,000.00","-","HU0000407317","BQZ9GM7","Hungary","-","USD","4.29","5.49","315.23","Jul 23, 2031","6.75","4.17","-","5.49","4.17","5.49","HUF","Apr 16, 2025","Apr 16, 2025"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","568,114.59","0.02","568,114.59","820,000.00","-","SGXF89085702","BP2DFX9","Singapore","-","USD","19.37","2.50","1.28","Oct 01, 2051","1.88","19.41","-","2.50","19.41","2.50","SGD","Oct 01, 2021","Oct 01, 2021"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","568,134.93","0.02","568,134.93","2,400,000.00","-","MYBMZ2500031","BRXBQF5","Malaysia","-","USD","16.75","4.12","4.09","Jul 15, 2055","3.92","16.98","-","4.12","16.98","4.12","MYR","Jul 15, 2025","Jul 15, 2025"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","567,564.34","0.02","567,564.34","3,140,000.00","-","DK0009922320","B3FNDZ0","Denmark","-","USD","10.05","3.17","6.50","Nov 15, 2039","4.50","9.92","-","3.17","9.92","3.17","DKK","Nov 15, 2007","Nov 14, 2008"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","563,695.17","0.02","563,695.17","860,000.00","135087T87","CA135087T875","-","Canada","-","USD","17.59","4.00","1.40","Dec 01, 2056","3.50","17.88","-","4.00","17.88","4.00","CAD","Oct 17, 2025","Oct 17, 2025"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","557,155.67","0.02","557,155.67","463,000.00","-","CH0344958472","BZ05NC2","Switzerland","-","USD","26.77","0.61","0.81","May 24, 2055","0.50","26.68","-","0.61","26.68","0.61","CHF","May 24, 2017","May 24, 2017"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","546,494.26","0.02","546,494.26","480,000,000.00","-","CL0002935048","-","Chile","-","USD","9.21","5.82","924.38","Oct 01, 2040","6.20","9.29","-","5.82","9.29","5.82","CLP","Apr 01, 2024","Jun 03, 2024"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","540,639.25","0.02","540,639.25","657,000.00","-","SG31A7000004","BDCFY67","Singapore","-","USD","15.00","2.46","1.28","Mar 01, 2046","2.75","15.04","-","2.46","15.04","2.46","SGD","Mar 01, 2016","Mar 01, 2016"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","531,293.98","0.02","531,293.98","850,000.00","-","AU0000300535","BLFCN97","Australia","-","USD","14.12","5.55","1.43","Jun 21, 2054","4.75","14.49","-","5.55","14.49","5.55","AUD","Jun 21, 2023","Oct 24, 2023"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","529,805.78","0.02","529,805.78","410,000.00","-","CH0557779003","BSD4BG7","Switzerland","-","USD","19.05","0.66","0.81","May 22, 2047","0.88","19.01","-","0.66","19.01","0.66","CHF","May 22, 2024","May 22, 2024"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","529,723.58","0.02","529,723.58","450,000.00","-","IT0005530032","BQVX258","Italy","-","USD","11.65","4.46","0.87","Sep 01, 2043","4.45","11.69","-","4.46","11.69","4.46","EUR","Sep 01, 2022","Jan 17, 2023"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","525,813.17","0.02","525,813.17","5,590,000.00","-","NO0010875230","BLKQFG5","Norway","-","USD","3.82","4.49","9.56","Aug 19, 2030","1.38","3.74","-","4.49","3.74","4.49","NOK","Feb 19, 2020","Feb 19, 2020"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","525,510.78","0.02","525,510.78","420,000.00","-","CH0224397171","-","Switzerland","-","USD","3.79","0.25","0.81","May 27, 2030","0.50","3.79","-","0.25","3.79","0.25","CHF","May 27, 2015","May 27, 2015"
"NZD CASH","Cash and/or Derivatives","Cash","524,973.08","0.02","524,973.08","895,782.00","-","-","-","New Zealand","-","USD","0.00","2.70","1.71","-","0.00","0.00","-","2.70","0.00","2.70","NZD","-","Jan 01, 1990"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","519,860.13","0.02","519,860.13","9,664,000,000.00","-","IDG000018300","BNBQFR9","Indonesia","-","USD","11.11","7.39","18,080.00","Aug 15, 2051","6.88","11.12","-","7.39","11.12","7.39","IDR","Aug 15, 2020","Jan 07, 2021"
"PERU (REPUBLIC OF)","Treasury","Fixed Income","514,562.25","0.02","514,562.25","1,510,000.00","-","PEP01000C5I0","-","Peru","-","USD","5.39","5.27","3.39","Aug 12, 2033","7.30","5.41","-","5.27","5.41","5.27","PEN","Jun 12, 2023","Jun 12, 2023"
"DENMARK KINGDOM OF (GOVERNMENT) RegS","Treasury","Fixed Income","510,032.55","0.02","510,032.55","3,470,000.00","-","DK0009925182","-","Denmark","-","USD","8.19","3.01","6.50","Nov 15, 2035","2.25","8.08","-","3.01","8.08","3.01","DKK","Nov 15, 2024","Sep 30, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","498,995.38","0.02","498,995.38","470,000.00","-","SK4000017059","-","Slovak Republic","-","USD","4.03","3.20","0.87","Oct 09, 2030","1.00","3.96","-","3.20","3.96","3.20","EUR","Apr 09, 2020","Apr 09, 2020"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","498,096.45","0.02","498,096.45","1,970,000.00","-","MYBMX2400021","BNTBV67","Malaysia","-","USD","12.37","3.98","4.09","May 16, 2044","4.18","12.45","-","3.98","12.45","3.98","MYR","May 15, 2024","May 15, 2024"
"TREASURY BOND","Treasury","Fixed Income","498,276.09","0.02","498,276.09","670,000.00","912810RJ9","US912810RJ97","BSJWZQ3","United States","-","USD","12.80","5.25","1.00","Nov 15, 2044","3.00","12.95","-","5.25","12.95","5.25","USD","Nov 15, 2014","Nov 17, 2014"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","497,331.02","0.02","497,331.02","270,000.00","-","CH0224397007","BNFWZK6","Switzerland","-","USD","29.09","0.57","0.81","Jun 25, 2064","2.00","28.94","-","0.57","28.94","0.57","CHF","Jun 25, 2014","Jun 25, 2014"
"SWITZERLAND (CONFEDERATION OF)","Treasury","Fixed Income","496,592.29","0.02","496,592.29","405,000.00","-","CH0557779235","BVBCKN4","Switzerland","-","USD","13.34","0.58","0.81","May 28, 2040","0.50","13.30","-","0.58","13.30","0.58","CHF","May 28, 2025","May 28, 2025"
"JAPAN (GOVERNMENT OF) 20YR #133","Treasury","Fixed Income","495,677.44","0.02","495,677.44","80,000,000.00","-","JP1201331C14","B6WF6H3","Japan","-","USD","5.10","2.11","159.33","Dec 20, 2031","1.80","5.10","-","2.11","5.10","2.11","JPY","Dec 20, 2011","Jan 31, 2012"
"FSWP: EUR 2.899100 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","492,231.83","0.02","-66,332,750.02","-58,091,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.90","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Jun 05, 2026"
"JAPAN (GOVERNMENT OF) 20YR #175","Treasury","Fixed Income","489,854.58","0.02","489,854.58","114,850,000.00","-","JP1201751M13","BMD96M1","Japan","-","USD","13.50","4.02","159.33","Dec 20, 2040","0.50","13.53","-","4.02","13.53","4.02","JPY","Dec 20, 2020","Jan 20, 2021"
"RON CASH","Cash and/or Derivatives","Cash","486,594.94","0.02","486,594.94","2,219,676.00","-","-","-","Romania","-","USD","0.00","5.74","4.56","-","0.00","0.00","-","5.74","0.00","5.74","RON","-","Jan 01, 1990"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","485,050.21","0.02","485,050.21","1,270,000.00","-","AT0000A2QQB6","-","Austria","-","USD","31.19","3.86","0.87","Apr 20, 2071","0.70","30.91","-","3.86","30.91","3.86","EUR","Apr 20, 2021","Apr 20, 2021"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","480,250.64","0.02","480,250.64","1,790,000.00","-","MYBMX1700033","BYQJ0V9","Malaysia","-","USD","8.31","3.81","4.09","Apr 07, 2037","4.76","8.33","-","3.81","8.33","3.81","MYR","Apr 07, 2017","Apr 07, 2017"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","479,361.72","0.02","479,361.72","425,000.00","-","AT0000A3T279","-","Austria","-","USD","17.33","3.95","0.87","Mar 20, 2056","3.75","17.23","-","3.95","17.23","3.95","EUR","Mar 10, 2026","Mar 10, 2026"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","465,907.39","0.02","465,907.39","4,560,000.00","-","SE0025137862","BSJS3V2","Sweden","-","USD","8.79","2.99","9.56","Oct 15, 2036","2.50","8.67","-","2.99","8.67","2.99","SEK","Oct 15, 2024","Jun 09, 2025"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","464,695.24","0.02","464,695.24","410,000.00","-","SK4000022547","-","Slovak Republic","-","USD","11.85","4.27","0.87","Feb 23, 2043","4.00","11.64","-","4.27","11.64","4.27","EUR","Feb 23, 2023","Feb 23, 2023"
"DKK CASH","Cash and/or Derivatives","Cash","462,446.97","0.02","462,446.97","3,005,050.00","-","-","-","Denmark","-","USD","0.00","2.19","6.50","-","0.00","0.00","-","2.19","0.00","2.19","DKK","-","Jan 01, 1990"
"ISRAEL (STATE OF)","Treasury","Fixed Income","461,555.03","0.02","461,555.03","1,800,000.00","-","IL0011661803","BMHKKJ5","Israel","-","USD","9.72","4.00","3.06","May 31, 2037","1.50","9.55","-","4.00","9.55","4.00","ILS","May 12, 2020","May 12, 2020"
"NORDDEUTSCHE LANDESBANK GIROZENTRA MTN RegS","Covered","Fixed Income","461,320.99","0.02","461,320.99","400,000.00","-","DE000NLB5503","-","Germany","-","USD","2.70","3.10","0.87","May 28, 2029","3.00","2.66","-","3.10","2.66","3.10","EUR","May 28, 2026","May 28, 2026"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","454,070.83","0.02","454,070.83","460,000.00","-","IE00BMQ5JL65","BMQ5JL6","Ireland","-","USD","5.15","2.97","0.87","Oct 18, 2031","0.00","5.07","-","2.97","5.07","2.97","EUR","Jan 12, 2021","Jan 12, 2021"
"FSWP: OIS 7.920000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","448,479.30","0.02","98,659,518.08","1,704,649,000.00","-","-","-","Mexico","-","USD","3.92","1.33","17.36","Sep 11, 2031","7.92","3.92","-","1.33","3.92","1.33","MXN","Sep 17, 2026","May 29, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","439,619.26","0.01","439,619.26","740,000.00","-","PTOTECOE0037","-","Portugal","-","USD","20.64","4.10","0.87","Apr 12, 2052","1.00","20.31","-","4.10","20.31","4.10","EUR","Feb 10, 2021","Feb 10, 2021"
"FSWP: SEK 2.764000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","438,740.97","0.01","-84,991,739.23","-817,134,000.00","-","-","-","Sweden","-","USD","4.68","0.76","9.56","Sep 16, 2031","2.76","4.68","-","0.76","4.68","0.76","SEK","Sep 16, 2026","Jun 12, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","438,432.84","0.01","438,432.84","1,640,000.00","-","PL0000116851","BRJH2Z9","Poland","-","USD","6.46","5.57","3.74","Oct 25, 2034","5.00","6.31","-","5.57","6.31","5.57","PLN","Oct 25, 2023","Apr 12, 2024"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","437,904.99","0.01","437,904.99","172,410,000.00","-","HU0000403555","-","Hungary","-","USD","9.58","5.54","315.23","Oct 27, 2038","3.00","9.33","-","5.54","9.33","5.54","HUF","Feb 07, 2018","Feb 07, 2018"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","431,778.27","0.01","431,778.27","5,960,000.00","-","DK0009924029","BM962D9","Denmark","-","USD","24.43","3.30","6.50","Nov 15, 2052","0.25","24.06","-","3.30","24.06","3.30","DKK","Nov 15, 2019","Apr 03, 2020"
"HONG KONG SPECIAL ADMINISTRATIVE R","Treasury","Fixed Income","429,977.62","0.01","429,977.62","3,400,000.00","-","HK0001256640","BNHVP12","Hong Kong","-","USD","5.80","3.31","7.84","Feb 07, 2033","2.91","5.80","-","3.31","5.80","3.31","HKD","Feb 05, 2026","Feb 05, 2026"
"SINGAPORE (REPUBLIC OF) RegS","Treasury","Fixed Income","429,286.65","0.01","429,286.65","500,000.00","-","SGXF47639806","BPK6B10","Singapore","-","USD","25.57","2.62","1.28","Aug 01, 2072","3.00","25.91","-","2.62","25.91","2.62","SGD","Aug 15, 2022","Aug 15, 2022"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","422,056.50","0.01","422,056.50","600,000.00","-","AU3TB0000291","-","Australia","-","USD","7.67","5.01","1.43","Jun 21, 2036","5.00","7.69","-","5.01","7.69","5.01","AUD","Dec 21, 2025","May 26, 2026"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","406,925.68","0.01","406,925.68","370,000.00","-","NL0015001XZ6","BSMP536","Netherlands","-","USD","7.18","3.14","0.87","Jul 15, 2034","2.50","7.07","-","3.14","7.07","3.14","EUR","Feb 08, 2024","Feb 08, 2024"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","404,425.46","0.01","404,425.46","1,820,000.00","-","RODFIUK7ZV55","-","Romania","-","USD","6.53","6.81","4.56","Apr 25, 2035","6.75","6.33","-","6.81","6.33","6.81","RON","Apr 25, 2024","Sep 23, 2024"
"DERIV CAD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","386,649.21","0.01","386,649.21","541,947.00","-","-","-","Canada","-","USD","0.00","3.64","1.40","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","CAD","Jan 01, 2000","Jan 01, 2000"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","385,755.05","0.01","385,755.05","365,000.00","-","PTOTE3OE0025","-","Portugal","-","USD","16.87","4.15","0.87","Jun 12, 2054","3.63","16.72","-","4.15","16.72","4.15","EUR","May 29, 2024","May 29, 2024"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","384,804.68","0.01","384,804.68","560,000.00","-","AT0000A2KQ43","BMTMDL2","Austria","-","USD","13.99","3.69","0.87","Oct 20, 2040","0.00","13.72","-","3.69","13.72","3.69","EUR","Oct 22, 2020","Oct 22, 2020"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","376,986.33","0.01","376,986.33","1,560,000.00","-","RO0DU3PR9NF9","BNQQH23","Romania","-","USD","7.61","7.01","4.56","Feb 24, 2038","7.90","7.37","-","7.01","7.37","7.01","RON","Feb 24, 2023","Mar 08, 2023"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","373,262.80","0.01","373,262.80","967,000.00","-","NZGOVDT541C9","BL58BK2","New Zealand","-","USD","12.13","5.10","1.71","May 15, 2041","1.75","12.20","-","5.10","12.20","5.10","NZD","May 15, 2020","Jul 21, 2020"
"CZK CASH","Cash and/or Derivatives","Cash","372,115.43","0.01","372,115.43","7,827,727.00","-","-","-","Czech Republic","-","USD","0.00","3.80","21.04","-","0.00","0.00","-","3.80","0.00","3.80","CZK","-","Jan 01, 1990"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","365,276.98","0.01","365,276.98","623,000.00","-","AT0000A2EJ08","BKSFP01","Austria","-","USD","20.89","3.90","0.87","Mar 20, 2051","0.75","20.55","-","3.90","20.55","3.90","EUR","Apr 02, 2020","Apr 02, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","363,940.55","0.01","363,940.55","500,000.00","135087R71","CA135087R713","BQ2NS59","Canada","-","USD","6.52","3.41","1.40","Mar 01, 2034","3.50","6.53","-","3.41","6.53","3.41","CAD","Mar 01, 2024","Mar 05, 2024"
"PEN CASH","Cash and/or Derivatives","Cash","358,236.83","0.01","358,236.83","1,213,205.00","-","-","-","Peru","-","USD","0.00","3.64","3.39","-","0.00","0.00","-","3.64","0.00","3.64","PEN","-","Jan 01, 1990"
"SINGAPORE (REPUBLIC OF) RegS","Treasury","Fixed Income","358,163.40","0.01","358,163.40","400,000.00","-","SGXPK17B11U8","-","Singapore","-","USD","18.80","2.53","1.28","Jun 01, 2054","3.25","18.88","-","2.53","18.88","2.53","SGD","Jun 03, 2024","Jun 03, 2024"
"CZECH REPUBLIC","Treasury","Fixed Income","355,650.12","0.01","355,650.12","8,610,000.00","-","CZ0001007397","BS2KBQ6","Czech Republic","-","USD","12.00","5.27","21.04","Apr 04, 2044","4.00","11.78","-","5.27","11.78","5.27","CZK","Oct 04, 2024","Oct 04, 2024"
"ILS CASH","Cash and/or Derivatives","Cash","352,210.10","0.01","352,210.10","1,079,489.00","-","-","-","Israel","-","USD","0.00","3.64","3.06","-","0.00","0.00","-","3.64","0.00","3.64","ILS","-","Jan 01, 1990"
"JAPAN (GOVERNMENT OF) 30YR #71","Treasury","Fixed Income","348,362.48","0.01","348,362.48","114,000,000.00","-","JP1300711M79","BP5D0M0","Japan","-","USD","20.98","5.69","159.33","Jun 20, 2051","0.70","21.22","-","5.69","21.22","5.69","JPY","Jun 20, 2021","Jul 07, 2021"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","341,714.50","0.01","341,714.50","630,000.00","135087C93","CA135087C939","BM7RZV3","Canada","-","USD","20.59","4.00","1.40","Dec 01, 2064","2.75","21.04","-","4.00","21.04","4.00","CAD","May 01, 2014","May 01, 2014"
"HUF CASH","Cash and/or Derivatives","Cash","330,149.18","0.01","330,149.18","104,072,992.00","-","-","-","Hungary","-","USD","0.00","5.75","315.23","-","0.00","0.00","-","5.75","0.00","5.75","HUF","-","Jan 01, 1990"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","324,717.82","0.01","324,717.82","460,000.00","-","SGXF27246101","BK8TDH6","Singapore","-","USD","18.44","2.44","1.28","Mar 01, 2050","1.88","18.49","-","2.44","18.49","2.44","SGD","Mar 02, 2020","Mar 02, 2020"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","323,781.60","0.01","323,781.60","735,000.00","-","FI4000480488","BMCXYY2","Finland","-","USD","24.48","4.02","0.87","Apr 15, 2052","0.13","23.97","-","4.02","23.97","4.02","EUR","Feb 09, 2021","Feb 09, 2021"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","317,059.46","0.01","317,059.46","420,000.00","-","IE00BMQ5JM72","-","Ireland","-","USD","13.74","3.61","0.87","Apr 22, 2041","0.55","13.50","-","3.61","13.50","3.61","EUR","Apr 22, 2021","Apr 22, 2021"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","314,888.02","0.01","314,888.02","550,000.00","-","SK4000019857","-","Slovak Republic","-","USD","19.99","4.38","0.87","Oct 13, 2051","1.00","19.61","-","4.38","19.61","4.38","EUR","Oct 13, 2021","Oct 13, 2021"
"JAPAN (GOVERNMENT OF) 30YR #85","Treasury","Fixed Income","311,794.27","0.01","311,794.27","69,700,000.00","-","JP1300851R17","BTHVR63","Japan","-","USD","18.25","4.68","159.33","Dec 20, 2054","2.30","18.91","-","4.68","18.91","4.68","JPY","Dec 20, 2024","Jan 10, 2025"
"TREASURY NOTE","Treasury","Fixed Income","308,105.67","0.01","308,105.67","310,000.00","91282CQE4","US91282CQE48","BVCHTY2","United States","-","USD","2.44","4.28","1.00","Mar 15, 2029","3.50","2.45","-","4.28","2.45","4.28","USD","Mar 15, 2026","Mar 16, 2026"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","307,799.94","0.01","307,799.94","280,000.00","-","XS3124345631","-","Bulgaria","-","USD","7.72","3.99","0.87","Jul 18, 2035","3.38","7.55","-","3.99","7.55","3.99","EUR","Jul 18, 2025","Jul 18, 2025"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","306,280.82","0.01","306,280.82","220,000.00","-","CH0440081567","BPP00Z4","Switzerland","-","USD","11.18","0.54","0.81","Oct 26, 2038","1.50","11.16","-","0.54","11.16","0.54","CHF","Oct 26, 2022","Oct 26, 2022"
"TREASURY NOTE","Treasury","Fixed Income","301,202.96","0.01","301,202.96","300,000.00","91282CKZ3","US91282CKZ31","BT5FJ16","United States","-","USD","0.93","4.13","1.00","Jul 15, 2027","4.38","0.93","-","4.13","0.93","4.13","USD","Jul 15, 2024","Jul 15, 2024"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","298,001.67","0.01","298,001.67","420,000.00","-","GR0138017836","-","Greece","-","USD","17.96","4.49","0.87","Jan 24, 2052","1.88","17.66","-","4.49","17.66","4.49","EUR","Mar 24, 2021","Mar 24, 2021"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","298,241.85","0.01","298,241.85","1,870,000.00","-","CND10006VQZ5","-","China","-","USD","6.43","1.52","6.76","Aug 25, 2033","2.52","6.43","-","1.52","6.43","1.52","CNY","Aug 25, 2023","Aug 24, 2023"
"DERIV AUD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","279,715.06","0.01","279,715.06","399,336.00","-","-","-","Australia","-","USD","0.00","4.32","1.43","Jul 31, 2026","4.32","0.00","-","4.32","0.00","4.32","AUD","Jan 01, 2000","Jan 01, 2000"
"SWP: OIS 14.590000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","271,395.13","0.01","21,795,289.20","109,110,000.00","-","-","-","Brazil","-","USD","2.23","0.20","5.07","Jan 02, 2029","14.59","2.23","-","0.20","2.23","0.20","BRL","Jun 23, 2026","Jun 23, 2026"
"SWP: OIS 14.820000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","267,994.86","0.01","14,994,828.22","74,654,000.00","-","-","-","Brazil","-","USD","2.24","0.27","5.07","Jan 02, 2029","14.82","2.24","-","0.27","2.24","0.27","BRL","Jun 09, 2026","Jun 09, 2026"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","261,447.87","0.01","261,447.87","4,040,000.00","-","SE0015193313","BMC2DD1","Sweden","-","USD","17.75","3.20","9.56","Nov 24, 2045","0.50","17.49","-","3.20","17.49","3.20","SEK","Nov 24, 2020","Nov 24, 2020"
"SWP: OIS 14.650000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","259,707.06","0.01","18,819,651.82","94,085,000.00","-","-","-","Brazil","-","USD","2.23","0.22","5.07","Jan 02, 2029","14.65","2.23","-","0.22","2.23","0.22","BRL","Jun 23, 2026","Jun 23, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","252,893.51","0.01","252,893.51","-1,719,155,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"CHF CASH","Cash and/or Derivatives","Cash","250,186.32","0.01","250,186.32","202,063.00","-","-","-","Switzerland","-","USD","0.00","3.64","0.81","-","0.00","0.00","-","3.64","0.00","3.64","CHF","-","Jan 01, 1990"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","250,102.73","0.01","250,102.73","300,000.00","-","SK4000018958","-","Slovak Republic","-","USD","9.37","3.83","0.87","Apr 21, 2036","0.38","9.17","-","3.83","9.17","3.83","EUR","Apr 21, 2021","Apr 21, 2021"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","247,048.76","0.01","247,048.76","240,000.00","-","SI0002104873","-","Slovenia","-","USD","17.10","4.20","0.87","Apr 14, 2055","3.50","16.95","-","4.20","16.95","4.20","EUR","Jan 14, 2025","Jan 14, 2025"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","247,108.53","0.01","247,108.53","1,540,000.00","-","CND100076348","-","China","-","USD","6.65","1.52","6.76","Nov 25, 2033","2.67","6.65","-","1.52","6.65","1.52","CNY","Nov 25, 2023","Nov 25, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","243,709.92","0.01","243,709.92","730,000.00","-","AT0000A2HLC4","BMB3J71","Austria","-","USD","35.90","3.27","0.87","Jun 30, 2120","0.85","36.50","-","3.27","36.50","3.27","EUR","Jun 30, 2020","Jun 30, 2020"
"THB/USD","Cash and/or Derivatives","Forwards","240,129.85","0.01","240,129.85","-603,740,000.00","-","-","-","United States","-","USD","0.00","-","33.60","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","236,447.85","0.01","236,447.85","420,000.00","-","NZGOVDT554C2","-","New Zealand","-","USD","14.02","5.34","1.71","May 15, 2054","5.00","14.44","-","5.34","14.44","5.34","NZD","Nov 15, 2023","Feb 28, 2024"
"IRELAND (GOVERNMENT) RegS","Treasury","Fixed Income","232,351.15","0.01","232,351.15","223,000.00","-","IE00080U68D3","-","Ireland","-","USD","17.74","3.83","0.87","Oct 18, 2055","3.15","17.63","-","3.83","17.63","3.83","EUR","Jan 23, 2025","Jan 23, 2025"
"FSWP: GBP 4.412100 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","225,914.34","0.01","100,302,414.59","74,531,000.00","-","-","-","United Kingdom","-","USD","4.48","0.54","0.74","Sep 16, 2031","4.41","4.48","-","0.54","4.48","0.54","GBP","Sep 16, 2026","Jul 22, 2026"
"NOK CASH","Cash and/or Derivatives","Cash","218,483.10","0.01","218,483.10","2,089,671.00","-","-","-","Norway","-","USD","0.00","4.40","9.56","-","0.00","0.00","-","4.40","0.00","4.40","NOK","-","Jan 01, 1990"
"ILS/USD","Cash and/or Derivatives","Forwards","216,507.16","0.01","216,507.16","-24,873,000.00","-","-","-","United States","-","USD","0.00","-","3.06","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SWP: OIS 14.540000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","204,967.92","0.01","18,812,454.23","94,326,000.00","-","-","-","Brazil","-","USD","2.20","0.18","5.07","Jan 02, 2029","14.54","2.20","-","0.18","2.20","0.18","BRL","Jul 23, 2026","Jul 23, 2026"
"FSWP: OIS 7.695000 16-SEP-2031 ZAR","Cash and/or Derivatives","Swaps","199,439.80","0.01","-53,983,662.84","-895,443,500.00","-","-","-","South Africa","-","USD","4.13","0.64","16.53","Sep 16, 2031","7.70","4.13","-","0.64","4.13","0.64","ZAR","Sep 16, 2026","Jul 28, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","199,573.44","0.01","199,573.44","3,835,550,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 02, 2026"
"JAPAN (GOVERNMENT OF) 30YR #74","Treasury","Fixed Income","198,752.17","0.01","198,752.17","60,200,000.00","-","JP1300741N49","BNNFY22","Japan","-","USD","20.26","5.48","159.33","Mar 20, 2052","1.00","20.60","-","5.48","20.60","5.48","JPY","Mar 20, 2022","Apr 08, 2022"
"SGD CASH","Cash and/or Derivatives","Cash","191,121.22","0.01","191,121.22","245,314.00","-","-","-","Singapore","-","USD","0.00","3.64","1.28","-","0.00","0.00","-","3.64","0.00","3.64","SGD","-","Jan 01, 1990"
"TREASURY NOTE","Treasury","Fixed Income","190,854.48","0.01","190,854.48","190,000.00","91282CLR0","US91282CLR06","BSZ7PN9","United States","-","USD","2.98","4.31","1.00","Oct 31, 2029","4.13","2.98","-","4.31","2.98","4.31","USD","Oct 31, 2024","Oct 31, 2024"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","187,433.83","0.01","187,433.83","898,000.00","-","PL0000109765","-","Poland","-","USD","12.80","5.95","3.74","Apr 25, 2047","4.00","12.58","-","5.95","12.58","5.95","PLN","Apr 25, 2016","Feb 20, 2017"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","170,532.11","0.01","170,532.11","150,000.00","-","AT0000A3V234","-","Austria","-","USD","11.61","3.70","0.87","Sep 20, 2041","3.55","11.44","-","3.70","11.44","3.70","EUR","Jun 03, 2026","Jun 03, 2026"
"FSWP: EUR 2.929000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","166,026.54","0.01","-27,541,303.56","-24,086,000.00","-","-","-","European Union","-","USD","4.67","0.30","0.87","Sep 16, 2031","2.93","4.67","-","0.30","4.67","0.30","EUR","Sep 16, 2026","Jul 14, 2026"
"FRANCE (REPUBLIC OF)","Treasury","Fixed Income","165,869.80","0.01","165,869.80","150,000.00","-","FR001400X8V5","BPH26L6","France","-","USD","7.63","3.80","0.87","May 25, 2035","3.20","7.47","-","3.80","7.47","3.80","EUR","May 25, 2024","Feb 10, 2025"
"TREASURY NOTE","Treasury","Fixed Income","161,408.76","0.01","161,408.76","170,000.00","91282CEB3","US91282CEB37","BP94LT3","United States","-","USD","2.46","4.28","1.00","Feb 28, 2029","1.88","2.46","-","4.28","2.46","4.28","USD","Feb 28, 2022","Feb 28, 2022"
"FSWP: PLN 4.500000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","156,531.65","0.01","31,483,641.44","117,284,000.00","-","-","-","Poland","-","USD","4.47","0.49","3.74","Sep 16, 2031","4.50","4.47","-","0.49","4.47","0.49","PLN","Sep 16, 2026","May 29, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","152,997.77","0.01","152,997.77","400,000.00","-","NZGOVDT551C8","-","New Zealand","-","USD","15.35","5.33","1.71","May 15, 2051","2.75","15.66","-","5.33","15.66","5.33","NZD","May 15, 2021","Sep 24, 2021"
"TREASURY NOTE","Treasury","Fixed Income","152,539.40","0.01","152,539.40","150,000.00","91282CKD2","US91282CKD29","BMG7NM1","United States","-","USD","2.38","4.28","1.00","Feb 28, 2029","4.25","2.38","-","4.28","2.38","4.28","USD","Feb 29, 2024","Feb 29, 2024"
"IDR/USD","Cash and/or Derivatives","Forwards","150,405.46","0.01","150,405.46","-332,821,047,000.00","-","-","-","United States","-","USD","0.00","-","18,129.32","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","148,065.85","0.01","148,065.85","250,000.00","135087D35","CA135087D358","BY8L4R7","Canada","-","USD","15.64","3.93","1.40","Dec 01, 2048","2.75","15.78","-","3.93","15.78","3.93","CAD","Jun 02, 2014","Jun 02, 2014"
"TREASURY NOTE","Treasury","Fixed Income","145,628.91","0.00","145,628.91","150,000.00","91282CEM9","US91282CEM91","BQ2GVL5","United States","-","USD","2.59","4.29","1.00","Apr 30, 2029","2.88","2.59","-","4.29","2.59","4.29","USD","Apr 30, 2022","May 02, 2022"
"TREASURY NOTE","Treasury","Fixed Income","144,570.76","0.00","144,570.76","150,000.00","91282CES6","US91282CES61","BPXZJ10","United States","-","USD","2.68","4.29","1.00","May 31, 2029","2.75","2.68","-","4.29","2.68","4.29","USD","May 31, 2022","May 31, 2022"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","139,028.90","0.00","139,028.90","195,000.00","135087S96","CA135087S968","-","Canada","-","USD","5.04","3.26","1.40","Mar 01, 2032","3.00","5.04","-","3.26","5.04","3.26","CAD","Feb 26, 2025","Feb 26, 2025"
"US TREASURY N/B","Treasury","Fixed Income","138,568.30","0.00","138,568.30","160,000.00","91282CAE1","US91282CAE12","BL6JZM4","United States","-","USD","3.90","4.35","1.00","Aug 15, 2030","0.63","3.90","-","4.35","3.90","4.35","USD","Aug 15, 2020","Aug 17, 2020"
"FSWP: OIS 1.716800 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","135,581.94","0.00","-33,106,911.85","-1,116,906,238.00","-","-","-","Thailand","-","USD","4.75","0.79","33.60","Sep 16, 2031","1.72","4.75","-","0.79","4.75","0.79","THB","Sep 16, 2026","Jul 17, 2026"
"FSWP: EUR 2.993000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","133,816.14","0.00","-43,718,676.21","-38,121,000.00","-","-","-","European Union","-","USD","4.66","0.30","0.87","Sep 16, 2031","2.99","4.66","-","0.30","4.66","0.30","EUR","Sep 16, 2026","Jul 17, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","132,489.27","0.00","132,489.27","100,000.00","-","GB00BT7J0027","-","United Kingdom","-","USD","6.89","4.95","0.74","Mar 07, 2035","4.50","6.90","-","4.95","6.90","4.95","GBP","Feb 12, 2025","Feb 12, 2025"
"FSWP: EUR 3.016700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","130,618.95","0.00","-66,425,181.00","-57,857,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.02","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Jul 15, 2026"
"FSWP: KRW 4.210500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","127,774.72","0.00","18,186,775.82","25,960,717,024.00","-","-","-","Korea (South)","-","USD","4.43","1.12","1,437.55","Sep 16, 2031","4.21","4.43","-","1.12","4.43","1.12","KRW","Sep 16, 2026","Jun 09, 2026"
"FSWP: CZK 4.127500 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","125,442.14","0.00","-7,447,808.16","-159,309,000.00","-","-","-","Czech Republic","-","USD","4.48","0.43","21.04","Sep 16, 2031","4.13","4.48","-","0.43","4.48","0.43","CZK","Sep 16, 2026","Jun 30, 2026"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","123,066.27","0.00","123,066.27","114,000.00","-","GR0138018842","-","Greece","-","USD","16.04","4.55","0.87","Jun 15, 2054","4.13","15.86","-","4.55","15.86","4.55","EUR","May 02, 2024","May 02, 2024"
"MYR/USD","Cash and/or Derivatives","Forwards","119,789.90","0.00","119,789.90","-82,336,000.00","-","-","-","United States","-","USD","0.00","-","4.08","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: OIS 7.960000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","119,101.21","0.00","19,238,188.61","331,850,000.00","-","-","-","Mexico","-","USD","3.92","1.34","17.36","Sep 11, 2031","7.96","3.92","-","1.34","3.92","1.34","MXN","Sep 17, 2026","Jul 24, 2026"
"FSWP: EUR 2.937200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","117,048.94","0.00","-20,727,293.06","-18,120,000.00","-","-","-","European Union","-","USD","4.67","0.30","0.87","Sep 16, 2031","2.94","4.67","-","0.30","4.67","0.30","EUR","Sep 16, 2026","Jun 09, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","114,630.24","0.00","114,630.24","235,500,000.00","-","KR103502GA91","-","Korea (South)","-","USD","12.03","4.44","1,437.55","Sep 10, 2040","1.50","12.05","-","4.44","12.05","4.44","KRW","Sep 10, 2020","Aug 25, 2020"
"EUR/USD","Cash and/or Derivatives","Forwards","110,216.77","0.00","110,216.77","-9,430,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 17, 2026"
"DERIV CHF BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","104,736.30","0.00","104,736.30","84,590.00","-","-","-","Switzerland","-","USD","0.00","3.64","0.81","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","CHF","Jan 01, 2000","Jan 01, 2000"
"FSWP: SEK 2.730000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","104,320.65","0.00","-15,445,031.67","-148,728,000.00","-","-","-","Sweden","-","USD","4.69","0.76","9.56","Sep 16, 2031","2.73","4.69","-","0.76","4.69","0.76","SEK","Sep 16, 2026","Jul 10, 2026"
"FSWP: CZK 4.190000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","100,741.12","0.00","-7,201,304.21","-153,604,000.00","-","-","-","Czech Republic","-","USD","4.48","0.44","21.04","Sep 16, 2031","4.19","4.48","-","0.44","4.48","0.44","CZK","Sep 16, 2026","Jun 23, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","100,523.20","0.00","100,523.20","400,000.00","-","PL0000118089","BSJS3T0","Poland","-","USD","1.46","4.14","3.74","Jan 25, 2028","0.00","1.43","-","4.14","1.43","4.14","PLN","May 16, 2025","May 16, 2025"
"FSWP: CNY 1.515000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","99,980.69","0.00","45,981,045.13","310,000,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.51","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","May 29, 2026"
"BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","100,000.00","0.00","100,000.00","100,000.00","066922477","US0669224778","6922477","United States","-","USD","0.09","3.56","1.00","-","3.64","0.10","-","3.56","0.10","3.56","USD","-","Feb 04, 2009"
"SWP: OIS 14.490000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","97,348.98","0.00","9,931,150.82","49,850,000.00","-","-","-","Brazil","-","USD","2.20","0.16","5.07","Jan 02, 2029","14.49","2.20","-","0.16","2.20","0.16","BRL","Jul 24, 2026","Jul 24, 2026"
"ITALY (REPUBLIC OF)","Treasury","Fixed Income","96,861.96","0.00","96,861.96","85,000.00","-","IT0005668220","-","Italy","-","USD","5.62","3.57","0.87","Nov 15, 2032","3.25","5.60","-","3.57","5.60","3.57","EUR","Sep 09, 2025","Sep 09, 2025"
"FSWP: EUR 2.931200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","93,445.15","0.00","-15,768,731.00","-13,789,000.00","-","-","-","European Union","-","USD","4.67","0.30","0.87","Sep 16, 2031","2.93","4.67","-","0.30","4.67","0.30","EUR","Sep 16, 2026","Jun 10, 2026"
"FSWP: OIS 7.905000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","91,593.25","0.00","23,321,644.53","403,204,000.00","-","-","-","Mexico","-","USD","3.92","1.32","17.36","Sep 11, 2031","7.91","3.92","-","1.32","3.92","1.32","MXN","Sep 17, 2026","Jul 27, 2026"
"FSWP: OIS 7.745000 16-SEP-2031 ZAR","Cash and/or Derivatives","Swaps","91,365.43","0.00","-54,091,737.21","-895,443,500.00","-","-","-","South Africa","-","USD","4.13","0.65","16.53","Sep 16, 2031","7.75","4.13","-","0.65","4.13","0.65","ZAR","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 2.038000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","91,004.04","0.00","-24,927,882.64","-32,112,992.00","-","-","-","Singapore","-","USD","4.72","1.17","1.28","Sep 16, 2031","2.04","4.72","-","1.17","4.72","1.17","SGD","Sep 16, 2026","Jul 17, 2026"
"TREASURY BOND","Treasury","Fixed Income","90,406.80","0.00","90,406.80","95,000.00","912810UM8","US912810UM89","BQT2LR2","United States","-","USD","14.50","5.22","1.00","Aug 15, 2055","4.75","14.81","-","5.22","14.81","5.22","USD","Aug 15, 2025","Aug 15, 2025"
"KRW/USD","Cash and/or Derivatives","Forwards","89,495.01","0.00","89,495.01","1,968,900,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 19, 2026"
"FSWP: OIS 1.717600 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","87,872.05","0.00","-21,661,352.60","-730,746,762.00","-","-","-","Thailand","-","USD","4.75","0.79","33.60","Sep 16, 2031","1.72","4.75","-","0.79","4.75","0.79","THB","Sep 16, 2026","Jul 17, 2026"
"FSWP: CZK 4.367500 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","87,197.57","0.00","-14,601,368.32","-308,985,000.00","-","-","-","Czech Republic","-","USD","4.47","0.47","21.04","Sep 16, 2031","4.37","4.47","-","0.47","4.47","0.47","CZK","Sep 16, 2026","Jul 14, 2026"
"FSWP: OIS 8.062500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","86,507.53","0.00","8,332,575.40","143,127,000.00","-","-","-","Mexico","-","USD","3.91","1.36","17.36","Sep 11, 2031","8.06","3.91","-","1.36","3.91","1.36","MXN","Sep 17, 2026","Jun 01, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","76,477.31","0.00","76,477.31","2,728,620,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","76,442.32","0.00","76,442.32","105,000.00","135087Q49","CA135087Q491","BMXCSN5","Canada","-","USD","1.98","2.90","1.40","Sep 01, 2028","3.25","1.98","-","2.90","1.98","2.90","CAD","Apr 21, 2023","Apr 21, 2023"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","75,978.11","0.00","75,978.11","500,000.00","-","CND10007Q978","-","China","-","USD","2.64","1.27","6.76","Apr 15, 2029","2.05","2.62","-","1.27","2.62","1.27","CNY","Apr 15, 2024","Apr 12, 2024"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","74,392.67","0.00","74,392.67","63,000.00","-","ES0000012N35","BT27GV4","Spain","-","USD","7.03","3.44","0.87","Oct 31, 2034","3.45","6.91","-","3.44","6.91","3.44","EUR","Jun 05, 2024","Jun 05, 2024"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","74,026.50","0.00","74,026.50","110,400,000.00","-","KR103502GC65","BPP0D88","Korea (South)","-","USD","5.22","4.16","1,437.55","Jun 10, 2032","3.38","5.22","-","4.16","5.22","4.16","KRW","Jun 10, 2022","Apr 19, 2022"
"FSWP: AUD 4.776500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","73,527.78","0.00","-24,167,051.14","-34,607,151.00","-","-","-","Australia","-","USD","4.41","0.00","1.43","Sep 16, 2031","4.78","4.41","-","0.00","4.41","0.00","AUD","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 1.645000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","73,543.61","0.00","-9,707,370.08","-328,626,474.00","-","-","-","Thailand","-","USD","4.76","0.78","33.60","Sep 16, 2031","1.65","4.76","-","0.78","4.76","0.78","THB","Sep 16, 2026","Jul 02, 2026"
"FSWP: EUR 3.021090 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","71,962.78","0.00","-40,796,521.67","-35,527,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.02","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 1.642000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","71,680.07","0.00","-9,282,552.63","-314,290,526.00","-","-","-","Thailand","-","USD","4.76","0.78","33.60","Sep 16, 2031","1.64","4.76","-","0.78","4.76","0.78","THB","Sep 16, 2026","Jul 02, 2026"
"FSWP: CNY 1.514000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","71,604.81","0.00","33,672,676.35","227,029,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.51","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 05, 2026"
"SWP: OIS 14.390000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","69,351.03","0.00","9,035,568.91","45,452,000.00","-","-","-","Brazil","-","USD","2.21","0.14","5.07","Jan 02, 2029","14.39","2.21","-","0.14","2.21","0.14","BRL","Jul 22, 2026","Jul 22, 2026"
"AUSTRALIA (COMMONWEALTH OF) RegS","Treasury","Fixed Income","68,795.59","0.00","68,795.59","100,000.00","-","AU000XCLWAQ1","BYYRP09","Australia","-","USD","1.27","4.58","1.43","Nov 21, 2027","2.75","1.26","-","4.58","1.26","4.58","AUD","Nov 21, 2015","Jan 28, 2016"
"FSWP: AUD 4.762500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","68,163.78","0.00","-18,602,979.59","-26,655,926.00","-","-","-","Australia","-","USD","4.41","0.00","1.43","Sep 16, 2031","4.76","4.41","-","0.00","4.41","0.00","AUD","Sep 16, 2026","Jul 17, 2026"
"UK CONV GILT RegS","Treasury","Fixed Income","67,453.40","0.00","67,453.40","60,000.00","-","GB00B128DP45","B128DP4","United Kingdom","-","USD","12.42","5.66","0.74","Dec 07, 2046","4.25","12.66","-","5.66","12.66","5.66","GBP","May 12, 2006","May 12, 2006"
"FSWP: KRW 4.198500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","62,777.55","0.00","9,669,010.38","13,809,440,000.00","-","-","-","Korea (South)","-","USD","4.43","1.12","1,437.55","Sep 16, 2031","4.20","4.43","-","1.12","4.43","1.12","KRW","Sep 16, 2026","Jun 05, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","60,011.67","0.00","60,011.67","10,000.00","-","MX0MGO0001I5","-","Mexico","-","USD","2.93","8.36","17.36","Feb 28, 2030","8.50","2.98","-","8.36","2.98","8.36","MXN","Sep 05, 2024","Feb 04, 2025"
"NETHERLANDS (KINGDOM OF)","Treasury","Fixed Income","59,668.55","0.00","59,668.55","60,000.00","-","NL0015000RP1","BPLGNN5","Netherlands","-","USD","5.79","3.01","0.87","Jul 15, 2032","0.50","5.71","-","3.01","5.71","3.01","EUR","Feb 17, 2022","Feb 17, 2022"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","58,619.86","0.00","58,619.86","240,000.00","-","MYBMO2200016","BMH24M2","Malaysia","-","USD","5.31","3.63","4.09","Jul 15, 2032","3.58","5.31","-","3.63","5.31","3.63","MYR","Jan 14, 2022","Jan 14, 2022"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","57,888.20","0.00","57,888.20","220,000.00","-","PL0000117990","BTTRSM2","Poland","-","USD","3.64","4.94","3.74","Jul 25, 2030","4.50","3.56","-","4.94","3.56","4.94","PLN","Jul 25, 2024","Apr 25, 2025"
"FSWP: CNY 1.550000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","57,499.77","0.00","14,943,685.13","100,580,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.55","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 09, 2026"
"MEXICO (UNITED MEXICAN STATES) (GO","Treasury","Fixed Income","54,092.99","0.00","54,092.99","10,000.00","-","MXMSGO000001","-","Mexico","-","USD","5.94","9.26","17.36","May 24, 2035","8.00","6.08","-","9.26","6.08","9.26","MXN","Jun 08, 2023","Jul 24, 2023"
"FSWP: KRW 4.152000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","52,900.59","0.00","11,963,822.65","17,122,546,000.00","-","-","-","Korea (South)","-","USD","4.43","1.11","1,437.55","Sep 16, 2031","4.15","4.43","-","1.11","4.43","1.11","KRW","Sep 16, 2026","Jun 11, 2026"
"FSWP: EUR 3.012320 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","52,311.46","0.00","-24,123,444.14","-21,016,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.01","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Jul 28, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","51,688.30","0.00","51,688.30","960,000,000.00","-","IDG000018706","BL53JN6","Indonesia","-","USD","4.59","7.35","18,080.00","Apr 15, 2032","6.38","4.59","-","7.35","4.59","7.35","IDR","Apr 15, 2021","Jul 08, 2021"
"TREASURY NOTE","Treasury","Fixed Income","49,995.50","0.00","49,995.50","50,000.00","91282CQF1","US91282CQF13","BW5YW04","United States","-","USD","5.66","4.50","1.00","Mar 31, 2033","4.25","5.66","-","4.50","5.66","4.50","USD","Mar 31, 2026","Mar 31, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","50,172.55","0.00","50,172.55","50,000.00","-","PTOTEOOE0033","BNYKBR0","Portugal","-","USD","5.09","3.03","0.87","Oct 17, 2031","0.30","5.02","-","3.03","5.02","3.03","EUR","Apr 14, 2021","Apr 14, 2021"
"FSWP: KRW 4.092000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","50,001.92","0.00","28,790,709.38","41,316,204,000.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.09","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","Jul 22, 2026"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","47,239.86","0.00","47,239.86","40,000.00","-","SK4000024865","-","Slovak Republic","-","USD","6.56","3.57","0.87","Mar 06, 2034","3.75","6.43","-","3.57","6.43","3.57","EUR","Mar 06, 2024","Mar 06, 2024"
"FSWP: HKD 3.470000 16-SEP-2031 HKD","Cash and/or Derivatives","Swaps","47,142.59","0.00","-5,685,319.56","-44,964,000.00","-","-","-","Hong Kong","-","USD","4.61","0.69","7.84","Sep 16, 2031","3.47","4.61","-","0.69","4.61","0.69","HKD","Sep 16, 2026","Jul 02, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","45,871.00","0.00","45,871.00","40,000.00","-","AT0000A324S8","BQ2JXZ2","Austria","-","USD","5.90","3.17","0.87","Feb 20, 2033","2.90","5.81","-","3.17","5.81","3.17","EUR","Jan 11, 2023","Jan 11, 2023"
"FSWP: CNY 1.535000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","46,059.26","0.00","14,709,351.45","99,074,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.53","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 16, 2026"
"HUF/USD","Cash and/or Derivatives","Forwards","45,272.28","0.00","45,272.28","-1,429,439,000.00","-","-","-","United States","-","USD","0.00","-","315.24","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","43,154.79","0.00","43,154.79","40,000.00","-","IE00BFZRQ242","BFZRQ24","Ireland","-","USD","4.43","2.92","0.87","Mar 18, 2031","1.35","4.37","-","2.92","4.37","2.92","EUR","Oct 17, 2018","Oct 17, 2018"
"TREASURY BOND","Treasury","Fixed Income","42,277.38","0.00","42,277.38","45,000.00","912810UK2","US912810UK24","BPJK9V9","United States","-","USD","14.62","5.23","1.00","May 15, 2055","4.75","14.94","-","5.23","14.94","5.23","USD","May 15, 2025","May 15, 2025"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","42,100.48","0.00","42,100.48","35,000.00","-","CH0440081393","BK6WV84","Switzerland","-","USD","7.89","0.37","0.81","Jun 26, 2034","0.00","7.88","-","0.37","7.88","0.37","CHF","Jun 26, 2019","Jun 26, 2019"
"FSWP: KRW 4.086500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","41,182.57","0.00","27,641,336.71","39,676,601,582.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.09","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","Jun 12, 2026"
"SWP: OIS 14.105000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","41,206.14","0.00","27,807,641.02","140,755,000.00","-","-","-","Brazil","-","USD","2.20","0.06","5.07","Jan 02, 2029","14.11","2.20","-","0.06","2.20","0.06","BRL","Jul 28, 2026","Jul 28, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","40,739.31","0.00","40,739.31","3,100,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"FSWP: OIS 4.080000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","40,464.77","0.00","-28,905,535.23","-28,946,000.00","-","-","-","United States","-","USD","4.50","0.39","1.00","Sep 16, 2031","4.08","4.50","-","0.39","4.50","0.39","USD","Sep 16, 2026","Jul 14, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","40,275.07","0.00","40,275.07","970,000.00","-","CZ0001006076","BLN8DY2","Czech Republic","-","USD","3.26","4.21","21.04","Nov 29, 2029","0.05","3.20","-","4.21","3.20","4.21","CZK","Aug 28, 2020","Aug 28, 2020"
"GBP/USD","Cash and/or Derivatives","Forwards","39,872.37","0.00","39,872.37","3,670,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","39,695.23","0.00","39,695.23","3,270,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","38,496.56","0.00","38,496.56","340,740,000.00","-","-","-","United States","-","USD","0.00","-","159.31","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","38,585.87","0.00","38,585.87","686,000,000.00","-","IDG000020702","BPK4YJ3","Indonesia","-","USD","1.83","7.02","18,080.00","Aug 15, 2028","6.38","1.83","-","7.02","1.83","7.02","IDR","Aug 15, 2022","Aug 19, 2022"
"TREASURY BOND (OLD)","Treasury","Fixed Income","37,924.48","0.00","37,924.48","40,000.00","912810UT3","US912810UT33","BT3F9G3","United States","-","USD","11.99","5.23","1.00","Feb 15, 2046","4.63","12.19","-","5.23","12.19","5.23","USD","Feb 15, 2026","Mar 02, 2026"
"FSWP: CNY 1.537000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","38,007.90","0.00","11,778,528.28","79,326,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.54","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 15, 2026"
"FSWP: CZK 4.210000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","37,272.36","0.00","-2,849,670.11","-60,729,000.00","-","-","-","Czech Republic","-","USD","4.48","0.44","21.04","Sep 16, 2031","4.21","4.48","-","0.44","4.48","0.44","CZK","Sep 16, 2026","Jun 22, 2026"
"MEXICO (UNITED MEXICAN STATES)","Treasury","Fixed Income","36,915.36","0.00","36,915.36","6,000.00","-","MX0MGO0000B2","B1GCCF5","Mexico","-","USD","6.25","9.21","17.36","Nov 20, 2036","10.00","6.43","-","9.21","6.43","9.21","MXN","Jun 29, 2006","Oct 26, 2006"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","36,128.18","0.00","36,128.18","190,000.00","-","CND100008MW9","-","China","-","USD","13.98","2.11","6.76","Jul 27, 2045","3.94","14.12","-","2.11","14.12","2.11","CNY","Jul 27, 2015","Jul 24, 2015"
"FSWP: SEK 2.633000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","35,540.30","0.00","-3,138,355.92","-30,358,000.00","-","-","-","Sweden","-","USD","4.69","0.75","9.56","Sep 16, 2031","2.63","4.69","-","0.75","4.69","0.75","SEK","Sep 16, 2026","Jun 23, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","34,818.34","0.00","34,818.34","1,970,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","34,022.92","0.00","34,022.92","30,000.00","-","ES0000012Q08","-","Spain","-","USD","8.27","3.57","0.87","Apr 30, 2036","3.30","8.12","-","3.57","8.12","3.57","EUR","Jan 27, 2026","Jan 27, 2026"
"FSWP: EUR 2.963700 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","34,031.73","0.00","-7,704,372.72","-6,727,000.00","-","-","-","European Union","-","USD","4.67","0.30","0.87","Sep 16, 2031","2.96","4.67","-","0.30","4.67","0.30","EUR","Sep 16, 2026","Jun 08, 2026"
"FSWP: OIS 7.940000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","33,950.22","0.00","6,323,401.16","109,166,000.00","-","-","-","Mexico","-","USD","3.92","1.33","17.36","Sep 11, 2031","7.94","3.92","-","1.33","3.92","1.33","MXN","Sep 17, 2026","Jun 09, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","33,899.06","0.00","33,899.06","30,000.00","-","PTOTEMOE0035","-","Portugal","-","USD","1.19","2.67","0.87","Oct 15, 2027","0.70","1.17","-","2.67","1.17","2.67","EUR","Apr 08, 2020","Apr 08, 2020"
"FSWP: HKD 3.510000 16-SEP-2031 HKD","Cash and/or Derivatives","Swaps","33,733.61","0.00","-5,262,457.62","-41,542,000.00","-","-","-","Hong Kong","-","USD","4.60","0.69","7.84","Sep 16, 2031","3.51","4.60","-","0.69","4.60","0.69","HKD","Sep 16, 2026","Jul 17, 2026"
"FSWP: KRW 4.074500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","33,032.43","0.00","34,738,422.85","49,890,734,000.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.07","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","Jun 23, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","32,627.38","0.00","32,627.38","1,720,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","31,223.51","0.00","31,223.51","-5,051,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 7.970000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","31,255.73","0.00","4,734,775.93","81,639,000.00","-","-","-","Mexico","-","USD","3.92","1.34","17.36","Sep 11, 2031","7.97","3.92","-","1.34","3.92","1.34","MXN","Sep 17, 2026","Jun 04, 2026"
"CZECH REPUBLIC","Treasury","Fixed Income","30,938.31","0.00","30,938.31","720,000.00","-","CZ0001007355","BSY5K73","Czech Republic","-","USD","8.10","4.93","21.04","Jun 03, 2036","3.60","7.93","-","4.93","7.93","4.93","CZK","Jul 26, 2024","Jul 26, 2024"
"FSWP: OIS 2.055000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","30,731.45","0.00","-10,821,202.64","-13,929,000.00","-","-","-","Singapore","-","USD","4.72","1.17","1.28","Sep 16, 2031","2.06","4.72","-","1.17","4.72","1.17","SGD","Sep 16, 2026","Jul 22, 2026"
"SPAIN (KINGDOM OF)","Treasury","Fixed Income","30,669.22","0.00","30,669.22","27,000.00","-","ES0000012M93","BSHRG45","Spain","-","USD","16.12","4.26","0.87","Oct 31, 2054","4.00","15.97","-","4.26","15.97","4.26","EUR","Feb 13, 2024","Feb 13, 2024"
"FSWP: PLN 4.495000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","30,583.52","0.00","6,432,816.52","23,969,000.00","-","-","-","Poland","-","USD","4.47","0.49","3.74","Sep 16, 2031","4.50","4.47","-","0.49","4.47","0.49","PLN","Sep 16, 2026","Jun 05, 2026"
"FSWP: CNY 1.511810 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","30,644.36","0.00","15,158,519.33","102,213,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.51","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 23, 2026"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","30,111.51","0.00","30,111.51","160,000.00","-","CND100002VP7","-","China","-","USD","11.15","1.76","6.76","Jul 29, 2040","3.96","11.19","-","1.76","11.19","1.76","CNY","Jul 29, 2010","Jul 29, 2010"
"FSWP: EUR 2.868000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","30,200.07","0.00","-3,403,594.68","-2,985,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.87","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Jun 23, 2026"
"SWP: OIS 14.115000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","30,157.32","0.00","17,818,390.29","90,173,000.00","-","-","-","Brazil","-","USD","2.22","0.06","5.07","Jan 02, 2029","14.12","2.22","-","0.06","2.22","0.06","BRL","Jul 06, 2026","Jul 06, 2026"
"SWEDEN (KINGDOM OF) RegS","Treasury","Fixed Income","29,999.33","0.00","29,999.33","300,000.00","-","SE0021308541","BS7ZSY3","Sweden","-","USD","7.88","2.88","9.56","May 11, 2035","2.25","7.78","-","2.88","7.78","2.88","SEK","May 11, 2023","Feb 02, 2024"
"PLN/USD","Cash and/or Derivatives","Forwards","29,226.88","0.00","29,226.88","6,700,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","29,030.81","0.00","29,030.81","320,000.00","-","NO0010930522","-","Norway","-","USD","4.83","4.43","9.56","Sep 17, 2031","1.25","4.72","-","4.43","4.72","4.43","NOK","Feb 17, 2021","Feb 17, 2021"
"JAPAN (GOVERNMENT OF) 5YR #3","Treasury","Fixed Income","28,643.85","0.00","28,643.85","4,700,000.00","-","JP1470031R78","-","Japan","-","USD","3.79","1.83","159.33","Jun 20, 2030","1.00","3.79","-","1.83","3.79","1.83","JPY","Jun 20, 2025","Jul 16, 2025"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","28,784.47","0.00","28,784.47","9,900,000.00","-","HU0000404603","BNG43D0","Hungary","-","USD","2.68","5.42","315.23","May 23, 2029","2.00","2.61","-","5.42","2.61","5.42","HUF","Jun 24, 2020","Jun 24, 2020"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","28,530.43","0.00","28,530.43","55,000.00","-","NZGOVDT532C8","BMFWZX2","New Zealand","-","USD","5.34","4.34","1.71","May 15, 2032","2.00","5.33","-","4.34","5.33","4.34","NZD","May 15, 2021","Jun 16, 2021"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","28,547.90","0.00","28,547.90","25,000.00","-","GR0124041758","-","Greece","-","USD","7.58","3.78","0.87","Jun 15, 2035","3.63","7.43","-","3.78","7.43","3.78","EUR","Jan 21, 2025","Jan 21, 2025"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","28,563.04","0.00","28,563.04","25,000.00","-","SI0002104576","-","Slovenia","-","USD","6.73","3.28","0.87","Mar 10, 2034","3.00","6.62","-","3.28","6.62","3.28","EUR","Jan 10, 2024","Jan 10, 2024"
"ROMANIA (REPUBLIC OF)","Treasury","Fixed Income","28,227.48","0.00","28,227.48","120,000.00","-","ROWLVEJ2A207","-","Romania","-","USD","5.43","6.85","4.56","Oct 30, 2033","7.20","5.26","-","6.85","5.26","6.85","RON","Oct 30, 2022","Jun 26, 2023"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","27,066.86","0.00","27,066.86","23,000.00","-","GR0114033583","BM8G7R9","Greece","-","USD","1.82","2.86","0.87","Jun 15, 2028","3.88","1.79","-","2.86","1.79","2.86","EUR","Apr 05, 2023","Apr 05, 2023"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","26,565.77","0.00","26,565.77","25,000.00","-","AT0000A0VRQ6","B8N48D3","Austria","-","USD","13.37","3.77","0.87","Jun 20, 2044","3.15","13.20","-","3.77","13.20","3.77","EUR","Jul 03, 2012","Jul 03, 2012"
"FSWP: CNY 1.550600 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","26,331.43","0.00","6,792,752.41","45,718,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.55","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 11, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","25,975.30","0.00","25,975.30","3,700,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 03, 2026"
"FSWP: SEK 2.799470 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","25,761.43","0.00","-7,346,715.02","-70,517,000.00","-","-","-","Sweden","-","USD","4.68","0.76","9.56","Sep 16, 2031","2.80","4.68","-","0.76","4.68","0.76","SEK","Sep 16, 2026","Jun 08, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","25,437.19","0.00","25,437.19","1,950,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"DENMARK KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","24,040.93","0.00","24,040.93","180,000.00","-","DK0009924375","BMDVX37","Denmark","-","USD","5.23","2.71","6.50","Nov 15, 2031","0.00","5.16","-","2.71","5.16","2.71","DKK","Nov 15, 2021","Jan 21, 2022"
"FSWP: SEK 2.745200 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","24,142.03","0.00","-3,995,764.08","-38,450,000.00","-","-","-","Sweden","-","USD","4.69","0.76","9.56","Sep 16, 2031","2.75","4.69","-","0.76","4.69","0.76","SEK","Sep 16, 2026","Jun 05, 2026"
"CLP/USD","Cash and/or Derivatives","Forwards","23,831.33","0.00","23,831.33","-2,145,030,000.00","-","-","-","United States","-","USD","0.00","-","924.09","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","23,140.07","0.00","23,140.07","41,000,000.00","-","KR103502GD31","BMXD0X2","Korea (South)","-","USD","16.09","4.56","1,437.55","Mar 10, 2053","3.25","16.23","-","4.56","16.23","4.56","KRW","Mar 10, 2023","Feb 07, 2023"
"SINGAPORE (REPUBLIC OF)","Treasury","Fixed Income","23,143.45","0.00","23,143.45","30,000.00","-","SGXF13029610","BK9R432","Singapore","-","USD","11.01","2.48","1.28","Jul 01, 2039","2.38","11.03","-","2.48","11.03","2.48","SGD","Jul 01, 2019","Jul 01, 2019"
"GERMANY (FEDERAL REPUBLIC OF) RegS","Treasury","Fixed Income","22,914.92","0.00","22,914.92","20,000.00","-","DE000BU2Z064","BV5L8Y4","Germany","-","USD","8.20","3.14","0.87","Feb 15, 2036","2.90","8.08","-","3.14","8.08","3.14","EUR","Jan 09, 2026","Jan 09, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","22,412.51","0.00","22,412.51","1,840,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 29, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","22,555.50","0.00","22,555.50","3,310,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"PORTUGAL (REPUBLIC OF)","Treasury","Fixed Income","22,515.30","0.00","22,515.30","20,000.00","-","PTOTEXOE0024","-","Portugal","-","USD","2.78","2.82","0.87","Jun 15, 2029","1.95","2.74","-","2.82","2.74","2.82","EUR","Jan 16, 2019","Jan 16, 2019"
"FSWP: KRW 4.188500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","22,458.41","0.00","3,713,349.14","5,305,839,976.00","-","-","-","Korea (South)","-","USD","4.43","1.12","1,437.55","Sep 16, 2031","4.19","4.43","-","1.12","4.43","1.12","KRW","Sep 16, 2026","Jun 09, 2026"
"NEW ZEALAND (GOVERNMENT OF)","Treasury","Fixed Income","22,088.11","0.00","22,088.11","40,000.00","-","NZGOVDT528C6","-","New Zealand","-","USD","1.76","3.64","1.71","May 15, 2028","0.25","1.76","-","3.64","1.76","3.64","NZD","May 15, 2020","Nov 04, 2020"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","22,253.83","0.00","22,253.83","100,000.00","-","PL0000113783","BMD24S2","Poland","-","USD","5.31","5.29","3.74","Apr 25, 2032","1.75","5.18","-","5.29","5.18","5.29","PLN","Apr 25, 2021","Jun 15, 2021"
"FSWP: OIS 8.322000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","22,101.80","0.00","1,060,760.56","18,028,000.00","-","-","-","Mexico","-","USD","3.90","1.43","17.36","Sep 11, 2031","8.32","3.90","-","1.43","3.90","1.43","MXN","Sep 17, 2026","Mar 30, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","22,040.87","0.00","22,040.87","5,280,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"CLP/USD","Cash and/or Derivatives","Forwards","22,056.72","0.00","22,056.72","-509,725,000.00","-","-","-","United States","-","USD","0.00","-","924.09","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","21,908.33","0.00","21,908.33","8,350,000.00","-","HU0000404744","BNDS0P6","Hungary","-","USD","6.06","5.51","315.23","Apr 20, 2033","2.25","5.89","-","5.51","5.89","5.51","HUF","Oct 28, 2020","Oct 28, 2020"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","21,938.73","0.00","21,938.73","30,000.00","135087P57","CA135087P576","BMGCS65","Canada","-","USD","1.52","2.82","1.40","Mar 01, 2028","3.50","1.52","-","2.82","1.52","2.82","CAD","Oct 21, 2022","Oct 21, 2022"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","21,719.64","0.00","21,719.64","735,000.00","-","TH062303P607","BRYR4T2","Thailand","-","USD","14.08","3.05","33.60","Jun 17, 2045","2.98","14.28","-","3.05","14.28","3.05","THB","Nov 01, 2024","Nov 01, 2024"
"FSWP: AUD 4.826000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","21,666.42","0.00","-25,470,218.79","-36,393,583.00","-","-","-","Australia","-","USD","4.41","0.01","1.43","Sep 16, 2031","4.83","4.41","-","0.01","4.41","0.01","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: OIS 1.773000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","21,212.90","0.00","-15,288,612.61","-514,391,000.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.77","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","Jul 22, 2026"
"FSWP: OIS 8.373800 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","20,949.97","0.00","914,998.48","15,518,000.00","-","-","-","Mexico","-","USD","3.89","1.45","17.36","Sep 11, 2031","8.37","3.89","-","1.45","3.89","1.45","MXN","Sep 17, 2026","Mar 27, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","20,764.82","0.00","20,764.82","30,000.00","-","BE0000348574","BJ4LD68","Belgium","-","USD","17.83","4.45","0.87","Jun 22, 2050","1.70","17.52","-","4.45","17.52","4.45","EUR","Feb 05, 2019","Feb 05, 2019"
"CHINA PEOPLES REPUBLIC OF (GOVERNM","Treasury","Fixed Income","20,786.68","0.00","20,786.68","130,000.00","-","CND10006GPT1","-","China","-","USD","6.23","1.50","6.76","May 25, 2033","2.67","6.23","-","1.50","6.23","1.50","CNY","May 25, 2023","May 24, 2023"
"ZAR/USD","Cash and/or Derivatives","Forwards","20,447.47","0.00","20,447.47","25,160,000.00","-","-","-","United States","-","USD","0.00","-","16.58","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","20,578.17","0.00","20,578.17","5,410,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","20,554.76","0.00","20,554.76","20,000.00","-","AT0000A2WSC8","-","Austria","-","USD","5.34","3.09","0.87","Feb 20, 2032","0.90","5.26","-","3.09","5.26","3.09","EUR","Mar 30, 2022","Mar 30, 2022"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","20,588.09","0.00","20,588.09","680,000.00","-","TH0623X3BC03","BM9CHT8","Thailand","-","USD","5.08","1.71","33.60","Dec 17, 2031","2.00","5.08","-","1.71","5.08","1.71","THB","Apr 28, 2021","Apr 28, 2021"
"FSWP: CNY 1.646000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","20,286.22","0.00","2,412,465.71","16,163,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.65","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","Mar 16, 2026"
"FSWP: SEK 2.750000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","19,602.43","0.00","-3,369,769.12","-32,419,000.00","-","-","-","Sweden","-","USD","4.69","0.76","9.56","Sep 16, 2031","2.75","4.69","-","0.76","4.69","0.76","SEK","Sep 16, 2026","Jun 09, 2026"
"BELGIUM KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","19,296.63","0.00","19,296.63","20,000.00","-","BE0000361700","BNNK5D5","Belgium","-","USD","16.94","4.53","0.87","Jun 22, 2055","3.50","16.75","-","4.53","16.75","4.53","EUR","Feb 14, 2024","Feb 14, 2024"
"GBP/USD","Cash and/or Derivatives","Forwards","18,860.47","0.00","18,860.47","3,870,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","19,033.34","0.00","19,033.34","1,190,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"SWITZERLAND (CONFEDERATION OF) RegS","Treasury","Fixed Income","18,463.19","0.00","18,463.19","15,000.00","-","CH0224397346","BDHLGJ7","Switzerland","-","USD","2.89","0.20","0.81","Jun 22, 2029","0.00","2.89","-","0.20","2.89","0.20","CHF","Jun 22, 2016","Jun 22, 2016"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","17,775.99","0.00","17,775.99","590,000.00","-","TH062303A302","-","Thailand","-","USD","3.50","1.48","33.60","Mar 17, 2030","1.66","3.50","-","1.48","3.50","1.48","THB","Apr 25, 2025","Apr 25, 2025"
"FSWP: OIS 8.385000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","17,555.09","0.00","752,129.04","12,750,000.00","-","-","-","Mexico","-","USD","3.89","1.45","17.36","Sep 11, 2031","8.38","3.89","-","1.45","3.89","1.45","MXN","Sep 17, 2026","Mar 19, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","16,755.91","0.00","16,755.91","5,640,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"IRELAND (REPUBLIC OF) RegS","Treasury","Fixed Income","16,743.27","0.00","16,743.27","15,000.00","-","IE00BDHDPR44","BDHDPR4","Ireland","-","USD","1.76","2.72","0.87","May 15, 2028","0.90","1.74","-","2.72","1.74","2.72","EUR","Jan 10, 2018","Jan 10, 2018"
"FSWP: KRW 4.079000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","16,630.34","0.00","14,422,495.88","20,709,152,000.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.08","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","May 20, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","15,875.73","0.00","15,875.73","2,270,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"SWP: OIS 14.112500 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","15,607.88","0.00","9,512,081.72","48,140,000.00","-","-","-","Brazil","-","USD","2.21","0.06","5.07","Jan 02, 2029","14.11","2.21","-","0.06","2.21","0.06","BRL","Jul 17, 2026","Jul 17, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","15,443.36","0.00","15,443.36","29,640,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"GREECE REPUBLIC OF (GOVERNMENT) RegS","Treasury","Fixed Income","15,275.32","0.00","15,275.32","13,000.00","-","GR0138015814","BD2CBK1","Greece","-","USD","11.21","4.19","0.87","Jan 30, 2042","4.20","11.01","-","4.19","11.01","4.19","EUR","Dec 05, 2017","Dec 05, 2017"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","15,021.92","0.00","15,021.92","150,000.00","-","NO0013475558","-","Norway","-","USD","7.48","4.40","9.56","Jun 12, 2035","3.75","7.31","-","4.40","7.31","4.40","NOK","Feb 12, 2025","Feb 12, 2025"
"DENMARK (KINGDOM OF)","Treasury","Fixed Income","15,074.34","0.00","15,074.34","100,000.00","-","DK0009923567","BDG6ZK7","Denmark","-","USD","1.28","2.40","6.50","Nov 15, 2027","0.50","1.26","-","2.40","1.26","2.40","DKK","Nov 15, 2016","Jan 27, 2017"
"GBP/USD","Cash and/or Derivatives","Forwards","14,311.89","0.00","14,311.89","2,690,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","14,318.61","0.00","14,318.61","7,251,000.00","-","-","-","United States","-","USD","0.00","-","5.12","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","14,338.47","0.00","14,338.47","450,000.00","-","TH062303H604","BD9H3M5","Thailand","-","USD","20.76","3.30","33.60","Jun 17, 2067","3.60","21.86","-","3.30","21.86","3.30","THB","Nov 10, 2017","Nov 10, 2017"
"ISRAEL (STATE OF)","Treasury","Fixed Income","14,361.63","0.00","14,361.63","50,000.00","-","IL0011806606","BMF4W71","Israel","-","USD","5.45","3.71","3.06","Apr 30, 2032","1.30","5.35","-","3.71","5.35","3.71","ILS","Oct 05, 2021","Oct 05, 2021"
"SEK/USD","Cash and/or Derivatives","Forwards","13,874.28","0.00","13,874.28","-5,690,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","14,003.32","0.00","14,003.32","55,000.00","-","MYBMK2200030","BNRQWN8","Malaysia","-","USD","2.55","3.34","4.09","Apr 30, 2029","4.50","2.55","-","3.34","2.55","3.34","MYR","Apr 29, 2022","Apr 29, 2022"
"GBP/USD","Cash and/or Derivatives","Forwards","13,210.98","0.00","13,210.98","1,730,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","13,250.78","0.00","13,250.78","1,410,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 23, 2026"
"FSWP: OIS 8.440000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","13,416.04","0.00","525,774.17","8,893,000.00","-","-","-","Mexico","-","USD","3.89","1.46","17.36","Sep 11, 2031","8.44","3.89","-","1.46","3.89","1.46","MXN","Sep 17, 2026","Mar 24, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","13,057.98","0.00","13,057.98","-32,670,000.00","-","-","-","United States","-","USD","0.00","-","33.60","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: CZK 4.378300 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","12,909.52","0.00","-2,352,254.55","-49,753,000.00","-","-","-","Czech Republic","-","USD","4.47","0.47","21.04","Sep 16, 2031","4.38","4.47","-","0.47","4.47","0.47","CZK","Sep 16, 2026","Jul 17, 2026"
"FSWP: EUR 2.860000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","12,837.87","0.00","-1,388,288.43","-1,218,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.86","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Mar 19, 2026"
"FSWP: OIS 7.820000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","12,711.52","0.00","31,084,670.96","539,316,000.00","-","-","-","Mexico","-","USD","3.93","1.30","17.36","Sep 11, 2031","7.82","3.93","-","1.30","3.93","1.30","MXN","Sep 17, 2026","Jul 20, 2026"
"FSWP: OIS 8.370000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","12,506.28","0.00","549,839.58","9,326,494.00","-","-","-","Mexico","-","USD","3.89","1.45","17.36","Sep 11, 2031","8.37","3.89","-","1.45","3.89","1.45","MXN","Sep 17, 2026","Mar 26, 2026"
"AUSTRIA (REPUBLIC OF)","Treasury","Fixed Income","12,015.95","0.00","12,015.95","10,000.00","-","AT0000A38239","-","Austria","-","USD","3.85","2.99","0.87","Oct 20, 2030","3.45","3.79","-","2.99","3.79","2.99","EUR","Oct 27, 2023","Oct 27, 2023"
"FSWP: KRW 4.082500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","12,143.69","0.00","9,267,952.96","13,305,688,612.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.08","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","Jun 12, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","11,959.28","0.00","11,959.28","-18,160,000.00","-","-","-","United States","-","USD","0.00","-","16.58","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","11,432.50","0.00","11,432.50","-1,746,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: EUR 2.877300 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","11,541.24","0.00","-1,367,728.41","-1,199,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.88","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Mar 25, 2026"
"FSWP: CNY 1.499000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","11,473.82","0.00","8,151,662.68","55,000,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.50","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 01, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","11,144.86","0.00","11,144.86","-3,450,000.00","-","-","-","United States","-","USD","0.00","-","3.06","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 07, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","11,114.62","0.00","11,114.62","351,000.00","-","TH0623B3E601","BNSM0Z3","Thailand","-","USD","7.06","1.97","33.60","Jun 17, 2034","2.80","7.06","-","1.97","7.06","1.97","THB","Jan 26, 2024","Jan 26, 2024"
"BONOS TESORERIA PESOS","Treasury","Fixed Income","11,196.34","0.00","11,196.34","10,000,000.00","-","CL0002951094","-","Chile","-","USD","2.82","5.25","924.38","Oct 01, 2029","5.80","2.82","-","5.25","2.82","5.25","CLP","Apr 01, 2024","Aug 01, 2024"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","11,265.98","0.00","11,265.98","10,000.00","-","SK4000026845","-","Slovak Republic","-","USD","10.44","4.10","0.87","Feb 27, 2040","3.75","10.24","-","4.10","10.24","4.10","EUR","Feb 27, 2025","Feb 27, 2025"
"GREECE REPUBLIC OF (GOVERNMENT)","Treasury","Fixed Income","11,337.45","0.00","11,337.45","10,000.00","-","GR0124040743","-","Greece","-","USD","6.90","3.65","0.87","Jun 15, 2034","3.38","6.76","-","3.65","6.76","3.65","EUR","Feb 06, 2024","Feb 06, 2024"
"SLOVAK REPUBLIC (GOVERNMENT) RegS","Treasury","Fixed Income","11,376.25","0.00","11,376.25","10,000.00","-","SK4000028858","-","Slovak Republic","-","USD","13.10","4.35","0.87","Feb 19, 2046","4.13","12.89","-","4.35","12.89","4.35","EUR","Feb 19, 2026","Feb 19, 2026"
"POLAND (REPUBLIC OF)","Treasury","Fixed Income","10,824.61","0.00","10,824.61","41,000.00","-","PL0000118188","BV5DRX2","Poland","-","USD","7.05","5.70","3.74","Oct 25, 2035","5.00","6.89","-","5.70","6.89","5.70","PLN","Oct 25, 2024","Jun 13, 2025"
"SWEDEN (KINGDOM OF)","Treasury","Fixed Income","10,924.97","0.00","10,924.97","110,000.00","-","SE0011281922","BZ15FS1","Sweden","-","USD","3.20","2.53","9.56","Nov 12, 2029","0.75","3.16","-","2.53","3.16","2.53","SEK","Nov 12, 2017","Jun 01, 2018"
"HUNGARY (GOVERNMENT)","Treasury","Fixed Income","11,006.02","0.00","11,006.02","3,000,000.00","-","HU0000406624","BMFLG14","Hungary","-","USD","6.71","5.54","315.23","Oct 24, 2035","7.00","6.53","-","5.54","6.53","5.54","HUF","Sep 13, 2023","Sep 13, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","10,664.06","0.00","10,664.06","10,000.00","-","FI4000546528","-","Finland","-","USD","9.82","3.60","0.87","Apr 15, 2038","2.75","9.66","-","3.60","9.66","3.60","EUR","Feb 02, 2023","Feb 02, 2023"
"FSWP: CNY 1.512000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","10,643.65","0.00","5,241,381.00","35,342,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.51","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 04, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","10,061.04","0.00","10,061.04","21,250,000.00","-","KR103502G990","-","Korea (South)","-","USD","11.63","4.40","1,437.55","Sep 10, 2039","1.13","11.64","-","4.40","11.64","4.40","KRW","Sep 10, 2019","Aug 20, 2019"
"FSWP: AUD 4.836000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","10,141.20","0.00","-24,793,462.93","-35,410,956.00","-","-","-","Australia","-","USD","4.41","0.01","1.43","Sep 16, 2031","4.84","4.41","-","0.01","4.41","0.01","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: CNY 1.617000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","9,809.09","0.00","1,394,233.21","9,354,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.62","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","Mar 13, 2026"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","9,518.38","0.00","9,518.38","10,000.00","-","FI4000566294","-","Finland","-","USD","17.94","4.03","0.87","Apr 15, 2055","2.95","17.79","-","4.03","17.79","4.03","EUR","Jan 24, 2024","Jan 24, 2024"
"FSWP: EUR 2.920000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","9,498.35","0.00","-1,473,302.80","-1,289,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.92","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","May 04, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","9,137.38","0.00","9,137.38","19,440,000.00","-","KR103505GE94","BSML534","Korea (South)","-","USD","21.03","4.44","1,437.55","Sep 10, 2074","2.75","21.34","-","4.44","21.34","4.44","KRW","Sep 10, 2024","Sep 19, 2024"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","9,189.53","0.00","9,189.53","179,000,000.00","-","IDG000018201","BMD8K26","Indonesia","-","USD","7.08","7.40","18,080.00","Jun 15, 2036","6.25","7.08","-","7.40","7.08","7.40","IDR","Dec 15, 2020","Jan 07, 2021"
"FSWP: OIS 2.007000 16-SEP-2031 SOR","Cash and/or Derivatives","Swaps","9,321.13","0.00","-1,816,091.20","-2,343,008.00","-","-","-","Singapore","-","USD","4.72","1.17","1.28","Sep 16, 2031","2.01","4.72","-","1.17","4.72","1.17","SGD","Sep 16, 2026","Jul 17, 2026"
"FSWP: CNY 1.622000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","9,186.83","0.00","1,263,219.92","8,473,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.62","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","Mar 19, 2026"
"THAILAND KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","8,683.08","0.00","8,683.08","250,000.00","-","TH0623X3M608","BNRRCL9","Thailand","-","USD","21.25","3.31","33.60","Jun 17, 2072","4.00","22.56","-","3.31","22.56","3.31","THB","Apr 29, 2022","Apr 29, 2022"
"NORWAY KINGDOM OF (GOVERNMENT)","Treasury","Fixed Income","8,723.90","0.00","8,723.90","90,000.00","-","NO0013238246","BS44CJ6","Norway","-","USD","10.09","4.44","9.56","May 31, 2039","3.63","9.87","-","4.44","9.87","4.44","NOK","May 31, 2024","May 31, 2024"
"EUR/USD","Cash and/or Derivatives","Forwards","8,030.88","0.00","8,030.88","-700,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"FSWP: TWD 2.429500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","7,946.26","0.00","4,816,846.10","156,157,000.00","-","-","-","Taiwan","-","USD","4.66","0.70","32.47","Sep 16, 2031","2.43","4.66","-","0.70","4.66","0.70","TWD","Sep 16, 2026","Jun 09, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","7,291.22","0.00","7,291.22","19,340,000.00","-","KR103503G899","-","Korea (South)","-","USD","21.92","4.46","1,437.55","Sep 10, 2068","2.00","22.19","-","4.46","22.19","4.46","KRW","Sep 10, 2018","Sep 13, 2018"
"CANADA (GOVERNMENT OF)","Treasury","Fixed Income","7,102.17","0.00","7,102.17","10,000.00","135087Q72","CA135087Q723","BLBLL49","Canada","-","USD","6.44","3.40","1.40","Dec 01, 2033","3.25","6.44","-","3.40","6.44","3.40","CAD","Jun 26, 2023","Jun 26, 2023"
"FINLAND (REPUBLIC OF)","Treasury","Fixed Income","7,127.62","0.00","7,127.62","10,000.00","-","FI4000440557","BMTD393","Finland","-","USD","13.53","3.80","0.87","Sep 15, 2040","0.25","13.26","-","3.80","13.26","3.80","EUR","Jun 17, 2020","Jun 17, 2020"
"FSWP: CNY 1.482000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","7,192.11","0.00","12,159,540.92","82,108,560.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.48","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jul 27, 2026"
"INDONESIA (REPUBLIC OF)","Treasury","Fixed Income","6,767.46","0.00","6,767.46","121,000,000.00","-","IDG000012501","-","Indonesia","-","USD","10.59","7.41","18,080.00","May 15, 2048","7.38","10.58","-","7.41","10.58","7.41","IDR","May 15, 2017","Sep 22, 2017"
"FSWP: AUD 4.835000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","6,928.19","0.00","-15,288,203.07","-21,836,150.00","-","-","-","Australia","-","USD","4.41","0.01","1.43","Sep 16, 2031","4.84","4.41","-","0.01","4.41","0.01","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: EUR 2.880000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","6,695.00","0.00","-805,452.10","-706,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.88","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Apr 17, 2026"
"FSWP: SEK 2.626600 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","6,523.86","0.00","-561,072.24","-5,429,000.00","-","-","-","Sweden","-","USD","4.70","0.75","9.56","Sep 16, 2031","2.63","4.70","-","0.75","4.70","0.75","SEK","Sep 16, 2026","May 29, 2026"
"FSWP: CNY 1.616000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","6,378.35","0.00","912,751.38","6,124,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.62","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","Mar 18, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","6,161.46","0.00","6,161.46","1,940,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"CHF/USD","Cash and/or Derivatives","Forwards","6,224.18","0.00","6,224.18","-5,426,000.00","-","-","-","United States","-","USD","0.00","-","0.81","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: SEK 2.819000 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","6,353.81","0.00","-2,446,363.94","-23,460,000.00","-","-","-","Sweden","-","USD","4.68","0.76","9.56","Sep 16, 2031","2.82","4.68","-","0.76","4.68","0.76","SEK","Sep 16, 2026","Jul 17, 2026"
"SWP: OIS 14.300000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","6,120.49","0.00","1,053,809.99","5,311,000.00","-","-","-","Brazil","-","USD","2.22","0.11","5.07","Jan 02, 2029","14.30","2.22","-","0.11","2.22","0.11","BRL","Jul 08, 2026","Jul 08, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","6,051.91","0.00","6,051.91","27,500,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","5,890.42","0.00","5,890.42","11,650,000.00","-","KR103502GE97","-","Korea (South)","-","USD","17.20","4.55","1,437.55","Sep 10, 2054","2.75","17.35","-","4.55","17.35","4.55","KRW","Sep 10, 2024","Aug 06, 2024"
"FSWP: OIS 8.350000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","6,027.82","0.00","274,608.39","4,661,753.00","-","-","-","Mexico","-","USD","3.89","1.44","17.36","Sep 11, 2031","8.35","3.89","-","1.44","3.89","1.44","MXN","Sep 17, 2026","Mar 26, 2026"
"MALAYSIA (GOVERNMENT)","Treasury","Fixed Income","5,507.43","0.00","5,507.43","20,000.00","-","MYBMZ1800051","-","Malaysia","-","USD","13.72","4.07","4.09","Jul 06, 2048","4.92","13.84","-","4.07","13.84","4.07","MYR","Jul 06, 2018","Jul 06, 2018"
"FSWP: EUR 2.880800 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","5,541.70","0.00","-669,713.75","-587,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.88","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Apr 27, 2026"
"BULGARIA (REPUBLIC OF) MTN RegS","Treasury","Fixed Income","5,328.23","0.00","5,328.23","5,000.00","-","XS3124393367","-","Bulgaria","-","USD","12.91","4.73","0.87","Jul 18, 2045","4.13","12.66","-","4.73","12.66","4.73","EUR","Jul 18, 2025","Jul 18, 2025"
"FSWP: CNY 1.612500 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","5,273.70","0.00","773,041.51","5,187,500.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.61","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","Apr 13, 2026"
"CHILE (REPUBLIC OF)","Treasury","Fixed Income","4,902.15","0.00","4,902.15","5,000,000.00","-","CL0002502871","-","Chile","-","USD","12.87","6.01","924.38","Jul 15, 2050","5.10","13.09","-","6.01","13.09","6.01","CLP","Jan 15, 2019","Jan 28, 2019"
"FSWP: CNY 1.580000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","5,154.39","0.00","976,648.92","6,564,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.58","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","May 21, 2026"
"FSWP: CZK 4.224000 16-SEP-2031 PRI","Cash and/or Derivatives","Swaps","4,560.29","0.00","-366,474.73","-7,805,000.00","-","-","-","Czech Republic","-","USD","4.48","0.44","21.04","Sep 16, 2031","4.22","4.48","-","0.44","4.48","0.44","CZK","Sep 16, 2026","Jul 08, 2026"
"FSWP: KRW 4.058000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","4,446.24","0.00","21,292,807.55","30,603,083,806.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.06","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","Jun 12, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","3,617.84","0.00","3,617.84","-9,660,780,000.00","-","-","-","United States","-","USD","0.00","-","18,129.32","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KOREA (REPUBLIC OF)","Treasury","Fixed Income","3,626.81","0.00","3,626.81","6,000,000.00","-","KR103502GD98","BLNMB28","Korea (South)","-","USD","15.84","4.56","1,437.55","Sep 10, 2053","3.63","15.99","-","4.56","15.99","4.56","KRW","Sep 10, 2023","Aug 01, 2023"
"FSWP: AUD 4.842000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","3,676.32","0.00","-25,488,208.89","-36,393,583.00","-","-","-","Australia","-","USD","4.41","0.01","1.43","Sep 16, 2031","4.84","4.41","-","0.01","4.41","0.01","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: EUR 2.909000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","3,553.73","0.00","-510,652.72","-447,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.91","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Apr 24, 2026"
"FSWP: CNY 1.643500 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","3,507.76","0.00","423,097.49","2,835,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.64","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","Mar 17, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","3,203.00","0.00","3,203.00","-18,850,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","3,304.54","0.00","3,304.54","-10,408,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","3,057.13","0.00","3,057.13","2,180,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"FSWP: EUR 2.843000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","3,099.88","0.00","-308,644.97","-271,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.84","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","May 11, 2026"
"FSWP: CNY 1.497000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","2,997.68","0.00","2,285,506.64","15,422,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.50","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jun 25, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","2,811.65","0.00","2,811.65","2,370,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"SLOVENIA (REPUBLIC OF) RegS","Treasury","Fixed Income","2,649.93","0.00","2,649.93","5,000.00","-","SI0002104048","BM99Z40","Slovenia","-","USD","21.40","4.05","0.87","Oct 20, 2050","0.49","21.00","-","4.05","21.00","4.05","EUR","Oct 20, 2020","Oct 20, 2020"
"FSWP: EUR 2.955300 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","2,074.62","0.00","-431,607.33","-377,000.00","-","-","-","European Union","-","USD","4.67","0.30","0.87","Sep 16, 2031","2.96","4.67","-","0.30","4.67","0.30","EUR","Sep 16, 2026","Mar 31, 2026"
"FSWP: CNY 1.582000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","1,953.15","0.00","363,525.54","2,443,000.00","-","-","-","China","-","USD","4.77","-0.01","6.76","Sep 16, 2031","1.58","4.77","-","-0.01","4.77","-0.01","CNY","Sep 16, 2026","May 22, 2026"
"FSWP: CNY 1.472000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","2,032.24","0.00","18,338,769.65","123,894,000.00","-","-","-","China","-","USD","4.79","-0.02","6.76","Sep 16, 2031","1.47","4.79","-","-0.02","4.79","-0.02","CNY","Sep 16, 2026","Jul 23, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","1,751.46","0.00","1,751.46","-3,930,000.00","-","-","-","United States","-","USD","0.00","-","4.08","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","1,782.22","0.00","1,782.22","-680,000.00","-","-","-","United States","-","USD","0.00","-","3.06","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"FSWP: PLN 4.851000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","1,663.38","0.00","83,130.32","305,000.00","-","-","-","Poland","-","USD","4.45","0.55","3.74","Sep 16, 2031","4.85","4.45","-","0.55","4.45","0.55","PLN","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 8.245000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","1,923.72","0.00","108,336.12","1,847,000.00","-","-","-","Mexico","-","USD","3.90","1.41","17.36","Sep 11, 2031","8.24","3.90","-","1.41","3.90","1.41","MXN","Sep 17, 2026","May 22, 2026"
"FSWP: CNY 1.481000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","1,907.34","0.00","3,509,801.85","23,701,440.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.48","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","Jul 27, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","1,508.63","0.00","1,508.63","74,000,000.00","-","-","-","United States","-","USD","0.00","-","96.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"FSWP: OIS 3.715000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","1,534.74","0.00","122,582.73","371,000.00","-","-","-","Israel","-","USD","4.56","-0.08","3.06","Sep 16, 2031","3.71","4.56","-","-0.08","4.56","-0.08","ILS","Sep 16, 2026","Apr 01, 2026"
"FSWP: EUR 2.907000 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","1,466.17","0.00","-207,897.53","-182,000.00","-","-","-","European Union","-","USD","4.67","0.29","0.87","Sep 16, 2031","2.91","4.67","-","0.29","4.67","0.29","EUR","Sep 16, 2026","Apr 08, 2026"
"FSWP: PLN 4.535000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","1,528.95","0.00","235,512.68","876,000.00","-","-","-","Poland","-","USD","4.47","0.50","3.74","Sep 16, 2031","4.54","4.47","-","0.50","4.47","0.50","PLN","Sep 16, 2026","May 27, 2026"
"FSWP: OIS 3.146000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","1,499.67","0.00","380,338.90","531,000.00","-","-","-","Canada","-","USD","4.58","0.72","1.40","Sep 16, 2031","3.15","4.58","-","0.72","4.58","0.72","CAD","Sep 16, 2026","Mar 26, 2026"
"FSWP: OIS 7.823500 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","1,338.38","0.00","2,414,543.43","41,886,000.00","-","-","-","Mexico","-","USD","3.93","1.30","17.36","Sep 11, 2031","7.82","3.93","-","1.30","3.93","1.30","MXN","Sep 17, 2026","Jul 08, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","1,065.59","0.00","1,065.59","-570,000.00","-","-","-","United States","-","USD","0.00","-","3.06","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","1,239.37","0.00","1,239.37","-1,370,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"FSWP: OIS 3.085000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","1,158.73","0.00","1,009,256.33","1,413,000.00","-","-","-","Canada","-","USD","4.59","0.72","1.40","Sep 16, 2031","3.09","4.59","-","0.72","4.59","0.72","CAD","Sep 16, 2026","May 04, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","865.56","0.00","865.56","9,330,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"HKD/USD","Cash and/or Derivatives","Forwards","918.18","0.00","918.18","-5,030,000.00","-","-","-","United States","-","USD","0.00","-","7.84","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","926.57","0.00","926.57","-2,650,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"FSWP: PLN 4.860000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","933.97","0.00","45,807.56","168,000.00","-","-","-","Poland","-","USD","4.45","0.55","3.74","Sep 16, 2031","4.86","4.45","-","0.55","4.45","0.55","PLN","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 8.340000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","1,026.69","0.00","47,636.13","809,000.00","-","-","-","Mexico","-","USD","3.89","1.44","17.36","Sep 11, 2031","8.34","3.89","-","1.44","3.89","1.44","MXN","Sep 17, 2026","May 20, 2026"
"FSWP: OIS 3.241000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","915.61","0.00","110,786.12","154,000.00","-","-","-","Canada","-","USD","4.57","0.73","1.40","Sep 16, 2031","3.24","4.57","-","0.73","4.57","0.73","CAD","Sep 16, 2026","May 21, 2026"
"FSWP: CNY 1.560000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","820.95","0.00","189,821.33","1,277,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.56","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","May 27, 2026"
"FSWP: KRW 4.113000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","827.58","0.00","309,014.43","443,034,000.00","-","-","-","Korea (South)","-","USD","4.44","1.11","1,437.55","Sep 16, 2031","4.11","4.44","-","1.11","4.44","1.11","KRW","Sep 16, 2026","May 18, 2026"
"SWP: CNY 1.472000 17-DEC-2030 CNR","Cash and/or Derivatives","Swaps","960.80","0.00","1,142,920.96","7,715,768.00","-","-","-","China","-","USD","4.21","-0.04","6.76","Dec 17, 2030","1.47","4.21","-","-0.04","4.21","-0.04","CNY","Dec 17, 2025","Jun 25, 2025"
"GBP/USD","Cash and/or Derivatives","Forwards","535.73","0.00","535.73","-892,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: PLN 4.765000 16-SEP-2031 WIB","Cash and/or Derivatives","Swaps","606.67","0.00","37,066.47","136,500.00","-","-","-","Poland","-","USD","4.45","0.53","3.74","Sep 16, 2031","4.76","4.45","-","0.53","4.45","0.53","PLN","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 0.577500 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","449.11","0.00","69,786.07","56,000.00","-","-","-","Switzerland","-","USD","4.93","0.48","0.81","Sep 16, 2031","0.58","4.93","-","0.48","4.93","0.48","CHF","Sep 16, 2026","May 20, 2026"
"FSWP: TWD 2.495300 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","445.97","0.00","94,337.48","3,048,892.00","-","-","-","Taiwan","-","USD","4.65","0.71","32.47","Sep 16, 2031","2.50","4.65","-","0.71","4.65","0.71","TWD","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 0.543700 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","633.43","0.00","133,116.56","107,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.54","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 0.523300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","511.77","0.00","136,709.38","110,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.52","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","May 21, 2026"
"FSWP: EUR 3.024690 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","585.46","0.00","-366,376.19","-319,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.02","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Mar 23, 2026"
"FSWP: CNY 1.558000 16-SEP-2031 CNR","Cash and/or Derivatives","Swaps","740.53","0.00","175,088.58","1,178,000.00","-","-","-","China","-","USD","4.78","-0.02","6.76","Sep 16, 2031","1.56","4.78","-","-0.02","4.78","-0.02","CNY","Sep 16, 2026","May 27, 2026"
"COP/USD","Cash and/or Derivatives","Forwards","186.41","0.00","186.41","4,485,000.00","-","-","-","United States","-","USD","0.00","-","3,172.56","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","269.59","0.00","269.59","-2,790,000.00","-","-","-","United States","-","USD","0.00","-","16.58","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","292.45","0.00","292.45","2,430,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"HKD/USD","Cash and/or Derivatives","Forwards","364.31","0.00","364.31","-6,680,000.00","-","-","-","United States","-","USD","0.00","-","7.83","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","392.50","0.00","392.50","21,380,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 11, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","435.94","0.00","435.94","-6,740,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"FSWP: EUR 2.979200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","360.38","0.00","-97,419.37","-85,000.00","-","-","-","European Union","-","USD","4.66","0.30","0.87","Sep 16, 2031","2.98","4.66","-","0.30","4.66","0.30","EUR","Sep 16, 2026","May 21, 2026"
"FSWP: EUR 3.017310 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","186.93","0.00","-96,442.47","-84,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.02","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","May 19, 2026"
"FSWP: TWD 2.455000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","235.63","0.00","82,831.92","2,682,108.00","-","-","-","Taiwan","-","USD","4.65","0.70","32.47","Sep 16, 2031","2.46","4.65","-","0.70","4.65","0.70","TWD","Sep 16, 2026","May 18, 2026"
"FSWP: EUR 3.047900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","217.24","0.00","-410,457.71","-357,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.05","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Mar 27, 2026"
"FSWP: EUR 3.026900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","259.49","0.00","-173,443.36","-151,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.03","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Apr 30, 2026"
"KRW CASH","Cash and/or Derivatives","Cash","5.35","0.00","5.35","7,691.00","-","-","-","Korea (South)","-","USD","0.00","2.82","1,437.55","-","0.00","0.00","-","2.82","0.00","2.82","KRW","-","Jan 01, 1989"
"CLP CASH","Cash and/or Derivatives","Cash","87.84","0.00","87.84","81,201.00","-","-","-","Chile","-","USD","0.00","3.64","924.38","-","0.00","0.00","-","3.64","0.00","3.64","CLP","-","Jan 01, 1990"
"FSWP: OIS 0.426000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-29.94","0.00","26,590.50","21,500.00","-","-","-","Switzerland","-","USD","4.95","0.48","0.81","Sep 16, 2031","0.43","4.95","-","0.48","4.95","0.48","CHF","Sep 16, 2026","May 06, 2026"
"FSWP: OIS 3.411000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-33.22","0.00","32,104.86","98,500.00","-","-","-","Israel","-","USD","4.58","-0.12","3.06","Sep 16, 2031","3.41","4.58","-","-0.12","4.58","-0.12","ILS","Sep 16, 2026","Mar 10, 2026"
"FSWP: TWD 2.441000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","75.26","0.00","34,381.21","1,114,000.00","-","-","-","Taiwan","-","USD","4.66","0.70","32.47","Sep 16, 2031","2.44","4.66","-","0.70","4.66","0.70","TWD","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 0.441500 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-29.64","0.00","85,403.41","69,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.44","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","May 13, 2026"
"FSWP: TWD 2.410000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","65.52","0.00","89,279.47","2,897,000.00","-","-","-","Taiwan","-","USD","4.66","0.70","32.47","Sep 16, 2031","2.41","4.66","-","0.70","4.66","0.70","TWD","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 3.073000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","58.33","0.00","97,800.28","137,000.00","-","-","-","Canada","-","USD","4.59","0.72","1.40","Sep 16, 2031","3.07","4.59","-","0.72","4.59","0.72","CAD","Sep 16, 2026","May 11, 2026"
"FSWP: OIS 0.472300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","126.14","0.00","105,369.75","85,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.47","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","May 27, 2026"
"FSWP: KRW 4.034000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-98.76","0.00","113,181.48","162,846,000.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.03","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","May 22, 2026"
"SWP: CNY 1.471000 17-DEC-2030 CNR","Cash and/or Derivatives","Swaps","92.16","0.00","115,616.09","780,549.00","-","-","-","China","-","USD","4.21","-0.04","6.76","Dec 17, 2030","1.47","4.21","-","-0.04","4.21","-0.04","CNY","Dec 17, 2025","Jun 25, 2025"
"EURO-BUND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-387,337,465.95","-2,703.00","-","DE000F3A9ET3","-","Germany","Eurex Deutschland","USD","8.05","0.84","0.87","Sep 08, 2026","0.00","8.05","-","0.84","8.05","0.84","EUR","-","Dec 08, 2025"
"US 10YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-346,431,750.00","-3,192.00","-","-","-","United States","Chicago Board Of Trade","USD","5.91","0.73","1.00","Sep 21, 2026","0.00","5.91","-","0.73","5.91","0.73","USD","-","Dec 22, 2025"
"JPN 10YR BOND (OSE) SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-128,345,269.10","-161.00","-","-","-","Japan","Osaka Securities Exchange","USD","6.87","1.38","159.33","Sep 14, 2026","0.00","6.87","-","1.38","6.87","1.38","JPY","-","Dec 16, 2025"
"US ULTRA T-BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-123,258,250.00","-1,112.00","-","-","-","United States","Chicago Board Of Trade","USD","14.98","1.50","1.00","Sep 21, 2026","0.00","14.98","-","1.50","14.98","1.50","USD","-","Dec 22, 2025"
"CAN 10YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-92,093,040.34","-1,081.00","-","-","-","Canada","The Montreal Exchange / Bourse De Montreal","USD","7.09","1.18","1.40","Sep 18, 2026","0.00","7.09","-","1.18","7.09","1.18","CAD","-","Sep 19, 2025"
"EURO-BTP (ITALY GOVT) SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-83,637,634.69","-625.00","-","DE000F3A9ER7","-","Italy","Eurex Deutschland","USD","7.65","1.60","0.87","Sep 08, 2026","0.00","7.65","-","1.60","7.65","1.60","EUR","-","Dec 08, 2025"
"EURO-OAT SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-43,033,592.70","-319.00","-","DE000F3A9EY3","-","France","Eurex Deutschland","USD","7.70","1.51","0.87","Sep 08, 2026","0.00","7.70","-","1.51","7.70","1.51","EUR","-","Dec 08, 2025"
"EURO BUXL 30YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","-32,001,770.70","-262.00","-","DE000F3A9EW7","-","Germany","Eurex Deutschland","USD","19.21","1.38","0.87","Sep 08, 2026","0.00","19.21","-","1.38","19.21","1.38","EUR","-","Dec 08, 2025"
"FSWP: EUR 3.065200 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-72.19","0.00","-271,554.79","-236,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.07","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 0.459200 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","94.49","0.00","174,675.06","141,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.46","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","May 15, 2026"
"FSWP: KRW 4.051500 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-16.40","0.00","195,663.75","281,300,000.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.05","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","May 19, 2026"
"FSWP: OIS 0.448300 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-30.24","0.00","5,321,581.84","4,298,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.45","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","Jun 11, 2026"
"FSWP: OIS 7.810000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-58.05","0.00","8,742,927.49","151,752,000.00","-","-","-","Mexico","-","USD","3.93","1.30","17.36","Sep 11, 2031","7.81","3.93","-","1.30","3.93","1.30","MXN","Sep 17, 2026","Jul 20, 2026"
"US 5YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","20,729,414.06","195.00","-","-","-","United States","Chicago Board Of Trade","USD","3.99","0.59","1.00","Sep 30, 2026","0.00","3.99","-","0.59","3.99","0.59","USD","-","Jan 02, 2026"
"EURO-SCHATZ SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","25,367,046.56","209.00","-","DE000F3A9EV9","-","Germany","Eurex Deutschland","USD","1.84","0.50","0.87","Sep 08, 2026","0.00","1.84","-","0.50","1.84","0.50","EUR","-","Dec 08, 2025"
"EURO-BOBL SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","25,954,311.73","198.00","-","DE000F3A9EU1","-","Germany","Eurex Deutschland","USD","4.46","0.61","0.87","Sep 08, 2026","0.00","4.46","-","0.61","4.46","0.61","EUR","-","Dec 08, 2025"
"US 2YR NOTE SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","62,569,375.00","304.00","-","-","-","United States","Chicago Board Of Trade","USD","1.84","0.46","1.00","Sep 30, 2026","0.00","1.84","-","0.46","1.84","0.46","USD","-","Jan 02, 2026"
"AUST 10YR BOND SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","275,117,674.47","3,652.00","-","-","-","Australia","Asx - Trade24","USD","7.53","0.63","1.43","Sep 15, 2026","0.00","7.53","-","0.63","7.53","0.63","AUD","-","Mar 17, 2026"
"LONG GILT SEP 26","Cash and/or Derivatives","Futures","0.00","0.00","464,303,480.12","3,986.00","-","GB00N8ZJ8230","-","United Kingdom","IFLL","USD","11.02","1.48","0.74","Sep 28, 2026","0.00","11.02","-","1.48","11.02","1.48","GBP","-","Dec 31, 2025"
"FSWP: OIS 1.866000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-388.64","0.00","-126,949.51","-4,252,287.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.87","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 1.853000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-300.02","0.00","-122,864.11","-4,118,000.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.85","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","May 13, 2026"
"FSWP: TWD 2.330000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-200.06","0.00","65,794.24","2,143,000.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.33","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","Mar 19, 2026"
"FSWP: OIS 3.034000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-168.55","0.00","140,380.09","197,000.00","-","-","-","Canada","-","USD","4.59","0.71","1.40","Sep 16, 2031","3.03","4.59","-","0.71","4.59","0.71","CAD","Sep 16, 2026","Apr 01, 2026"
"FSWP: OIS 0.423000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-184.72","0.00","144,680.01","117,000.00","-","-","-","Switzerland","-","USD","4.95","0.48","0.81","Sep 16, 2031","0.42","4.95","-","0.48","4.95","0.48","CHF","Sep 16, 2026","Apr 13, 2026"
"FSWP: OIS 7.780000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-192.59","0.00","153,405.38","2,666,000.00","-","-","-","Mexico","-","USD","3.93","1.29","17.36","Sep 11, 2031","7.78","3.93","-","1.29","3.93","1.29","MXN","Sep 17, 2026","Jun 12, 2026"
"ILS/USD","Cash and/or Derivatives","Forwards","-705.41","0.00","-705.41","-700,000.00","-","-","-","United States","-","USD","0.00","-","3.06","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-687.50","0.00","-687.50","-580,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"FSWP: OIS 6.740500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-704.69","0.00","-64,961.39","-6,148,000.00","-","-","-","India","-","USD","4.16","1.09","95.68","Sep 16, 2031","6.74","4.16","-","1.09","4.16","1.09","INR","Sep 16, 2026","May 06, 2026"
"FSWP: OIS 1.987000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-496.76","0.00","-56,507.77","-1,881,900.00","-","-","-","Thailand","-","USD","4.72","0.80","33.60","Sep 16, 2031","1.99","4.72","-","0.80","4.72","0.80","THB","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 2.031500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-592.03","0.00","-54,406.53","-1,808,100.00","-","-","-","Thailand","-","USD","4.72","0.80","33.60","Sep 16, 2031","2.03","4.72","-","0.80","4.72","0.80","THB","Sep 16, 2026","May 21, 2026"
"FSWP: OIS 2.079700 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-574.85","0.00","-43,760.98","-1,451,000.00","-","-","-","Thailand","-","USD","4.71","0.80","33.60","Sep 16, 2031","2.08","4.71","-","0.80","4.71","0.80","THB","Sep 16, 2026","May 20, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-742.07","0.00","-742.07","-106,354,000.00","-","-","-","United States","-","USD","0.00","-","158.78","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: OIS 2.048000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,015.52","0.00","-87,135.54","-2,893,525.00","-","-","-","Thailand","-","USD","4.72","0.80","33.60","Sep 16, 2031","2.05","4.72","-","0.80","4.72","0.80","THB","Sep 16, 2026","May 18, 2026"
"FSWP: AUD 4.848000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-847.93","0.00","-7,041,771.33","-10,052,000.00","-","-","-","Australia","-","USD","4.41","0.02","1.43","Sep 16, 2031","4.85","4.41","-","0.02","4.41","0.02","AUD","Sep 16, 2026","Jul 29, 2026"
"FSWP: AUD 4.849500 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-794.34","0.00","-4,257,938.92","-6,077,728.00","-","-","-","Australia","-","USD","4.41","0.02","1.43","Sep 16, 2031","4.85","4.41","-","0.02","4.41","0.02","AUD","Sep 16, 2026","Jul 20, 2026"
"FSWP: OIS 0.403000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-823.84","0.00","360,718.90","292,000.00","-","-","-","Switzerland","-","USD","4.95","0.48","0.81","Sep 16, 2031","0.40","4.95","-","0.48","4.95","0.48","CHF","Sep 16, 2026","Apr 01, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,191.58","0.00","-1,191.58","-10,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-1,080.05","0.00","-1,080.05","2,350,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"FSWP: OIS 2.039500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,057.90","0.00","-93,981.56","-3,122,119.00","-","-","-","Thailand","-","USD","4.72","0.80","33.60","Sep 16, 2031","2.04","4.72","-","0.80","4.72","0.80","THB","Sep 16, 2026","May 18, 2026"
"FSWP: OIS 1.888000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-1,047.87","0.00","-255,075.17","-8,535,000.00","-","-","-","Thailand","-","USD","4.73","0.79","33.60","Sep 16, 2031","1.89","4.73","-","0.79","4.73","0.79","THB","Sep 16, 2026","May 27, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-1,554.89","0.00","-1,554.89","-9,520,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"MYR/USD","Cash and/or Derivatives","Forwards","-1,535.99","0.00","-1,535.99","-4,020,000.00","-","-","-","United States","-","USD","0.00","-","4.08","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"IDR/USD","Cash and/or Derivatives","Forwards","-1,452.75","0.00","-1,452.75","-15,100,000,000.00","-","-","-","United States","-","USD","0.00","-","18,129.32","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-1,401.58","0.00","-1,401.58","-1,560,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"FSWP: OIS 6.945000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-1,499.80","0.00","-78,189.24","-7,337,550.00","-","-","-","India","-","USD","4.15","1.13","95.68","Sep 16, 2031","6.95","4.15","-","1.13","4.15","1.13","INR","Sep 16, 2026","May 19, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,893.66","0.00","-1,893.66","-6,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-1,787.37","0.00","-1,787.37","-15,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-1,714.80","0.00","-1,714.80","-35,460,000.00","-","-","-","United States","-","USD","0.00","-","33.48","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"FSWP: SEK 3.042580 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-1,774.13","0.00","-230,527.18","-2,188,000.00","-","-","-","Sweden","-","USD","4.66","0.78","9.56","Sep 16, 2031","3.04","4.66","-","0.78","4.66","0.78","SEK","Sep 16, 2026","Mar 30, 2026"
"FSWP: SEK 3.086900 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-1,782.94","0.00","-183,593.52","-1,739,000.00","-","-","-","Sweden","-","USD","4.66","0.79","9.56","Sep 16, 2031","3.09","4.66","-","0.79","4.66","0.79","SEK","Sep 16, 2026","Mar 27, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-2,158.03","0.00","-2,158.03","-2,850,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: TWD 2.348000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-2,104.53","0.00","961,449.25","31,289,000.00","-","-","-","Taiwan","-","USD","4.66","0.69","32.47","Sep 16, 2031","2.35","4.66","-","0.69","4.66","0.69","TWD","Sep 16, 2026","Jun 02, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-2,481.40","0.00","-2,481.40","11,810,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-2,401.10","0.00","-2,401.10","-13,000,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-2,341.12","0.00","-2,341.12","-2,900,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-2,323.75","0.00","-2,323.75","-2,500,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"FSWP: OIS 6.937000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,342.65","0.00","-124,223.95","-11,661,450.00","-","-","-","India","-","USD","4.15","1.13","95.68","Sep 16, 2031","6.94","4.15","-","1.13","4.15","1.13","INR","Sep 16, 2026","May 19, 2026"
"FSWP: GBP 4.344160 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","-2,384.63","0.00","3,279,296.37","2,444,000.00","-","-","-","United Kingdom","-","USD","4.48","0.53","0.74","Sep 16, 2031","4.34","4.48","-","0.53","4.48","0.53","GBP","Sep 16, 2026","Jul 27, 2026"
"FSWP: OIS 0.437800 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-2,266.25","0.00","4,253,290.00","3,437,000.00","-","-","-","Switzerland","-","USD","4.94","0.48","0.81","Sep 16, 2031","0.44","4.94","-","0.48","4.94","0.48","CHF","Sep 16, 2026","Jun 09, 2026"
"DKK/USD","Cash and/or Derivatives","Forwards","-2,560.84","0.00","-2,560.84","-3,760,000.00","-","-","-","United States","-","USD","0.00","-","6.50","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 1.934670 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-2,563.77","0.00","-405,586.77","-13,541,069.00","-","-","-","Thailand","-","USD","4.73","0.80","33.60","Sep 16, 2031","1.93","4.73","-","0.80","4.73","0.80","THB","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 3.014000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-2,773.55","0.00","1,305,327.61","1,833,500.00","-","-","-","Canada","-","USD","4.59","0.71","1.40","Sep 16, 2031","3.01","4.59","-","0.71","4.59","0.71","CAD","Sep 16, 2026","Mar 13, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-2,910.94","0.00","-2,910.94","-2,390,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"RON/USD","Cash and/or Derivatives","Forwards","-2,874.64","0.00","-2,874.64","-2,640,000.00","-","-","-","United States","-","USD","0.00","-","4.56","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 07, 2026"
"FSWP: OIS 7.000000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-2,870.74","0.00","-134,152.19","-12,560,845.00","-","-","-","India","-","USD","4.15","1.15","95.68","Sep 16, 2031","7.00","4.15","-","1.15","4.15","1.15","INR","Sep 16, 2026","May 20, 2026"
"FSWP: OIS 0.428000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-2,944.79","0.00","2,872,062.95","2,322,000.00","-","-","-","Switzerland","-","USD","4.95","0.48","0.81","Sep 16, 2031","0.43","4.95","-","0.48","4.95","0.48","CHF","Sep 16, 2026","Jul 17, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-3,367.62","0.00","-3,367.62","-1,260,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 22, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-3,342.82","0.00","-3,342.82","-2,440,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-3,231.44","0.00","-3,231.44","-3,172,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 6.981500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,272.02","0.00","-158,417.81","-14,844,155.00","-","-","-","India","-","USD","4.15","1.14","95.68","Sep 16, 2031","6.98","4.15","-","1.14","4.15","1.14","INR","Sep 16, 2026","May 20, 2026"
"FSWP: SEK 2.943700 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-3,357.56","0.00","-1,059,197.14","-10,099,000.00","-","-","-","Sweden","-","USD","4.67","0.77","9.56","Sep 16, 2031","2.94","4.67","-","0.77","4.67","0.77","SEK","Sep 16, 2026","Apr 02, 2026"
"FSWP: OIS 6.868000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,128.30","0.00","-194,784.49","-18,337,425.00","-","-","-","India","-","USD","4.16","1.12","95.68","Sep 16, 2031","6.87","4.16","-","1.12","4.16","1.12","INR","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 0.310000 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-3,147.30","0.00","450,019.29","366,000.00","-","-","-","Switzerland","-","USD","4.96","0.48","0.81","Sep 16, 2031","0.31","4.96","-","0.48","4.96","0.48","CHF","Sep 16, 2026","Jul 08, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-3,627.67","0.00","-3,627.67","-14,500,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-3,607.84","0.00","-3,607.84","-1,110,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-3,504.54","0.00","-3,504.54","-1,390,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-3,934.00","0.00","-3,934.00","-2,300,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-3,916.17","0.00","-3,916.17","-8,290,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-3,753.06","0.00","-3,753.06","-940,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 16, 2026"
"FSWP: OIS 6.801000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-3,938.07","0.00","-295,471.60","-27,893,564.00","-","-","-","India","-","USD","4.16","1.10","95.68","Sep 16, 2031","6.80","4.16","-","1.10","4.16","1.10","INR","Sep 16, 2026","May 15, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","-4,191.14","0.00","-4,191.14","-4,774,000.00","-","-","-","United States","-","USD","0.00","-","5.12","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-4,114.40","0.00","-4,114.40","-2,702,300,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-4,078.30","0.00","-4,078.30","-3,770,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-4,060.97","0.00","-4,060.97","-480,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"FSWP: SEK 2.983300 16-SEP-2031 3M","Cash and/or Derivatives","Swaps","-4,093.35","0.00","-820,724.99","-7,811,000.00","-","-","-","Sweden","-","USD","4.67","0.78","9.56","Sep 16, 2031","2.98","4.67","-","0.78","4.67","0.78","SEK","Sep 16, 2026","Mar 31, 2026"
"FSWP: AUD 4.857000 16-SEP-2031 AUD","Cash and/or Derivatives","Swaps","-4,452.57","0.00","-8,610,181.27","-12,286,000.00","-","-","-","Australia","-","USD","4.40","0.02","1.43","Sep 16, 2031","4.86","4.40","-","0.02","4.40","0.02","AUD","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 6.827500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-4,438.24","0.00","-307,985.38","-29,043,011.00","-","-","-","India","-","USD","4.16","1.11","95.68","Sep 16, 2031","6.83","4.16","-","1.11","4.16","1.11","INR","Sep 16, 2026","May 15, 2026"
"FSWP: OIS 6.884000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-4,481.27","0.00","-268,170.58","-25,229,463.00","-","-","-","India","-","USD","4.16","1.12","95.68","Sep 16, 2031","6.88","4.16","-","1.12","4.16","1.12","INR","Sep 16, 2026","May 22, 2026"
"FSWP: OIS 6.897625 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-4,419.22","0.00","-255,985.39","-24,069,537.00","-","-","-","India","-","USD","4.15","1.12","95.68","Sep 16, 2031","6.90","4.15","-","1.12","4.15","1.12","INR","Sep 16, 2026","May 22, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-4,838.26","0.00","-4,838.26","-640,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-4,635.70","0.00","-4,635.70","-1,140,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 21, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-4,606.49","0.00","-4,606.49","-1,400,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-5,138.39","0.00","-5,138.39","-10,750,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"FSWP: TWD 2.371000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-5,453.29","0.00","4,945,659.19","160,775,000.00","-","-","-","Taiwan","-","USD","4.66","0.70","32.47","Sep 16, 2031","2.37","4.66","-","0.70","4.66","0.70","TWD","Sep 16, 2026","Jun 04, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-5,714.41","0.00","-5,714.41","-11,100,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 19, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-6,267.50","0.00","-6,267.50","-840,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-6,195.18","0.00","-6,195.18","-16,900,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-6,154.21","0.00","-6,154.21","-8,080,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 10, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-6,471.67","0.00","-6,471.67","-820,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: OIS 1.816000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-6,965.36","0.00","-10,327,468.36","-346,756,000.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.82","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","Jul 27, 2026"
"FSWP: KRW 4.025200 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-7,285.44","0.00","5,738,271.24","8,259,525,000.00","-","-","-","Korea (South)","-","USD","4.44","1.09","1,437.55","Sep 16, 2031","4.03","4.44","-","1.09","4.44","1.09","KRW","Sep 16, 2026","Jul 08, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-7,802.72","0.00","-7,802.72","-1,092,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-7,557.92","0.00","-7,557.92","-37,830,000.00","-","-","-","United States","-","USD","0.00","-","33.48","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-7,971.43","0.00","-7,971.43","-1,500,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-7,885.79","0.00","-7,885.79","-1,970,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-7,872.82","0.00","-7,872.82","-1,600,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 14, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-8,467.47","0.00","-8,467.47","45,710,000.00","-","-","-","United States","-","USD","0.00","-","33.48","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"FSWP: OIS 4.119000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","-8,578.62","0.00","-24,780,578.62","-24,772,000.00","-","-","-","United States","-","USD","4.50","0.40","1.00","Sep 16, 2031","4.12","4.50","-","0.40","4.50","0.40","USD","Sep 16, 2026","Jul 29, 2026"
"FSWP: OIS 6.970000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-8,551.08","0.00","-423,512.60","-39,703,000.00","-","-","-","India","-","USD","4.15","1.14","95.68","Sep 16, 2031","6.97","4.15","-","1.14","4.15","1.14","INR","Sep 16, 2026","May 18, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-8,915.67","0.00","-8,915.67","-86,130,000.00","-","-","-","United States","-","USD","0.00","-","96.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-8,764.40","0.00","-8,764.40","-4,290,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-9,158.13","0.00","-9,158.13","-1,300,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-9,566.15","0.00","-9,566.15","-1,240,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-9,484.47","0.00","-9,484.47","-1,230,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-10,147.10","0.00","-10,147.10","-3,720,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 30, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-10,058.56","0.00","-10,058.56","-1,300,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 02, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-10,007.09","0.00","-10,007.09","-21,460,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-10,273.07","0.00","-10,273.07","-1,460,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 03, 2026"
"FSWP: OIS 4.131000 16-SEP-2031 SOF","Cash and/or Derivatives","Swaps","-10,788.41","0.00","-12,228,788.41","-12,218,000.00","-","-","-","United States","-","USD","4.50","0.40","1.00","Sep 16, 2031","4.13","4.50","-","0.40","4.50","0.40","USD","Sep 16, 2026","Jul 24, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-10,878.33","0.00","-10,878.33","-18,380,000.00","-","-","-","United States","-","USD","0.00","-","17.42","Sep 17, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-10,822.72","0.00","-10,822.72","-19,500,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-11,392.76","0.00","-11,392.76","-5,580,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-11,447.96","0.00","-11,447.96","-3,880,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","-11,894.36","0.00","-11,894.36","-28,220,000.00","-","-","-","United States","-","USD","0.00","-","16.58","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-12,199.79","0.00","-12,199.79","903,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-12,122.11","0.00","-12,122.11","-2,160,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"FSWP: KRW 4.043000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-12,193.36","0.00","26,123,509.75","37,571,380,000.00","-","-","-","Korea (South)","-","USD","4.44","1.10","1,437.55","Sep 16, 2031","4.04","4.44","-","1.10","4.44","1.10","KRW","Sep 16, 2026","Jun 01, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-13,314.56","0.00","-13,314.56","-21,100,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"FSWP: TWD 2.351000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-13,203.54","0.00","6,449,906.20","209,873,331.00","-","-","-","Taiwan","-","USD","4.66","0.69","32.47","Sep 16, 2031","2.35","4.66","-","0.69","4.66","0.69","TWD","Sep 16, 2026","Jul 21, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-13,979.86","0.00","-13,979.86","152,656,000.00","-","-","-","United States","-","USD","0.00","-","96.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"FSWP: KRW 4.022000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-13,789.70","0.00","9,751,610.46","14,038,251,000.00","-","-","-","Korea (South)","-","USD","4.44","1.09","1,437.55","Sep 16, 2031","4.02","4.44","-","1.09","4.44","1.09","KRW","Sep 16, 2026","Jul 13, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-14,162.48","0.00","-14,162.48","-3,800,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-14,477.14","0.00","-14,477.14","-4,000,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-14,381.40","0.00","-14,381.40","-2,014,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: TWD 2.331000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-14,494.92","0.00","4,842,415.94","157,716,038.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.33","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","Jul 21, 2026"
"FSWP: TWD 2.346000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-14,552.40","0.00","6,372,902.55","207,416,631.00","-","-","-","Taiwan","-","USD","4.66","0.69","32.47","Sep 16, 2031","2.35","4.66","-","0.69","4.66","0.69","TWD","Sep 16, 2026","Jul 21, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-14,727.90","0.00","-14,727.90","-1,120,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-15,239.27","0.00","-15,239.27","1,810,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 12, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-15,485.87","0.00","-15,485.87","1,314,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-15,628.79","0.00","-15,628.79","146,030,000.00","-","-","-","United States","-","USD","0.00","-","96.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-16,104.98","0.00","-16,104.98","-2,370,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 1.862000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-16,508.62","0.00","-5,750,382.65","-192,651,000.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.86","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","Jun 11, 2026"
"MXN/USD","Cash and/or Derivatives","Forwards","-16,893.51","0.00","-16,893.51","-30,000,000.00","-","-","-","United States","-","USD","0.00","-","17.36","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-16,851.37","0.00","-16,851.37","-1,360,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 23, 2026"
"INR/USD","Cash and/or Derivatives","Forwards","-16,782.18","0.00","-16,782.18","-176,320,000.00","-","-","-","United States","-","USD","0.00","-","96.01","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 15, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-17,884.87","0.00","-17,884.87","-13,570,000.00","-","-","-","United States","-","USD","0.00","-","9.54","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"SWP: OIS 13.985000 02-JAN-2029 BZD","Cash and/or Derivatives","Swaps","-18,108.11","0.00","15,178,222.71","77,034,000.00","-","-","-","Brazil","-","USD","2.21","0.02","5.07","Jan 02, 2029","13.98","2.21","-","0.02","2.21","0.02","BRL","Jul 13, 2026","Jul 13, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-18,572.23","0.00","-18,572.23","-2,280,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 22, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-18,571.04","0.00","-18,571.04","-970,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"FSWP: OIS 3.262500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-19,858.84","0.00","2,548,577.32","7,872,000.00","-","-","-","Israel","-","USD","4.59","-0.15","3.06","Sep 16, 2031","3.26","4.59","-","-0.15","4.59","-0.15","ILS","Sep 16, 2026","Jul 14, 2026"
"ZAR/USD","Cash and/or Derivatives","Forwards","-20,833.98","0.00","-20,833.98","-15,270,000.00","-","-","-","United States","-","USD","0.00","-","16.58","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-21,123.97","0.00","-21,123.97","-1,740,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 29, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-20,904.76","0.00","-20,904.76","-2,080,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"FSWP: OIS 6.532500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-21,231.51","0.00","-9,542,645.61","-910,997,000.00","-","-","-","India","-","USD","4.18","1.04","95.68","Sep 16, 2031","6.53","4.18","-","1.04","4.18","1.04","INR","Sep 16, 2026","Jul 22, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-21,958.57","0.00","-21,958.57","-203,140,000.00","-","-","-","United States","-","USD","0.00","-","159.31","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-21,856.05","0.00","-21,856.05","-1,510,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 29, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-21,853.69","0.00","-21,853.69","-1,070,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-22,107.21","0.00","-22,107.21","-3,970,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-23,243.31","0.00","-23,243.31","-2,130,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-23,641.54","0.00","-23,641.54","-2,710,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-23,865.37","0.00","-23,865.37","-1,634,900,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-24,387.10","0.00","-24,387.10","-2,030,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"FSWP: OIS 2.969000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-24,513.02","0.00","5,822,167.68","8,195,000.00","-","-","-","Canada","-","USD","4.60","0.71","1.40","Sep 16, 2031","2.97","4.60","-","0.71","4.60","0.71","CAD","Sep 16, 2026","Jun 05, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-24,829.74","0.00","-24,829.74","-280,330,000.00","-","-","-","United States","-","USD","0.00","-","159.31","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 07, 2026"
"FSWP: OIS 1.903000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-24,947.04","0.00","-5,175,269.60","-173,044,400.00","-","-","-","Thailand","-","USD","4.73","0.80","33.60","Sep 16, 2031","1.90","4.73","-","0.80","4.73","0.80","THB","Sep 16, 2026","Jun 04, 2026"
"CAD/USD","Cash and/or Derivatives","Forwards","-25,227.61","0.00","-25,227.61","-3,500,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-25,342.13","0.00","-25,342.13","-6,020,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"FSWP: OIS 1.882500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-25,796.21","0.00","-6,706,223.31","-224,454,000.00","-","-","-","Thailand","-","USD","4.73","0.79","33.60","Sep 16, 2031","1.88","4.73","-","0.79","4.73","0.79","THB","Sep 16, 2026","Jun 05, 2026"
"FSWP: TWD 2.309700 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-26,091.00","0.00","6,517,815.38","212,497,000.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.31","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","Jun 11, 2026"
"FSWP: OIS 3.050000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-26,165.30","0.00","56,558,574.11","79,312,000.00","-","-","-","Canada","-","USD","4.59","0.71","1.40","Sep 16, 2031","3.05","4.59","-","0.71","4.59","0.71","CAD","Sep 16, 2026","Jul 13, 2026"
"FSWP: TWD 2.292500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-26,736.35","0.00","5,547,118.45","180,997,000.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.29","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","May 29, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-27,432.64","0.00","-27,432.64","-56,510,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-28,415.00","0.00","-28,415.00","-2,540,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"FSWP: TWD 2.336000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-28,593.53","0.00","10,372,761.46","337,758,000.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.34","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","Jun 01, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-28,735.10","0.00","-28,735.10","-1,850,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-30,712.99","0.00","-30,712.99","-5,220,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 3.317000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-31,019.66","0.00","5,851,064.58","18,028,000.00","-","-","-","Israel","-","USD","4.59","-0.14","3.06","Sep 16, 2031","3.32","4.59","-","-0.14","4.59","-0.14","ILS","Sep 16, 2026","Jul 17, 2026"
"BRL/USD","Cash and/or Derivatives","Forwards","-32,061.71","0.00","-32,061.71","-6,280,000.00","-","-","-","United States","-","USD","0.00","-","5.12","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"FSWP: OIS 1.928000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-32,183.87","0.00","-5,359,108.23","-178,978,000.00","-","-","-","Thailand","-","USD","4.73","0.80","33.60","Sep 16, 2031","1.93","4.73","-","0.80","4.73","0.80","THB","Sep 16, 2026","Jun 09, 2026"
"FSWP: OIS 3.017000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-32,796.78","0.00","16,513,416.61","23,192,000.00","-","-","-","Canada","-","USD","4.59","0.71","1.40","Sep 16, 2031","3.02","4.59","-","0.71","4.59","0.71","CAD","Sep 16, 2026","Jun 12, 2026"
"NZD/USD","Cash and/or Derivatives","Forwards","-33,540.82","0.00","-33,540.82","-2,030,000.00","-","-","-","United States","-","USD","0.00","-","1.71","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 08, 2026"
"FSWP: OIS 1.893500 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-33,903.75","0.00","-7,759,387.58","-259,566,600.00","-","-","-","Thailand","-","USD","4.73","0.79","33.60","Sep 16, 2031","1.89","4.73","-","0.79","4.73","0.79","THB","Sep 16, 2026","Jun 04, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-34,281.72","0.00","-34,281.72","-2,730,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 28, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-34,846.57","0.00","-34,846.57","-2,690,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 24, 2026"
"DKK/USD","Cash and/or Derivatives","Forwards","-37,217.22","0.00","-37,217.22","-28,618,000.00","-","-","-","United States","-","USD","0.00","-","6.50","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"CNY/USD","Cash and/or Derivatives","Forwards","-37,885.64","0.00","-37,885.64","-53,590,000.00","-","-","-","United States","-","USD","0.00","-","6.76","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 26, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-40,351.80","0.00","-40,351.80","-4,500,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 13, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-40,977.17","0.00","-40,977.17","-3,510,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 27, 2026"
"FSWP: OIS 3.326000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-41,853.42","0.00","8,556,469.53","26,353,000.00","-","-","-","Israel","-","USD","4.58","-0.14","3.06","Sep 16, 2031","3.33","4.58","-","-0.14","4.58","-0.14","ILS","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 3.046250 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-43,316.64","0.00","68,160,585.91","95,598,000.00","-","-","-","Canada","-","USD","4.59","0.71","1.40","Sep 16, 2031","3.05","4.59","-","0.71","4.59","0.71","CAD","Sep 16, 2026","Jul 14, 2026"
"FSWP: OIS 3.185000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-44,527.32","0.00","3,921,344.32","12,155,000.00","-","-","-","Israel","-","USD","4.59","-0.16","3.06","Sep 16, 2031","3.19","4.59","-","-0.16","4.59","-0.16","ILS","Sep 16, 2026","Jun 04, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-45,410.54","0.00","-45,410.54","-400,000,000.00","-","-","-","United States","-","USD","0.00","-","159.31","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 17, 2026"
"FSWP: OIS 3.076000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-45,584.55","0.00","2,777,998.60","8,654,000.00","-","-","-","Israel","-","USD","4.60","-0.18","3.06","Sep 16, 2031","3.08","4.60","-","-0.18","4.60","-0.18","ILS","Sep 16, 2026","Jun 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-46,409.62","0.00","-46,409.62","-1,860,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 25, 2026"
"PEN/USD","Cash and/or Derivatives","Forwards","-47,450.03","0.00","-47,450.03","-12,170,000.00","-","-","-","United States","-","USD","0.00","-","3.39","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"FSWP: OIS 3.255000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-47,562.20","0.00","898,779.80","150,775,938.00","-","-","-","Japan","-","USD","18.38","2.45","159.33","Sep 20, 2056","3.25","18.38","-","2.45","18.38","2.45","JPY","Sep 16, 2026","Jun 15, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-47,653.39","0.00","-47,653.39","-1,700,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 24, 2026"
"FSWP: OIS 6.610500 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-47,631.68","0.00","-8,698,131.40","-827,669,000.00","-","-","-","India","-","USD","4.17","1.06","95.68","Sep 16, 2031","6.61","4.17","-","1.06","4.17","1.06","INR","Sep 16, 2026","Jul 24, 2026"
"FSWP: OIS 3.320000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-48,583.79","0.00","1,231,761.25","203,990,974.00","-","-","-","Japan","-","USD","18.31","2.46","159.33","Sep 20, 2056","3.32","18.31","-","2.46","18.31","2.46","JPY","Sep 16, 2026","Jun 12, 2026"
"FSWP: OIS 2.991000 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-49,144.68","0.00","15,407,638.39","21,665,000.00","-","-","-","Canada","-","USD","4.59","0.71","1.40","Sep 16, 2031","2.99","4.59","-","0.71","4.59","0.71","CAD","Sep 16, 2026","Jun 01, 2026"
"FSWP: OIS 6.618700 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-50,611.25","0.00","-8,701,110.97","-827,669,000.00","-","-","-","India","-","USD","4.17","1.06","95.68","Sep 16, 2031","6.62","4.17","-","1.06","4.17","1.06","INR","Sep 16, 2026","Jul 24, 2026"
"FSWP: OIS 3.306000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-54,239.31","0.00","1,281,772.91","212,860,148.00","-","-","-","Japan","-","USD","18.32","2.45","159.33","Sep 20, 2056","3.31","18.32","-","2.45","18.32","2.45","JPY","Sep 16, 2026","Jun 12, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-55,061.65","0.00","-55,061.65","-1,175,860,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 06, 2026"
"FSWP: GBP 4.328060 16-SEP-2031 SON","Cash and/or Derivatives","Swaps","-55,292.60","0.00","38,508,487.40","28,720,000.00","-","-","-","United Kingdom","-","USD","4.48","0.53","0.74","Sep 16, 2031","4.33","4.48","-","0.53","4.48","0.53","GBP","Sep 16, 2026","Jul 29, 2026"
"THB/USD","Cash and/or Derivatives","Forwards","-55,597.56","0.00","-55,597.56","53,220,000.00","-","-","-","United States","-","USD","0.00","-","33.48","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"RON/USD","Cash and/or Derivatives","Forwards","-58,258.41","0.00","-58,258.41","-22,997,000.00","-","-","-","United States","-","USD","0.00","-","4.56","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"SGD/USD","Cash and/or Derivatives","Forwards","-59,112.50","0.00","-59,112.50","-11,228,000.00","-","-","-","United States","-","USD","0.00","-","1.28","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 7.765000 11-SEP-2031 TII","Cash and/or Derivatives","Swaps","-60,975.20","0.00","32,416,469.06","563,711,000.00","-","-","-","Mexico","-","USD","3.93","1.28","17.36","Sep 11, 2031","7.76","3.93","-","1.28","3.93","1.28","MXN","Sep 17, 2026","Jun 22, 2026"
"FSWP: OIS 3.222500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-62,312.05","0.00","6,471,995.76","20,027,000.00","-","-","-","Israel","-","USD","4.59","-0.16","3.06","Sep 16, 2031","3.22","4.59","-","-0.16","4.59","-0.16","ILS","Sep 16, 2026","Jun 11, 2026"
"FSWP: EUR 3.083900 16-SEP-2031 EUR","Cash and/or Derivatives","Swaps","-64,206.03","0.00","-57,129,618.48","-49,607,000.00","-","-","-","European Union","-","USD","4.66","0.31","0.87","Sep 16, 2031","3.08","4.66","-","0.31","4.66","0.31","EUR","Sep 16, 2026","Jul 22, 2026"
"FSWP: OIS 1.856000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-68,378.54","0.00","-26,452,752.96","-886,482,000.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.86","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","Jun 02, 2026"
"SEK/USD","Cash and/or Derivatives","Forwards","-69,678.65","0.00","-69,678.65","-42,221,000.00","-","-","-","United States","-","USD","0.00","-","9.56","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-72,196.90","0.00","-72,196.90","-1,924,730,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 15, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-76,887.53","0.00","-76,887.53","-2,181,970,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 16, 2026"
"DERIV HKD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-78,126.12","0.00","-78,126.12","-612,802.00","-","-","-","Hong Kong","-","USD","0.00","2.68","7.84","Jul 31, 2026","2.68","0.00","-","2.68","0.00","2.68","HKD","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 3.197000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-79,974.15","0.00","7,403,793.67","22,937,000.00","-","-","-","Israel","-","USD","4.59","-0.16","3.06","Sep 16, 2031","3.20","4.59","-","-0.16","4.59","-0.16","ILS","Sep 16, 2026","Jun 22, 2026"
"FSWP: OIS 3.439900 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-82,032.27","0.00","5,303,186.63","858,000,000.00","-","-","-","Japan","-","USD","18.17","2.48","159.33","Sep 20, 2056","3.44","18.17","-","2.48","18.17","2.48","JPY","Sep 16, 2026","Jul 15, 2026"
"FSWP: OIS 6.760000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-82,437.46","0.00","-7,077,000.00","-669,231,000.00","-","-","-","India","-","USD","4.16","1.09","95.68","Sep 16, 2031","6.76","4.16","-","1.09","4.16","1.09","INR","Sep 16, 2026","Jun 01, 2026"
"GBP/USD","Cash and/or Derivatives","Forwards","-84,302.30","0.00","-84,302.30","-5,430,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: KRW 4.000000 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-88,924.65","0.00","36,921,664.43","53,204,572,325.00","-","-","-","Korea (South)","-","USD","4.45","1.09","1,437.55","Sep 16, 2031","4.00","4.45","-","1.09","4.45","1.09","KRW","Sep 16, 2026","May 29, 2026"
"FSWP: OIS 3.177500 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-90,745.46","0.00","7,755,187.53","24,047,000.00","-","-","-","Israel","-","USD","4.60","-0.16","3.06","Sep 16, 2031","3.18","4.60","-","-0.16","4.60","-0.16","ILS","Sep 16, 2026","Jun 23, 2026"
"FSWP: OIS 0.396400 16-SEP-2031 SAR","Cash and/or Derivatives","Swaps","-91,016.16","0.00","34,783,001.05","28,166,000.00","-","-","-","Switzerland","-","USD","4.95","0.48","0.81","Sep 16, 2031","0.40","4.95","-","0.48","4.95","0.48","CHF","Sep 16, 2026","May 29, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-91,172.10","0.00","-91,172.10","-16,390,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-92,586.48","0.00","-92,586.48","-1,805,060,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 29, 2026"
"FSWP: TWD 2.303000 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-103,832.87","0.00","24,029,510.73","783,670,000.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.30","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","Jul 14, 2026"
"CZK/USD","Cash and/or Derivatives","Forwards","-105,145.31","0.00","-105,145.31","-184,916,000.00","-","-","-","United States","-","USD","0.00","-","21.04","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-107,721.65","0.00","-107,721.65","-1,000,000,000.00","-","-","-","United States","-","USD","0.00","-","159.31","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 09, 2026"
"FSWP: OIS 6.706000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-108,547.31","0.00","-11,513,352.46","-1,091,197,500.00","-","-","-","India","-","USD","4.17","1.08","95.68","Sep 16, 2031","6.71","4.17","-","1.08","4.17","1.08","INR","Sep 16, 2026","Jun 04, 2026"
"FSWP: TWD 2.296500 16-SEP-2031 TAI","Cash and/or Derivatives","Swaps","-119,460.22","0.00","25,802,553.49","841,752,590.00","-","-","-","Taiwan","-","USD","4.67","0.69","32.47","Sep 16, 2031","2.30","4.67","-","0.69","4.67","0.69","TWD","Sep 16, 2026","Jul 17, 2026"
"FSWP: OIS 1.830000 16-SEP-2031 THO","Cash and/or Derivatives","Swaps","-125,362.04","0.00","-93,278,768.04","-3,129,838,000.00","-","-","-","Thailand","-","USD","4.74","0.79","33.60","Sep 16, 2031","1.83","4.74","-","0.79","4.74","0.79","THB","Sep 16, 2026","May 29, 2026"
"NOK/USD","Cash and/or Derivatives","Forwards","-127,684.59","0.00","-127,684.59","-32,848,000.00","-","-","-","United States","-","USD","0.00","-","9.56","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 6.746000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-127,709.52","0.00","-11,532,514.67","-1,091,197,500.00","-","-","-","India","-","USD","4.16","1.09","95.68","Sep 16, 2031","6.75","4.16","-","1.09","4.16","1.09","INR","Sep 16, 2026","Jun 04, 2026"
"PLN/USD","Cash and/or Derivatives","Forwards","-131,390.69","0.00","-131,390.69","-61,335,000.00","-","-","-","United States","-","USD","0.00","-","3.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-133,771.82","0.00","-133,771.82","-2,376,250,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jul 01, 2026"
"DERIV SGD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-138,700.56","0.00","-138,700.56","-178,029.00","-","-","-","Singapore","-","USD","0.00","3.64","1.28","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","SGD","Jan 01, 2000","Jan 01, 2000"
"MXN/USD","Cash and/or Derivatives","Forwards","-151,703.69","-0.01","-151,703.69","-326,718,000.00","-","-","-","United States","-","USD","0.00","-","17.36","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-159,454.49","-0.01","-159,454.49","-3,266,920,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 18, 2026"
"FSWP: OIS 3.088000 16-SEP-2031 SHI","Cash and/or Derivatives","Swaps","-165,864.96","-0.01","10,464,498.19","32,581,000.00","-","-","-","Israel","-","USD","4.60","-0.18","3.06","Sep 16, 2031","3.09","4.60","-","-0.18","4.60","-0.18","ILS","Sep 16, 2026","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-167,791.32","-0.01","-167,791.32","-3,704,700,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 11, 2026"
"FSWP: OIS 3.312980 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-185,469.67","-0.01","4,536,783.21","752,372,940.00","-","-","-","Japan","-","USD","18.31","2.46","159.33","Sep 20, 2056","3.31","18.31","-","2.46","18.31","2.46","JPY","Sep 16, 2026","Jun 12, 2026"
"NZD/USD","Cash and/or Derivatives","Forwards","-196,883.73","-0.01","-196,883.73","-9,575,000.00","-","-","-","United States","-","USD","0.00","-","1.71","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"DERIV PLN BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-200,566.90","-0.01","-200,566.90","-750,892.00","-","-","-","Poland","-","USD","0.00","3.78","3.74","Jul 31, 2026","3.78","0.00","-","3.78","0.00","3.78","PLN","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 2.955800 16-SEP-2031 CAD","Cash and/or Derivatives","Swaps","-230,582.20","-0.01","47,802,093.58","67,325,000.00","-","-","-","Canada","-","USD","4.60","0.70","1.40","Sep 16, 2031","2.96","4.60","-","0.70","4.60","0.70","CAD","Sep 16, 2026","May 29, 2026"
"DERIV GBP BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-238,475.60","-0.01","-238,475.60","-177,602.00","-","-","-","United Kingdom","-","USD","0.00","3.64","0.74","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","GBP","Jan 01, 2000","Jan 01, 2000"
"DERIV ZAR BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-298,068.72","-0.01","-298,068.72","-4,925,958.00","-","-","-","South Africa","-","USD","0.00","6.88","16.53","Jul 31, 2026","6.88","0.00","-","6.88","0.00","6.88","ZAR","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 6.699000 16-SEP-2031 INR","Cash and/or Derivatives","Swaps","-354,281.22","-0.01","-38,764,372.28","-3,675,029,500.00","-","-","-","India","-","USD","4.17","1.08","95.68","Sep 16, 2031","6.70","4.17","-","1.08","4.17","1.08","INR","Sep 16, 2026","May 29, 2026"
"DERIV CZK BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-362,493.99","-0.01","-362,493.99","-7,625,333.00","-","-","-","Czech Republic","-","USD","0.00","3.80","21.04","Jul 31, 2026","3.80","0.00","-","3.80","0.00","3.80","CZK","Jan 01, 2000","Jan 01, 2000"
"FSWP: OIS 3.286940 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-366,265.37","-0.01","7,918,686.78","1,320,000,000.00","-","-","-","Japan","-","USD","18.34","2.45","159.33","Sep 20, 2056","3.29","18.34","-","2.45","18.34","2.45","JPY","Sep 16, 2026","Jun 17, 2026"
"FSWP: KRW 3.998290 16-SEP-2031 KRW","Cash and/or Derivatives","Swaps","-417,728.27","-0.01","168,043,058.95","242,170,804,675.00","-","-","-","Korea (South)","-","USD","4.45","1.09","1,437.55","Sep 16, 2031","4.00","4.45","-","1.09","4.45","1.09","KRW","Sep 16, 2026","May 29, 2026"
"AUD/USD","Cash and/or Derivatives","Forwards","-538,264.24","-0.02","-538,264.24","-42,093,000.00","-","-","-","United States","-","USD","0.00","-","1.43","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"DERIV SEK BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-638,873.32","-0.02","-638,873.32","-6,079,268.00","-","-","-","Sweden","-","USD","0.00","1.90","9.56","Jul 31, 2026","1.90","0.00","-","1.90","0.00","1.90","SEK","Jan 01, 2000","Jan 01, 2000"
"CAD/USD","Cash and/or Derivatives","Forwards","-711,357.51","-0.02","-711,357.51","-71,248,000.00","-","-","-","United States","-","USD","0.00","-","1.40","Aug 05, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"FSWP: OIS 3.380000 20-SEP-2056 FTO","Cash and/or Derivatives","Swaps","-766,875.47","-0.03","28,084,847.14","4,596,800,704.00","-","-","-","Japan","-","USD","18.24","2.47","159.33","Sep 20, 2056","3.38","18.24","-","2.47","18.24","2.47","JPY","Sep 16, 2026","Jun 05, 2026"
"DERIV MXN BALANCE WITH R93533 CME","Cash and/or Derivatives","Cash Collateral and Margins","-780,557.47","-0.03","-780,557.47","-13,548,136.00","-","-","-","Mexico","-","USD","0.00","6.76","17.36","Jul 31, 2026","6.76","0.00","-","6.76","0.00","6.76","MXN","Jan 01, 2000","Jan 01, 2000"
"DERIV USD BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-928,941.67","-0.03","-928,941.67","-928,942.00","-","-","-","United States","-","USD","0.00","3.64","1.00","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","USD","Jan 01, 2000","Jan 01, 2000"
"DERIV USD BALANCE WITH R93533 CME","Cash and/or Derivatives","Cash Collateral and Margins","-1,186,484.43","-0.04","-1,186,484.43","-1,186,484.00","-","-","-","United States","-","USD","0.00","3.64","1.00","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","USD","Jan 01, 2000","Jan 01, 2000"
"ETD AUD BALANCE WITH R30191","Cash and/or Derivatives","Cash","-1,672,013.91","-0.06","-1,672,013.91","-2,387,057.00","-","-","-","United States","-","USD","0.00","4.32","1.43","Jul 31, 2026","4.32","0.00","-","4.32","0.00","4.32","AUD","Jan 01, 2000","Jan 01, 2000"
"GBP/USD","Cash and/or Derivatives","Forwards","-2,240,609.10","-0.08","-2,240,609.10","-114,205,000.00","-","-","-","United States","-","USD","0.00","-","0.74","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"KRW/USD","Cash and/or Derivatives","Forwards","-2,331,326.55","-0.08","-2,331,326.55","-57,627,422,000.00","-","-","-","United States","-","USD","0.00","-","1,428.57","Sep 16, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 10, 2026"
"EUR/USD","Cash and/or Derivatives","Forwards","-4,828,487.78","-0.16","-4,828,487.78","-505,465,000.00","-","-","-","United States","-","USD","0.00","-","0.87","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"JPY/USD","Cash and/or Derivatives","Forwards","-6,247,517.21","-0.21","-6,247,517.21","-61,485,666,000.00","-","-","-","United States","-","USD","0.00","-","159.31","Aug 04, 2026","0.00","0.00","-","-","0.00","-","USD","-","Jun 30, 2026"
"DERIV EUR BALANCE WITH R93533 LCH","Cash and/or Derivatives","Cash Collateral and Margins","-7,547,303.48","-0.25","-7,547,303.48","-6,560,876.00","-","-","-","European Union","-","USD","0.00","2.21","0.87","Jul 31, 2026","2.21","0.00","-","2.21","0.00","2.21","EUR","Jan 01, 2000","Jan 01, 2000"
"DERIV USD BALANCE WITH R93533 ICE","Cash and/or Derivatives","Cash Collateral and Margins","-12,858,677.94","-0.43","-12,858,677.94","-12,858,678.00","-","-","-","United States","-","USD","0.00","3.64","1.00","Jul 31, 2026","3.64","0.00","-","3.64","0.00","3.64","USD","Jan 01, 2000","Jan 01, 2000"