# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071974
**Filing Date:** 2023-3
**Character Count:** 376952
**Document Hash:** 6188664a9aba812d7c286b85b249a4f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071974.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071974

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 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:** 23774106

**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            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Foreign Government Obligations** |  |  |  |
| **Australia — 4.6%** |  |  |  |
| Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 11/21/24<sup>(a)</sup> | AUD | 6566 | $4400376 |
| &nbsp;&nbsp;&nbsp;0.25%, 11/21/25<sup>(a)</sup> | AUD | 3623 | 2359359 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/21/26<sup>(a)</sup> | AUD | 3867 | 2477668 |
| &nbsp;&nbsp;&nbsp;1.00%, 12/21/30<sup>(a)</sup> | AUD | 3493 | 2047823 |
| &nbsp;&nbsp;&nbsp;1.00%, 11/21/31<sup>(a)</sup> | AUD | 4385 | 2508156 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/21/32 | AUD | 3708 | 2147330 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/21/31<sup>(a)</sup> | AUD | 4288 | 2589237 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/21/32<sup>(a)</sup> | AUD | 4301 | 2586249 |
| &nbsp;&nbsp;&nbsp;1.75%, 06/21/51<sup>(a)</sup> | AUD | 3072 | 1366485 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/21/28<sup>(a)</sup> | AUD | 4226 | 2832105 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/21/30<sup>(a)</sup> | AUD | 4606 | 3057831 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/21/24<sup>(a)</sup> | AUD | 1504 | 1055643 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/21/27<sup>(a)</sup> | AUD | 2769 | 1909682 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/21/28<sup>(a)</sup> | AUD | 514 | 351894 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/21/29<sup>(a)</sup> | AUD | 2713 | 1839999 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/21/35<sup>(a)</sup> | AUD | 736 | 471368 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/21/41<sup>(a)</sup> | AUD | 1755 | 1045940 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/21/33<sup>(a)</sup> | AUD | 3120 | 2087382 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/21/47<sup>(a)</sup> | AUD | 2265 | 1359433 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/21/25<sup>(a)</sup> | AUD | 1999 | 1414606 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/21/29<sup>(a)</sup> | AUD | 2810 | 1972331 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/21/39<sup>(a)</sup> | AUD | 3006 | 1960593 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/21/34<sup>(a)</sup> | AUD | 1900 | 1359112 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/21/37<sup>(a)</sup> | AUD | 1714 | 1204528 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/21/26<sup>(a)</sup> | AUD | 3214 | 2342036 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/21/33<sup>(a)</sup> | AUD | 3773 | 2877503 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/21/27<sup>(a)</sup> | AUD | 3308 | 2473134 |
|  |  |  | 54097803 |
| **Austria — 4.5%** |  |  |  |
| Republic of Austria Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 07/15/24<sup>(b)</sup> | EUR | 1908 | 1995066 |
| &nbsp;&nbsp;&nbsp;0.00%, 04/20/25<sup>(b)(c)</sup> | EUR | 2450 | 2509301 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/20/28<sup>(b)(c)</sup> | EUR | 1090 | 1016310 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/20/30<sup>(b)(c)</sup> | EUR | 2681 | 2403420 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/20/31<sup>(b)(c)</sup> | EUR | 3256 | 2828269 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/20/40<sup>(b)(c)</sup> | EUR | 1524 | 985309 |
| &nbsp;&nbsp;&nbsp;0.25%, 10/20/36<sup>(c)</sup> | EUR | 1472 | 1114599 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/20/27<sup>(c)</sup> | EUR | 2839 | 2825617 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/20/29 | EUR | 3154 | 3007464 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/20/71<sup>(c)</sup> | EUR | 796 | 403523 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/20/26<sup>(c)</sup> | EUR | 5156 | 5232703 |
| &nbsp;&nbsp;&nbsp;0.75%, 02/20/28<sup>(c)</sup> | EUR | 1752 | 1734027 |
| &nbsp;&nbsp;&nbsp;0.75%, 03/20/51<sup>(c)</sup> | EUR | 1813 | 1180237 |
| &nbsp;&nbsp;&nbsp;0.85%, 06/30/2120<sup>(c)</sup> | EUR | 1150 | 538971 |
| &nbsp;&nbsp;&nbsp;0.90%, 02/20/32<sup>(c)</sup> | EUR | 2570 | 2363145 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/20/25<sup>(c)</sup> | EUR | 1891 | 1982409 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/20/47<sup>(c)</sup> | EUR | 2413 | 1987093 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/02/86<sup>(c)</sup> | EUR | 594 | 404767 |
| &nbsp;&nbsp;&nbsp;1.65%, 10/21/24<sup>(c)</sup> | EUR | 2498 | 2667905 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/23/49<sup>(c)</sup> | EUR | 632 | 559282 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/15/26<sup>(c)</sup> | EUR | 507 | 539004 |
| &nbsp;&nbsp;&nbsp;2.10%, 09/20/2117<sup>(c)</sup> | EUR | 1184 | 984054 |
| &nbsp;&nbsp;&nbsp;2.40%, 05/23/34<sup>(c)</sup> | EUR | 1858 | 1916505 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/20/33 | EUR | 630 | 683398 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/20/44<sup>(c)</sup> | EUR | 1417 | 1590712 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/26/62<sup>(c)</sup> | EUR | 746 | 973055 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/37 | EUR | 3101 | 3819529 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Austria (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/26<sup>(c)</sup> | EUR | 2060 | $2388682 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/27 | EUR | 2248 | 2807104 |
|  |  |  | 53441460 |
| **Belgium — 4.6%** |  |  |  |
| Kingdom of Belgium Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 10/22/27<sup>(b)(c)</sup> | EUR | 1968 | 1894966 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/22/31<sup>(b)(c)</sup> | EUR | 517 | 441439 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/22/31<sup>(b)</sup> | EUR | 829 | 707840 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/22/30<sup>(c)</sup> | EUR | 1994 | 1799689 |
| &nbsp;&nbsp;&nbsp;0.35%, 06/22/32<sup>(c)</sup> | EUR | 2290 | 1981203 |
| &nbsp;&nbsp;&nbsp;0.40%, 06/22/40<sup>(c)</sup> | EUR | 1160 | 800038 |
| &nbsp;&nbsp;&nbsp;0.50%, 10/22/24<sup>(c)</sup> | EUR | 2048 | 2146998 |
| &nbsp;&nbsp;&nbsp;0.65%, 06/22/71<sup>(c)</sup> | EUR | 739 | 353819 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/22/25<sup>(c)</sup> | EUR | 4249 | 4426215 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/22/27<sup>(c)</sup> | EUR | 1929 | 1943604 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/22/28<sup>(c)</sup> | EUR | 2154 | 2135626 |
| &nbsp;&nbsp;&nbsp;0.90%, 06/22/29<sup>(c)</sup> | EUR | 3254 | 3184890 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/22/26<sup>(c)</sup> | EUR | 1570 | 1620973 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/22/31<sup>(c)</sup> | EUR | 2318 | 2193925 |
| &nbsp;&nbsp;&nbsp;1.40%, 06/22/53<sup>(c)</sup> | EUR | 1466 | 1056027 |
| &nbsp;&nbsp;&nbsp;1.45%, 06/22/37<sup>(c)</sup> | EUR | 1425 | 1255928 |
| &nbsp;&nbsp;&nbsp;1.60%, 06/22/47<sup>(c)</sup> | EUR | 1374 | 1100121 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/22/50<sup>(c)</sup> | EUR | 1868 | 1491986 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/22/38<sup>(c)</sup> | EUR | 1136 | 1052716 |
| &nbsp;&nbsp;&nbsp;2.15%, 06/22/66<sup>(c)</sup> | EUR | 1271 | 1102893 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/22/57<sup>(c)</sup> | EUR | 749 | 671533 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/22/24<sup>(c)</sup> | EUR | 1281 | 1389297 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/22/39<sup>(c)</sup> | EUR | 560 | 578668 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/22/33 | EUR | 660 | 721179 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/22/34<sup>(c)</sup> | EUR | 1493 | 1623278 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/22/45<sup>(a)</sup> | EUR | 1184 | 1405021 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/28/32<sup>(a)</sup> | EUR | 1214 | 1440188 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/28/41<sup>(c)</sup> | EUR | 2502 | 3123489 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/28/26<sup>(c)</sup> | EUR | 1557 | 1789750 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/28/35<sup>(c)</sup> | EUR | 1958 | 2552389 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/28/28 | EUR | 2760 | 3417114 |
| &nbsp;&nbsp;&nbsp;Series 86, 1.25%, 04/22/33<sup>(c)</sup> | EUR | 2206 | 2058181 |
|  |  |  | 53460983 |
| **Canada — 4.6%** |  |  |  |
| Canada Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 12/01/31 | CAD | 610 | 408196 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/32 | CAD | 599 | 416480 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/32 | CAD | 2139 | 1548912 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/24 | CAD | 6486 | 4801995 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 | CAD | 500 | 384172 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/25 | CAD | 920 | 691201 |
| Canadian Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 04/01/24 | CAD | 938 | 673121 |
| &nbsp;&nbsp;&nbsp;0.25%, 03/01/26 | CAD | 3996 | 2735498 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/01/25 | CAD | 3142 | 2187416 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/01/30 | CAD | 4815 | 3014898 |
| &nbsp;&nbsp;&nbsp;0.75%, 02/01/24 | CAD | 3088 | 2237086 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/01/26 | CAD | 3778 | 2632064 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/01/27 | CAD | 47 | 32511 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/01/27 | CAD | 1950 | 1363307 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/01/30 | CAD | 4257 | 2854114 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/01/24 | CAD | 3157 | 2284106 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/25 | CAD | 310 | 222614 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/01/26 | CAD | 110 | 78357 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/01/31 | CAD | 4651 | 3132989 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 12/01/31 | CAD | 2627 | $1757921 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/01/53 | CAD | 4361 | 2464913 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/28 | CAD | 1410 | 1012057 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/32 | CAD | 1996 | 1387802 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/51 | CAD | 4873 | 2959911 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/01/24 | CAD | 3874 | 2847465 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/25 | CAD | 641 | 468363 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/29 | CAD | 320 | 231630 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/27 | CAD | 2804 | 2081099 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/01/48 | CAD | 1326 | 951983 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/01/64 | CAD | 800 | 567747 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/45 | CAD | 1121 | 907003 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/41 | CAD | 1154 | 981258 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/37 | CAD | 521 | 480132 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/29 | CAD | 654 | 571050 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/33 | CAD | 2082 | 1947680 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/01/24 | CAD | 662 | 472338 |
|  |  |  | 53789389 |
| **Denmark — 4.0%** |  |  |  |
| Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 11/15/24<sup>(b)</sup> | DKK | 46499 | 6462034 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/15/31<sup>(b)</sup> | DKK | 56443 | 6636282 |
| &nbsp;&nbsp;&nbsp;0.25%, 11/15/52 | DKK | 40425 | 3306866 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/15/27 | DKK | 47034 | 6253604 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/15/29 | DKK | 46545 | 5962211 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/25 | DKK | 29903 | 4263866 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/39 | DKK | 78206 | 14414538 |
|  |  |  | 47299401 |
| **Finland — 4.5%** |  |  |  |
| Finland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 09/15/24<sup>(b)(c)</sup> | EUR | 1810 | 1884900 |
| &nbsp;&nbsp;&nbsp;0.00%, 09/15/26<sup>(b)(c)</sup> | EUR | 1852 | 1831210 |
| &nbsp;&nbsp;&nbsp;0.00%, 09/15/30<sup>(b)(c)</sup> | EUR | 3214 | 2839551 |
| &nbsp;&nbsp;&nbsp;0.13%, 09/15/31<sup>(c)</sup> | EUR | 3453 | 2996387 |
| &nbsp;&nbsp;&nbsp;0.13%, 04/15/36<sup>(c)</sup> | EUR | 2166 | 1632466 |
| &nbsp;&nbsp;&nbsp;0.13%, 04/15/52<sup>(c)</sup> | EUR | 2416 | 1285226 |
| &nbsp;&nbsp;&nbsp;0.25%, 09/15/40<sup>(c)</sup> | EUR | 2498 | 1710892 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/15/26<sup>(c)</sup> | EUR | 3593 | 3664342 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/15/27<sup>(c)</sup> | EUR | 3163 | 3125911 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/15/28<sup>(c)</sup> | EUR | 3042 | 2932151 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/15/29<sup>(c)</sup> | EUR | 3095 | 2917759 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/15/43<sup>(c)</sup> | EUR | 2593 | 1789263 |
| &nbsp;&nbsp;&nbsp;0.75%, 04/15/31<sup>(c)</sup> | EUR | 2161 | 2003299 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/15/25<sup>(c)</sup> | EUR | 3291 | 3423894 |
| &nbsp;&nbsp;&nbsp;1.13%, 04/15/34<sup>(c)</sup> | EUR | 1623 | 1462990 |
| &nbsp;&nbsp;&nbsp;1.38%, 04/15/27<sup>(c)</sup> | EUR | 1942 | 2002327 |
| &nbsp;&nbsp;&nbsp;1.38%, 04/15/47<sup>(c)</sup> | EUR | 2407 | 1988118 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/15/32<sup>(c)</sup> | EUR | 3201 | 3092230 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/15/24<sup>(c)</sup> | EUR | 2111 | 2275031 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/04/42<sup>(c)</sup> | EUR | 2395 | 2500644 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/04/28<sup>(c)</sup> | EUR | 2377 | 2599454 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/04/25<sup>(c)</sup> | EUR | 3098 | 3484726 |
|  |  |  | 53442771 |
| **France — 8.2%** |  |  |  |
| French Republic Government Bond OAT |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 03/25/24<sup>(a)(b)</sup> | EUR | 2680 | 2823825 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/25/25<sup>(a)(b)</sup> | EUR | 631 | 648331 |
| &nbsp;&nbsp;&nbsp;0.00%, 03/25/25<sup>(a)(b)</sup> | EUR | 2700 | 2768581 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/25/26<sup>(a)(b)</sup> | EUR | 2929 | 2939394 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **France (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 02/25/27<sup>(a)(b)</sup> | EUR | 2379 | $2331577 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/25/29<sup>(a)(b)</sup> | EUR | 1948 | 1779561 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/25/30<sup>(a)(b)</sup> | EUR | 596 | 529304 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/25/31<sup>(a)(b)</sup> | EUR | 2604 | 2243520 |
| &nbsp;&nbsp;&nbsp;0.00%, 05/25/32<sup>(a)(b)</sup> | EUR | 2189 | 1853129 |
| &nbsp;&nbsp;&nbsp;0.25%, 11/25/26<sup>(a)</sup> | EUR | 1313 | 1307524 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/25/25<sup>(a)</sup> | EUR | 3203 | 3312214 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/25/26<sup>(a)</sup> | EUR | 2510 | 2548104 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/25/29<sup>(a)</sup> | EUR | 2803 | 2680999 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/25/40<sup>(c)</sup> | EUR | 1522 | 1091568 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/25/44 | EUR | 1034 | 682337 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/25/72<sup>(c)</sup> | EUR | 646 | 283237 |
| &nbsp;&nbsp;&nbsp;0.75%, 02/25/28<sup>(a)</sup> | EUR | 1760 | 1747111 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/25/28<sup>(a)</sup> | EUR | 2779 | 2748377 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/25/28<sup>(a)</sup> | EUR | 3171 | 3109858 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/25/52<sup>(a)</sup> | EUR | 1584 | 976745 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/25/53<sup>(c)</sup> | EUR | 1401 | 843339 |
| &nbsp;&nbsp;&nbsp;1.00%, 11/25/25<sup>(a)</sup> | EUR | 2509 | 2607983 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/25/27<sup>(a)</sup> | EUR | 2425 | 2468405 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/25/34<sup>(a)</sup> | EUR | 3537 | 3241546 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/25/36<sup>(c)</sup> | EUR | 2494 | 2201347 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/25/31<sup>(a)</sup> | EUR | 2954 | 2949388 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/25/50<sup>(c)</sup> | EUR | 2506 | 1955573 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/25/24<sup>(a)</sup> | EUR | 2971 | 3172962 |
| &nbsp;&nbsp;&nbsp;1.75%, 06/25/39<sup>(c)</sup> | EUR | 1245 | 1139378 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/25/66<sup>(c)</sup> | EUR | 915 | 714623 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/25/32<sup>(a)</sup> | EUR | 991 | 1008091 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/25/48<sup>(c)</sup> | EUR | 1316 | 1168158 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/25/24<sup>(a)</sup> | EUR | 3004 | 3245225 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/25/30<sup>(a)</sup> | EUR | 5339 | 5772952 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/25/43 | EUR | 540 | 535928 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/25/27<sup>(a)</sup> | EUR | 3418 | 3744192 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/25/45<sup>(a)</sup> | EUR | 1563 | 1749683 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/25/26<sup>(a)</sup> | EUR | 2999 | 3347878 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/25/38<sup>(a)</sup> | EUR | 1497 | 1816513 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/25/55<sup>(c)</sup> | EUR | 1206 | 1555067 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/25/60<sup>(a)</sup> | EUR | 889 | 1167377 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/25/41<sup>(a)</sup> | EUR | 2001 | 2603069 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/25/35<sup>(a)</sup> | EUR | 2193 | 2817315 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/25/29<sup>(a)</sup> | EUR | 2203 | 2788968 |
| &nbsp;&nbsp;&nbsp;5.75%, 10/25/32<sup>(a)</sup> | EUR | 1938 | 2644204 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/25/25<sup>(a)</sup> | EUR | 598 | 706026 |
|  |  |  | 96370486 |
| **Germany — 6.3%** |  |  |  |
| Bundesobligation |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 04/05/24<sup>(a)(b)</sup> | EUR | 2006 | 2114352 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/18/24<sup>(a)(b)</sup> | EUR | 1941 | 2018261 |
| &nbsp;&nbsp;&nbsp;0.00%, 04/11/25<sup>(a)(b)</sup> | EUR | 97 | 99795 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/10/25<sup>(a)(b)</sup> | EUR | 1024 | 1043039 |
| &nbsp;&nbsp;&nbsp;0.00%, 04/10/26<sup>(a)(b)</sup> | EUR | 1430 | 1442241 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/09/26<sup>(a)(b)</sup> | EUR | 1322 | 1318829 |
| &nbsp;&nbsp;&nbsp;0.00%, 04/16/27<sup>(a)(b)</sup> | EUR | 1214 | 1197838 |
| &nbsp;&nbsp;&nbsp;1.30%, 10/15/27<sup>(a)</sup> | EUR | 3435 | 3573052 |
| &nbsp;&nbsp;&nbsp;Series G, 0.00%, 10/10/25<sup>(a)(b)</sup> | EUR | 2524 | 2575062 |
| Bundesrepublik Deutschland Bundesanleihe |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/26<sup>(a)(b)</sup> | EUR | 966 | 967663 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/15/27<sup>(a)(b)</sup> | EUR | 1515 | 1478920 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/15/28<sup>(a)(b)</sup> | EUR | 895 | 856084 |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/29<sup>(a)(b)</sup> | EUR | 1572 | 1479960 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/15/30<sup>(a)(b)</sup> | EUR | 1310 | 1221209 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/30<sup>(a)(b)</sup> | EUR | 2014 | $1858159 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/15/31<sup>(a)(b)</sup> | EUR | 1546 | 1409867 |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/31<sup>(a)(b)</sup> | EUR | 1312 | 1183293 |
| &nbsp;&nbsp;&nbsp;0.00%, 02/15/32<sup>(a)(b)</sup> | EUR | 1494 | 1330092 |
| &nbsp;&nbsp;&nbsp;0.00%, 05/15/35<sup>(a)(b)</sup> | EUR | 1726 | 1409192 |
| &nbsp;&nbsp;&nbsp;0.00%, 05/15/36<sup>(a)(b)</sup> | EUR | 2027 | 1614639 |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/50<sup>(a)(b)</sup> | EUR | 1518 | 913405 |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/52<sup>(a)(b)</sup> | EUR | 1354 | 782545 |
| &nbsp;&nbsp;&nbsp;0.25%, 02/15/27<sup>(a)</sup> | EUR | 1856 | 1860144 |
| &nbsp;&nbsp;&nbsp;0.25%, 08/15/28<sup>(a)</sup> | EUR | 1517 | 1479734 |
| &nbsp;&nbsp;&nbsp;0.25%, 02/15/29<sup>(a)</sup> | EUR | 1517 | 1466706 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/15/25<sup>(a)</sup> | EUR | 2870 | 2993944 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/15/26<sup>(a)</sup> | EUR | 1950 | 2003304 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/15/28<sup>(a)</sup> | EUR | 1288 | 1284267 |
| &nbsp;&nbsp;&nbsp;1.00%, 08/15/24<sup>(a)</sup> | EUR | 1271 | 1348689 |
| &nbsp;&nbsp;&nbsp;1.00%, 08/15/25<sup>(a)</sup> | EUR | 1430 | 1497695 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/48<sup>(a)</sup> | EUR | 1858 | 1643876 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/15/24<sup>(a)</sup> | EUR | 842 | 902355 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/15/32<sup>(a)</sup> | EUR | 1114 | 1154019 |
| &nbsp;&nbsp;&nbsp;1.80%, 08/15/53<sup>(a)</sup> | EUR | 333 | 327064 |
| &nbsp;&nbsp;&nbsp;2.10%, 11/15/29<sup>(a)</sup> | EUR | 1182 | 1271815 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/04/44<sup>(a)</sup> | EUR | 1443 | 1622006 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/46<sup>(a)</sup> | EUR | 1955 | 2220086 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/04/42<sup>(a)</sup> | EUR | 1356 | 1680782 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/04/37<sup>(a)</sup> | EUR | 1428 | 1852830 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/04/39<sup>(a)</sup> | EUR | 700 | 955952 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/04/28<sup>(a)</sup> | EUR | 949 | 1160031 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/04/34<sup>(a)</sup> | EUR | 1586 | 2144706 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/04/40<sup>(a)</sup> | EUR | 1167 | 1694371 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/04/31<sup>(a)</sup> | EUR | 1211 | 1621700 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/04/28<sup>(a)</sup> | EUR | 1284 | 1610200 |
| &nbsp;&nbsp;&nbsp;6.25%, 01/04/30<sup>(a)</sup> | EUR | 784 | 1069004 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/04/27<sup>(a)</sup> | EUR | 773 | 985650 |
| &nbsp;&nbsp;&nbsp;Series G, 0.00%, 08/15/30<sup>(a)(b)</sup> | EUR | 531 | 490350 |
| &nbsp;&nbsp;&nbsp;Series G, 0.00%, 08/15/31<sup>(a)(b)</sup> | EUR | 590 | 532345 |
| &nbsp;&nbsp;&nbsp;Series G, 0.00%, 08/15/50<sup>(a)(b)</sup> | EUR | 574 | 346783 |
| Bundesschatzanweisungen |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 03/15/24<sup>(a)(b)</sup> | EUR | 1050 | 1108872 |
| &nbsp;&nbsp;&nbsp;0.20%, 06/14/24<sup>(a)</sup> | EUR | 739 | 777068 |
| &nbsp;&nbsp;&nbsp;0.40%, 09/13/24<sup>(a)</sup> | EUR | 400 | 419510 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/12/24 | EUR | 580 | 625446 |
|  |  |  | 74038801 |
| **Ireland — 4.5%** |  |  |  |
| Ireland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 10/18/31<sup>(a)(b)</sup> | EUR | 4559 | 3918465 |
| &nbsp;&nbsp;&nbsp;0.20%, 05/15/27<sup>(a)</sup> | EUR | 2579 | 2538805 |
| &nbsp;&nbsp;&nbsp;0.20%, 10/18/30<sup>(a)</sup> | EUR | 3209 | 2898320 |
| &nbsp;&nbsp;&nbsp;0.35%, 10/18/32<sup>(a)</sup> | EUR | 1495 | 1296494 |
| &nbsp;&nbsp;&nbsp;0.40%, 05/15/35<sup>(a)</sup> | EUR | 1923 | 1547455 |
| &nbsp;&nbsp;&nbsp;0.55%, 04/22/41<sup>(a)</sup> | EUR | 1984 | 1403283 |
| &nbsp;&nbsp;&nbsp;0.90%, 05/15/28<sup>(a)</sup> | EUR | 3837 | 3832618 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/15/26<sup>(a)</sup> | EUR | 4826 | 5005545 |
| &nbsp;&nbsp;&nbsp;1.10%, 05/15/29<sup>(a)</sup> | EUR | 3404 | 3375372 |
| &nbsp;&nbsp;&nbsp;1.30%, 05/15/33<sup>(a)</sup> | EUR | 2135 | 2005727 |
| &nbsp;&nbsp;&nbsp;1.35%, 03/18/31<sup>(a)</sup> | EUR | 3140 | 3091745 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/15/50<sup>(a)</sup> | EUR | 3531 | 2756207 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/37<sup>(a)</sup> | EUR | 2991 | 2761315 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/18/45<sup>(a)</sup> | EUR | 4074 | 3649538 |
| &nbsp;&nbsp;&nbsp;2.40%, 05/15/30<sup>(a)</sup> | EUR | 3181 | 3408206 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/18/43<sup>(a)</sup> | EUR | 800 | 863197 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Ireland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 03/18/24<sup>(a)</sup> | EUR | 2711 | $2970548 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/13/25 | EUR | 5057 | 5802448 |
|  |  |  | 53125288 |
| **Israel — 4.2%** |  |  |  |
| Israel Government Bond - Fixed |  |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 10/31/24 | ILS | 8631 | 2364216 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/30/25 | ILS | 17945 | 4857420 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/27/26 | ILS | 9886 | 2613153 |
| &nbsp;&nbsp;&nbsp;1.00%, 03/31/30 | ILS | 18068 | 4467148 |
| &nbsp;&nbsp;&nbsp;1.30%, 04/30/32 | ILS | 6481 | 1579546 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/31/37 | ILS | 12435 | 2819019 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/31/25 | ILS | 17011 | 4708150 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/31/27 | ILS | 17370 | 4755988 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/28/28 | ILS | 14461 | 3947249 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/29/52 | ILS | 3650 | 899551 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/31/24 | ILS | 14673 | 4252961 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/31/47 | ILS | 17632 | 5263874 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/31/42 | ILS | 13255 | 4886066 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/30/26 | ILS | 7383 | 2344266 |
|  |  |  | 49758607 |
| **Italy — 7.2%** |  |  |  |
| Italy Buoni Poliennali Del Tesoro |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 04/15/24<sup>(a)(b)</sup> | EUR | 910 | 953336 |
| &nbsp;&nbsp;&nbsp;0.00%, 08/15/24<sup>(a)(b)</sup> | EUR | 997 | 1033271 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/15/24<sup>(a)(b)</sup> | EUR | 1775 | 1820876 |
| &nbsp;&nbsp;&nbsp;0.00%, 04/01/26<sup>(a)(b)</sup> | EUR | 1580 | 1544296 |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/26<sup>(a)(b)</sup> | EUR | 995 | 961482 |
| &nbsp;&nbsp;&nbsp;0.25%, 03/15/28<sup>(a)</sup> | EUR | 1443 | 1325255 |
| &nbsp;&nbsp;&nbsp;0.35%, 02/01/25<sup>(a)</sup> | EUR | 1154 | 1185997 |
| &nbsp;&nbsp;&nbsp;0.45%, 02/15/29<sup>(a)</sup> | EUR | 740 | 663054 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/01/26<sup>(a)</sup> | EUR | 1420 | 1419018 |
| &nbsp;&nbsp;&nbsp;0.50%, 07/15/28<sup>(a)</sup> | EUR | 848 | 780244 |
| &nbsp;&nbsp;&nbsp;0.60%, 08/01/31<sup>(c)</sup> | EUR | 1069 | 882814 |
| &nbsp;&nbsp;&nbsp;0.85%, 01/15/27<sup>(a)</sup> | EUR | 176 | 173345 |
| &nbsp;&nbsp;&nbsp;0.90%, 04/01/31<sup>(a)</sup> | EUR | 1565 | 1344524 |
| &nbsp;&nbsp;&nbsp;0.95%, 09/15/27<sup>(a)</sup> | EUR | 1920 | 1863796 |
| &nbsp;&nbsp;&nbsp;0.95%, 08/01/30<sup>(a)</sup> | EUR | 1177 | 1036636 |
| &nbsp;&nbsp;&nbsp;0.95%, 12/01/31<sup>(c)</sup> | EUR | 1287 | 1084645 |
| &nbsp;&nbsp;&nbsp;0.95%, 06/01/32<sup>(a)</sup> | EUR | 1263 | 1046747 |
| &nbsp;&nbsp;&nbsp;0.95%, 03/01/37<sup>(c)</sup> | EUR | 890 | 634364 |
| &nbsp;&nbsp;&nbsp;1.10%, 04/01/27<sup>(a)</sup> | EUR | 930 | 919944 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/15/25<sup>(a)</sup> | EUR | 620 | 640318 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/01/26<sup>(a)</sup> | EUR | 1328 | 1333853 |
| &nbsp;&nbsp;&nbsp;1.35%, 04/01/30<sup>(a)</sup> | EUR | 1381 | 1270266 |
| &nbsp;&nbsp;&nbsp;1.45%, 11/15/24<sup>(a)</sup> | EUR | 1297 | 1369171 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/25<sup>(a)</sup> | EUR | 1082 | 1133103 |
| &nbsp;&nbsp;&nbsp;1.45%, 03/01/36<sup>(c)</sup> | EUR | 900 | 706528 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/01/25<sup>(a)</sup> | EUR | 543 | 568091 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/30/45<sup>(c)</sup> | EUR | 1027 | 672526 |
| &nbsp;&nbsp;&nbsp;1.60%, 06/01/26<sup>(a)</sup> | EUR | 1406 | 1444005 |
| &nbsp;&nbsp;&nbsp;1.65%, 12/01/30<sup>(c)</sup> | EUR | 1430 | 1318462 |
| &nbsp;&nbsp;&nbsp;1.65%, 03/01/32<sup>(c)</sup> | EUR | 1031 | 922371 |
| &nbsp;&nbsp;&nbsp;1.70%, 09/01/51<sup>(c)</sup> | EUR | 911 | 584174 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/01/24<sup>(a)</sup> | EUR | 1059 | 1129613 |
| &nbsp;&nbsp;&nbsp;1.80%, 03/01/41 | EUR | 1074 | 802363 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/15/24<sup>(a)</sup> | EUR | 1410 | 1508969 |
| &nbsp;&nbsp;&nbsp;1.85%, 07/01/25<sup>(c)</sup> | EUR | 996 | 1048239 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/28<sup>(a)</sup> | EUR | 1161 | 1173930 |
| &nbsp;&nbsp;&nbsp;2.05%, 08/01/27<sup>(a)</sup> | EUR | 2062 | 2109645 |
| &nbsp;&nbsp;&nbsp;2.10%, 07/15/26<sup>(a)</sup> | EUR | 922 | 960244 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Italy (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 09/01/52<sup>(c)</sup> | EUR | 342 | $239803 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 03/01/72<sup>(c)</sup> | EUR | 206 | 133156 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 03/01/72 | EUR | 236 | 152547 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/01/27<sup>(a)</sup> | EUR | 1287 | 1330380 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/01/36<sup>(c)</sup> | EUR | 1105 | 955010 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/01/33<sup>(c)</sup> | EUR | 1434 | 1323319 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/01/50<sup>(c)</sup> | EUR | 1163 | 895746 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/24<sup>(a)</sup> | EUR | 1063 | 1143391 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/32<sup>(a)</sup> | EUR | 930 | 880341 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/01/27<sup>(a)</sup> | EUR | 1722 | 1795692 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/47<sup>(c)</sup> | EUR | 996 | 830487 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 12/01/28<sup>(a)</sup> | EUR | 1021 | 1063106 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/01/67<sup>(c)</sup> | EUR | 432 | 331333 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/01/38<sup>(c)</sup> | EUR | 993 | 913345 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/29<sup>(a)</sup> | EUR | 1029 | 1073125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/40<sup>(c)</sup> | EUR | 852 | 784350 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/38<sup>(c)</sup> | EUR | 230 | 219404 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/01/46<sup>(c)</sup> | EUR | 823 | 755953 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/01/35<sup>(c)</sup> | EUR | 884 | 872539 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/01/48<sup>(c)</sup> | EUR | 710 | 672081 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/26<sup>(a)</sup> | EUR | 1113 | 1213773 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/30<sup>(c)</sup> | EUR | 1284 | 1372855 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/01/24<sup>(a)</sup> | EUR | 182 | 199593 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 12/15/29<sup>(a)</sup> | EUR | 1438 | 1560555 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 09/01/49<sup>(c)</sup> | EUR | 799 | 801297 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/37<sup>(c)</sup> | EUR | 1705 | 1802951 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/24<sup>(a)</sup> | EUR | 1247 | 1374520 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/26<sup>(c)</sup> | EUR | 1669 | 1873823 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/28<sup>(c)</sup> | EUR | 1516 | 1742228 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/44<sup>(c)</sup> | EUR | 1291 | 1471483 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/25<sup>(c)</sup> | EUR | 1179 | 1328085 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/34<sup>(c)</sup> | EUR | 1615 | 1865693 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/39<sup>(c)</sup> | EUR | 1261 | 1470355 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/40<sup>(c)</sup> | EUR | 1001 | 1170399 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/01/29<sup>(a)</sup> | EUR | 1640 | 1950753 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 02/01/33<sup>(a)</sup> | EUR | 1232 | 1505746 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/31<sup>(a)</sup> | EUR | 1824 | 2277214 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 11/01/26<sup>(a)</sup> | EUR | 1264 | 1562054 |
|  |  |  | 84278000 |
| **Japan — 15.4%** |  |  |  |
| Japan Government Five Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/20/26<sup>(b)</sup> | JPY | 87750 | 673322 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/20/26<sup>(b)</sup> | JPY | 118950 | 911948 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/20/26<sup>(b)</sup> | JPY | 341250 | 2613807 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/20/27<sup>(b)</sup> | JPY | 115950 | 887211 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/20/27<sup>(b)</sup> | JPY | 445450 | 3403270 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 03/20/24 | JPY | 77350 | 595179 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/24 | JPY | 73700 | 567235 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 09/20/24 | JPY | 22950 | 176673 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/24 | JPY | 80000 | 615963 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 03/20/25 | JPY | 482700 | 3716899 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/25 | JPY | 69450 | 534663 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 09/20/27 | JPY | 80000 | 613154 |
| Japan Government Forty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/20/56 | JPY | 153200 | 813873 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/20/59 | JPY | 146000 | 782948 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/20/60 | JPY | 210600 | 1119943 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 03/20/61 | JPY | 203600 | 1155248 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/20/58 | JPY | 108150 | 651708 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/20/57 | JPY | 143150 | 895951 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/20/62 | JPY | 161250 | $997021 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 03/20/55 | JPY | 54400 | 396073 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 03/20/54 | JPY | 60750 | 477128 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/20/53 | JPY | 63450 | 521805 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/20/52 | JPY | 76600 | 647638 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/49 | JPY | 59100 | 515906 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/50 | JPY | 77100 | 675612 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/51 | JPY | 167250 | 1468213 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/20/48 | JPY | 36900 | 334315 |
| Japan Government Ten Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 09/20/26 | JPY | 218300 | 1679400 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/26 | JPY | 109700 | 843350 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 03/20/27 | JPY | 109550 | 841523 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/27 | JPY | 55050 | 422333 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 09/20/27 | JPY | 176650 | 1353921 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/27 | JPY | 231850 | 1774236 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 03/20/28 | JPY | 109850 | 838924 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/28 | JPY | 83100 | 633709 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/28 | JPY | 82500 | 626744 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/29 | JPY | 73100 | 553109 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/29 | JPY | 104250 | 785001 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/30 | JPY | 128400 | 960744 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 09/20/30 | JPY | 165050 | 1231957 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/30 | JPY | 250900 | 1866527 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 03/20/31 | JPY | 156750 | 1163586 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/20/31 | JPY | 238350 | 1766004 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 09/20/31 | JPY | 163550 | 1209452 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 12/20/31 | JPY | 138650 | 1024177 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 12/20/24 | JPY | 82650 | 638754 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/20/25 | JPY | 36850 | 285712 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/20/24 | JPY | 81900 | 634594 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/20/24 | JPY | 57850 | 448765 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 03/20/24 | JPY | 79700 | 616714 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 06/20/24 | JPY | 83050 | 643606 |
| Japan Government Thirty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 06/20/46 | JPY | 58200 | 342046 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/20/49 | JPY | 93900 | 540474 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 09/20/49 | JPY | 104500 | 599591 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 12/20/49 | JPY | 136500 | 782873 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/20/50 | JPY | 130000 | 743946 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/20/46 | JPY | 89000 | 548044 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/20/49 | JPY | 128450 | 763299 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 12/20/46 | JPY | 71300 | 448681 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 06/20/50 | JPY | 119100 | 718233 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/20/50 | JPY | 140400 | 845172 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 06/20/48 | JPY | 114400 | 724262 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 12/20/48 | JPY | 118450 | 744880 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 12/20/50 | JPY | 150150 | 928135 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 03/20/51 | JPY | 207900 | 1281932 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 06/20/51 | JPY | 153850 | 947141 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 09/20/51 | JPY | 138000 | 849861 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 12/20/51 | JPY | 129300 | 794286 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/20/46 | JPY | 85950 | 571087 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/20/47 | JPY | 97050 | 638122 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 06/20/47 | JPY | 78100 | 512377 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 09/20/47 | JPY | 99000 | 648046 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 12/20/47 | JPY | 14850 | 96905 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/20/48 | JPY | 99700 | 648561 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 09/20/48 | JPY | 87350 | 579242 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/20/52 | JPY | 213650 | 1424831 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* |  |
| *Security* |  | *(000)* | *Value* |
| **Japan (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 03/20/33 | JPY | 29000 | $231875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/20/52 | JPY | 190700 | 1370567 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/20/45 | JPY | 37500 | 283737 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 12/20/45 | JPY | 55450 | 419101 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/20/52 | JPY | 98650 | 725257 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/20/44 | JPY | 50150 | 388301 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/20/45 | JPY | 75000 | 580208 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 06/20/45 | JPY | 55500 | 436901 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/20/33 | JPY | 61300 | 517328 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 12/20/43 | JPY | 96400 | 777673 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 03/20/44 | JPY | 86400 | 696676 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/20/44 | JPY | 55450 | 446906 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/20/44 | JPY | 64150 | 515911 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 11/22/32 | JPY | 26000 | 221521 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 03/20/43 | JPY | 185400 | 1527269 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 09/20/43 | JPY | 114650 | 942470 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 09/20/42 | JPY | 236650 | 1986940 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 06/20/43 | JPY | 194600 | 1626558 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/33 | JPY | 14550 | 126071 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/20/40 | JPY | 285150 | 2431064 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/20/41 | JPY | 198300 | 1690147 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/20/42 | JPY | 160900 | 1370873 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/20/33 | JPY | 38950 | 340781 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/20/39 | JPY | 108400 | 953619 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/41 | JPY | 161950 | 1420442 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 05/20/32 | JPY | 24800 | 219775 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/20/35 | JPY | 47600 | 424873 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/20/35 | JPY | 45550 | 406991 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 12/20/35 | JPY | 45650 | 408176 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 12/20/36 | JPY | 43100 | 385481 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/20/39 | JPY | 131050 | 1167716 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/20/40 | JPY | 158950 | 1413900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/20/34 | JPY | 43200 | 388307 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 12/20/34 | JPY | 42600 | 383785 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/20/37 | JPY | 111400 | 1007431 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 09/20/38 | JPY | 141950 | 1281776 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/20/34 | JPY | 50950 | 462791 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/34 | JPY | 39700 | 360821 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/35 | JPY | 36550 | 333309 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/20/36 | JPY | 52000 | 474694 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/20/36 | JPY | 43950 | 401633 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/36 | JPY | 36900 | 337094 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/37 | JPY | 85800 | 784167 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/20/38 | JPY | 182200 | 1667634 |
| Japan Government Twenty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 06/20/36 | JPY | 75000 | 519270 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 06/20/39 | JPY | 180000 | 1194653 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 09/20/39 | JPY | 192850 | 1273834 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 12/20/39 | JPY | 137150 | 901545 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/20/36 | JPY | 22350 | 159799 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/20/39 | JPY | 240100 | 1627862 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/20/40 | JPY | 172300 | 1147069 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/20/40 | JPY | 197200 | 1306673 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 09/20/40 | JPY | 222850 | 1469648 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/20/41 | JPY | 109350 | 713310 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/20/36 | JPY | 108350 | 779114 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/20/38 | JPY | 154400 | 1083107 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/20/38 | JPY | 203700 | 1423232 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/20/38 | JPY | 140200 | 970301 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/20/40 | JPY | 172600 | 1154994 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* |  |
| *Security* |  | *(000)* | *Value* |
| **Japan (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/20/41 | JPY | 29450 | $196452 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/20/41 | JPY | 250750 | 1661964 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/20/41 | JPY | 307850 | 2035313 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 12/20/36 | JPY | 107100 | 777021 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 06/20/37 | JPY | 89200 | 642920 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/20/37 | JPY | 20900 | 150028 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 12/20/37 | JPY | 89350 | 638846 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 03/20/37 | JPY | 109500 | 802661 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 09/20/38 | JPY | 153850 | 1103065 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/20/42 | JPY | 150350 | 1048205 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 06/20/42 | JPY | 173950 | 1233573 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 12/20/35 | JPY | 146600 | 1133606 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 09/20/42 | JPY | 47850 | 350862 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 12/20/34 | JPY | 105650 | 842554 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 03/20/35 | JPY | 74250 | 591011 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 09/20/35 | JPY | 102900 | 815674 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/20/35 | JPY | 37700 | 303031 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/20/34 | JPY | 145100 | 1182994 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/20/32 | JPY | 65950 | 547720 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/20/33 | JPY | 59400 | 492724 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/20/34 | JPY | 81250 | 671211 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/20/34 | JPY | 85050 | 701877 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 06/20/30 | JPY | 59800 | 497691 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 03/20/32 | JPY | 46700 | 390864 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 06/20/32 | JPY | 36700 | 307576 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 03/20/33 | JPY | 89100 | 745588 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 12/20/33 | JPY | 121150 | 1011186 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/20/31 | JPY | 72400 | 610226 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 12/20/31 | JPY | 66600 | 561734 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 03/20/32 | JPY | 45450 | 383433 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/20/32 | JPY | 44550 | 376408 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/20/32 | JPY | 157050 | 1327695 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 12/20/32 | JPY | 16750 | 141529 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/20/33 | JPY | 141600 | 1195003 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/20/33 | JPY | 119050 | 1004386 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 06/20/30 | JPY | 18100 | 152627 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 09/20/30 | JPY | 48850 | 412184 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 06/20/31 | JPY | 47800 | 405175 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 09/20/31 | JPY | 88950 | 755363 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 12/20/31 | JPY | 80100 | 680812 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 03/20/32 | JPY | 101700 | 865511 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 12/20/32 | JPY | 55950 | 476752 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/20/24 | JPY | 24250 | 190380 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/20/25 | JPY | 31500 | 251833 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 06/20/25 | JPY | 40200 | 322712 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 12/20/28 | JPY | 63050 | 530014 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/20/29 | JPY | 25150 | 211823 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 09/20/30 | JPY | 75200 | 638777 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/20/31 | JPY | 55950 | 477096 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 06/20/31 | JPY | 137000 | 1169739 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/24 | JPY | 53100 | 423437 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/20/27 | JPY | 38350 | 317607 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/20/30 | JPY | 51700 | 441638 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/30 | JPY | 60550 | 518563 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/20/31 | JPY | 72550 | 623000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/20/24 | JPY | 7300 | 57437 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/20/24 | JPY | 70600 | 561209 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/20/25 | JPY | 29900 | 240018 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 12/20/26 | JPY | 207400 | 1717772 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/20/27 | JPY | 213950 | 1778646 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/20/27 | JPY | 37500 | $312791 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/20/27 | JPY | 31300 | 262022 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 12/20/27 | JPY | 60000 | 503767 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 12/20/28 | JPY | 35000 | 297333 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/20/29 | JPY | 70500 | 600299 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/20/29 | JPY | 13200 | 112683 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 12/20/29 | JPY | 38400 | 329119 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/20/30 | JPY | 100200 | 860874 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 12/20/30 | JPY | 104000 | 896742 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/20/26 | JPY | 29550 | 243565 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/20/26 | JPY | 247400 | 2047947 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/20/27 | JPY | 102150 | 858738 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/28 | JPY | 81400 | 688615 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/20/28 | JPY | 5550 | 47255 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/20/29 | JPY | 39450 | 338664 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 12/20/29 | JPY | 7300 | 62943 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/30 | JPY | 64000 | 553272 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/20/31 | JPY | 70600 | 614732 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/20/27 | JPY | 40000 | 336321 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 06/20/24 | JPY | 55800 | 443086 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/20/28 | JPY | 36500 | 311623 |
| Japan Government Two Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/01/24<sup>(b)</sup> | JPY | 299200 | 2300000 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/01/24<sup>(b)</sup> | JPY | 132550 | 1018944 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/01/24<sup>(b)</sup> | JPY | 50000 | 384320 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/01/24<sup>(b)</sup> | JPY | 203800 | 1566488 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/01/24<sup>(b)</sup> | JPY | 45750 | 351653 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/01/24<sup>(b)</sup> | JPY | 239050 | 1837433 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/01/24<sup>(b)</sup> | JPY | 196950 | 1513821 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/01/24<sup>(b)</sup> | JPY | 387850 | 2981080 |
|  |  |  | 180763422 |
| **Netherlands — 4.6%** |  |  |  |
| Netherlands Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/26<sup>(b)(c)</sup> | EUR | 1330 | 1340113 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/27<sup>(b)(c)</sup> | EUR | 3031 | 2987056 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/29<sup>(b)</sup> | EUR | 2094 | 1964158 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/15/30<sup>(b)(c)</sup> | EUR | 3021 | 2735149 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/15/31<sup>(b)(c)</sup> | EUR | 2661 | 2346148 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/38<sup>(b)(c)</sup> | EUR | 1243 | 915660 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/52<sup>(b)(c)</sup> | EUR | 2071 | 1154338 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/15/25<sup>(c)</sup> | EUR | 3374 | 3465144 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/15/29<sup>(c)</sup> | EUR | 1863 | 1758216 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/15/26<sup>(c)</sup> | EUR | 5637 | 5720737 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/15/32<sup>(c)</sup> | EUR | 2618 | 2355766 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/15/40<sup>(c)</sup> | EUR | 3710 | 2886249 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/15/27<sup>(c)</sup> | EUR | 2698 | 2723535 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/15/28<sup>(c)</sup> | EUR | 1098 | 1089362 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/15/24<sup>(c)</sup> | EUR | 2128 | 2290784 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/15/54<sup>(c)</sup> | EUR | 1415 | 1391408 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/15/33<sup>(c)</sup> | EUR | 2222 | 2389559 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/47<sup>(c)</sup> | EUR | 3483 | 3978901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/15/42<sup>(c)</sup> | EUR | 2830 | 3599971 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/37<sup>(c)</sup> | EUR | 2521 | 3165994 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/28<sup>(c)</sup> | EUR | 2904 | 3592254 |
|  |  |  | 53850502 |
| **New Zealand — 2.8%** |  |  |  |
| New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/15/28 | NZD | 2968 | 1573076 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/15/24 | NZD | 5640 | 3451366 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/15/26 | NZD | 400 | 229164 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **New Zealand (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/15/31 | NZD | 4742 | $2509849 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/15/41 | NZD | 4714 | 2016918 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/32 | NZD | 6100 | 3302706 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/25<sup>(a)</sup> | NZD | 7700 | 4794701 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/37<sup>(a)</sup> | NZD | 3580 | 1916821 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/51 | NZD | 2649 | 1255858 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/29 | NZD | 5153 | 3132701 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/14/33<sup>(a)</sup> | NZD | 4136 | 2523095 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/34 | NZD | 830 | 536122 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/27<sup>(a)</sup> | NZD | 8204 | 5375580 |
|  |  |  | 32617957 |
| **Norway — 2.3%** |  |  |  |
| Norway Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/17/31<sup>(c)</sup> | NOK | 33966 | 2963586 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/19/30 | NOK | 22766 | 2040674 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/19/26<sup>(c)</sup> | NOK | 44627 | 4283058 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/13/25<sup>(c)</sup> | NOK | 52011 | 5072604 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/17/27<sup>(c)</sup> | NOK | 16870 | 1615407 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/29<sup>(c)</sup> | NOK | 38104 | 3552877 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/26/28<sup>(c)</sup> | NOK | 27971 | 2679517 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/18/32<sup>(c)</sup> | NOK | 26530 | 2476038 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/14/24<sup>(c)</sup> | NOK | 26621 | 2661407 |
|  |  |  | 27345168 |
| **Singapore — 4.6%** |  |  |  |
| Singapore Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 11/01/25 | SGD | 3025 | 2152129 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/01/26 | SGD | 2922 | 2097377 |
| &nbsp;&nbsp;&nbsp;1.63%, 07/01/31 | SGD | 4539 | 3103677 |
| &nbsp;&nbsp;&nbsp;1.88%, 03/01/50 | SGD | 2921 | 1877573 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/01/51 | SGD | 2792 | 1806533 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/24 | SGD | 2939 | 2206711 |
| &nbsp;&nbsp;&nbsp;2.13%, 06/01/26 | SGD | 4243 | 3145368 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/01/36 | SGD | 3550 | 2478758 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/01/25 | SGD | 6187 | 4637895 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/01/39 | SGD | 2459 | 1731519 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/01/28 | SGD | 3493 | 2612253 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/32 | SGD | 947 | 700570 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/42 | SGD | 2701 | 2029183 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/46 | SGD | 4904 | 3704465 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/01/27 | SGD | 386 | 294122 |
| &nbsp;&nbsp;&nbsp;2.88%, 07/01/29 | SGD | 3457 | 2611564 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/01/30 | SGD | 4918 | 3713955 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/24 | SGD | 7753 | 5890580 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/72<sup>(a)</sup> | SGD | 1286 | 1070117 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/01/33 | SGD | 3995 | 3145827 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/27 | SGD | 4456 | 3468747 |
|  |  |  | 54478923 |
| **Spain — 4.8%** |  |  |  |
| Spain Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 05/31/24<sup>(b)</sup> | EUR | 1535 | 1609167 |
| &nbsp;&nbsp;&nbsp;0.00%, 01/31/25<sup>(b)</sup> | EUR | 469 | 482106 |
| &nbsp;&nbsp;&nbsp;0.00%, 05/31/25<sup>(b)</sup> | EUR | 1350 | 1372681 |
| &nbsp;&nbsp;&nbsp;0.00%, 01/31/26<sup>(b)</sup> | EUR | 183 | 182452 |
| &nbsp;&nbsp;&nbsp;0.00%, 01/31/27<sup>(b)</sup> | EUR | 674 | 653420 |
| &nbsp;&nbsp;&nbsp;0.00%, 01/31/28<sup>(b)</sup> | EUR | 959 | 902257 |
| &nbsp;&nbsp;&nbsp;0.10%, 04/30/31<sup>(c)</sup> | EUR | 1260 | 1072588 |
| &nbsp;&nbsp;&nbsp;0.25%, 07/30/24<sup>(c)</sup> | EUR | 790 | 827518 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/30/30<sup>(c)</sup> | EUR | 1203 | 1095435 |
| &nbsp;&nbsp;&nbsp;0.50%, 10/31/31<sup>(c)</sup> | EUR | 1086 | 942356 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Spain (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 10/31/29<sup>(c)</sup> | EUR | 1288 | $1198138 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/30/32 | EUR | 1320 | 1148892 |
| &nbsp;&nbsp;&nbsp;0.80%, 07/30/27<sup>(c)</sup> | EUR | 572 | 567618 |
| &nbsp;&nbsp;&nbsp;0.80%, 07/30/29 | EUR | 434 | 410080 |
| &nbsp;&nbsp;&nbsp;0.85%, 07/30/37<sup>(c)</sup> | EUR | 973 | 731149 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/30/42<sup>(c)</sup> | EUR | 766 | 530350 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/31/50<sup>(c)</sup> | EUR | 1286 | 765852 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/31/40<sup>(c)</sup> | EUR | 522 | 387541 |
| &nbsp;&nbsp;&nbsp;1.25%, 10/31/30<sup>(c)</sup> | EUR | 1397 | 1329498 |
| &nbsp;&nbsp;&nbsp;1.30%, 10/31/26<sup>(c)</sup> | EUR | 1516 | 1558940 |
| &nbsp;&nbsp;&nbsp;1.40%, 04/30/28<sup>(c)</sup> | EUR | 1450 | 1459701 |
| &nbsp;&nbsp;&nbsp;1.40%, 07/30/28<sup>(c)</sup> | EUR | 1527 | 1532087 |
| &nbsp;&nbsp;&nbsp;1.45%, 10/31/27<sup>(c)</sup> | EUR | 1731 | 1762265 |
| &nbsp;&nbsp;&nbsp;1.45%, 04/30/29<sup>(c)</sup> | EUR | 1240 | 1232888 |
| &nbsp;&nbsp;&nbsp;1.45%, 10/31/71<sup>(c)</sup> | EUR | 383 | 203430 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/30/27<sup>(c)</sup> | EUR | 2198 | 2261166 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/30/25<sup>(c)</sup> | EUR | 1237 | 1308858 |
| &nbsp;&nbsp;&nbsp;1.85%, 07/30/35<sup>(c)</sup> | EUR | 1209 | 1101622 |
| &nbsp;&nbsp;&nbsp;1.90%, 10/31/52<sup>(c)</sup> | EUR | 726 | 532592 |
| &nbsp;&nbsp;&nbsp;1.95%, 04/30/26<sup>(c)</sup> | EUR | 1314 | 1388331 |
| &nbsp;&nbsp;&nbsp;1.95%, 07/30/30<sup>(c)</sup> | EUR | 1471 | 1481945 |
| &nbsp;&nbsp;&nbsp;2.15%, 10/31/25<sup>(c)</sup> | EUR | 1781 | 1902931 |
| &nbsp;&nbsp;&nbsp;2.35%, 07/30/33<sup>(c)</sup> | EUR | 1134 | 1125523 |
| &nbsp;&nbsp;&nbsp;2.55%, 10/31/32<sup>(c)</sup> | EUR | 1017 | 1038454 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/31/48<sup>(c)</sup> | EUR | 988 | 907833 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/31/24<sup>(c)</sup> | EUR | 2196 | 2385997 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/31/46<sup>(c)</sup> | EUR | 643 | 621983 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/30/43<sup>(c)</sup> | EUR | 348 | 364326 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/30/66<sup>(c)</sup> | EUR | 790 | 799528 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/30/24<sup>(c)</sup> | EUR | 1740 | 1912166 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/31/37<sup>(c)</sup> | EUR | 1014 | 1183769 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/30/25<sup>(c)</sup> | EUR | 395 | 447735 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/30/41<sup>(c)</sup> | EUR | 1375 | 1715260 |
| &nbsp;&nbsp;&nbsp;4.90%, 07/30/40<sup>(c)</sup> | EUR | 1203 | 1531417 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/31/28<sup>(c)</sup> | EUR | 1368 | 1654727 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/31/44<sup>(c)</sup> | EUR | 795 | 1062482 |
| &nbsp;&nbsp;&nbsp;5.75%, 07/30/32 | EUR | 1453 | 1908145 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/30/26<sup>(c)</sup> | EUR | 1653 | 1976262 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/31/29 | EUR | 1551 | 1968397 |
|  |  |  | 56539858 |
| **Sweden — 2.4%** |  |  |  |
| Sweden Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 05/12/31 | SEK | 39805 | 3242111 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/12/28<sup>(c)</sup> | SEK | 43365 | 3850709 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/12/29<sup>(c)</sup> | SEK | 40390 | 3530263 |
| &nbsp;&nbsp;&nbsp;1.00%, 11/12/26<sup>(a)(c)</sup> | SEK | 73230 | 6680515 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/32<sup>(a)(c)</sup> | SEK | 33735 | 3282207 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/12/25 | SEK | 45915 | 4388567 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/39 | SEK | 30205 | 3479716 |
|  |  |  | 28454088 |
| **United Kingdom — 4.7%** |  |  |  |
| United Kingdom Gilt |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 01/31/24<sup>(a)</sup> | GBP | 1300 | 1548853 |
| &nbsp;&nbsp;&nbsp;0.13%, 01/30/26<sup>(a)</sup> | GBP | 1380 | 1555491 |
| &nbsp;&nbsp;&nbsp;0.13%, 01/31/28<sup>(a)</sup> | GBP | 1334 | 1409769 |
| &nbsp;&nbsp;&nbsp;0.25%, 01/31/25<sup>(a)</sup> | GBP | 650 | 750867 |
| &nbsp;&nbsp;&nbsp;0.25%, 07/31/31<sup>(a)</sup> | GBP | 716 | 681990 |
| &nbsp;&nbsp;&nbsp;0.38%, 10/22/26<sup>(a)</sup> | GBP | 1230 | 1363096 |
| &nbsp;&nbsp;&nbsp;0.38%, 10/22/30<sup>(a)</sup> | GBP | 698 | 691005 |
| &nbsp;&nbsp;&nbsp;0.50%, 01/31/29<sup>(a)</sup> | GBP | 2192 | 2289208 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Security* | *Par<br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/22/61<sup>(a)</sup> | GBP | 1099 | $501314 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/07/25<sup>(a)</sup> | GBP | 940 | 1092127 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/31/35<sup>(a)</sup> | GBP | 1440 | 1250524 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/22/50<sup>(a)</sup> | GBP | 731 | 425192 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/22/29<sup>(a)</sup> | GBP | 1442 | 1524970 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/31/33<sup>(a)</sup> | GBP | 1291 | 1230473 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/31/46<sup>(a)</sup> | GBP | 483 | 331556 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/22/24<sup>(a)</sup> | GBP | 1165 | 1394771 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/31/32<sup>(a)</sup> | GBP | 2139 | 2152109 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/31/39<sup>(a)</sup> | GBP | 898 | 760577 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/22/73<sup>(a)</sup> | GBP | 620 | 346946 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/22/27<sup>(a)</sup> | GBP | 754 | 853995 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/22/41<sup>(a)</sup> | GBP | 1760 | 1441191 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/31/51<sup>(a)</sup> | GBP | 1124 | 789723 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/22/26<sup>(a)</sup> | GBP | 1384 | 1610355 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/22/47<sup>(a)</sup> | GBP | 1258 | 991196 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/31/53<sup>(a)</sup> | GBP | 718 | 531112 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/28<sup>(a)</sup> | GBP | 322 | 364227 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/54<sup>(a)</sup> | GBP | 770 | 585145 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/71<sup>(a)</sup> | GBP | 580 | 407652 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/07/37<sup>(a)</sup> | GBP | 1331 | 1283366 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/22/49<sup>(a)</sup> | GBP | 630 | 520852 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/22/57<sup>(a)</sup> | GBP | 429 | 334419 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/22/65<sup>(a)</sup> | GBP | 956 | 903082 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/07/24<sup>(a)</sup> | GBP | 1820 | 2219329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/22/44<sup>(a)</sup> | GBP | 654 | 742345 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/22/45<sup>(a)</sup> | GBP | 873 | 1027415 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/22/68<sup>(a)</sup> | GBP | 822 | 995769 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/22/52<sup>(a)</sup> | GBP | 592 | 732255 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/22/53 | GBP | 630 | 777161 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/22/60<sup>(a)</sup> | GBP | 667 | 884159 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/29/27<sup>(a)</sup> | GBP | 116 | 146529 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/27<sup>(a)</sup> | GBP | 692 | 891222 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/07/32<sup>(a)</sup> | GBP | 1024 | 1354852 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/07/36<sup>(a)</sup> | GBP | 810 | 1064516 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/07/39<sup>(a)</sup> | GBP | 638 | 834223 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/40<sup>(a)</sup> | GBP | 948 | 1239918 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/46<sup>(a)</sup> | GBP | 968 | 1275146 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/49<sup>(a)</sup> | GBP | 991 | 1317295 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/55<sup>(a)</sup> | GBP | 1153 | 1567932 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/07/34<sup>(a)</sup> | GBP | 703 | 949896 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/07/42<sup>(a)</sup> | GBP | 1378 | 1869126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/07/30<sup>(a)</sup> | GBP | 640 | 869550 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/07/38<sup>(a)</sup> | GBP | 603 | 834773 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/07/25<sup>(a)</sup> | GBP | 676 | 862474 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/07/28<sup>(a)</sup> | GBP | 528 | 742207 |
|  |  |  | 55115245 |
| **Total Long-Term Investments — 98.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,336,206,318)** |  |  | 1162268152 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares<br> (000)* | *Value* |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 0.1%** |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(d)(e)</sup> | 570 | $570000 |
| **Total Short-Term Securities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $570,000)** |  | 570000 |
| **Total Investments — 98.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,336,776,318)** |  | 1162838152 |
| **Other Assets Less Liabilities — 1.1%** |  | 13123914 |
| **Net Assets — 100.0%** |  | $1175962066 |

---

<sup>(a)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

<sup>(b)</sup> Zero-coupon bond.

<sup>(c)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

<sup>(d)</sup> Affiliate of the Fund.

<sup>(e)</sup> Annualized 7-day yield as of period end.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at 10/31/22* | *Purchases at Cost* | *Proceeds from Sale* | *Net Realized Gain (Loss)* | *Change in Unrealized Appreciation (Depreciation)* | *Value at 01/31/23* | *Shares Held at 01/31/23 (000)* | *Income* | *Capital Gain Distributions from Underlying Funds* |
| BlackRock Cash Funds: Treasury, SL Agency Shares | $370000 | $200000 <sup>(a)</sup> | $– $|  | $— | $570000 | 570 | $10090 | $— |

---

<sup>(a)</sup> Represents net amount purchased (sold).

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

● Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations | $— | $1162268152 | $— | $1162268152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 570000 |  |  | 570000 |
|  | $570000 | $1162268152 | $— | $1162838152 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **International Treasury Bond ETF** |
| January 31, 2023 |  |

---

**Currency Abbreviations**

---

| | | | |
|:---|:---|:---|:---|
| AUD | Australian Dollar | JPY | Japanese Yen |
| CAD | Canadian Dollar | NOK | Norwegian Krone |
| DKK | Danish Krone | NZD | New Zealand Dollar |
| EUR | Euro | SEK | Swedish Krona |
| GBP | British Pound | SGD | Singapore Dollar |
| ILS | Israeli Shekel |  |  |

---

## 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1176394131.65

**Total Liabilities:** $347842.69

**Net Assets:** $1176046288.96

**Cash Not Reported:** $5369007.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.13000000 | **1-Year:** 14373.40000000 | **5-Year:** 120800.45000000 | **10-Year:** 110643.60000000 | **30-Year:** 154375.37000000

**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 | 7.38%                | -1.17%               | 3.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11466129.09            | $82127456.58                               |
| Month 2  | $-18342700.83            | $2085552.55                                |
| Month 3  | $-9306167.04             | $46538095.52                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3214000 | PA      | $2342035.88   | 0.20%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89000000 | PA      | $548044.17    | 0.05%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   7383000 | PA      | $2344265.97   | 0.20%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1375000 | PA      | $1715259.57   | 0.15%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1624000 | PA      | $1682340.24   | 0.14%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2189000 | PA      | $1853128.49   | 0.16%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2248000 | PA      | $2807103.96   | 0.24%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  34785000 | PA      | $4455806.66   | 0.38%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2082000 | PA      | $1947680.45   | 0.17%             | 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        |   1284000 | PA      | $1372854.68   | 0.12%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2222000 | PA      | $2389559.01   | 0.20%             | 2033-01-15      | 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        |    572000 | PA      | $567618.45    | 0.05%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  50150000 | PA      | $388300.82    | 0.03%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 108350000 | PA      | $779114.45    | 0.07%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  97050000 | PA      | $638122.48    | 0.05%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70600000 | PA      | $614732.29    | 0.05%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  66600000 | PA      | $561734.28    | 0.05%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |  30621000 | PA      | $2986449.42   | 0.25%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1074000 | PA      | $802362.66    | 0.07%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  59100000 | PA      | $515906.47    | 0.04%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2991000 | PA      | $2761315.28   | 0.23%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70500000 | PA      | $600299.39    | 0.05%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1755000 | PA      | $1045940.02   | 0.09%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 128400000 | PA      | $960743.52    | 0.08%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 218300000 | PA      | $1679399.77   | 0.14%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    996000 | PA      | $1048238.69   | 0.09%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2165000 | PA      | $1981328.19   | 0.17%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    675725 | PA      | $862474.51    | 0.07%             | 2025-03-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 341250000 | PA      | $2613807.48   | 0.22%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $231629.93    | 0.02%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   3256000 | PA      | $2828269.39   | 0.24%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    996000 | PA      | $830487.26    | 0.07%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3072000 | PA      | $1366485.46   | 0.12%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22350000 | PA      | $159799.11    | 0.01%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1472000 | PA      | $1114598.69   | 0.09%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    773000 | PA      | $985649.88    | 0.08%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2395000 | PA      | $2500643.54   | 0.21%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3580000 | PA      | $1916820.95   | 0.16%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1430000 | PA      | $1318461.88   | 0.11%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1230000 | PA      | $1363096.38   | 0.12%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  59800000 | PA      | $497690.92    | 0.04%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    842000 | PA      | $902354.70    | 0.08%             | 2024-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  64000000 | PA      | $553271.92    | 0.05%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1320000 | PA      | $1281360.16   | 0.11%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2837000 | PA      | $2126670.31   | 0.18%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1160000 | PA      | $800038.27    | 0.07%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    620000 | PA      | $346946.05    | 0.03%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 247400000 | PA      | $2047947.04   | 0.17%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 150150000 | PA      | $928134.98    | 0.08%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   5056656 | PA      | $5802447.84   | 0.49%             | 2025-03-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2661000 | PA      | $2346147.57   | 0.20%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1615000 | PA      | $1865692.69   | 0.16%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   6743000 | PA      | $3904921.27   | 0.33%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2697540 | PA      | $2723534.85   | 0.23%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 118450000 | PA      | $744879.56    | 0.06%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  92550000 | PA      | $790064.79    | 0.07%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1440000 | PA      | $1250523.65   | 0.11%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1928000 | PA      | $2040900.33   | 0.17%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  60750000 | PA      | $477127.74    | 0.04%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1957690 | PA      | $2552389.02   | 0.22%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    956000 | PA      | $903081.85    | 0.08%             | 2065-07-22      | 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        |   1653000 | PA      | $1648047.30   | 0.14%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 299200000 | PA      | $2300000.15   | 0.20%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3867000 | PA      | $2477668.26   | 0.21%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2265000 | PA      | $1359432.94   | 0.12%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2521381 | PA      | $3165993.79   | 0.27%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  44550000 | PA      | $376408.40    | 0.03%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   9665000 | PA      | $3562718.11   | 0.30%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  54600000 | PA      | $446741.38    | 0.04%             | 2026-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2700000 | PA      | $2768580.49   | 0.24%             | 2025-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    938000 | PA      | $673121.01    | 0.06%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1340000 | PA      | $1268434.16   | 0.11%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4288000 | PA      | $2589237.32   | 0.22%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 108150000 | PA      | $651708.34    | 0.06%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2713000 | PA      | $1839999.41   | 0.16%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  83100000 | PA      | $633708.92    | 0.05%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  47800000 | PA      | $405175.37    | 0.03%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 121150000 | PA      | $1011185.76   | 0.09%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2550000 | PA      | $1708949.19   | 0.15%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1378275 | PA      | $1869126.24   | 0.16%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3910000 | PA      | $3969357.58   | 0.34%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 109850000 | PA      | $838924.36    | 0.07%             | 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        |  12996000 | PA      | $1164921.57   | 0.10%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 203600000 | PA      | $1155247.97   | 0.10%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  77100000 | PA      | $675611.96    | 0.06%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2627000 | PA      | $1757921.15   | 0.15%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2502480 | PA      | $3123488.63   | 0.27%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 102150000 | PA      | $858738.04    | 0.07%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   2710000 | PA      | $2978143.39   | 0.25%             | 2024-04-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  57865516 | PA      | $10665548.12  | 0.91%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1442000 | PA      | $1524970.26   | 0.13%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087J54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3874000 | PA      | $2847464.97   | 0.24%             | 2024-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2954000 | PA      | $2949388.37   | 0.25%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3120000 | PA      | $2087381.95   | 0.18%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3537000 | PA      | $3241546.32   | 0.28%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  14550000 | PA      | $126071.31    | 0.01%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 365250000 | PA      | $2436468.50   | 0.21%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  41600000 | PA      | $327673.71    | 0.03%             | 2024-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1113000 | PA      | $1213773.50   | 0.10%             | 2026-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  35000000 | PA      | $297332.62    | 0.03%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1153033 | PA      | $1567932.35   | 0.13%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1124000 | PA      | $789723.46    | 0.07%             | 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        |   1034000 | PA      | $682336.85    | 0.06%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1442655 | PA      | $1622005.85   | 0.14%             | 2044-07-04      | 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        |    469000 | PA      | $482105.79    | 0.04%             | 2025-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  96450000 | PA      | $821216.19    | 0.07%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 240100000 | PA      | $1627861.95   | 0.14%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1310000 | PA      | $1221208.89   | 0.10%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1480000 | PA      | $2021155.51   | 0.17%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  46700000 | PA      | $390864.27    | 0.03%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1584000 | PA      | $976744.55    | 0.08%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  59400000 | PA      | $492723.60    | 0.04%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1705000 | PA      | $1802951.18   | 0.15%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2939000 | PA      | $2206710.72   | 0.19%             | 2024-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55500000 | PA      | $436900.74    | 0.04%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1776000 | PA      | $1576481.02   | 0.13%             | 2048-05-25      | 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        |    432000 | PA      | $331332.63    | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1781000 | PA      | $1902931.19   | 0.16%             | 2025-10-31      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80000000 | PA      | $615962.82    | 0.05%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    580000 | PA      | $625446.06    | 0.05%             | 2024-12-12      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    514000 | PA      | $351893.57    | 0.03%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37700000 | PA      | $303030.78    | 0.03%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1313000 | PA      | $1307524.38   | 0.11%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1669000 | PA      | $1873822.81   | 0.16%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    522000 | PA      | $387540.61    | 0.03%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    935000 | PA      | $919411.18    | 0.08%             | 2054-01-15      | 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        |    799000 | PA      | $801296.67    | 0.07%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1082000 | PA      | $1133103.03   | 0.10%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1% 2026                              | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   4826290 | PA      | $5005545.18   | 0.43%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 222850000 | PA      | $1469647.51   | 0.12%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1524000 | PA      | $1587230.77   | 0.13%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1760000 | PA      | $1441191.23   | 0.12%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1179000 | PA      | $1328085.50   | 0.11%             | 2025-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4742000 | PA      | $2509849.01   | 0.21%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  63050000 | PA      | $530014.29    | 0.05%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2206000 | PA      | $2058181.24   | 0.18%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    766000 | PA      | $530349.71    | 0.05%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4385000 | PA      | $2508155.92   | 0.21%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3996000 | PA      | $2735497.83   | 0.23%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1585516 | PA      | $2144706.53   | 0.18%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2769000 | PA      | $1909681.46   | 0.16%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  85050000 | PA      | $701877.31    | 0.06%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36550000 | PA      | $333309.38    | 0.03%             | 2035-09-20      | 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        |   2198000 | PA      | $2261165.53   | 0.19%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 138000000 | PA      | $849861.18    | 0.07%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 141600000 | PA      | $1195003.27   | 0.10%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1522000 | PA      | $1091567.84   | 0.09%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |  44627000 | PA      | $4283058.17   | 0.36%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    898000 | PA      | $760576.92    | 0.06%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45750000 | PA      | $351652.71    | 0.03%             | 2024-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 185400000 | PA      | $1527269.27   | 0.13%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1261000 | PA      | $1470355.10   | 0.13%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3836940 | PA      | $3832618.50   | 0.33%             | 2028-05-15      | 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        |    973000 | PA      | $731149.47    | 0.06%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70600000 | PA      | $561209.39    | 0.05%             | 2024-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2192000 | PA      | $2289208.25   | 0.19%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90950000 | PA      | $698386.16    | 0.06%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7300000 | PA      | $57437.06     | 0.00%             | 2024-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 114400000 | PA      | $724262.34    | 0.06%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1320000 | PA      | $1148891.76   | 0.10%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    594000 | PA      | $404766.94    | 0.03%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25150000 | PA      | $211823.03    | 0.02%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    739000 | PA      | $777068.50    | 0.07%             | 2024-06-14      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1286000 | PA      | $765851.67    | 0.07%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    830000 | PA      | $536122.34    | 0.05%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3004000 | PA      | $3245225.02   | 0.28%             | 2024-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    991000 | PA      | $1008091.33   | 0.09%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 238350000 | PA      | $1766003.85   | 0.15%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  61300000 | PA      | $506854.67    | 0.04%             | 2026-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 108400000 | PA      | $953618.53    | 0.08%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    749000 | PA      | $671533.08    | 0.06%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2803000 | PA      | $2680999.00   | 0.23%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  81400000 | PA      | $688615.30    | 0.06%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  22415000 | PA      | $2582281.91   | 0.22%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2792000 | PA      | $1806533.23   | 0.15%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1570000 | PA      | $1620972.65   | 0.14%             | 2026-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1493000 | PA      | $1623277.74   | 0.14%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 100200000 | PA      | $860874.00    | 0.07%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 161950000 | PA      | $1420442.03   | 0.12%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 213650000 | PA      | $1424831.22   | 0.12%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   9325000 | PA      | $2113981.13   | 0.18%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  24513000 | PA      | $3406607.37   | 0.29%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1240000 | PA      | $1232887.60   | 0.10%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1069000 | PA      | $882814.40    | 0.08%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36900000 | PA      | $337093.61    | 0.03%             | 2036-09-20      | 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        |   1154000 | PA      | $1185996.59   | 0.10%             | 2025-02-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1099000 | PA      | $501313.60    | 0.04%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 342200000 | PA      | $2571869.67   | 0.22%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  82800000 | PA      | $713931.73    | 0.06%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42600000 | PA      | $328088.56    | 0.03%             | 2026-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 104000000 | PA      | $896741.83    | 0.08%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  14461000 | PA      | $3947248.65   | 0.34%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1237000 | PA      | $1308858.31   | 0.11%             | 2025-04-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39700000 | PA      | $360821.20    | 0.03%             | 2034-09-20      | 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        |    911000 | PA      | $584173.96    | 0.05%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1471000 | PA      | $1481944.91   | 0.13%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 114650000 | PA      | $942470.30    | 0.08%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1760000 | PA      | $1747111.44   | 0.15%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1368000 | PA      | $1654727.41   | 0.14%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    895000 | PA      | $856083.91    | 0.07%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1942000 | PA      | $2002326.74   | 0.17%             | 2027-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    400000 | PA      | $229164.40    | 0.02%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  81250000 | PA      | $671210.58    | 0.06%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    997000 | PA      | $1033271.26   | 0.09%             | 2024-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1166723 | PA      | $1694371.16   | 0.14%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1910000 | PA      | $2012502.23   | 0.17%             | 2024-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4481000 | PA      | $3018474.07   | 0.26%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40200000 | PA      | $322711.82    | 0.03%             | 2025-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3042000 | PA      | $2932150.99   | 0.25%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    726000 | PA      | $532592.27    | 0.05%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    910000 | PA      | $953335.59    | 0.08%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087P65<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    920000 | PA      | $691201.38    | 0.06%             | 2025-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 153850000 | PA      | $1103065.44   | 0.09%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  47600000 | PA      | $424872.92    | 0.04%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 165050000 | PA      | $1231956.58   | 0.10%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2332000 | PA      | $2557417.84   | 0.22%             | 2024-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0.2% 2030                            | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3208930 | PA      | $2898319.96   | 0.25%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  75200000 | PA      | $638776.81    | 0.05%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2494000 | PA      | $2201347.41   | 0.19%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  75000000 | PA      | $519269.77    | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    590000 | PA      | $532345.44    | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  73100000 | PA      | $553109.20    | 0.05%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2408000 | PA      | $2130491.35   | 0.18%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3773000 | PA      | $2877503.32   | 0.24%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   4074000 | PA      | $3649537.53   | 0.31%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1653000 | PA      | $1976262.25   | 0.17%             | 2026-07-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    966000 | PA      | $967663.50    | 0.08%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  87950000 | PA      | $753803.09    | 0.06%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55950000 | PA      | $476751.68    | 0.04%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    507000 | PA      | $539004.02    | 0.05%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  79700000 | PA      | $616714.45    | 0.05%             | 2024-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1988000 | PA      | $1849299.31   | 0.16%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2759794 | PA      | $3417114.12   | 0.29%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1752000 | PA      | $1734027.37   | 0.15%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   4727726 | PA      | $5179324.89   | 0.44%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1406000 | PA      | $1444005.45   | 0.12%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1813000 | PA      | $1180236.91   | 0.10%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1517000 | PA      | $1479734.52   | 0.13%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 176650000 | PA      | $1353920.84   | 0.12%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 152500000 | PA      | $1174483.73   | 0.10%             | 2025-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 131050000 | PA      | $1167715.76   | 0.10%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  43950000 | PA      | $401632.74    | 0.03%             | 2036-06-20      | 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        |   1314000 | PA      | $1388331.38   | 0.12%             | 2026-04-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    796000 | PA      | $403522.80    | 0.03%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 163550000 | PA      | $1209452.03   | 0.10%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89100000 | PA      | $745588.31    | 0.06%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 141950000 | PA      | $1281775.84   | 0.11%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    822000 | PA      | $995769.11    | 0.08%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 132550000 | PA      | $1018944.07   | 0.09%             | 2024-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   7700000 | PA      | $4794700.50   | 0.41%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1938035 | PA      | $2644203.89   | 0.22%             | 2032-10-25      | 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        |   1287000 | PA      | $1084644.73   | 0.09%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    873000 | PA      | $1027414.63   | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 250750000 | PA      | $1661964.03   | 0.14%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 282400000 | PA      | $2086026.20   | 0.18%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1630000 | PA      | $1721391.97   | 0.15%             | 2024-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1373600 | PA      | $1100121.24   | 0.09%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  43100000 | PA      | $385481.18    | 0.03%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1284000 | PA      | $1610199.73   | 0.14%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    930000 | PA      | $919944.10    | 0.08%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1232000 | PA      | $1505745.63   | 0.13%             | 2033-02-01      | 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        |    230000 | PA      | $219404.11    | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2111000 | PA      | $2275030.99   | 0.19%             | 2024-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 210600000 | PA      | $1119942.53   | 0.10%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3277000 | PA      | $3325679.25   | 0.28%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1517000 | PA      | $1466705.78   | 0.12%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2649000 | PA      | $1255857.81   | 0.11%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    884000 | PA      | $872538.63    | 0.07%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2498000 | PA      | $1710891.94   | 0.15%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3203000 | PA      | $3312213.92   | 0.28%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1031000 | PA      | $922371.51    | 0.08%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   4918000 | PA      | $3713954.71   | 0.32%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 172300000 | PA      | $1147069.40   | 0.10%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1322000 | PA      | $1318829.51   | 0.11%             | 2026-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    915000 | PA      | $714623.04    | 0.06%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    483000 | PA      | $331555.65    | 0.03%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2001000 | PA      | $2603069.03   | 0.22%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    922000 | PA      | $960243.76    | 0.08%             | 2026-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 130000000 | PA      | $743945.76    | 0.06%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3623000 | PA      | $2359359.29   | 0.20%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1948000 | PA      | $1779561.14   | 0.15%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  53100000 | PA      | $423437.47    | 0.04%             | 2024-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1150000 | PA      | $538971.08    | 0.05%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  63450000 | PA      | $521804.53    | 0.04%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    654000 | PA      | $571050.06    | 0.05%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 102900000 | PA      | $815674.11    | 0.07%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    889345 | PA      | $1167376.74   | 0.10%             | 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        |   2193000 | PA      | $2817315.37   | 0.24%             | 2035-04-25      | 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        |   2326000 | PA      | $2290911.60   | 0.19%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1580000 | PA      | $1544295.94   | 0.13%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1330000 | PA      | $1340112.69   | 0.11%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  31300000 | PA      | $262021.63    | 0.02%             | 2027-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  60550000 | PA      | $518562.73    | 0.04%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    936000 | PA      | $1220883.72   | 0.10%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    839000 | PA      | $584099.88    | 0.05%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1852000 | PA      | $1831209.61   | 0.16%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 119050000 | PA      | $1004386.34   | 0.09%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |  27971000 | PA      | $2679517.33   | 0.23%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36500000 | PA      | $311623.32    | 0.03%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1059000 | PA      | $1129613.35   | 0.10%             | 2024-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  47850000 | PA      | $350862.01    | 0.03%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    725000 | PA      | $597033.60    | 0.05%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1203000 | PA      | $1095435.24   | 0.09%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40000000 | PA      | $336320.82    | 0.03%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1163000 | PA      | $895745.52    | 0.08%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1243000 | PA      | $915659.75    | 0.08%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    750000 | PA      | $785618.31    | 0.07%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   5339000 | PA      | $5772952.35   | 0.49%             | 2030-05-25      | 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        |   1260000 | PA      | $1072588.16   | 0.09%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    528000 | PA      | $742206.97    | 0.06%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   4456000 | PA      | $3468747.39   | 0.29%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1086000 | PA      | $942355.62    | 0.08%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087J96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3157000 | PA      | $2284106.29   | 0.19%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    790000 | PA      | $799528.07    | 0.07%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  86400000 | PA      | $696676.13    | 0.06%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55450000 | PA      | $419100.87    | 0.04%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 203800000 | PA      | $1566487.92   | 0.13%             | 2024-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  43365000 | PA      | $3850708.83   | 0.33%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 173950000 | PA      | $1233572.98   | 0.10%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    670000 | PA      | $662143.58    | 0.06%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2253000 | PA      | $1369682.68   | 0.12%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2810000 | PA      | $1972330.69   | 0.17%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    736000 | PA      | $471368.08    | 0.04%             | 2035-06-21      | 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        |    395000 | PA      | $447735.03    | 0.04%             | 2025-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    386000 | PA      | $294121.54    | 0.03%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 145100000 | PA      | $1182994.45   | 0.10%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2062000 | PA      | $2109645.18   | 0.18%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  40390000 | PA      | $3530262.74   | 0.30%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  87350000 | PA      | $579241.93    | 0.05%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55450000 | PA      | $446905.74    | 0.04%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1563000 | PA      | $1749682.66   | 0.15%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1515000 | PA      | $1478920.10   | 0.13%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1287000 | PA      | $1330379.63   | 0.11%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    471000 | PA      | $434054.17    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1443000 | PA      | $1325255.31   | 0.11%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1397000 | PA      | $1329497.68   | 0.11%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1021000 | PA      | $1063106.00   | 0.09%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 158950000 | PA      | $1413899.72   | 0.12%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 129300000 | PA      | $794286.33    | 0.07%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   6100000 | PA      | $3302706.23   | 0.28%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3291000 | PA      | $3423894.24   | 0.29%             | 2025-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    641000 | PA      | $468362.86    | 0.04%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  60000000 | PA      | $503766.76    | 0.04%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    751000 | PA      | $205714.97    | 0.02%             | 2024-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 109350000 | PA      | $713309.96    | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  29905000 | PA      | $2446303.91   | 0.21%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4606000 | PA      | $3057831.15   | 0.26%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  99700000 | PA      | $648561.27    | 0.06%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    666760 | PA      | $884159.07    | 0.08%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  38950000 | PA      | $340781.45    | 0.03%             | 2033-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1564000 | PA      | $1825853.48   | 0.16%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2921000 | PA      | $1877572.91   | 0.16%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1722000 | PA      | $1795692.28   | 0.15%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45550000 | PA      | $406991.25    | 0.03%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1291000 | PA      | $1471483.10   | 0.13%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1524000 | PA      | $985309.12    | 0.08%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2420000 | PA      | $3078420.50   | 0.26%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4361000 | PA      | $2464913.04   | 0.21%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42700000 | PA      | $350401.45    | 0.03%             | 2026-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2027000 | PA      | $1614639.10   | 0.14%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 445450000 | PA      | $3403270.17   | 0.29%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    517000 | PA      | $441439.34    | 0.04%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  31500000 | PA      | $251833.02    | 0.02%             | 2025-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 117700000 | PA      | $782047.39    | 0.07%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    644000 | PA      | $394092.09    | 0.03%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1527000 | PA      | $1532086.48   | 0.13%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  54400000 | PA      | $396073.29    | 0.03%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1596178 | PA      | $2057874.98   | 0.17%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    620000 | PA      | $640318.06    | 0.05%             | 2025-08-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087P40<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   6486000 | PA      | $4801994.47   | 0.41%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55050000 | PA      | $422332.65    | 0.04%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    949069 | PA      | $1160031.01   | 0.10%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     97000 | PA      | $99794.94     | 0.01%             | 2025-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 207400000 | PA      | $1717772.00   | 0.15%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1900000 | PA      | $1359112.38   | 0.12%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1572000 | PA      | $1479960.08   | 0.13%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3091000 | PA      | $3212020.78   | 0.27%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 153850000 | PA      | $947141.09    | 0.08%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1247000 | PA      | $1374520.35   | 0.12%             | 2024-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3493000 | PA      | $2612252.47   | 0.22%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22950000 | PA      | $176672.60    | 0.02%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    716000 | PA      | $681989.67    | 0.06%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37500000 | PA      | $312791.46    | 0.03%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1810000 | PA      | $1884900.13   | 0.16%             | 2024-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   5156000 | PA      | $5232703.57   | 0.44%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2407000 | PA      | $1988117.79   | 0.17%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 140400000 | PA      | $845172.08    | 0.07%             | 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        |   3101000 | PA      | $3819528.67   | 0.32%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   4249000 | PA      | $4426214.89   | 0.38%             | 2025-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3593000 | PA      | $3664341.58   | 0.31%             | 2026-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1950000 | PA      | $1363307.28   | 0.12%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 156750000 | PA      | $1163585.60   | 0.10%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1494000 | PA      | $1330091.97   | 0.11%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1430000 | PA      | $1442241.12   | 0.12%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    348000 | PA      | $364326.38    | 0.03%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  73700000 | PA      | $567234.92    | 0.05%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3493000 | PA      | $2047822.69   | 0.17%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1300000 | PA      | $1548853.51   | 0.13%             | 2024-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2359000 | PA      | $1613036.73   | 0.14%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1090000 | PA      | $1016309.97   | 0.09%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1466000 | PA      | $1056026.94   | 0.09%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    991000 | PA      | $1317295.03   | 0.11%             | 2049-12-07      | 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        |   1177000 | PA      | $1036635.64   | 0.09%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1955000 | PA      | $2220085.75   | 0.19%             | 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        |    236000 | PA      | $152547.32    | 0.01%             | 2072-03-01      | 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        |   2970590 | PA      | $3172962.01   | 0.27%             | 2024-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    170000 | PA      | $114514.75    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1149000 | PA      | $1237381.35   | 0.11%             | 2024-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    718000 | PA      | $531111.57    | 0.05%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1565000 | PA      | $1344523.64   | 0.11%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  48850000 | PA      | $412184.19    | 0.04%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1450000 | PA      | $1459700.97   | 0.12%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 137150000 | PA      | $901545.38    | 0.08%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1105000 | PA      | $955010.35    | 0.08%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  82500000 | PA      | $626743.94    | 0.05%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $520851.80    | 0.04%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1941000 | PA      | $2018261.35   | 0.17%             | 2024-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4873000 | PA      | $2959911.22   | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  93900000 | PA      | $540474.16    | 0.05%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  81900000 | PA      | $634593.65    | 0.05%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 118950000 | PA      | $911948.48    | 0.08%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 289750000 | PA      | $2448244.48   | 0.21%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 150350000 | PA      | $1048205.11   | 0.09%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22750000 | PA      | $174322.00    | 0.01%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1425000 | PA      | $1255927.69   | 0.11%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1420000 | PA      | $1419018.17   | 0.12%             | 2026-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45450000 | PA      | $383432.98    | 0.03%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    740000 | PA      | $663053.63    | 0.06%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55950000 | PA      | $477095.56    | 0.04%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2144000 | PA      | $917325.66    | 0.08%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1623000 | PA      | $1462989.54   | 0.12%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1184000 | PA      | $984053.68    | 0.08%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                            | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3531000 | PA      | $2756206.54   | 0.23%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3171000 | PA      | $3109857.74   | 0.26%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  83050000 | PA      | $643606.40    | 0.05%             | 2024-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42600000 | PA      | $383784.55    | 0.03%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    770000 | PA      | $585144.90    | 0.05%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1640000 | PA      | $1950753.40   | 0.17%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 257150000 | PA      | $1845912.85   | 0.16%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $35616.47     | 0.00%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1551103 | PA      | $1968397.12   | 0.17%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1984000 | PA      | $1403283.19   | 0.12%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  78100000 | PA      | $512376.56    | 0.04%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   3254000 | PA      | $3184889.70   | 0.27%             | 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        |    829000 | PA      | $707839.88    | 0.06%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 213950000 | PA      | $1778645.83   | 0.15%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    342000 | PA      | $239803.33    | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 176100000 | PA      | $1338286.94   | 0.11%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    646000 | PA      | $283237.23    | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  65950000 | PA      | $547719.65    | 0.05%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    540000 | PA      | $535928.14    | 0.05%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1546000 | PA      | $1409867.24   | 0.12%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3778000 | PA      | $2632063.93   | 0.22%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 105650000 | PA      | $842553.98    | 0.07%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  82650000 | PA      | $638754.05    | 0.05%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  18100000 | PA      | $152627.37    | 0.01%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1688000 | PA      | $1390058.92   | 0.12%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26000000 | PA      | $221520.84    | 0.02%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3021000 | PA      | $2735149.31   | 0.23%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $42739.77     | 0.00%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2618000 | PA      | $2355766.25   | 0.20%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1271000 | PA      | $1348688.53   | 0.11%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  38350000 | PA      | $317606.88    | 0.03%             | 2027-03-20      | 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        |   2070000 | PA      | $1625014.68   | 0.14%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 153200000 | PA      | $813873.16    | 0.07%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |  26621000 | PA      | $2661406.58   | 0.23%             | 2024-03-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  85800000 | PA      | $784167.11    | 0.07%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2570000 | PA      | $2363145.17   | 0.20%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   9886000 | PA      | $2613152.79   | 0.22%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1027000 | PA      | $672525.81    | 0.06%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1518000 | PA      | $913404.82    | 0.08%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 140200000 | PA      | $970300.54    | 0.08%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    434000 | PA      | $410080.45    | 0.03%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1714000 | PA      | $1204527.52   | 0.10%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2870000 | PA      | $2993943.70   | 0.25%             | 2025-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1136000 | PA      | $1052716.35   | 0.09%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    845000 | PA      | $946678.97    | 0.08%             | 2024-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1154000 | PA      | $981257.77    | 0.08%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    754000 | PA      | $853994.62    | 0.07%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 143150000 | PA      | $895950.85    | 0.08%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36900000 | PA      | $334315.45    | 0.03%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $582436.43    | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36850000 | PA      | $285712.42    | 0.02%             | 2025-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 146600000 | PA      | $1133606.05   | 0.10%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    640034 | PA      | $869550.31    | 0.07%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2998830 | PA      | $3347877.81   | 0.28%             | 2026-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1286000 | PA      | $1070116.84   | 0.09%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1573940 | PA      | $1867846.99   | 0.16%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 192850000 | PA      | $1273833.77   | 0.11%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2922000 | PA      | $2097376.82   | 0.18%             | 2026-11-01      | 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        |   2379000 | PA      | $2331577.04   | 0.20%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2290000 | PA      | $1981203.17   | 0.17%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1350000 | PA      | $1372681.11   | 0.12%             | 2025-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1384000 | PA      | $1610354.65   | 0.14%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  88950000 | PA      | $755362.59    | 0.06%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1281000 | PA      | $1389297.22   | 0.12%             | 2024-06-22      | 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        |   1775000 | PA      | $1820876.49   | 0.15%             | 2024-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1161000 | PA      | $1173929.79   | 0.10%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    383000 | PA      | $203430.08    | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  13122000 | PA      | $3917454.46   | 0.33%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80100000 | PA      | $680811.54    | 0.06%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2493000 | PA      | $2463767.07   | 0.21%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 285150000 | PA      | $2431064.49   | 0.21%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  14673000 | PA      | $4252961.18   | 0.36%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2060000 | PA      | $2388682.33   | 0.20%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1856000 | PA      | $1860144.46   | 0.16%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1726000 | PA      | $1409192.51   | 0.12%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    574000 | PA      | $346782.77    | 0.03%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 109500000 | PA      | $802660.70    | 0.07%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   7753000 | PA      | $5890580.45   | 0.50%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    674000 | PA      | $653420.28    | 0.06%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    333000 | PA      | $327064.30    | 0.03%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3550000 | PA      | $2478758.18   | 0.21%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    698000 | PA      | $691004.76    | 0.06%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  71300000 | PA      | $448680.85    | 0.04%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  57850000 | PA      | $448764.71    | 0.04%             | 2024-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    703000 | PA      | $949895.76    | 0.08%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1863000 | PA      | $1758215.92   | 0.15%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1453000 | PA      | $1908144.94   | 0.16%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  99000000 | PA      | $648046.33    | 0.06%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2701000 | PA      | $2029183.30   | 0.17%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24250000 | PA      | $190380.15    | 0.02%             | 2024-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 109550000 | PA      | $841523.10    | 0.07%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2508540 | PA      | $2607983.16   | 0.22%             | 2025-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  29000000 | PA      | $231875.24    | 0.02%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  29550000 | PA      | $243564.74    | 0.02%             | 2026-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2904100 | PA      | $3592254.47   | 0.31%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2728000 | PA      | $2936681.76   | 0.25%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3483000 | PA      | $3978901.02   | 0.34%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1001000 | PA      | $1170399.40   | 0.10%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2318000 | PA      | $2193924.57   | 0.19%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  77350000 | PA      | $595178.73    | 0.05%             | 2024-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    650000 | PA      | $750867.00    | 0.06%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 182200000 | PA      | $1667634.26   | 0.14%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89200000 | PA      | $642919.80    | 0.05%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3594000 | PA      | $2714895.24   | 0.23%             | 2046-03-01      | 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        |  50000000 | PA      | $384319.90    | 0.03%             | 2024-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    968000 | PA      | $1275146.12   | 0.11%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   9648000 | PA      | $2385380.06   | 0.20%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 205050000 | PA      | $1338066.84   | 0.11%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 146000000 | PA      | $782947.64    | 0.07%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  26670000 | PA      | $2433010.13   | 0.21%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1024250 | PA      | $1043039.43   | 0.09%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 207900000 | PA      | $1281931.54   | 0.11%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3995000 | PA      | $3145826.84   | 0.27%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4226000 | PA      | $2832104.76   | 0.24%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 333450000 | PA      | $2551732.11   | 0.22%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    543000 | PA      | $568091.07    | 0.05%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    580000 | PA      | $407651.56    | 0.03%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  41033000 | PA      | $4824452.26   | 0.41%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    206000 | PA      | $133155.71    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  33735000 | PA      | $3282207.50   | 0.28%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    632000 | PA      | $559282.31    | 0.05%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2154070 | PA      | $2135626.00   | 0.18%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1312000 | PA      | $1183292.67   | 0.10%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 137000000 | PA      | $1169738.87   | 0.10%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3841440 | PA      | $4115249.87   | 0.35%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37500000 | PA      | $283736.99    | 0.02%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2139000 | PA      | $2152108.85   | 0.18%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2094000 | PA      | $1964157.96   | 0.17%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2579000 | PA      | $2538805.29   | 0.22%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1328000 | PA      | $1333852.90   | 0.11%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  50950000 | PA      | $462791.10    | 0.04%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $46077.94     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $384171.96    | 0.03%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 256300000 | PA      | $1884272.15   | 0.16%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3031000 | PA      | $2987055.84   | 0.25%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2377000 | PA      | $2599454.51   | 0.22%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 385700000 | PA      | $2550008.44   | 0.22%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2161000 | PA      | $2003298.75   | 0.17%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  52000000 | PA      | $474693.50    | 0.04%             | 2036-03-20      | 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        |    930000 | PA      | $880341.28    | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1428104 | PA      | $1852829.54   | 0.16%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36700000 | PA      | $307576.25    | 0.03%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1495000 | PA      | $1296493.61   | 0.11%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2006000 | PA      | $2114352.04   | 0.18%             | 2024-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80000000 | PA      | $613154.07    | 0.05%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24800000 | PA      | $219775.27    | 0.02%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1868000 | PA      | $1491985.79   | 0.13%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    631000 | PA      | $648330.90    | 0.06%             | 2025-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 194600000 | PA      | $1626557.89   | 0.14%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    592000 | PA      | $732255.41    | 0.06%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 180000000 | PA      | $1194652.94   | 0.10%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55800000 | PA      | $443086.25    | 0.04%             | 2024-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1291000 | PA      | $1230472.71   | 0.10%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N34<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    310000 | PA      | $222613.81    | 0.02%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    995000 | PA      | $961481.99    | 0.08%             | 2026-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    603000 | PA      | $834773.14    | 0.07%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1731000 | PA      | $1762265.18   | 0.15%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1410000 | PA      | $1012056.89   | 0.09%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 104250000 | PA      | $785000.54    | 0.07%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1434000 | PA      | $1323319.11   | 0.11%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1211482 | PA      | $1621699.73   | 0.14%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  96400000 | PA      | $777672.83    | 0.07%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  29900000 | PA      | $240017.76    | 0.02%             | 2025-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1577000 | PA      | $1610266.92   | 0.14%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2839000 | PA      | $2825617.28   | 0.24%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1326000 | PA      | $951983.39    | 0.08%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    654000 | PA      | $742345.30    | 0.06%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1996000 | PA      | $1387801.68   | 0.12%             | 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        |   1933000 | PA      | $1602028.21   | 0.14%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1098000 | PA      | $1089362.45   | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2303000 | PA      | $1603315.87   | 0.14%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3374300 | PA      | $3465143.55   | 0.29%             | 2025-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 172600000 | PA      | $1154993.88   | 0.10%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 190700000 | PA      | $1370566.97   | 0.12%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   8204000 | PA      | $5375579.75   | 0.46%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    784000 | PA      | $1069004.13   | 0.09%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1968000 | PA      | $1894965.62   | 0.16%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  34894000 | PA      | $4639478.74   | 0.39%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3025000 | PA      | $2152129.32   | 0.18%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  75000000 | PA      | $580207.81    | 0.05%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2779000 | PA      | $2748377.21   | 0.23%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1209000 | PA      | $1101621.66   | 0.09%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1063000 | PA      | $1143391.00   | 0.10%             | 2024-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3051000 | PA      | $3343099.10   | 0.28%             | 2024-03-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1410000 | PA      | $1508968.99   | 0.13%             | 2024-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1858000 | PA      | $1916505.12   | 0.16%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2318000 | PA      | $2423775.09   | 0.21%             | 2024-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    810000 | PA      | $1064516.25   | 0.09%             | 2036-03-07      | 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        |    848000 | PA      | $780243.78    | 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        |  12465000 | PA      | $1015272.44   | 0.09%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36000000 | PA      | $296283.33    | 0.03%             | 2026-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   8081000 | PA      | $2236585.93   | 0.19%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    890000 | PA      | $634363.84    | 0.05%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  45915000 | PA      | $4388567.08   | 0.37%             | 2025-05-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 482700000 | PA      | $3716899.40   | 0.32%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2681000 | PA      | $2403420.39   | 0.20%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  38104000 | PA      | $3552876.57   | 0.30%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1264484 | PA      | $1562053.64   | 0.13%             | 2026-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1891000 | PA      | $1982409.15   | 0.17%             | 2025-10-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 231300000 | PA      | $1622556.22   | 0.14%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1288000 | PA      | $1284266.93   | 0.11%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1354000 | PA      | $782545.45    | 0.07%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2166000 | PA      | $1632466.18   | 0.14%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 236650000 | PA      | $1986940.05   | 0.17%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    646000 | PA      | $394081.13    | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   3154000 | PA      | $3007463.72   | 0.26%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3006000 | PA      | $1960592.53   | 0.17%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45650000 | PA      | $408175.85    | 0.03%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1193000 | PA      | $1154005.29   | 0.10%             | 2046-10-31      | 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        |   2196000 | PA      | $2385997.42   | 0.20%             | 2024-10-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 115950000 | PA      | $887211.47    | 0.08%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1860000 | PA      | $1959818.92   | 0.17%             | 2024-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    691965 | PA      | $891221.79    | 0.08%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1121000 | PA      | $907002.78    | 0.08%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45000000 | PA      | $346399.57    | 0.03%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1182000 | PA      | $1271814.61   | 0.11%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1819000 | PA      | $1917745.80   | 0.16%             | 2024-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1214130 | PA      | $1440188.51   | 0.12%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  72400000 | PA      | $610225.79    | 0.05%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    638000 | PA      | $834223.41    | 0.07%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    940000 | PA      | $1092127.15   | 0.09%             | 2025-06-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2425000 | PA      | $2468404.69   | 0.21%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3404000 | PA      | $3375371.70   | 0.29%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3096000 | PA      | $2749536.22   | 0.23%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1438000 | PA      | $1560555.08   | 0.13%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3457000 | PA      | $2611563.78   | 0.22%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4016000 | PA      | $2691427.43   | 0.23%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2139000 | PA      | $1548912.19   | 0.13%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1270960 | PA      | $1102892.55   | 0.09%             | 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        |   2203000 | PA      | $2788968.36   | 0.24%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  43200000 | PA      | $388307.15    | 0.03%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 239050000 | PA      | $1837433.45   | 0.16%             | 2024-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4301000 | PA      | $2586249.13   | 0.22%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  51700000 | PA      | $441637.51    | 0.04%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89350000 | PA      | $638845.81    | 0.05%             | 2037-12-20      | 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        |   1029000 | PA      | $1073125.12   | 0.09%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3453000 | PA      | $2996386.96   | 0.25%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1198000 | PA      | $634954.56    | 0.05%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1214000 | PA      | $1197837.72   | 0.10%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 244400000 | PA      | $1511143.61   | 0.13%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 198300000 | PA      | $1690147.01   | 0.14%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1430000 | PA      | $1497694.59   | 0.13%             | 2025-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  16376000 | PA      | $1428831.27   | 0.12%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1929000 | PA      | $1943604.29   | 0.17%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1417000 | PA      | $1590712.04   | 0.14%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3098000 | PA      | $3484726.28   | 0.30%             | 2025-07-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3095000 | PA      | $2917759.47   | 0.25%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1999000 | PA      | $1414605.90   | 0.12%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1820000 | PA      | $2219328.86   | 0.19%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $419509.56    | 0.04%             | 2024-09-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1334000 | PA      | $1409769.35   | 0.12%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 387850000 | PA      | $2981080.09   | 0.25%             | 2024-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2450000 | PA      | $2509300.57   | 0.21%             | 2025-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3710000 | PA      | $2886249.29   | 0.25%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1516000 | PA      | $1742227.53   | 0.15%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    429000 | PA      | $334418.69    | 0.03%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3308000 | PA      | $2473133.55   | 0.21%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  64150000 | PA      | $515910.60    | 0.04%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0% 2031                              | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   4559000 | PA      | $3918465.25   | 0.33%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1297000 | PA      | $1369171.18   | 0.12%             | 2024-11-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.3% 2033                            | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2135100 | PA      | $2005727.01   | 0.17%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 107100000 | PA      | $777021.13    | 0.07%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3201000 | PA      | $3092230.11   | 0.26%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4815000 | PA      | $3014898.20   | 0.26%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3140000 | PA      | $3091744.62   | 0.26%             | 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        |   1497485 | PA      | $1816512.68   | 0.15%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   3214000 | PA      | $2839551.16   | 0.24%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1203000 | PA      | $1531417.39   | 0.13%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 196950000 | PA      | $1513820.96   | 0.13%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    599000 | PA      | $416479.56    | 0.04%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4957000 | PA      | $3323430.90   | 0.28%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2593000 | PA      | $1789263.48   | 0.15%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    993000 | PA      | $913345.04    | 0.08%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2524040 | PA      | $2575062.14   | 0.22%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58200000 | PA      | $342046.00    | 0.03%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2071000 | PA      | $1154338.06   | 0.10%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 197200000 | PA      | $1306672.52   | 0.11%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  87750000 | PA      | $673321.90    | 0.06%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    988000 | PA      | $907833.14    | 0.08%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2014000 | PA      | $1858158.67   | 0.16%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2498000 | PA      | $2667905.15   | 0.23%             | 2024-10-21      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1535000 | PA      | $1609167.07   | 0.14%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 136500000 | PA      | $782873.35    | 0.07%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1504000 | PA      | $1055642.54   | 0.09%             | 2024-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  72550000 | PA      | $622999.75    | 0.05%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  17945000 | PA      | $4857419.55   | 0.41%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39450000 | PA      | $338664.15    | 0.03%             | 2029-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1556910 | PA      | $1789750.16   | 0.15%             | 2026-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 101700000 | PA      | $865510.64    | 0.07%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     47000 | PA      | $32510.91     | 0.00%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1379967 | PA      | $1555490.96   | 0.13%             | 2026-01-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1331000 | PA      | $1283365.65   | 0.11%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1950000 | PA      | $2003303.85   | 0.17%             | 2026-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1356000 | PA      | $1680781.57   | 0.14%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  61300000 | PA      | $517328.39    | 0.04%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 111400000 | PA      | $1007431.20   | 0.09%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  74250000 | PA      | $591010.95    | 0.05%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 157050000 | PA      | $1327694.78   | 0.11%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087M92<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3088000 | PA      | $2237085.48   | 0.19%             | 2024-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1024003 | PA      | $1354852.34   | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  26530000 | PA      | $2476037.65   | 0.21%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2506000 | PA      | $1955573.38   | 0.17%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   4243000 | PA      | $3145368.39   | 0.27%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 109700000 | PA      | $843349.56    | 0.07%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    959000 | PA      | $902256.70    | 0.08%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   6710000 | PA      | $1837229.75   | 0.16%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    738999 | PA      | $353818.68    | 0.03%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 167250000 | PA      | $1468212.54   | 0.12%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    610000 | PA      | $408196.38    | 0.03%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $567747.17    | 0.05%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2416000 | PA      | $1285225.98   | 0.11%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 119100000 | PA      | $718232.52    | 0.06%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 128450000 | PA      | $763298.82    | 0.06%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    731000 | PA      | $425192.29    | 0.04%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    795000 | PA      | $1062482.23   | 0.09%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1401000 | PA      | $843339.14    | 0.07%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    598000 | PA      | $706025.86    | 0.06%             | 2025-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1824000 | PA      | $2277213.94   | 0.19%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1381000 | PA      | $1275280.62   | 0.11%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1994000 | PA      | $1799689.08   | 0.15%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  76600000 | PA      | $647638.24    | 0.06%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2929000 | PA      | $2939393.44   | 0.25%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    823000 | PA      | $755952.91    | 0.06%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    852000 | PA      | $784350.25    | 0.07%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1258000 | PA      | $991195.97    | 0.08%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1134000 | PA      | $1125523.07   | 0.10%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    947000 | PA      | $700569.52    | 0.06%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    560000 | PA      | $578668.37    | 0.05%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 203700000 | PA      | $1423231.78   | 0.12%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     40000 | PA      | $41899.64     | 0.00%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2441000 | PA      | $2245271.20   | 0.19%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 250900000 | PA      | $1866527.15   | 0.16%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    116000 | PA      | $146528.60    | 0.01%             | 2027-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    230000 | PA      | $21749.23     | 0.00%             | 2023-11-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1165368 | PA      | $1394771.05   | 0.12%             | 2024-04-22      | Fixed         | 1.00%                 | 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        |    570000 | NS      | $570000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    948000 | PA      | $1239917.69   | 0.11%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2459000 | PA      | $1731519.32   | 0.15%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2804000 | PA      | $2081098.85   | 0.18%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    322000 | PA      | $364226.90    | 0.03%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2048000 | PA      | $2146998.38   | 0.18%             | 2024-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 160900000 | PA      | $1370873.19   | 0.12%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 104500000 | PA      | $599591.48    | 0.05%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  29903000 | PA      | $4263866.18   | 0.36%             | 2025-11-15      | 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        |   2604000 | PA      | $2243519.50   | 0.19%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    662000 | PA      | $472338.28    | 0.04%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  69450000 | PA      | $534663.36    | 0.05%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0.4% 2035                            | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1923000 | PA      | $1547454.76   | 0.13%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1516000 | PA      | $1558940.12   | 0.13%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   6481000 | PA      | $1579545.68   | 0.13%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer