# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046953
**Filing Date:** 2023-2
**Character Count:** 72692
**Document Hash:** 61dd37cc9ab1c3ea63a07a4ed0ad1080
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046953.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046953

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683629

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### SPDR(R) FTSE International Government Inflation-Protected Bond ETF (Series ID: S000018783)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000051965 | SPDR(R) FTSE International Government Inflation-Protected Bond ETF | WIP             |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SPDR SERIES TRUST

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

**Item A.2. Information about the Series.**

- **a. Name of Series:** SPDR(R) FTSE International Government Inflation-Protected Bond ETF

- **b. EDGAR series identifier (if any):** S000018783

- **c. LEI of Series:** 5493002X18ZM866TLJ34

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $521428231.25

**Total Liabilities:** $666947.10

**Net Assets:** $520761284.15

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -11.93000000 | **1-Year:** -515.69000000 | **5-Year:** -2213.64000000 | **10-Year:** -11753.34000000 | **30-Year:** -4625.36000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000051965 | 0.96%                | 6.04%                | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10011168.30            | $11958239.81                               |
| Month 2  | $-4390841.28             | $28192365.98                               |
| Month 3  | $-3257474.99             | $-6642669.35                               |

### Schedule of Portfolio Investments

| Name                         | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1566559 | PA      | $1599013.88   | 0.31%             | 2031-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087ZH0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4256448 | PA      | $3310507.84   | 0.64%             | 2044-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3527799 | PA      | $3789890.62   | 0.73%             | 2024-07-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2288096 | PA      | $2459003.05   | 0.47%             | 2058-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3853058 | PA      | $4868238.02   | 0.93%             | 2034-03-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    62509749 | PA      | $3575184.41   | 0.69%             | 2025-01-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    16333500 | PA      | $3088679.89   | 0.59%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |      367253 | NS      | $367252.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GVT ILB          | New Zealand Government Inflation Linked Bond               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3791308 | PA      | $2426964.37   | 0.47%             | 2025-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    13111442 | PA      | $947570.63    | 0.18%             | 2025-01-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    20566633 | PA      | $3878760.05   | 0.74%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   582571000 | PA      | $4534689.04   | 0.87%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2724466 | PA      | $2945194.20   | 0.57%             | 2041-09-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 26502932610 | PA      | $4173570.27   | 0.80%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY ILB           | Inflation Linked Korea Treasury Bond                       | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1716844400 | PA      | $1398278.32   | 0.27%             | 2028-06-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3107966 | PA      | $3762133.44   | 0.72%             | 2026-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    51221132 | PA      | $2347935.82   | 0.45%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3017632 | PA      | $862688.01    | 0.17%             | 2023-09-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1466884 | PA      | $1944060.44   | 0.37%             | 2024-07-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1632596 | PA      | $1751525.86   | 0.34%             | 2056-11-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL GALIL I/L MODERN      | Israel Government Bond - Galil                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5994875 | PA      | $1790504.89   | 0.34%             | 2024-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1129320 | PA      | $1076423.27   | 0.21%             | 2038-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1369328220 | PA      | $1297498.72   | 0.25%             | 2033-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    25377839 | PA      | $2328256.06   | 0.45%             | 2031-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4177438 | PA      | $4743704.35   | 0.91%             | 2027-07-25      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      706400 | PA      | $742370.84    | 0.14%             | 2032-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3759735 | PA      | $4778021.14   | 0.92%             | 2027-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260935000 | PA      | $2056629.37   | 0.39%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2630096 | PA      | $3249717.09   | 0.62%             | 2040-03-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2870085 | PA      | $2958094.05   | 0.57%             | 2028-05-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    11281696 | PA      | $2122120.59   | 0.41%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2339135 | PA      | $2116482.26   | 0.41%             | 2047-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2064206 | PA      | $1186162.58   | 0.23%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    75310349 | PA      | $3767053.65   | 0.72%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND               | Spain Government Inflation Linked Bond                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1940694 | PA      | $2085723.89   | 0.40%             | 2023-11-30      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3085560 | PA      | $3666211.03   | 0.70%             | 2050-03-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1431565 | PA      | $873434.13    | 0.17%             | 2051-05-15      | Fixed         | 0.15%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    12779267 | PA      | $2408676.10   | 0.46%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087G99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4359760 | PA      | $2728409.75   | 0.52%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2298600 | PA      | $2144765.92   | 0.41%             | 2030-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    30103280 | PA      | $2378299.02   | 0.46%             | 2026-01-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB          | New Zealand Government Inflation Linked Bond               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     9078170 | PA      | $5855505.41   | 1.12%             | 2035-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SWEDEN I/L BOND              | Sweden Inflation Linked Bond                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    44104461 | PA      | $5047241.37   | 0.97%             | 2028-12-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7651957 | PA      | $564185.71    | 0.11%             | 2024-11-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    52763557 | PA      | $3925084.12   | 0.75%             | 2025-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087B94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3305000 | PA      | $2469719.22   | 0.47%             | 2047-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2606037 | PA      | $2881255.43   | 0.55%             | 2044-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2573288 | PA      | $2866212.55   | 0.55%             | 2052-03-22      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    11331437 | PA      | $892249.52    | 0.17%             | 2032-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND               | Spain Government Inflation Linked Bond                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5822817 | PA      | $6158842.07   | 1.18%             | 2030-11-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB          | New Zealand Government Inflation Linked Bond               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4998343 | PA      | $3371755.38   | 0.65%             | 2030-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    47681790 | PA      | $2225574.36   | 0.43%             | 2033-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1633730 | PA      | $1751595.17   | 0.34%             | 2051-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8910287 | PA      | $2509730.77   | 0.48%             | 2027-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2415070 | PA      | $2979827.56   | 0.57%             | 2040-07-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY ILB           | Inflation Linked Korea Treasury Bond                       | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1606636200 | PA      | $1271516.66   | 0.24%             | 2026-06-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND              | Sweden Inflation Linked Bond                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    28366864 | PA      | $2680643.23   | 0.51%             | 2032-06-01      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1351772730 | PA      | $1410921.65   | 0.27%             | 2028-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    19668090 | PA      | $3700419.13   | 0.71%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    28286296 | PA      | $1367107.49   | 0.26%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    22363717 | PA      | $4131358.85   | 0.79%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7505956 | PA      | $2747182.03   | 0.53%             | 2041-08-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2883658 | PA      | $3044651.98   | 0.58%             | 2026-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    31767409 | PA      | $1635358.42   | 0.31%             | 2029-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4420107 | PA      | $1063980.17   | 0.20%             | 2051-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    16576215 | PA      | $1072384.02   | 0.21%             | 2024-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    28203430 | PA      | $2279964.28   | 0.44%             | 2028-06-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND               | Spain Government Inflation Linked Bond                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4526032 | PA      | $4964593.76   | 0.95%             | 2024-11-30      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   358651800 | PA      | $2789680.11   | 0.54%             | 2024-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    21838694 | PA      | $1680319.62   | 0.32%             | 2032-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND              | Sweden Inflation Linked Bond                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    27519971 | PA      | $2598556.35   | 0.50%             | 2030-06-01      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1018218420 | PA      | $1124069.15   | 0.22%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    60700863 | PA      | $3204112.23   | 0.62%             | 2035-11-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    73391469 | PA      | $3621470.58   | 0.70%             | 2050-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB          | New Zealand Government Inflation Linked Bond               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     5418688 | PA      | $3481726.73   | 0.67%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND         | Deutsche Bundesrepublik Inflation Linked Bond              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4858518 | PA      | $5089220.72   | 0.98%             | 2046-04-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3053860 | PA      | $3211808.85   | 0.62%             | 2035-09-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5030879 | PA      | $6084930.58   | 1.17%             | 2031-08-10      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 21345079140 | PA      | $4043754.97   | 0.78%             | 2027-03-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    33592494 | PA      | $2829461.68   | 0.54%             | 2028-01-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   269453790 | PA      | $2140048.58   | 0.41%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2936602 | PA      | $3226981.71   | 0.62%             | 2024-09-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2187935 | PA      | $2352585.55   | 0.45%             | 2025-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7230317 | PA      | $1921826.56   | 0.37%             | 2031-11-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    12025385 | PA      | $826821.15    | 0.16%             | 2025-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2190141 | PA      | $2543454.65   | 0.49%             | 2036-11-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6902467 | PA      | $5058446.22   | 0.97%             | 2030-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3856370 | PA      | $2700824.66   | 0.52%             | 2035-08-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3262545 | PA      | $3502493.12   | 0.67%             | 2030-07-25      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8666923 | PA      | $2447922.07   | 0.47%             | 2025-10-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1844987 | PA      | $2036295.66   | 0.39%             | 2065-11-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    68917741 | PA      | $3063555.82   | 0.59%             | 2038-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    22701640 | PA      | $1887288.10   | 0.36%             | 2027-07-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND              | Sweden Inflation Linked Bond                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    44527071 | PA      | $4311098.71   | 0.83%             | 2026-06-01      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| SWEDEN I/L BOND              | Sweden Inflation Linked Bond                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    35437542 | PA      | $3394289.34   | 0.65%             | 2027-12-01      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    54202660 | PA      | $2765059.53   | 0.53%             | 2025-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1154390 | PA      | $1327239.39   | 0.25%             | 2073-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1707181 | PA      | $1766782.33   | 0.34%             | 2029-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  5020870140 | PA      | $5767791.39   | 1.11%             | 2026-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      932818 | PA      | $829492.18    | 0.16%             | 2053-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    83524067 | PA      | $3360735.53   | 0.65%             | 2050-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1244707 | PA      | $1863388.03   | 0.36%             | 2035-01-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SWEDEN I/L BOND              | Sweden Inflation Linked Bond                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    46070480 | PA      | $4565379.21   | 0.88%             | 2025-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND         | Deutsche Bundesrepublik Inflation Linked Bond              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8008253 | PA      | $8646630.99   | 1.66%             | 2030-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2559045 | PA      | $2467857.66   | 0.47%             | 2032-09-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155518800 | PA      | $1204865.53   | 0.23%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2968440 | PA      | $3234723.31   | 0.62%             | 2046-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5635066 | PA      | $3771097.03   | 0.72%             | 2027-11-21      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SPAIN I/L BOND               | Spain Government Inflation Linked Bond                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5642213 | PA      | $5628796.58   | 1.08%             | 2033-11-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2577528 | PA      | $2774689.90   | 0.53%             | 2048-08-10      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  4581982890 | PA      | $6577408.88   | 1.26%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   419384628 | PA      | $3301201.78   | 0.63%             | 2026-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2555530 | PA      | $3786509.33   | 0.73%             | 2055-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    15734472 | PA      | $2919674.94   | 0.56%             | 2045-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2779532 | PA      | $3037408.42   | 0.58%             | 2068-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    50135999 | PA      | $2696003.18   | 0.52%             | 2033-12-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3061346 | PA      | $2925141.91   | 0.56%             | 2036-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    14935768 | PA      | $2761422.97   | 0.53%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    17371814 | PA      | $3270692.92   | 0.63%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2411102 | PA      | $3186071.09   | 0.61%             | 2037-11-22      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3958350 | PA      | $4516759.78   | 0.87%             | 2039-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| SPAIN I/L BOND               | Spain Government Inflation Linked Bond                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4927711 | PA      | $5193463.67   | 1.00%             | 2027-11-30      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3096048 | PA      | $3304586.46   | 0.63%             | 2028-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4307585 | PA      | $3872804.63   | 0.74%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6386272 | PA      | $7223955.50   | 1.39%             | 2041-08-10      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     9751114 | PA      | $663608.70    | 0.13%             | 2024-06-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND         | Deutsche Bundesrepublik Inflation Linked Bond              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6796859 | PA      | $7184088.88   | 1.38%             | 2026-04-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3819942 | PA      | $2356923.64   | 0.45%             | 2040-08-21      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2843989380 | PA      | $3390848.53   | 0.65%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  3860488730 | PA      | $4675169.44   | 0.90%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   369377700 | PA      | $2908214.26   | 0.56%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8701870 | PA      | $2421385.17   | 0.46%             | 2045-05-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087YK4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4562384 | PA      | $3796346.79   | 0.73%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      748557 | PA      | $1220748.31   | 0.23%             | 2030-07-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17290162890 | PA      | $2403444.55   | 0.46%             | 2049-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4991901 | PA      | $941133.56    | 0.18%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    32194091 | PA      | $6041879.03   | 1.16%             | 2024-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   428227475 | PA      | $3374508.45   | 0.65%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   275646949 | PA      | $2191784.43   | 0.42%             | 2027-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED        | Japanese Government CPI Linked Bond                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    96022500 | PA      | $785303.87    | 0.15%             | 2030-03-10      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP     | Bonos de la Tesoreria de la Republica                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1263995280 | PA      | $1603559.06   | 0.31%             | 2050-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    11458560 | PA      | $767510.71    | 0.15%             | 2024-05-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3176607 | PA      | $4233353.65   | 0.81%             | 2032-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3683225 | PA      | $2029181.72   | 0.39%             | 2050-02-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4983842 | PA      | $5996064.36   | 1.15%             | 2028-08-10      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6508575 | PA      | $7978790.04   | 1.53%             | 2024-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1983768 | PA      | $1650274.71   | 0.32%             | 2033-05-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2252740 | PA      | $2824727.28   | 0.54%             | 2047-11-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND       | Turkey Government Bond                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    19926566 | PA      | $1412971.65   | 0.27%             | 2024-09-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1780323 | PA      | $2321289.65   | 0.45%             | 2032-07-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8956960 | PA      | $2481334.41   | 0.48%             | 2029-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    33814657 | PA      | $1873924.23   | 0.36%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     8284536 | PA      | $6022565.53   | 1.16%             | 2025-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    70875515 | PA      | $2976841.21   | 0.57%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 13786715250 | PA      | $2203101.68   | 0.42%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64982032 | PA      | $3237889.06   | 0.62%             | 2046-11-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7726920 | PA      | $3031204.77   | 0.58%             | 2036-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17225284230 | PA      | $3473152.95   | 0.67%             | 2025-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa     | Republic of South Africa Government Bond - CPI Linked      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    49927687 | PA      | $2979631.56   | 0.57%             | 2023-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 27995141790 | PA      | $4967791.93   | 0.95%             | 2035-04-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1641737 | PA      | $2033544.69   | 0.39%             | 2042-11-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3597873 | PA      | $2928989.50   | 0.56%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3412080 | PA      | $2029770.87   | 0.39%             | 2032-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2323652 | PA      | $2785373.13   | 0.53%             | 2029-03-22      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB      | Canadian Government Real Return Bond                       | CUSIP: 135087XQ2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3866818 | PA      | $3485002.18   | 0.67%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1609132 | PA      | $1661016.44   | 0.32%             | 2026-05-15      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL CPI-LINKED            | Israel Government Bond - CPI Linked                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     6259081 | PA      | $1725376.40   | 0.33%             | 2026-07-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY ILB           | Inflation Linked Korea Treasury Bond                       | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2090605500 | PA      | $1636742.90   | 0.31%             | 2030-06-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5790605 | PA      | $1070950.10   | 0.21%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 12675159200 | PA      | $2155773.93   | 0.41%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2459960 | PA      | $2785119.88   | 0.53%             | 2026-09-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND         | Deutsche Bundesrepublik Inflation Linked Bond              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2465355 | PA      | $2575605.67   | 0.49%             | 2033-04-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS             | Mexican Udibonos                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    81800912 | PA      | $4138350.18   | 0.79%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL     | Brazil Notas do Tesouro Nacional Serie B                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    13657777 | PA      | $2549058.10   | 0.49%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1197433 | PA      | $1208822.43   | 0.23%             | 2036-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT      | United Kingdom Inflation-Linked Gilt                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3056211 | PA      | $3617658.58   | 0.69%             | 2062-03-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2049835 | PA      | $2678164.07   | 0.51%             | 2029-07-25      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer