# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-066690
**Filing Date:** 2026-6
**Character Count:** 376404
**Document Hash:** addfad1d0ed2870de244335b30d84e15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066690.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066690

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 261121619

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares International Treasury Bond ETF (Series ID: S000023614)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000069477 | iShares International Treasury Bond ETF | IGOV            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares International Treasury Bond ETF

- **b. EDGAR series identifier (if any):** S000023614

- **c. LEI of Series:** 549300B2GPMXZXJU1462

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1166077699.28

**Total Liabilities:** $334431.05

**Net Assets:** $1165743268.23

**Cash Not Reported:** $3450963.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.07000000 | **1-Year:** 14643.84000000 | **5-Year:** 127941.61000000 | **10-Year:** 130259.66000000 | **30-Year:** 133642.07000000

**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 C000069477 | 1.18%                | -4.58%               | 2.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $107205.20               | $11661414.69                               |
| Month 2  | $-1189169.50             | $-57720521.41                              |
| Month 3  | $-2374548.77             | $24977830.72                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53900000 | PA      | $197387.17    | 0.02%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     933000 | PA      | $1201318.14   | 0.10%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2108000 | PA      | $2319350.97   | 0.20%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     946000 | PA      | $913976.41    | 0.08%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1473000 | PA      | $1802155.67   | 0.15%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2661000 | PA      | $2914772.26   | 0.25%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   13544000 | PA      | $1986732.70   | 0.17%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      83000 | PA      | $70154.20     | 0.01%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1567000 | PA      | $1869477.53   | 0.16%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2193000 | PA      | $2507151.99   | 0.22%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1409000 | PA      | $1617027.03   | 0.14%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   26050000 | PA      | $124164.10    | 0.01%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  124550000 | PA      | $645769.73    | 0.06%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     663000 | PA      | $545998.08    | 0.05%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   46600000 | PA      | $180854.61    | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   22550000 | PA      | $146186.46    | 0.01%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   63400000 | PA      | $398984.05    | 0.03%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     414000 | PA      | $349925.78    | 0.03%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     802000 | PA      | $692570.74    | 0.06%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     935000 | PA      | $881950.21    | 0.08%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  183600000 | PA      | $1168270.88   | 0.10%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     958000 | PA      | $1111606.20   | 0.10%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   72350000 | PA      | $364857.88    | 0.03%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     338000 | PA      | $381619.24    | 0.03%             | 2046-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    2843000 | PA      | $2838518.83   | 0.24%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   36600000 | PA      | $237510.17    | 0.02%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2111000 | PA      | $1128204.14   | 0.10%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  111700000 | PA      | $713173.34    | 0.06%             | 2028-02-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  106400000 | PA      | $634614.44    | 0.05%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1575000 | PA      | $1433695.25   | 0.12%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     742000 | PA      | $753196.49    | 0.06%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     456000 | PA      | $327983.63    | 0.03%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2931000 | PA      | $3002059.40   | 0.26%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     830000 | PA      | $749694.64    | 0.06%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49850000 | PA      | $311037.51    | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2705000 | PA      | $965416.94    | 0.08%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53900000 | PA      | $351490.45    | 0.03%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49700000 | PA      | $259092.06    | 0.02%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   18650000 | PA      | $115663.24    | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1862000 | PA      | $2452890.44   | 0.21%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     868000 | PA      | $1053788.67   | 0.09%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   77950000 | PA      | $484255.44    | 0.04%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1131000 | PA      | $969796.83    | 0.08%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      30000 | PA      | $36776.67     | 0.00%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1051000 | PA      | $1296305.08   | 0.11%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2092000 | PA      | $2138814.73   | 0.18%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     685000 | PA      | $333699.21    | 0.03%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1008000 | PA      | $1107440.58   | 0.09%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   68850000 | PA      | $397870.37    | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   48400000 | PA      | $307109.91    | 0.03%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   58550000 | PA      | $380546.02    | 0.03%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     543000 | PA      | $622495.59    | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1326000 | PA      | $965814.64    | 0.08%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     458000 | PA      | $175063.44    | 0.02%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   57300000 | PA      | $364596.44    | 0.03%             | 2027-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  127900000 | PA      | $426325.16    | 0.04%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     992000 | PA      | $1326646.06   | 0.11%             | 2031-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2004000 | PA      | $2033063.59   | 0.17%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     971000 | PA      | $1248490.50   | 0.11%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2511000 | PA      | $2955580.76   | 0.25%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4252000 | PA      | $2487584.62   | 0.21%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2204540 | PA      | $2531988.22   | 0.22%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   86300000 | PA      | $308448.56    | 0.03%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   73350000 | PA      | $475895.34    | 0.04%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1003000 | PA      | $929723.54    | 0.08%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   92750000 | PA      | $386095.46    | 0.03%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     753000 | PA      | $734756.58    | 0.06%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   90850000 | PA      | $351967.95    | 0.03%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2200690 | PA      | $2883068.35   | 0.25%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     579000 | PA      | $400783.67    | 0.03%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     313000 | PA      | $365838.86    | 0.03%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2765000 | PA      | $3178129.21   | 0.27%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2671000 | PA      | $3104661.36   | 0.27%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3720000 | PA      | $2398501.93   | 0.21%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  118550000 | PA      | $557314.87    | 0.05%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1721000 | PA      | $867931.11    | 0.07%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2769381 | PA      | $3486578.73   | 0.30%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     743000 | PA      | $881309.10    | 0.08%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   17150000 | PA      | $107350.86    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   11549000 | PA      | $4494372.05   | 0.39%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4121470000 | PA      | $1795738.12   | 0.15%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     311000 | PA      | $334140.41    | 0.03%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  169200000 | PA      | $556877.72    | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     483000 | PA      | $544056.17    | 0.05%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1084000 | PA      | $1101409.41   | 0.09%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    8086000 | PA      | $830620.12    | 0.07%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1765000 | PA      | $911472.78    | 0.08%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4103000 | PA      | $2515381.80   | 0.22%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  131600000 | PA      | $389811.04    | 0.03%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3327000 | PA      | $2239437.70   | 0.19%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   50550000 | PA      | $314100.66    | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   20700000 | PA      | $128156.08    | 0.01%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   24850000 | PA      | $157801.59    | 0.01%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   81750000 | PA      | $498839.23    | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     230000 | PA      | $88882.66     | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     921275 | PA      | $1116979.61   | 0.10%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     819000 | PA      | $898491.95    | 0.08%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   60650000 | PA      | $378423.77    | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   22764000 | PA      | $2157625.32   | 0.19%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     937000 | PA      | $1089315.41   | 0.09%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  723560000 | PA      | $468306.44    | 0.04%             | 2030-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  174150000 | PA      | $467214.34    | 0.04%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1636000 | PA      | $1894550.80   | 0.16%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   48850000 | PA      | $242379.37    | 0.02%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  118500000 | PA      | $580287.06    | 0.05%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2014480 | PA      | $2444443.38   | 0.21%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    2200000 | PA      | $14245.93     | 0.00%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     971000 | PA      | $1128924.27   | 0.10%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1110000 | PA      | $1292606.11   | 0.11%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   31249516 | PA      | $5667577.50   | 0.49%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     943000 | PA      | $1139726.68   | 0.10%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    3079000 | PA      | $3344449.17   | 0.29%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1330000 | PA      | $1275861.43   | 0.11%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3343000 | PA      | $2115162.29   | 0.18%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     220000 | PA      | $254234.35    | 0.02%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    3210000 | PA      | $3173670.81   | 0.27%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   12750000 | PA      | $80075.26     | 0.01%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1591000 | PA      | $1848417.16   | 0.16%             | 2028-09-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  144400000 | PA      | $640624.83    | 0.05%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1316000 | PA      | $901862.93    | 0.08%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     720000 | PA      | $875445.48    | 0.08%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  212100000 | PA      | $1104998.26   | 0.09%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   23450000 | PA      | $152176.73    | 0.01%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     757033 | PA      | $816895.03    | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1195000 | PA      | $660682.77    | 0.06%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1237000 | PA      | $775844.41    | 0.07%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3645000 | PA      | $2638643.50   | 0.23%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1655655 | PA      | $1698126.62   | 0.15%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   15350000 | PA      | $99763.48     | 0.01%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1752000 | PA      | $1429859.40   | 0.12%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   99100000 | PA      | $464808.78    | 0.04%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1136000 | PA      | $942073.16    | 0.08%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     920000 | PA      | $977072.75    | 0.08%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     336000 | PA      | $436304.74    | 0.04%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    7400000 | PA      | $46175.85     | 0.00%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1406000 | PA      | $726561.69    | 0.06%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     598000 | PA      | $698473.67    | 0.06%             | 2056-06-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   30850000 | PA      | $189033.22    | 0.02%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1260000 | PA      | $430547.44    | 0.04%             | 2028-07-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1472000 | PA      | $1747371.39   | 0.15%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   50900000 | PA      | $244793.38    | 0.02%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1358000 | PA      | $1071682.06   | 0.09%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1003000 | PA      | $1167388.35   | 0.10%             | 2036-02-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     567000 | PA      | $458308.45    | 0.04%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    3102000 | PA      | $3166101.12   | 0.27%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  150400000 | PA      | $735106.36    | 0.06%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2937000 | PA      | $2013146.00   | 0.17%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   11300000 | PA      | $70241.82     | 0.01%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     261000 | PA      | $338214.75    | 0.03%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   57150000 | PA      | $331959.53    | 0.03%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1577000 | PA      | $1810663.70   | 0.16%             | 2032-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     897000 | PA      | $748451.87    | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2382000 | PA      | $2038855.55   | 0.17%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     488000 | PA      | $524310.35    | 0.04%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    4769000 | PA      | $5523253.17   | 0.47%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     946000 | PA      | $968401.97    | 0.08%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  195200000 | PA      | $866944.60    | 0.07%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1160000 | PA      | $1336995.90   | 0.11%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1255000 | PA      | $966410.57    | 0.08%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     830000 | PA      | $959570.29    | 0.08%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    5746000 | PA      | $2975424.82   | 0.26%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1457000 | PA      | $1685041.48   | 0.14%             | 2030-10-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   34700000 | PA      | $223999.02    | 0.02%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  318400000 | PA      | $1907878.10   | 0.16%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1576000 | PA      | $1115132.98   | 0.10%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1393000 | PA      | $1439033.71   | 0.12%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     636000 | PA      | $488232.26    | 0.04%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4233000 | PA      | $2485062.97   | 0.21%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     990000 | PA      | $1058874.73   | 0.09%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1361000 | PA      | $1314928.00   | 0.11%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    6193000 | PA      | $3716592.07   | 0.32%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     805516 | PA      | $1069835.76   | 0.09%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3492000 | PA      | $2439172.00   | 0.21%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   94200000 | PA      | $566222.90    | 0.05%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   19000000 | PA      | $121965.06    | 0.01%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     849000 | PA      | $985993.18    | 0.08%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  145200000 | PA      | $471256.57    | 0.04%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   79550000 | PA      | $492381.24    | 0.04%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1894000 | PA      | $1383750.59   | 0.12%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     934000 | PA      | $786330.72    | 0.07%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   54850000 | PA      | $285687.38    | 0.02%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1095000 | PA      | $1406859.28   | 0.12%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1820940 | PA      | $2063627.85   | 0.18%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1249000 | PA      | $1531148.38   | 0.13%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  143450000 | PA      | $811531.80    | 0.07%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     887000 | PA      | $1064055.84   | 0.09%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1129000 | PA      | $1337162.91   | 0.11%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  108250000 | PA      | $533606.02    | 0.05%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2657000 | PA      | $2147226.74   | 0.18%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  273000000 | PA      | $1589016.77   | 0.14%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   65450000 | PA      | $237765.50    | 0.02%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     395000 | PA      | $217146.32    | 0.02%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   86750000 | PA      | $559731.58    | 0.05%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1098000 | PA      | $679514.30    | 0.06%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   29850000 | PA      | $193552.62    | 0.02%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    4020000 | PA      | $2322726.88   | 0.20%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2549000 | PA      | $2760678.98   | 0.24%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  110200000 | PA      | $641448.40    | 0.06%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  114950000 | PA      | $674611.23    | 0.06%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1048000 | PA      | $788297.30    | 0.07%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    3205000 | PA      | $3501624.33   | 0.30%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 6117590000 | PA      | $3912249.08   | 0.34%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   67800000 | PA      | $439908.56    | 0.04%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     785000 | PA      | $893192.14    | 0.08%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     846000 | PA      | $999818.27    | 0.09%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   14945000 | PA      | $1707609.20   | 0.15%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   13525000 | PA      | $1417988.09   | 0.12%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2043000 | PA      | $1533309.38   | 0.13%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  294600000 | PA      | $1678197.26   | 0.14%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1398000 | PA      | $1598266.52   | 0.14%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     625000 | PA      | $755865.83    | 0.06%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  127750000 | PA      | $827635.26    | 0.07%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  127800000 | PA      | $733689.80    | 0.06%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  127600000 | PA      | $590641.58    | 0.05%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  120200000 | PA      | $422348.81    | 0.04%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   14722000 | PA      | $3861360.23   | 0.33%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $76766.08     | 0.01%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   11686000 | PA      | $2914557.58   | 0.25%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1091000 | PA      | $1125824.45   | 0.10%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     920000 | PA      | $1039632.51   | 0.09%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1070000 | PA      | $1096828.65   | 0.09%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     894000 | PA      | $1054001.98   | 0.09%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   19150000 | PA      | $121431.95    | 0.01%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     328000 | PA      | $380210.58    | 0.03%             | 2029-03-31      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1566000 | PA      | $488410.09    | 0.04%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40050000 | PA      | $240215.58    | 0.02%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49850000 | PA      | $324172.27    | 0.03%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   37150000 | PA      | $240898.96    | 0.02%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   76350000 | PA      | $493281.81    | 0.04%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   12749000 | PA      | $4176847.90   | 0.36%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   93400000 | PA      | $378277.31    | 0.03%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   20600000 | PA      | $133385.84    | 0.01%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2127000 | PA      | $2889104.89   | 0.25%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1393000 | PA      | $1668638.23   | 0.14%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     738000 | PA      | $503409.17    | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1417000 | PA      | $1602990.82   | 0.14%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49300000 | PA      | $253823.12    | 0.02%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2657000 | PA      | $3007372.63   | 0.26%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1070000 | PA      | $1327706.16   | 0.11%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1099000 | PA      | $1208464.94   | 0.10%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1855000 | PA      | $2086769.68   | 0.18%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1371000 | PA      | $1325048.66   | 0.11%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     815000 | PA      | $945820.99    | 0.08%             | 2027-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1124000 | PA      | $1326437.75   | 0.11%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53000000 | PA      | $319814.57    | 0.03%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     625000 | PA      | $500181.69    | 0.04%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     908723 | PA      | $1240824.23   | 0.11%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     741000 | PA      | $864784.93    | 0.07%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2540000 | PA      | $1719967.17   | 0.15%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2382000 | PA      | $2654034.71   | 0.23%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     325000 | PA      | $246293.32    | 0.02%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  114500000 | PA      | $569687.87    | 0.05%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   85850000 | PA      | $544684.54    | 0.05%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   42900000 | PA      | $254382.98    | 0.02%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2526000 | PA      | $3082928.21   | 0.26%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  115900000 | PA      | $669755.49    | 0.06%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    3292930 | PA      | $3447740.14   | 0.30%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   16150000 | PA      | $103548.57    | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2648000 | PA      | $2464193.94   | 0.21%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40150000 | PA      | $203092.76    | 0.02%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1634000 | PA      | $1857718.21   | 0.16%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     575000 | PA      | $585242.18    | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   19250000 | PA      | $117437.85    | 0.01%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1947000 | PA      | $1493538.71   | 0.13%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3405000 | PA      | $2393086.32   | 0.21%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    3503000 | PA      | $3219555.00   | 0.28%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     916000 | PA      | $1058652.27   | 0.09%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   94250000 | PA      | $610838.49    | 0.05%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   38700000 | PA      | $242473.53    | 0.02%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   64900000 | PA      | $422360.93    | 0.04%             | 2028-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1444000 | PA      | $1632857.87   | 0.14%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1143000 | PA      | $1196064.99   | 0.10%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1395000 | PA      | $1518279.36   | 0.13%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2093794 | PA      | $2581896.15   | 0.22%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2129000 | PA      | $2415993.21   | 0.21%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    6675000 | PA      | $661325.52    | 0.06%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1737000 | PA      | $1014016.19   | 0.09%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2788726 | PA      | $3272005.50   | 0.28%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5480000 | PA      | $3908113.23   | 0.34%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  891100000 | PA      | $549371.48    | 0.05%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    1050000 | PA      | $6804.02      | 0.00%             | 2028-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1664000 | PA      | $1000888.45   | 0.09%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1343000 | PA      | $1494705.63   | 0.13%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  133650000 | PA      | $840828.43    | 0.07%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  145150000 | PA      | $869824.51    | 0.07%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49400000 | PA      | $314404.94    | 0.03%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   55350000 | PA      | $339361.91    | 0.03%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     883000 | PA      | $359607.44    | 0.03%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   93400000 | PA      | $540276.84    | 0.05%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1096000 | PA      | $1275284.33   | 0.11%             | 2032-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2215000 | PA      | $2499288.18   | 0.21%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   34000000 | PA      | $209633.55    | 0.02%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   83500000 | PA      | $509544.41    | 0.04%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     821000 | PA      | $739123.32    | 0.06%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1504035 | PA      | $2014104.85   | 0.17%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     922000 | PA      | $953849.38    | 0.08%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1119000 | PA      | $1153886.10   | 0.10%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   62350000 | PA      | $386322.68    | 0.03%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  190900000 | PA      | $832373.02    | 0.07%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3345000 | PA      | $2246978.05   | 0.19%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     710000 | PA      | $740047.90    | 0.06%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   52650000 | PA      | $302676.54    | 0.03%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1462600 | PA      | $1093289.82   | 0.09%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3574000 | PA      | $2596139.29   | 0.22%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   35250000 | PA      | $218637.59    | 0.02%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1184000 | PA      | $1456232.61   | 0.12%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     682000 | PA      | $789782.18    | 0.07%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     920000 | PA      | $673472.37    | 0.06%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1215000 | PA      | $869988.66    | 0.07%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1650000 | PA      | $2030592.38   | 0.17%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087U28<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     528000 | PA      | $377391.63    | 0.03%             | 2036-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1028000 | PA      | $1371211.97   | 0.12%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     788000 | PA      | $860278.33    | 0.07%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1154000 | PA      | $1346820.69   | 0.12%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  155350000 | PA      | $387752.33    | 0.03%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     623000 | PA      | $745877.99    | 0.06%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1588000 | PA      | $1746339.09   | 0.15%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    2465000 | PA      | $948039.94    | 0.08%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     671000 | PA      | $781107.90    | 0.07%             | 2027-08-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  168550000 | PA      | $1043383.23   | 0.09%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     761000 | PA      | $884662.51    | 0.08%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     991000 | PA      | $1133133.63   | 0.10%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1347000 | PA      | $984240.54    | 0.08%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   92450000 | PA      | $534291.38    | 0.05%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1033000 | PA      | $1105736.01   | 0.09%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    3807000 | PA      | $3134792.91   | 0.27%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  138950000 | PA      | $628197.25    | 0.05%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  138400000 | PA      | $856841.47    | 0.07%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2056000 | PA      | $2370795.84   | 0.20%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    9519000 | PA      | $1002512.10   | 0.09%             | 2036-06-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2207000 | PA      | $2567709.73   | 0.22%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     837000 | PA      | $494217.66    | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     784000 | PA      | $466523.79    | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1168000 | PA      | $1385436.77   | 0.12%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1718000 | PA      | $2114928.71   | 0.18%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    1441000 | PA      | $1570847.50   | 0.13%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 2237140000 | PA      | $1212028.17   | 0.10%             | 2055-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   85700000 | PA      | $267333.86    | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1438000 | PA      | $1703553.60   | 0.15%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     970000 | PA      | $1183653.47   | 0.10%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2009000 | PA      | $2126555.94   | 0.18%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1078000 | PA      | $1335905.07   | 0.11%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1012000 | PA      | $1168610.97   | 0.10%             | 2036-06-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     879000 | PA      | $312689.50    | 0.03%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  107700000 | PA      | $686960.28    | 0.06%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1155000 | PA      | $1271533.89   | 0.11%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   16040000 | PA      | $1583345.56   | 0.14%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   50750000 | PA      | $223905.54    | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     340000 | PA      | $269970.04    | 0.02%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   98050000 | PA      | $561394.26    | 0.05%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     975345 | PA      | $1046840.36   | 0.09%             | 2060-04-25      | 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        |    1782000 | PA      | $2272562.77   | 0.19%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     552000 | PA      | $538626.34    | 0.05%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   16250000 | PA      | $105083.44    | 0.01%             | 2027-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    6650000 | PA      | $42764.23     | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     872000 | PA      | $1015235.15   | 0.09%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     862000 | PA      | $999829.07    | 0.09%             | 2032-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   51550000 | PA      | $318002.80    | 0.03%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    7436000 | PA      | $763850.01    | 0.07%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     778000 | PA      | $876284.01    | 0.08%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   33650000 | PA      | $219123.18    | 0.02%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1284000 | PA      | $1272837.12   | 0.11%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   61400000 | PA      | $368588.25    | 0.03%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     322000 | PA      | $380545.49    | 0.03%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    2551000 | PA      | $1242725.08   | 0.11%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  159000000 | PA      | $745991.38    | 0.06%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1136000 | PA      | $903487.73    | 0.08%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1517000 | PA      | $1624728.27   | 0.14%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   44550000 | PA      | $288372.00    | 0.02%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3122000 | PA      | $1070847.32   | 0.09%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4115340000 | PA      | $2691896.70   | 0.23%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     726000 | PA      | $597397.29    | 0.05%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1737000 | PA      | $1391772.36   | 0.12%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    3691000 | PA      | $4251366.89   | 0.36%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1082000 | PA      | $1104371.63   | 0.09%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     532000 | PA      | $751934.51    | 0.06%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1622000 | PA      | $1665721.35   | 0.14%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     581000 | PA      | $585264.96    | 0.05%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   58800000 | PA      | $294985.92    | 0.03%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   76850000 | PA      | $351878.80    | 0.03%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4215160000 | PA      | $2055912.49   | 0.18%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   17625000 | PA      | $1846179.50   | 0.16%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  172400000 | PA      | $787189.27    | 0.07%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1051000 | PA      | $1207047.12   | 0.10%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1036000 | PA      | $1180883.12   | 0.10%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    5046000 | PA      | $2906459.97   | 0.25%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3437000 | PA      | $2371803.06   | 0.20%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4815000 | PA      | $2892324.43   | 0.25%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   26050000 | PA      | $158022.19    | 0.01%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  275700000 | PA      | $1622959.11   | 0.14%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    1368000 | PA      | $1579896.04   | 0.14%             | 2036-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1529000 | PA      | $1222359.10   | 0.10%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1261000 | PA      | $1450432.01   | 0.12%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  139650000 | PA      | $829140.38    | 0.07%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     370000 | PA      | $430967.80    | 0.04%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   38830000 | PA      | $3958639.17   | 0.34%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     594000 | PA      | $673598.26    | 0.06%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   52900000 | PA      | $200891.94    | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1287000 | PA      | $1481455.58   | 0.13%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2892000 | PA      | $3382994.05   | 0.29%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   50250000 | PA      | $250885.70    | 0.02%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1341000 | PA      | $1374455.63   | 0.12%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     440000 | PA      | $505995.12    | 0.04%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     848000 | PA      | $957385.48    | 0.08%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1665000 | PA      | $1890695.77   | 0.16%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     972000 | PA      | $1155203.74   | 0.10%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     321000 | PA      | $239598.55    | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     907000 | PA      | $1059884.49   | 0.09%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     438000 | PA      | $362508.00    | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2557000 | PA      | $2946583.71   | 0.25%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1234000 | PA      | $1382250.81   | 0.12%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1166000 | PA      | $1274351.79   | 0.11%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  313650000 | PA      | $1981050.70   | 0.17%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     926000 | PA      | $1085306.46   | 0.09%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     338000 | PA      | $401060.01    | 0.03%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  132200000 | PA      | $778979.77    | 0.07%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  146150000 | PA      | $470419.00    | 0.04%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    3543000 | PA      | $1829658.97   | 0.16%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   78200000 | PA      | $506108.42    | 0.04%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2295000 | PA      | $1647429.34   | 0.14%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   95450000 | PA      | $593612.36    | 0.05%             | 2045-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    8834000 | PA      | $848148.67    | 0.07%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  169500000 | PA      | $732718.98    | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   25437000 | PA      | $1896364.18   | 0.16%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3533000 | PA      | $2333865.48   | 0.20%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   61050000 | PA      | $229525.85    | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     682760 | PA      | $696984.92    | 0.06%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1102000 | PA      | $1366011.77   | 0.12%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1021000 | PA      | $1105032.93   | 0.09%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     283000 | PA      | $155575.72    | 0.01%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     378000 | PA      | $436541.35    | 0.04%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2144000 | PA      | $1616422.38   | 0.14%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1600000 | PA      | $1874730.55   | 0.16%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40550000 | PA      | $256678.09    | 0.02%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     872000 | PA      | $1080261.27   | 0.09%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1818000 | PA      | $2438714.42   | 0.21%             | 2029-05-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1043000 | PA      | $732021.74    | 0.06%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1856000 | PA      | $1401561.13   | 0.12%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2812000 | PA      | $3427034.55   | 0.29%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1895000 | PA      | $883626.50    | 0.08%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  348450000 | PA      | $2164327.33   | 0.19%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1386000 | PA      | $1200212.17   | 0.10%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   18250000 | PA      | $112691.75    | 0.01%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   83700000 | PA      | $527953.43    | 0.05%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  102550000 | PA      | $468308.72    | 0.04%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   73250000 | PA      | $293393.02    | 0.03%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1200000 | PA      | $1368746.55   | 0.12%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1945000 | PA      | $2245448.53   | 0.19%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     158000 | PA      | $207301.51    | 0.02%             | 2033-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   38050000 | PA      | $143917.01    | 0.01%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     436000 | PA      | $483755.91    | 0.04%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     992178 | PA      | $1080394.71   | 0.09%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    1314000 | PA      | $1526815.62   | 0.13%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     389000 | PA      | $283318.35    | 0.02%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   30150000 | PA      | $190382.84    | 0.02%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     793069 | PA      | $971786.27    | 0.08%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1272000 | PA      | $1097719.61   | 0.09%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1318000 | PA      | $1555161.51   | 0.13%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3527000 | PA      | $2335335.97   | 0.20%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1324000 | PA      | $1426367.07   | 0.12%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1164000 | PA      | $1362931.50   | 0.12%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  207200000 | PA      | $903736.37    | 0.08%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    3483000 | PA      | $4014077.55   | 0.34%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  123650000 | PA      | $404687.09    | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2611000 | PA      | $2094072.05   | 0.18%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   34650000 | PA      | $213968.81    | 0.02%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1653000 | PA      | $1810477.09   | 0.16%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   24300000 | PA      | $156944.58    | 0.01%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  101750000 | PA      | $636503.75    | 0.05%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2114000 | PA      | $1609784.34   | 0.14%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2482000 | PA      | $2690532.83   | 0.23%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   12282000 | PA      | $1821520.24   | 0.16%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1972000 | PA      | $1935401.80   | 0.17%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  104950000 | PA      | $342217.91    | 0.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2572000 | PA      | $3239892.35   | 0.28%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1230000 | PA      | $1274342.73   | 0.11%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     827000 | PA      | $834552.16    | 0.07%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1805000 | PA      | $2078971.19   | 0.18%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2756000 | PA      | $2231000.19   | 0.19%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53300000 | PA      | $312265.72    | 0.03%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1127000 | PA      | $1310798.87   | 0.11%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1430000 | PA      | $1432898.46   | 0.12%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    1877000 | PA      | $1507780.57   | 0.13%             | 2042-04-11      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  243950000 | PA      | $1393828.59   | 0.12%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4110000 | PA      | $2500084.67   | 0.21%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1887000 | PA      | $2104164.58   | 0.18%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    3193000 | PA      | $3953948.69   | 0.34%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     942000 | PA      | $733513.67    | 0.06%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  110750000 | PA      | $474352.82    | 0.04%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1867000 | PA      | $2052413.11   | 0.18%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1057000 | PA      | $664065.19    | 0.06%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     580000 | PA      | $644725.94    | 0.06%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     657000 | PA      | $705983.90    | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1586000 | PA      | $1599880.52   | 0.14%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     325000 | PA      | $220107.31    | 0.02%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   95150000 | PA      | $607257.02    | 0.05%             | 2028-03-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     710000 | PA      | $480778.22    | 0.04%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     609000 | PA      | $355518.63    | 0.03%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1428000 | PA      | $816317.57    | 0.07%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1215000 | PA      | $1277818.89   | 0.11%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $6385.68      | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1390000 | PA      | $1590551.38   | 0.14%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3009000 | PA      | $2032234.26   | 0.17%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4638760000 | PA      | $3202605.44   | 0.27%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   47800000 | PA      | $294952.15    | 0.03%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  121250000 | PA      | $544651.08    | 0.05%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     691000 | PA      | $701491.32    | 0.06%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   20900000 | PA      | $128716.13    | 0.01%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     682000 | PA      | $465964.52    | 0.04%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  391750000 | PA      | $2277582.53   | 0.20%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  133100000 | PA      | $835429.82    | 0.07%             | 2030-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3258000 | PA      | $1655083.67   | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   73850000 | PA      | $237298.35    | 0.02%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  108600000 | PA      | $612795.21    | 0.05%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1465000 | PA      | $1661435.93   | 0.14%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    9829000 | PA      | $1441789.41   | 0.12%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   54250000 | PA      | $337690.70    | 0.03%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  172000000 | PA      | $777694.23    | 0.07%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   51450000 | PA      | $291909.86    | 0.03%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     944000 | PA      | $883792.02    | 0.08%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    4280000 | PA      | $3114016.27   | 0.27%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2333000 | PA      | $2806577.84   | 0.24%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1666000 | PA      | $2060711.21   | 0.18%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40650000 | PA      | $255153.37    | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1703000 | PA      | $658118.15    | 0.06%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1784000 | PA      | $1791363.86   | 0.15%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     884000 | PA      | $603413.68    | 0.05%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    2987000 | PA      | $2300084.27   | 0.20%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2910000 | PA      | $3240797.71   | 0.28%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  112450000 | PA      | $698273.88    | 0.06%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     739000 | PA      | $850220.22    | 0.07%             | 2033-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   22150000 | PA      | $141984.68    | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1814000 | PA      | $2441988.11   | 0.21%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1284000 | PA      | $1536532.87   | 0.13%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     579000 | PA      | $337604.05    | 0.03%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1145000 | PA      | $1442984.78   | 0.12%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  141000000 | PA      | $715605.06    | 0.06%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   68650000 | PA      | $424542.07    | 0.04%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     956103 | PA      | $1217664.66   | 0.10%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1340000 | PA      | $1033729.52   | 0.09%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1606000 | PA      | $2000045.18   | 0.17%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   80100000 | PA      | $308320.15    | 0.03%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2013000 | PA      | $2228127.34   | 0.19%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1266000 | PA      | $1259546.99   | 0.11%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    3466000 | PA      | $3954905.07   | 0.34%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     355000 | PA      | $266609.50    | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   56500000 | PA      | $322600.91    | 0.03%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     612000 | PA      | $185673.73    | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   52450000 | PA      | $325571.59    | 0.03%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   31850000 | PA      | $197042.57    | 0.02%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    1662000 | PA      | $1894798.95   | 0.16%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     555000 | PA      | $648131.93    | 0.06%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     982000 | PA      | $917754.86    | 0.08%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     888000 | PA      | $1035171.59   | 0.09%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1784000 | PA      | $1842996.75   | 0.16%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  115950000 | PA      | $674117.92    | 0.06%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1210000 | PA      | $1647824.37   | 0.14%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2288000 | PA      | $2597769.36   | 0.22%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   56750000 | PA      | $363025.28    | 0.03%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2266000 | PA      | $2371201.45   | 0.20%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1587000 | PA      | $1610947.22   | 0.14%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1530000 | PA      | $866639.49    | 0.07%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   20077000 | PA      | $2057780.36   | 0.18%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1143000 | PA      | $532973.66    | 0.05%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     687000 | PA      | $651125.73    | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  120750000 | PA      | $314796.11    | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     840000 | PA      | $953332.17    | 0.08%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   47450000 | PA      | $296890.21    | 0.03%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    3698000 | PA      | $4242347.21   | 0.36%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2058000 | PA      | $2153303.30   | 0.18%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     930000 | PA      | $1069555.18   | 0.09%             | 2033-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1799000 | PA      | $2078605.81   | 0.18%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     606000 | PA      | $451273.18    | 0.04%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1596000 | PA      | $806407.61    | 0.07%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  122400000 | PA      | $587649.78    | 0.05%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1062000 | PA      | $1169574.42   | 0.10%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3068000 | PA      | $1959410.74   | 0.17%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1144000 | PA      | $1098694.78   | 0.09%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     839000 | PA      | $983679.72    | 0.08%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     587000 | PA      | $444924.70    | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  130900000 | PA      | $833310.13    | 0.07%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     630000 | PA      | $825724.70    | 0.07%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  129950000 | PA      | $407642.33    | 0.03%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   43650000 | PA      | $232370.62    | 0.02%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     930000 | PA      | $1049166.06   | 0.09%             | 2040-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2215000 | PA      | $1357164.96   | 0.12%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1731000 | PA      | $2008874.46   | 0.17%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     228000 | PA      | $264838.61    | 0.02%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   74450000 | PA      | $415803.40    | 0.04%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     916034 | PA      | $1263196.02   | 0.11%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087U44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     485000 | PA      | $353894.50    | 0.03%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     943000 | PA      | $1086033.82   | 0.09%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     565000 | PA      | $669254.62    | 0.06%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2600000 | PA      | $2480377.12   | 0.21%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1128940 | PA      | $1258068.58   | 0.11%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  115250000 | PA      | $522602.12    | 0.04%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  141700000 | PA      | $716333.75    | 0.06%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1848000 | PA      | $1834025.75   | 0.16%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1364000 | PA      | $1577677.75   | 0.14%             | 2041-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   63150000 | PA      | $400331.19    | 0.03%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1893000 | PA      | $2566110.80   | 0.22%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1189000 | PA      | $1377197.34   | 0.12%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     438000 | PA      | $236024.85    | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    8470000 | PA      | $2628019.10   | 0.23%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  220100000 | PA      | $1381180.05   | 0.12%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  134300000 | PA      | $849515.81    | 0.07%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1787000 | PA      | $2036909.40   | 0.17%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  229200000 | PA      | $1289569.34   | 0.11%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    2904000 | PA      | $1647437.23   | 0.14%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     621000 | PA      | $740030.73    | 0.06%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   99750000 | PA      | $635009.05    | 0.05%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1802000 | PA      | $1957989.91   | 0.17%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     961000 | PA      | $862735.94    | 0.07%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     704000 | PA      | $357154.56    | 0.03%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   96700000 | PA      | $504547.25    | 0.04%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2263000 | PA      | $2663910.59   | 0.23%             | 2029-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     836000 | PA      | $990607.16    | 0.08%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1424000 | PA      | $1170044.42   | 0.10%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    3194000 | PA      | $2544183.61   | 0.22%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1020000 | PA      | $1163669.62   | 0.10%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   48800000 | PA      | $181715.36    | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4129050000 | PA      | $1934514.18   | 0.17%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  158000000 | PA      | $842081.31    | 0.07%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  187400000 | PA      | $861569.57    | 0.07%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1917000 | PA      | $2192379.35   | 0.19%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1268000 | PA      | $1681432.16   | 0.14%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1022000 | PA      | $667228.65    | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1892000 | PA      | $2054670.48   | 0.18%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1449000 | PA      | $939919.80    | 0.08%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1251000 | PA      | $1689020.10   | 0.14%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   63000000 | PA      | $240639.84    | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1806000 | PA      | $1543883.11   | 0.13%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2735000 | PA      | $3125189.69   | 0.27%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     633000 | PA      | $742448.13    | 0.06%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     813000 | PA      | $967249.42    | 0.08%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1763000 | PA      | $1292576.80   | 0.11%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1273000 | PA      | $1167171.53   | 0.10%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   99150000 | PA      | $548072.04    | 0.05%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1741100 | PA      | $2139891.91   | 0.18%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1470000 | PA      | $1087606.29   | 0.09%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     557000 | PA      | $640321.56    | 0.05%             | 2046-05-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    3307000 | PA      | $3446170.32   | 0.30%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     748000 | PA      | $960458.77    | 0.08%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1920000 | PA      | $2037756.31   | 0.17%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1166000 | PA      | $661471.01    | 0.06%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   61300000 | PA      | $381179.46    | 0.03%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49700000 | PA      | $254238.10    | 0.02%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     940000 | PA      | $1072399.49   | 0.09%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     716000 | PA      | $816848.97    | 0.07%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    3233000 | PA      | $2805709.57   | 0.24%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     788000 | PA      | $893094.33    | 0.08%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   13944000 | PA      | $4258748.55   | 0.37%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1107000 | PA      | $1292344.28   | 0.11%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  132100000 | PA      | $618694.28    | 0.05%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   96450000 | PA      | $365598.82    | 0.03%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   94950000 | PA      | $241373.33    | 0.02%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   25500000 | PA      | $158595.00    | 0.01%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     701000 | PA      | $818038.88    | 0.07%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   18400000 | PA      | $113860.10    | 0.01%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  109500000 | PA      | $361782.60    | 0.03%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2704000 | PA      | $2325125.58   | 0.20%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3798000 | PA      | $2601288.96   | 0.22%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   16300000 | PA      | $102118.76    | 0.01%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   23255000 | PA      | $2349994.86   | 0.20%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     764000 | PA      | $378730.94    | 0.03%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   10143000 | PA      | $1380145.11   | 0.12%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   15400000 | PA      | $1634399.07   | 0.14%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  203850000 | PA      | $1296798.76   | 0.11%             | 2027-09-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1621000 | PA      | $1344867.45   | 0.12%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  393350000 | PA      | $2325552.64   | 0.20%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2004070 | PA      | $2258722.22   | 0.19%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1248000 | PA      | $1269775.92   | 0.11%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2939000 | PA      | $2120402.98   | 0.18%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   46650000 | PA      | $297021.84    | 0.03%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   58350000 | PA      | $372276.39    | 0.03%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      82000 | PA      | $95461.66     | 0.01%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    3818440 | PA      | $4414736.39   | 0.38%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   22100000 | PA      | $101785.21    | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1317000 | PA      | $1768272.35   | 0.15%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1705000 | PA      | $1900608.12   | 0.16%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2282000 | PA      | $2492664.57   | 0.21%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    2812000 | PA      | $3223405.86   | 0.28%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     321000 | PA      | $370826.71    | 0.03%             | 2057-05-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   26450000 | PA      | $171452.36    | 0.01%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     441000 | PA      | $364990.93    | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1048000 | PA      | $1181179.07   | 0.10%             | 2056-10-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     972000 | PA      | $722586.67    | 0.06%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2032000 | PA      | $2348844.84   | 0.20%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2565000 | PA      | $1734948.54   | 0.15%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1552000 | PA      | $1765766.28   | 0.15%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   72850000 | PA      | $284303.69    | 0.02%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1198000 | PA      | $1396569.73   | 0.12%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  136000000 | PA      | $495482.87    | 0.04%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   91700000 | PA      | $376171.79    | 0.03%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1729000 | PA      | $2033379.96   | 0.17%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  142400000 | PA      | $680896.76    | 0.06%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  189650000 | PA      | $819569.53    | 0.07%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1343000 | PA      | $1418858.33   | 0.12%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   28550000 | PA      | $182232.72    | 0.02%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2124000 | PA      | $2428915.72   | 0.21%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1007000 | PA      | $1119331.09   | 0.10%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3465910000 | PA      | $1880262.65   | 0.16%             | 2055-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1268000 | PA      | $1402084.94   | 0.12%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    5361000 | PA      | $3128589.38   | 0.27%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1234104 | PA      | $1567088.14   | 0.13%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1443000 | PA      | $1908778.47   | 0.16%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   19050000 | PA      | $118582.01    | 0.01%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     738000 | PA      | $852437.67    | 0.07%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1770000 | PA      | $1762432.18   | 0.15%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  112300000 | PA      | $706509.78    | 0.06%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   12900000 | PA      | $83640.91     | 0.01%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1180000 | PA      | $850748.14    | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   10449000 | PA      | $3542698.22   | 0.30%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     637000 | PA      | $728356.29    | 0.06%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   36350000 | PA      | $191361.37    | 0.02%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     737000 | PA      | $738816.20    | 0.06%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  108400000 | PA      | $496463.76    | 0.04%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1676000 | PA      | $1740794.60   | 0.15%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     669000 | PA      | $867828.61    | 0.07%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1553000 | PA      | $1790643.49   | 0.15%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      48000 | PA      | $34657.46     | 0.00%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     518000 | PA      | $598612.42    | 0.05%             | 2036-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  159500000 | PA      | $992984.41    | 0.09%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   78350000 | PA      | $472652.36    | 0.04%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1032000 | PA      | $1128536.31   | 0.10%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     686482 | PA      | $902364.06    | 0.08%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   34100000 | PA      | $172143.41    | 0.01%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1138000 | PA      | $1291270.98   | 0.11%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   57600000 | PA      | $358116.70    | 0.03%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2403000 | PA      | $2765566.76   | 0.24%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     810000 | PA      | $495761.62    | 0.04%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2836000 | PA      | $2116827.06   | 0.18%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     956000 | PA      | $960957.64    | 0.08%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      34000 | PA      | $23229.43     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1029000 | PA      | $1049049.75   | 0.09%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    3170000 | PA      | $3570906.63   | 0.31%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  176150000 | PA      | $788390.94    | 0.07%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  122950000 | PA      | $468820.75    | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    2449000 | PA      | $1465233.37   | 0.13%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2546000 | PA      | $2400320.57   | 0.21%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     743000 | PA      | $978992.62    | 0.08%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1732000 | PA      | $1955109.78   | 0.17%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    9497000 | PA      | $1448306.86   | 0.12%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1040000 | PA      | $1238916.82   | 0.11%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     874000 | PA      | $1048310.60   | 0.09%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   25113000 | PA      | $3796205.74   | 0.33%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   44550000 | PA      | $211394.45    | 0.02%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2854000 | PA      | $3213267.64   | 0.28%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1093000 | PA      | $1277267.80   | 0.11%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3250000 | PA      | $20250.25     | 0.00%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1719000 | PA      | $1504856.09   | 0.13%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1193000 | PA      | $1229498.08   | 0.11%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1457000 | PA      | $1619035.19   | 0.14%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     220000 | PA      | $254343.94    | 0.02%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     420000 | PA      | $487653.56    | 0.04%             | 2031-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1115000 | PA      | $1422408.69   | 0.12%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     731000 | PA      | $815744.28    | 0.07%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   23135000 | PA      | $2217867.90   | 0.19%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     775000 | PA      | $674643.74    | 0.06%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     370000 | PA      | $432461.27    | 0.04%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2260000 | PA      | $2390121.16   | 0.21%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   58450000 | PA      | $364663.34    | 0.03%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   18607000 | PA      | $1835253.88   | 0.16%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   67950000 | PA      | $388750.13    | 0.03%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1849000 | PA      | $2464447.69   | 0.21%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     344000 | PA      | $239948.16    | 0.02%             | 2037-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  138100000 | PA      | $713254.24    | 0.06%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  121050000 | PA      | $596686.69    | 0.05%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     803000 | PA      | $955315.75    | 0.08%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1109000 | PA      | $1254343.25   | 0.11%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1409000 | PA      | $664230.60    | 0.06%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1371000 | PA      | $1170794.22   | 0.10%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  138500000 | PA      | $739339.02    | 0.06%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    4720000 | PA      | $2626143.22   | 0.23%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1876000 | PA      | $2071862.57   | 0.18%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     332000 | PA      | $384067.99    | 0.03%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1899000 | PA      | $1118412.34   | 0.10%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1944000 | PA      | $1319346.80   | 0.11%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   26450000 | PA      | $166395.68    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   30670000 | PA      | $3170160.69   | 0.27%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     970000 | PA      | $962947.36    | 0.08%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     124000 | PA      | $143083.25    | 0.01%             | 2056-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1644000 | PA      | $1912114.76   | 0.16%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     701000 | PA      | $797100.19    | 0.07%             | 2041-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   82600000 | PA      | $514899.98    | 0.04%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     847965 | PA      | $1151098.85   | 0.10%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     927000 | PA      | $652411.18    | 0.06%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  129800000 | PA      | $636625.66    | 0.05%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1198000 | PA      | $1378558.45   | 0.12%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1167130 | PA      | $1435689.22   | 0.12%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   16050000 | PA      | $101247.61    | 0.01%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     575000 | PA      | $702779.60    | 0.06%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1843000 | PA      | $2125832.15   | 0.18%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    3039000 | PA      | $3397302.13   | 0.29%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2576000 | PA      | $2635429.43   | 0.23%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     743000 | PA      | $863624.15    | 0.07%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1035000 | PA      | $1247918.16   | 0.11%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2343000 | PA      | $1909173.15   | 0.16%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1185000 | PA      | $1382930.91   | 0.12%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1078000 | PA      | $753984.95    | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     920960 | PA      | $631885.03    | 0.05%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1701000 | PA      | $2143311.55   | 0.18%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  132150000 | PA      | $562592.40    | 0.05%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   27650000 | PA      | $178266.60    | 0.02%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    2785000 | PA      | $2952996.97   | 0.25%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3522000 | PA      | $2093140.36   | 0.18%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   26850000 | PA      | $173079.64    | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   46750000 | PA      | $235283.40    | 0.02%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     310000 | PA      | $360411.39    | 0.03%             | 2027-09-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     787000 | PA      | $924873.40    | 0.08%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2825000 | PA      | $2850984.05   | 0.24%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    5563000 | PA      | $3066608.34   | 0.26%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   97800000 | PA      | $549342.95    | 0.05%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  148800000 | PA      | $445653.89    | 0.04%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  142150000 | PA      | $784819.09    | 0.07%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2215000 | PA      | $2492529.13   | 0.21%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   16457000 | PA      | $1508515.41   | 0.13%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1557000 | PA      | $1790825.11   | 0.15%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4468960000 | PA      | $2989696.85   | 0.26%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2364000 | PA      | $2576408.00   | 0.22%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2349000 | PA      | $2554711.84   | 0.22%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1285000 | PA      | $1627737.66   | 0.14%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   62900000 | PA      | $400011.94    | 0.03%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2468000 | PA      | $1786095.42   | 0.15%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     826000 | PA      | $1103972.44   | 0.09%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2351000 | PA      | $1898640.21   | 0.16%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1050000 | PA      | $1284150.51   | 0.11%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3639610000 | PA      | $1828000.67   | 0.16%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1039000 | PA      | $604690.37    | 0.05%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1316000 | PA      | $1188664.89   | 0.10%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1951000 | PA      | $1405002.05   | 0.12%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     830000 | PA      | $962790.08    | 0.08%             | 2032-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2054000 | PA      | $2675913.78   | 0.23%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   73100000 | PA      | $420030.25    | 0.04%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   42500000 | PA      | $211187.44    | 0.02%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    2678000 | PA      | $2693265.72   | 0.23%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 2337080000 | PA      | $1423339.97   | 0.12%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1716100 | PA      | $1801008.42   | 0.15%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   93800000 | PA      | $487942.14    | 0.04%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     574000 | PA      | $425060.45    | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1781000 | PA      | $1937241.42   | 0.17%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     200000 | PA      | $230772.39    | 0.02%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2851000 | PA      | $3043489.67   | 0.26%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   43100000 | PA      | $265325.64    | 0.02%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1310000 | PA      | $855253.95    | 0.07%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1729000 | PA      | $1898354.31   | 0.16%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1316485 | PA      | $1557143.92   | 0.13%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  210250000 | PA      | $1313688.14   | 0.11%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2018000 | PA      | $2090987.76   | 0.18%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     880000 | PA      | $1157175.38   | 0.10%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     364000 | PA      | $343347.46    | 0.03%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     910000 | PA      | $621728.94    | 0.05%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3039000 | PA      | $2076793.56   | 0.18%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     943000 | PA      | $1091644.49   | 0.09%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  319950000 | PA      | $1977965.62   | 0.17%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1623000 | PA      | $1132309.19   | 0.10%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     677000 | PA      | $713011.80    | 0.06%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   62300000 | PA      | $218749.39    | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3467000 | PA      | $2499374.30   | 0.21%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    2927000 | PA      | $1399873.60   | 0.12%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  164650000 | PA      | $737867.16    | 0.06%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1534000 | PA      | $1446447.41   | 0.12%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1454000 | PA      | $1523790.18   | 0.13%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    3226000 | PA      | $3642697.14   | 0.31%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     308000 | PA      | $336310.35    | 0.03%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     394000 | PA      | $266498.92    | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1046000 | PA      | $1051839.87   | 0.09%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2001000 | PA      | $2290935.43   | 0.20%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1212000 | PA      | $1404255.89   | 0.12%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   81800000 | PA      | $257874.69    | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   19500000 | PA      | $125241.93    | 0.01%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2148000 | PA      | $2487520.65   | 0.21%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   20500000 | PA      | $133395.68    | 0.01%             | 2029-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   28600000 | PA      | $180478.41    | 0.02%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     878000 | PA      | $994513.68    | 0.09%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   79100000 | PA      | $455011.31    | 0.04%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2146000 | PA      | $2509836.94   | 0.22%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     746000 | PA      | $538942.23    | 0.05%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1337000 | PA      | $1290263.43   | 0.11%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1766000 | PA      | $2054011.36   | 0.18%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     934000 | PA      | $818228.21    | 0.07%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1070000 | PA      | $1235172.29   | 0.11%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1541000 | PA      | $1854984.61   | 0.16%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    9871000 | PA      | $3431110.71   | 0.29%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   61150000 | PA      | $381484.91    | 0.03%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  114750000 | PA      | $663857.57    | 0.06%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   82800000 | PA      | $516839.55    | 0.04%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1127003 | PA      | $1505197.98   | 0.13%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   17575000 | PA      | $1668284.78   | 0.14%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1597000 | PA      | $1082606.39   | 0.09%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   12656000 | PA      | $4299384.56   | 0.37%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1268000 | PA      | $1420832.42   | 0.12%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   22541000 | PA      | $2315825.17   | 0.20%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5601000 | PA      | $1871386.30   | 0.16%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     925999 | PA      | $328321.81    | 0.03%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2790000 | PA      | $3247631.87   | 0.28%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   80550000 | PA      | $391983.76    | 0.03%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     290000 | PA      | $318745.65    | 0.03%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1483000 | PA      | $994041.79    | 0.09%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     549000 | PA      | $309373.53    | 0.03%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1339000 | PA      | $616836.11    | 0.05%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   80750000 | PA      | $265870.75    | 0.02%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     451000 | PA      | $533976.52    | 0.05%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40450000 | PA      | $254246.81    | 0.02%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   84850000 | PA      | $283906.46    | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1067000 | PA      | $1237632.49   | 0.11%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    2097000 | PA      | $2421765.10   | 0.21%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     991000 | PA      | $451883.35    | 0.04%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     820000 | PA      | $960920.28    | 0.08%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1012000 | PA      | $1373031.31   | 0.12%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1914000 | PA      | $2213793.20   | 0.19%             | 2036-06-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1076000 | PA      | $539109.41    | 0.05%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     276000 | PA      | $322504.39    | 0.03%             | 2036-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     407000 | PA      | $538645.58    | 0.05%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     611000 | PA      | $660879.32    | 0.06%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     696000 | PA      | $729570.50    | 0.06%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     567000 | PA      | $441509.82    | 0.04%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    1974000 | PA      | $2209749.04   | 0.19%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1987000 | PA      | $2079248.58   | 0.18%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   59550000 | PA      | $271954.70    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     807000 | PA      | $802729.65    | 0.07%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     747000 | PA      | $783059.34    | 0.07%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     748000 | PA      | $497724.15    | 0.04%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     818000 | PA      | $907597.10    | 0.08%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1831000 | PA      | $1498807.57   | 0.13%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     530000 | NS      | $530000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1151000 | PA      | $1204301.31   | 0.10%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     176000 | PA      | $194375.17    | 0.02%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  156750000 | PA      | $765762.62    | 0.07%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     456000 | PA      | $516506.33    | 0.04%             | 2036-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3655000 | PA      | $2690845.25   | 0.23%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2013000 | PA      | $2215658.94   | 0.19%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   71400000 | PA      | $420865.73    | 0.04%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   16034000 | PA      | $5442182.47   | 0.47%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     893000 | PA      | $846315.85    | 0.07%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1665000 | PA      | $1732724.17   | 0.15%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  244600000 | PA      | $1355873.48   | 0.12%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     684000 | PA      | $822785.48    | 0.07%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2331000 | PA      | $1878865.12   | 0.16%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1134000 | PA      | $833667.61    | 0.07%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     771000 | PA      | $982412.85    | 0.08%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  136850000 | PA      | $748817.89    | 0.06%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   45050000 | PA      | $143447.51    | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2452000 | PA      | $2417055.01   | 0.21%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    1536000 | PA      | $1413156.85   | 0.12%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   14440000 | PA      | $4240238.95   | 0.36%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     812000 | PA      | $892487.82    | 0.08%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer