# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-25-157981
**Filing Date:** 2025-6
**Character Count:** 362124
**Document Hash:** 78abe8392f509a85ffa251ca43230ba4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157981.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 251077060

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $841473692.00

**Total Liabilities:** $269060.95

**Net Assets:** $841204631.05

**Cash Not Reported:** $2004800.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.10000000 | **1-Year:** 11031.02000000 | **5-Year:** 93830.45000000 | **10-Year:** 99107.84000000 | **30-Year:** 105715.91000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069477 | 1.00%                | 1.38%                | 5.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1904374.75             | $5429316.17                                |
| Month 2  | $-2298675.98             | $8062745.09                                |
| Month 3  | $-640943.35              | $31211399.23                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1305000 | PA      | $842170.62    | 0.10%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30500000 | PA      | $148696.57    | 0.02%             | 2046-09-20      | 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        |    307000 | PA      | $350181.35    | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   6207000 | PA      | $1759089.61   | 0.21%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    791000 | PA      | $1012731.96   | 0.12%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    579000 | PA      | $633422.38    | 0.08%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    448000 | PA      | $418143.28    | 0.05%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1443000 | PA      | $1785324.85   | 0.21%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2377000 | PA      | $2565955.46   | 0.31%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   6443000 | PA      | $922202.66    | 0.11%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     57000 | PA      | $49472.91     | 0.01%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    827000 | PA      | $978817.20    | 0.12%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1308000 | PA      | $1485917.42   | 0.18%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1379000 | PA      | $1524739.28   | 0.18%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26050000 | PA      | $161530.77    | 0.02%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  57900000 | PA      | $362796.27    | 0.04%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    656000 | PA      | $590618.41    | 0.07%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  46600000 | PA      | $240923.11    | 0.03%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22550000 | PA      | $169318.99    | 0.02%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  63400000 | PA      | $464543.12    | 0.06%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    489000 | PA      | $424425.47    | 0.05%             | 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        |    472000 | PA      | $398381.05    | 0.05%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                         | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    335000 | PA      | $238785.80    | 0.03%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    255000 | PA      | $255742.70    | 0.03%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36150000 | PA      | $253482.34    | 0.03%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  33400000 | PA      | $224280.84    | 0.03%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    196000 | PA      | $221352.60    | 0.03%             | 2046-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2045000 | PA      | $2016205.99   | 0.24%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36600000 | PA      | $268748.13    | 0.03%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1729000 | PA      | $886164.03    | 0.11%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26150000 | PA      | $175679.42    | 0.02%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1260000 | PA      | $1156329.97   | 0.14%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1132000 | PA      | $1121319.00   | 0.13%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  95350000 | PA      | $660021.00    | 0.08%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    456000 | PA      | $326311.56    | 0.04%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1670000 | PA      | $1645729.32   | 0.20%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    830000 | PA      | $748109.61    | 0.09%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  49850000 | PA      | $342566.22    | 0.04%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1992000 | PA      | $695917.26    | 0.08%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  53900000 | PA      | $396450.37    | 0.05%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  49700000 | PA      | $311186.38    | 0.04%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  79700000 | PA      | $551171.93    | 0.07%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    718000 | PA      | $864518.43    | 0.10%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  77950000 | PA      | $534544.66    | 0.06%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1109000 | PA      | $916996.16    | 0.11%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    586000 | PA      | $730839.54    | 0.09%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    671000 | PA      | $819490.76    | 0.10%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1531000 | PA      | $1585617.81   | 0.19%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3078000 | PA      | $1508067.92   | 0.18%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    571000 | PA      | $610259.73    | 0.07%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    465000 | PA      | $591447.26    | 0.07%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  48400000 | PA      | $350600.42    | 0.04%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58550000 | PA      | $435267.53    | 0.05%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     81000 | PA      | $89640.48     | 0.01%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    626000 | PA      | $455638.14    | 0.05%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1036000 | PA      | $1379159.23   | 0.16%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    211000 | PA      | $96817.11     | 0.01%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  97500000 | PA      | $449210.55    | 0.05%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1824000 | PA      | $1793978.45   | 0.21%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    965000 | PA      | $1233491.74   | 0.15%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     48000 | PA      | $54502.42     | 0.01%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 101950000 | PA      | $712537.66    | 0.08%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1735000 | PA      | $2039398.28   | 0.24%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2369000 | PA      | $1274335.35   | 0.15%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1086540 | PA      | $1203438.61   | 0.14%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39550000 | PA      | $191736.45    | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  73350000 | PA      | $539628.84    | 0.06%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    770000 | PA      | $707037.73    | 0.08%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22450000 | PA      | $127249.64    | 0.02%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    336000 | PA      | $347826.80    | 0.04%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  63900000 | PA      | $340317.33    | 0.04%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    543000 | PA      | $580074.97    | 0.07%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1808690 | PA      | $2401645.03   | 0.29%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    773000 | PA      | $583544.14    | 0.07%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    304000 | PA      | $350537.30    | 0.04%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    975000 | PA      | $1110096.08   | 0.13%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2471000 | PA      | $2849660.54   | 0.34%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2358000 | PA      | $1437932.34   | 0.17%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 118550000 | PA      | $719815.24    | 0.09%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3031000 | PA      | $1867089.54   | 0.22%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1957000 | PA      | $963107.58    | 0.11%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2067381 | PA      | $2619564.61   | 0.31%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    576000 | PA      | $675681.27    | 0.08%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  17150000 | PA      | $125773.86    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   9967000 | PA      | $3048360.00   | 0.36%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    596000 | PA      | $638307.93    | 0.08%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  94000000 | PA      | $421277.52    | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 223600000 | PA      | $1560133.11   | 0.19%             | 2026-08-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    470000 | PA      | $475923.23    | 0.06%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  11527000 | PA      | $1059029.41   | 0.13%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1942000 | PA      | $1002485.05   | 0.12%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2899000 | PA      | $1632356.21   | 0.19%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  59300000 | PA      | $242948.34    | 0.03%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2599000 | PA      | $1614629.74   | 0.19%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  50550000 | PA      | $346648.27    | 0.04%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  75300000 | PA      | $517762.55    | 0.06%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24850000 | PA      | $182772.11    | 0.02%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  23850000 | PA      | $172960.04    | 0.02%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1231000 | PA      | $475313.87    | 0.06%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    639275 | PA      | $802463.26    | 0.10%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1580000 | PA      | $1670120.40   | 0.20%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    109000 | PA      | $121776.67    | 0.01%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  60650000 | PA      | $416783.17    | 0.05%             | 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        |  14860000 | PA      | $1265901.05   | 0.15%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    817000 | PA      | $933363.18    | 0.11%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  82950000 | PA      | $306012.28    | 0.04%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    150000 | PA      | $167342.13    | 0.02%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  38700000 | PA      | $257391.00    | 0.03%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    852000 | PA      | $567995.88    | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89050000 | PA      | $561803.48    | 0.07%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1418480 | PA      | $1754120.20   | 0.21%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2200000 | PA      | $15939.61     | 0.00%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    767000 | PA      | $876794.87    | 0.10%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  30990516 | PA      | $5789897.57   | 0.69%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    663000 | PA      | $781527.04    | 0.09%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1696000 | PA      | $1803730.02   | 0.21%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1064000 | PA      | $1113505.05   | 0.13%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2162000 | PA      | $1282582.98   | 0.15%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1773000 | PA      | $1723933.28   | 0.20%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  12750000 | PA      | $95382.45     | 0.01%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    433000 | PA      | $494301.31    | 0.06%             | 2028-09-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70600000 | PA      | $394812.90    | 0.05%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    798000 | PA      | $518289.69    | 0.06%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    611000 | PA      | $737326.80    | 0.09%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 193100000 | PA      | $1304863.32   | 0.16%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  23450000 | PA      | $171809.22    | 0.02%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    570033 | PA      | $650061.09    | 0.08%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1487000 | PA      | $879688.17    | 0.10%             | 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        |    800000 | PA      | $518301.77    | 0.06%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2432000 | PA      | $2790082.12   | 0.33%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1079655 | PA      | $1165137.83   | 0.14%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  15350000 | PA      | $112552.71    | 0.01%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    602000 | PA      | $476207.30    | 0.06%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  85350000 | PA      | $495254.45    | 0.06%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    829000 | PA      | $649699.63    | 0.08%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    610000 | PA      | $630033.91    | 0.07%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    571000 | PA      | $762489.91    | 0.09%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7400000 | PA      | $53944.75     | 0.01%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1464000 | PA      | $812661.64    | 0.10%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30850000 | PA      | $222794.05    | 0.03%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    873000 | PA      | $1023854.43   | 0.12%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    674000 | PA      | $775048.96    | 0.09%             | 2026-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  50900000 | PA      | $319458.20    | 0.04%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    786000 | PA      | $653034.40    | 0.08%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    387000 | PA      | $314911.29    | 0.04%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2771000 | PA      | $2736629.68   | 0.33%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1031000 | PA      | $1188013.21   | 0.14%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2380000 | PA      | $1494400.31   | 0.18%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45850000 | PA      | $319240.81    | 0.04%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2085000 | PA      | $2304360.68   | 0.27%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    649000 | PA      | $527211.55    | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    488000 | PA      | $363295.58    | 0.04%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1540000 | PA      | $1407883.96   | 0.17%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    265000 | PA      | $283811.41    | 0.03%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2628000 | PA      | $2991123.66   | 0.36%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2334290 | PA      | $2622188.64   | 0.31%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    920000 | PA      | $909380.80    | 0.11%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 237150000 | PA      | $1322188.38   | 0.16%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    260000 | PA      | $291684.08    | 0.03%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    839000 | PA      | $660594.70    | 0.08%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3719000 | PA      | $1915311.00   | 0.23%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34700000 | PA      | $252515.43    | 0.03%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    796000 | PA      | $568262.93    | 0.07%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1408000 | PA      | $1429805.98   | 0.17%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    286000 | PA      | $214925.49    | 0.03%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3056000 | PA      | $1642379.93   | 0.20%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    313000 | PA      | $345749.57    | 0.04%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1245000 | PA      | $1162027.64   | 0.14%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3548000 | PA      | $2173519.29   | 0.26%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    715516 | PA      | $967507.64    | 0.12%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2149000 | PA      | $1358261.80   | 0.16%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  44200000 | PA      | $316602.83    | 0.04%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  19000000 | PA      | $147269.27    | 0.02%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    604000 | PA      | $679487.12    | 0.08%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1064000 | PA      | $1166817.81   | 0.14%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  77150000 | PA      | $348027.55    | 0.04%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3950000 | PA      | $28934.07     | 0.00%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1053000 | PA      | $772874.46    | 0.09%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    802000 | PA      | $773536.16    | 0.09%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    721000 | PA      | $613327.94    | 0.07%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  54850000 | PA      | $365789.43    | 0.04%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    934000 | PA      | $1186940.84   | 0.14%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3268940 | PA      | $3595086.32   | 0.43%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    695000 | PA      | $823693.69    | 0.10%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 192150000 | PA      | $1283163.67   | 0.15%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    528000 | PA      | $627356.27    | 0.07%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    795000 | PA      | $927333.93    | 0.11%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  88300000 | PA      | $562772.00    | 0.07%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1770000 | PA      | $1388042.65   | 0.17%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 215600000 | PA      | $1492236.09   | 0.18%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  51650000 | PA      | $253217.94    | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    319000 | PA      | $315317.91    | 0.04%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    194000 | PA      | $115908.28    | 0.01%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  13050000 | PA      | $95135.94     | 0.01%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36900000 | PA      | $255368.23    | 0.03%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    799000 | PA      | $495061.41    | 0.06%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  29850000 | PA      | $220010.66    | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2300000 | PA      | $1354493.60   | 0.16%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1785000 | PA      | $1905460.79   | 0.23%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  32100000 | PA      | $213418.53    | 0.03%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  56100000 | PA      | $410273.92    | 0.05%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    764000 | PA      | $613897.58    | 0.07%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1405000 | PA      | $1482785.77   | 0.18%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  67800000 | PA      | $494340.62    | 0.06%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    380000 | PA      | $443354.64    | 0.05%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  12700000 | PA      | $1466764.26   | 0.17%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1721000 | PA      | $1132887.35   | 0.13%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 215850000 | PA      | $1462505.28   | 0.17%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1775000 | PA      | $1992712.37   | 0.24%             | 2026-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1073000 | PA      | $1225516.10   | 0.15%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    525000 | PA      | $631547.71    | 0.08%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30250000 | PA      | $223889.77    | 0.03%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 127800000 | PA      | $921119.97    | 0.11%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  66200000 | PA      | $393329.30    | 0.05%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 120200000 | PA      | $584682.46    | 0.07%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   8944000 | PA      | $1798138.60   | 0.21%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    150000 | PA      | $112723.16    | 0.01%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   7040000 | PA      | $1361182.61   | 0.16%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    178000 | PA      | $195158.38    | 0.02%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 230700000 | PA      | $1610737.14   | 0.19%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    740000 | PA      | $813739.62    | 0.10%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1308000 | PA      | $1407368.88   | 0.17%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    570000 | PA      | $562075.73    | 0.07%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    594000 | PA      | $689185.59    | 0.08%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  19150000 | PA      | $147850.64    | 0.02%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    414000 | PA      | $152279.72    | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40050000 | PA      | $269775.88    | 0.03%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  49850000 | PA      | $369935.25    | 0.04%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40300000 | PA      | $300370.01    | 0.04%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   9563000 | PA      | $2476477.87   | 0.29%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  66900000 | PA      | $371304.83    | 0.04%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20600000 | PA      | $159917.26    | 0.02%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    839000 | PA      | $1134572.52   | 0.13%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1279000 | PA      | $1518246.43   | 0.18%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    451000 | PA      | $312880.20    | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    763000 | PA      | $844383.25    | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  29400000 | PA      | $195021.23    | 0.02%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1425000 | PA      | $1557811.06   | 0.19%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    638000 | PA      | $795320.56    | 0.09%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    670000 | PA      | $712490.13    | 0.08%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1581000 | PA      | $1773126.29   | 0.21%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1034000 | PA      | $893803.19    | 0.11%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    684000 | PA      | $767818.44    | 0.09%             | 2027-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    539000 | PA      | $627337.04    | 0.07%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2892000 | PA      | $1670418.76   | 0.20%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  53000000 | PA      | $380570.99    | 0.05%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    593723 | PA      | $837352.63    | 0.10%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    443000 | PA      | $515013.16    | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1268000 | PA      | $852446.25    | 0.10%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1052000 | PA      | $1131920.53   | 0.13%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    791000 | PA      | $598692.15    | 0.07%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 114500000 | PA      | $701999.20    | 0.08%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24750000 | PA      | $188861.99    | 0.02%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42900000 | PA      | $287548.22    | 0.03%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1058000 | PA      | $1288687.24   | 0.15%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1871000 | PA      | $2067824.77   | 0.25%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  79050000 | PA      | $538698.83    | 0.06%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2535930 | PA      | $2561989.43   | 0.30%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  16150000 | PA      | $118907.74    | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1997000 | PA      | $1840835.52   | 0.22%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30750000 | PA      | $187022.71    | 0.02%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    991000 | PA      | $1128380.40   | 0.13%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    410000 | PA      | $407552.71    | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  19250000 | PA      | $130733.86    | 0.02%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1627000 | PA      | $1348465.35   | 0.16%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   5177000 | PA      | $3438526.45   | 0.41%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   3138000 | PA      | $2933135.54   | 0.35%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    476000 | PA      | $565918.23    | 0.07%             | 2026-07-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1961000 | PA      | $2174756.86   | 0.26%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3400000 | PA      | $25113.82     | 0.00%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2500000 | PA      | $18449.08     | 0.00%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1166000 | PA      | $1324073.87   | 0.16%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    489000 | PA      | $556251.77    | 0.07%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    618000 | PA      | $672587.62    | 0.08%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    885000 | PA      | $929846.08    | 0.11%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1303794 | PA      | $1621395.58   | 0.19%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1939000 | PA      | $2123670.12   | 0.25%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   5394000 | PA      | $505003.75    | 0.06%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    821000 | PA      | $519381.06    | 0.06%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1212726 | PA      | $1399115.88   | 0.17%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    895000 | PA      | $1010747.06   | 0.12%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3219000 | PA      | $2327085.29   | 0.28%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1050000 | PA      | $7655.42      | 0.00%             | 2028-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1135000 | PA      | $715796.69    | 0.09%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    802000 | PA      | $864508.88    | 0.10%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 133650000 | PA      | $921958.79    | 0.11%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2100000 | PA      | $14472.49     | 0.00%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  68850000 | PA      | $511646.32    | 0.06%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  49400000 | PA      | $381887.77    | 0.05%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1127000 | PA      | $1277945.76   | 0.15%             | 2026-04-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    848000 | PA      | $377154.03    | 0.04%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34550000 | PA      | $229062.30    | 0.03%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1171000 | PA      | $1313700.24   | 0.16%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34000000 | PA      | $247454.75    | 0.03%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  52100000 | PA      | $393071.14    | 0.05%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    577000 | PA      | $561731.36    | 0.07%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    797035 | PA      | $1079713.54   | 0.13%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    406000 | PA      | $405474.70    | 0.05%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    590000 | PA      | $630056.93    | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    473000 | PA      | $336562.18    | 0.04%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  62350000 | PA      | $432167.74    | 0.05%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 238600000 | PA      | $1316521.98   | 0.16%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  52650000 | PA      | $348087.27    | 0.04%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    707600 | PA      | $552225.70    | 0.07%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4458000 | PA      | $3244871.68   | 0.39%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  35250000 | PA      | $266667.80    | 0.03%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1184000 | PA      | $1475853.72   | 0.18%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    492000 | PA      | $548882.18    | 0.07%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    488000 | PA      | $566947.70    | 0.07%             | 2026-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 131600000 | PA      | $921209.20    | 0.11%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    635000 | PA      | $805136.50    | 0.10%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1454000 | PA      | $1936555.66   | 0.23%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    473000 | PA      | $506365.10    | 0.06%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1481000 | PA      | $1717011.00   | 0.20%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  99650000 | PA      | $345164.80    | 0.04%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    473000 | PA      | $562051.45    | 0.07%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2517000 | PA      | $2807758.55   | 0.33%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    696000 | PA      | $743300.74    | 0.09%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2226000 | PA      | $872571.92    | 0.10%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    699000 | PA      | $785189.17    | 0.09%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    988000 | PA      | $712596.91    | 0.08%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    761000 | PA      | $791756.86    | 0.09%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2881000 | PA      | $2280690.57   | 0.27%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  57550000 | PA      | $325400.21    | 0.04%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 107150000 | PA      | $744691.75    | 0.09%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    683000 | PA      | $755438.02    | 0.09%             | 2026-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1192000 | PA      | $1373043.82   | 0.16%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    793000 | PA      | $510712.23    | 0.06%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    759000 | PA      | $471772.87    | 0.06%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    638000 | PA      | $747862.20    | 0.09%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1399000 | PA      | $1763471.35   | 0.21%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    710000 | PA      | $779156.57    | 0.09%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    452000 | PA      | $513420.78    | 0.06%             | 2026-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 112150000 | PA      | $484438.11    | 0.06%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1438000 | PA      | $1747395.10   | 0.21%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    805000 | PA      | $971484.34    | 0.12%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    397000 | PA      | $404452.67    | 0.05%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    787000 | PA      | $966592.28    | 0.11%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    742000 | PA      | $293865.05    | 0.03%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1256000 | PA      | $957059.97    | 0.11%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    524000 | PA      | $570753.61    | 0.07%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  14698000 | PA      | $1329522.36   | 0.16%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34850000 | PA      | $209660.60    | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    340000 | PA      | $276619.32    | 0.03%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  69850000 | PA      | $480068.53    | 0.06%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    499345 | PA      | $572923.99    | 0.07%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2781000 | PA      | $2054724.48   | 0.24%             | 2026-08-01      | 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        |   1182000 | PA      | $1521137.29   | 0.18%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    486000 | PA      | $541661.61    | 0.06%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4000 | PA      | $4453.50      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    604000 | PA      | $625260.07    | 0.07%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  16250000 | PA      | $117468.70    | 0.01%             | 2027-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6650000 | PA      | $49315.02     | 0.01%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    513000 | PA      | $624622.51    | 0.07%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     72000 | PA      | $79574.23     | 0.01%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  51550000 | PA      | $377020.22    | 0.04%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    914000 | PA      | $83972.66     | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    378000 | PA      | $423705.28    | 0.05%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  18950000 | PA      | $138917.63    | 0.02%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1019000 | PA      | $1064417.69   | 0.13%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    391000 | PA      | $456188.59    | 0.05%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  77250000 | PA      | $463067.77    | 0.06%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1244000 | PA      | $1009400.89   | 0.12%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    822000 | PA      | $849154.81    | 0.10%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3100000 | PA      | $22428.71     | 0.00%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    420000 | PA      | $346560.89    | 0.04%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2425000 | PA      | $1910926.23   | 0.23%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2162000 | PA      | $2456080.63   | 0.29%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1000000 | PA      | $979496.54    | 0.12%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    532000 | PA      | $765645.64    | 0.09%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3195000 | PA      | $2507662.81   | 0.30%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    834000 | PA      | $825100.95    | 0.10%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    527000 | PA      | $531473.24    | 0.06%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58800000 | PA      | $381200.67    | 0.05%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10750000 | PA      | $64530.83     | 0.01%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  20135000 | PA      | $2014104.12   | 0.24%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  93800000 | PA      | $546281.02    | 0.06%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    657000 | PA      | $720160.58    | 0.09%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3067000 | PA      | $1778931.49   | 0.21%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2177000 | PA      | $1387170.63   | 0.16%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1865000 | PA      | $1055977.74   | 0.13%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26050000 | PA      | $176346.73    | 0.02%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1431000 | PA      | $1115568.64   | 0.13%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 139650000 | PA      | $989241.22    | 0.12%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    365000 | PA      | $414445.52    | 0.05%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  31960000 | PA      | $3130297.74   | 0.37%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    479000 | PA      | $543492.76    | 0.06%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22000000 | PA      | $112783.47    | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    719000 | PA      | $815847.19    | 0.10%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2451000 | PA      | $2827151.03   | 0.34%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  35900000 | PA      | $231984.10    | 0.03%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1103000 | PA      | $1175061.88   | 0.14%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    908000 | PA      | $639136.89    | 0.08%             | 2032-12-01      | 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        |    802000 | PA      | $940409.37    | 0.11%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2016000 | PA      | $1513330.74   | 0.18%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    669000 | PA      | $762453.58    | 0.09%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     28000 | PA      | $23993.56     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2265000 | PA      | $2595850.54   | 0.31%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    664000 | PA      | $713951.36    | 0.08%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1011000 | PA      | $1073031.24   | 0.13%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    513000 | PA      | $592735.03    | 0.07%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70600000 | PA      | $520523.16    | 0.06%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 102050000 | PA      | $457569.13    | 0.05%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1936000 | PA      | $999387.77    | 0.12%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     66000 | PA      | $48129.83     | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    540000 | PA      | $617834.47    | 0.07%             | 2027-02-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  78200000 | PA      | $566919.92    | 0.07%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   7131000 | PA      | $657544.36    | 0.08%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  97900000 | PA      | $534293.80    | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  18534000 | PA      | $1504632.26   | 0.18%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2757000 | PA      | $1681829.37   | 0.20%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  61050000 | PA      | $308734.18    | 0.04%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    511760 | PA      | $555166.67    | 0.07%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22500000 | PA      | $169650.13    | 0.02%             | 2033-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    924000 | PA      | $1136714.00   | 0.14%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    573000 | PA      | $635277.54    | 0.08%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     90000 | PA      | $53771.88     | 0.01%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    886000 | PA      | $1019664.47   | 0.12%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2121000 | PA      | $1408684.37   | 0.17%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1046000 | PA      | $1202715.20   | 0.14%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    393000 | PA      | $483670.67    | 0.06%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    932000 | PA      | $642253.28    | 0.08%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    370000 | PA      | $281936.46    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1594000 | PA      | $1993563.14   | 0.24%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    954000 | PA      | $481643.36    | 0.06%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    774000 | PA      | $662258.13    | 0.08%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  83700000 | PA      | $577142.47    | 0.07%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    670000 | PA      | $762569.60    | 0.09%             | 2026-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  88150000 | PA      | $548042.94    | 0.07%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30750000 | PA      | $162580.57    | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    503000 | PA      | $557487.69    | 0.07%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1940000 | PA      | $2214762.40   | 0.26%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  38050000 | PA      | $197845.10    | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    251000 | PA      | $272925.14    | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    659178 | PA      | $761311.76    | 0.09%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1561000 | PA      | $1796549.94   | 0.21%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    616000 | PA      | $455136.69    | 0.05%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30150000 | PA      | $208317.14    | 0.02%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    653069 | PA      | $806465.99    | 0.10%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    504000 | PA      | $414159.04    | 0.05%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    777000 | PA      | $904122.95    | 0.11%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3502000 | PA      | $2190693.18   | 0.26%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    375000 | PA      | $391967.69    | 0.05%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    620000 | PA      | $716330.38    | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 206300000 | PA      | $1209433.39   | 0.14%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2491000 | PA      | $2795094.07   | 0.33%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  64800000 | PA      | $294110.78    | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1393000 | PA      | $1083214.55   | 0.13%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 100650000 | PA      | $694821.49    | 0.08%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1173000 | PA      | $1249355.77   | 0.15%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24300000 | PA      | $175094.94    | 0.02%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1019000 | PA      | $1136885.90   | 0.14%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 101750000 | PA      | $719480.24    | 0.09%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2043000 | PA      | $1610160.68   | 0.19%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    993000 | PA      | $1055782.94   | 0.13%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    926000 | PA      | $955499.48    | 0.11%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 132400000 | PA      | $596624.14    | 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        |   1726000 | PA      | $2160215.42   | 0.26%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    357000 | PA      | $403978.72    | 0.05%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1861000 | PA      | $2081186.15   | 0.25%             | 2026-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    521000 | PA      | $561510.40    | 0.07%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    892000 | PA      | $1030540.92   | 0.12%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    273000 | PA      | $193698.11    | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  53300000 | PA      | $355426.53    | 0.04%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1127000 | PA      | $1295618.02   | 0.15%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1265000 | PA      | $1238647.54   | 0.15%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1323000 | PA      | $1347835.97   | 0.16%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1559000 | PA      | $1231617.22   | 0.15%             | 2042-04-11      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 306700000 | PA      | $2074761.79   | 0.25%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2239000 | PA      | $2558773.08   | 0.30%             | 2026-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2140000 | PA      | $1188162.38   | 0.14%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1020000 | PA      | $1139110.87   | 0.14%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1429000 | PA      | $1757254.49   | 0.21%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    809000 | PA      | $595764.92    | 0.07%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 110750000 | PA      | $647234.53    | 0.08%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1083000 | PA      | $1142001.75   | 0.14%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1038000 | PA      | $699542.22    | 0.08%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    420000 | PA      | $487752.48    | 0.06%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 106700000 | PA      | $744429.89    | 0.09%             | 2026-05-01      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    497000 | PA      | $515787.76    | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1015000 | PA      | $1087314.79   | 0.13%             | 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        |    215000 | PA      | $146597.20    | 0.02%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    891000 | PA      | $598998.11    | 0.07%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1582000 | PA      | $1000804.92   | 0.12%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1116000 | PA      | $685047.63    | 0.08%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    578000 | PA      | $586794.52    | 0.07%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $7326.69      | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    620000 | PA      | $689864.06    | 0.08%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bond                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1575000 | PA      | $1013688.88   | 0.12%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1420000 | PA      | $1039259.54   | 0.12%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  47800000 | PA      | $330795.52    | 0.04%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  71250000 | PA      | $399210.29    | 0.05%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    401000 | PA      | $396966.19    | 0.05%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42850000 | PA      | $292412.74    | 0.03%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    433000 | PA      | $311842.91    | 0.04%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 291200000 | PA      | $2020436.76   | 0.24%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2522000 | PA      | $1373123.44   | 0.16%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34300000 | PA      | $151351.33    | 0.02%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 108600000 | PA      | $718888.25    | 0.09%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1345000 | PA      | $1525878.04   | 0.18%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |   6453000 | PA      | $923633.98    | 0.11%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  14550000 | PA      | $100934.14    | 0.01%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37200000 | PA      | $272581.45    | 0.03%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 140850000 | PA      | $810384.98    | 0.10%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  51450000 | PA      | $338800.66    | 0.04%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    635000 | PA      | $591529.79    | 0.07%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1595000 | PA      | $1921273.12   | 0.23%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1238000 | PA      | $1588177.88   | 0.19%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25950000 | PA      | $190283.67    | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    367000 | PA      | $141706.09    | 0.02%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1639000 | PA      | $1609442.52   | 0.19%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    746000 | PA      | $551685.51    | 0.07%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2634000 | PA      | $2107250.13   | 0.25%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1342000 | PA      | $1445791.40   | 0.17%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  51250000 | PA      | $359033.17    | 0.04%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22150000 | PA      | $170492.10    | 0.02%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2408000 | PA      | $3242839.40   | 0.39%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    863000 | PA      | $1021448.71   | 0.12%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    423000 | PA      | $266307.19    | 0.03%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    990000 | PA      | $1255080.93   | 0.15%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55750000 | PA      | $345671.06    | 0.04%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $107669.01    | 0.01%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  68650000 | PA      | $472949.43    | 0.06%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    851103 | PA      | $1096059.59   | 0.13%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1543000 | PA      | $1176046.56   | 0.14%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    974000 | PA      | $1214975.29   | 0.14%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80100000 | PA      | $411782.79    | 0.05%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1761000 | PA      | $1895401.76   | 0.23%             | 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        |    962000 | PA      | $926767.78    | 0.11%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2683000 | PA      | $2955123.92   | 0.35%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  46800000 | PA      | $336129.92    | 0.04%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    320000 | PA      | $241855.10    | 0.03%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  52350000 | PA      | $346228.36    | 0.04%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    285000 | PA      | $98408.46     | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37200000 | PA      | $256708.10    | 0.03%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  31850000 | PA      | $230530.47    | 0.03%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2362000 | PA      | $2663189.93   | 0.32%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    520000 | PA      | $598256.93    | 0.07%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    787000 | PA      | $757107.11    | 0.09%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    851000 | PA      | $857383.01    | 0.10%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    108000 | PA      | $76847.18     | 0.01%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 115950000 | PA      | $804497.40    | 0.10%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1212000 | PA      | $1648668.63   | 0.20%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    768000 | PA      | $871247.23    | 0.10%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  14050000 | PA      | $103654.37    | 0.01%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    670000 | PA      | $766023.09    | 0.09%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1399000 | PA      | $1417338.39   | 0.17%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $43067.60     | 0.01%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    301000 | PA      | $298159.91    | 0.04%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1040000 | PA      | $602773.52    | 0.07%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  19206000 | PA      | $1811493.88   | 0.22%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1900000 | PA      | $13621.58     | 0.00%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    707000 | PA      | $356941.15    | 0.04%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    330000 | PA      | $302387.87    | 0.04%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 120750000 | PA      | $443721.20    | 0.05%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    668000 | PA      | $756055.51    | 0.09%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  27450000 | PA      | $210941.48    | 0.03%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2922000 | PA      | $3293357.54   | 0.39%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1605000 | PA      | $1630038.78   | 0.19%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    690000 | PA      | $787771.67    | 0.09%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    707000 | PA      | $524172.14    | 0.06%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1394000 | PA      | $779316.26    | 0.09%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  50550000 | PA      | $299630.19    | 0.04%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    433000 | PA      | $461249.78    | 0.05%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1375000 | PA      | $838119.04    | 0.10%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1490000 | PA      | $1709249.16   | 0.20%             | 2026-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1040000 | PA      | $1002146.75   | 0.12%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    540000 | PA      | $621108.92    | 0.07%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    549000 | PA      | $433099.12    | 0.05%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    124000 | PA      | $156926.05    | 0.02%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  77950000 | PA      | $337516.19    | 0.04%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  43650000 | PA      | $306642.93    | 0.04%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1435000 | PA      | $881796.17    | 0.10%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    841000 | PA      | $970667.14    | 0.12%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 147850000 | PA      | $992015.80    | 0.12%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    543034 | PA      | $755617.07    | 0.09%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    721830 | PA      | $830482.01    | 0.10%             | 2026-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    295000 | PA      | $344706.89    | 0.04%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1921000 | PA      | $1588557.13   | 0.19%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1031940 | PA      | $1192063.73   | 0.14%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  64350000 | PA      | $362926.26    | 0.04%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2990000 | PA      | $2259657.99   | 0.27%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1625000 | PA      | $1780501.15   | 0.21%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  84600000 | PA      | $554302.18    | 0.07%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    726000 | PA      | $700233.48    | 0.08%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2058000 | PA      | $2673006.17   | 0.32%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  63150000 | PA      | $465122.85    | 0.06%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    457000 | PA      | $620859.70    | 0.07%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1189000 | PA      | $1345365.00   | 0.16%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    295000 | PA      | $158864.33    | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   6444000 | PA      | $1559017.17   | 0.19%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  43150000 | PA      | $318253.13    | 0.04%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    154000 | PA      | $168804.76    | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 133050000 | PA      | $939362.03    | 0.11%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2199000 | PA      | $1270827.56   | 0.15%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    541000 | PA      | $597728.06    | 0.07%             | 2027-02-15      | 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        |    563000 | PA      | $665469.58    | 0.08%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1110000 | PA      | $1220620.37   | 0.15%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    801000 | PA      | $708190.68    | 0.08%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    468000 | PA      | $262277.10    | 0.03%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  96700000 | PA      | $613765.68    | 0.07%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1371000 | PA      | $1595119.37   | 0.19%             | 2029-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     86000 | PA      | $98317.56     | 0.01%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    655000 | PA      | $764423.11    | 0.09%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1424000 | PA      | $1279928.59   | 0.15%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2459000 | PA      | $1834262.25   | 0.22%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    347000 | PA      | $384802.28    | 0.05%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26600000 | PA      | $132019.57    | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 173000000 | PA      | $1022911.81   | 0.12%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    930000 | PA      | $1069217.28   | 0.13%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    550000 | PA      | $741927.83    | 0.09%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    593000 | PA      | $380098.98    | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   3269000 | PA      | $3437762.55   | 0.41%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    776000 | PA      | $492295.08    | 0.06%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    914000 | PA      | $1238588.46   | 0.15%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  33650000 | PA      | $172003.79    | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2035000 | PA      | $1591805.95   | 0.19%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26400000 | PA      | $182702.48    | 0.02%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1206000 | PA      | $1393043.67   | 0.17%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2137000 | PA      | $2526937.03   | 0.30%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 163050000 | PA      | $1138339.43   | 0.14%             | 2026-06-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    645000 | PA      | $596366.10    | 0.07%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1389100 | PA      | $1722509.24   | 0.20%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   2464000 | PA      | $2687505.68   | 0.32%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    890000 | PA      | $1127237.66   | 0.13%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1391000 | PA      | $1443901.02   | 0.17%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  47600000 | PA      | $364547.15    | 0.04%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  49700000 | PA      | $309802.92    | 0.04%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    398000 | PA      | $468600.09    | 0.06%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    647000 | PA      | $761769.50    | 0.09%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2335000 | PA      | $1827131.69   | 0.22%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    535000 | PA      | $629859.69    | 0.07%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   8135000 | PA      | $1930931.63   | 0.23%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  35500000 | PA      | $248154.88    | 0.03%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    597000 | PA      | $689364.57    | 0.08%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  66450000 | PA      | $422732.24    | 0.05%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  96450000 | PA      | $490223.42    | 0.06%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  94950000 | PA      | $337053.24    | 0.04%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25500000 | PA      | $177019.72    | 0.02%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  27760000 | PA      | $2835767.79   | 0.34%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    284000 | PA      | $326401.06    | 0.04%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  20699000 | PA      | $1925571.66   | 0.23%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  67150000 | PA      | $307073.41    | 0.04%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3115000 | PA      | $2552625.76   | 0.30%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1978000 | PA      | $1228339.12   | 0.15%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  16300000 | PA      | $112231.51    | 0.01%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  21685000 | PA      | $2160737.33   | 0.26%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    785000 | PA      | $440437.61    | 0.05%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  13048000 | PA      | $1735449.35   | 0.21%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                        | Bundesschatzanweisungen                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    620000 | PA      | $711582.38    | 0.08%             | 2026-09-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  10830000 | PA      | $1126642.70   | 0.13%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1200000 | PA      | $1024323.43   | 0.12%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1322070 | PA      | $1442816.69   | 0.17%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    660000 | PA      | $656060.47    | 0.08%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58350000 | PA      | $431789.18    | 0.05%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    318000 | PA      | $364648.67    | 0.04%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2874440 | PA      | $3283338.20   | 0.39%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 104550000 | PA      | $729290.73    | 0.09%             | 2026-09-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22100000 | PA      | $133249.18    | 0.02%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1015000 | PA      | $1380962.50   | 0.16%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1206000 | PA      | $1318898.76   | 0.16%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1547000 | PA      | $1628791.85   | 0.19%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2276000 | PA      | $2497664.86   | 0.30%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    234000 | PA      | $262708.77    | 0.03%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26450000 | PA      | $205445.35    | 0.02%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $351334.25    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     84000 | PA      | $62534.48     | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1553000 | PA      | $1001121.05   | 0.12%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    806000 | PA      | $911433.97    | 0.11%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  57150000 | PA      | $306714.59    | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    260000 | PA      | $297327.49    | 0.04%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 136000000 | PA      | $683776.19    | 0.08%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    967000 | PA      | $1063807.47   | 0.13%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  62200000 | PA      | $349660.75    | 0.04%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1321000 | PA      | $1529687.80   | 0.18%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 182550000 | PA      | $1185860.02   | 0.14%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 109650000 | PA      | $601487.54    | 0.07%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1091000 | PA      | $1121875.01   | 0.13%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  28550000 | PA      | $220908.07    | 0.03%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1037000 | PA      | $1172851.11   | 0.14%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    558000 | PA      | $605879.53    | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    993000 | PA      | $1157024.00   | 0.14%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3242000 | PA      | $1930878.79   | 0.23%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1502104 | PA      | $1939721.42   | 0.23%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    974000 | PA      | $1291949.69   | 0.15%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  19050000 | PA      | $138772.68    | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1643000 | PA      | $1584874.29   | 0.19%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  41550000 | PA      | $286624.67    | 0.03%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  12900000 | PA      | $98283.78     | 0.01%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    756000 | PA      | $510346.61    | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    894000 | PA      | $679030.80    | 0.08%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   6561000 | PA      | $1781347.24   | 0.21%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    637000 | PA      | $702582.07    | 0.08%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36350000 | PA      | $245638.34    | 0.03%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    313000 | PA      | $329995.76    | 0.04%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 108400000 | PA      | $615434.21    | 0.07%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    427000 | PA      | $315492.48    | 0.04%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    879000 | PA      | $897560.36    | 0.11%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    384000 | PA      | $425351.84    | 0.05%             | 2026-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    408000 | PA      | $545427.50    | 0.06%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    408000 | PA      | $456692.35    | 0.05%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    340000 | PA      | $242851.15    | 0.03%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  78350000 | PA      | $529331.02    | 0.06%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    987000 | PA      | $1054982.13   | 0.13%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    493482 | PA      | $660373.17    | 0.08%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34100000 | PA      | $221640.46    | 0.03%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1023000 | PA      | $1139923.19   | 0.14%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   2105000 | PA      | $2322172.49   | 0.28%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1386000 | PA      | $897471.70    | 0.11%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    602000 | PA      | $625702.73    | 0.07%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    437000 | PA      | $298732.90    | 0.04%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1029000 | PA      | $1012080.99   | 0.12%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1980000 | PA      | $2162070.13   | 0.26%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89650000 | PA      | $504793.83    | 0.06%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  69900000 | PA      | $366821.00    | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   3284000 | PA      | $1995785.96   | 0.24%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   1181000 | PA      | $1083562.34   | 0.13%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    638000 | PA      | $859367.24    | 0.10%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1275000 | PA      | $1378664.91   | 0.16%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  11091000 | PA      | $1640841.83   | 0.20%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    654000 | PA      | $770401.06    | 0.09%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    635000 | PA      | $754374.64    | 0.09%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  26423000 | PA      | $4015501.99   | 0.48%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  44550000 | PA      | $275416.71    | 0.03%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2357000 | PA      | $2565192.60   | 0.30%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    230000 | PA      | $263936.09    | 0.03%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  88400000 | PA      | $610978.91    | 0.07%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1055000 | PA      | $921824.82    | 0.11%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    721000 | PA      | $725109.25    | 0.09%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1265000 | PA      | $1387198.11   | 0.16%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    762000 | PA      | $991856.40    | 0.12%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    731000 | PA      | $785684.00    | 0.09%             | 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        |  15205000 | PA      | $1399637.12   | 0.17%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    540000 | PA      | $452807.45    | 0.05%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    441000 | PA      | $469771.72    | 0.06%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    418000 | PA      | $481988.79    | 0.06%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R55<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1107000 | PA      | $814744.29    | 0.10%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1540000 | PA      | $1565594.88   | 0.19%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58450000 | PA      | $403328.71    | 0.05%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    450000 | PA      | $475831.20    | 0.06%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  10322000 | PA      | $916174.98    | 0.11%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40100000 | PA      | $268396.27    | 0.03%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    745484 | PA      | $911404.10    | 0.11%             | 2026-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  74450000 | PA      | $497307.05    | 0.06%             | 2044-06-20      | Fixed         | 1.90%                 | 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        |   1750000 | NS      | $1750000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  69500000 | PA      | $420003.99    | 0.05%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    903000 | PA      | $1059086.50   | 0.13%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    488000 | PA      | $534421.78    | 0.06%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1185000 | PA      | $625141.80    | 0.07%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1435000 | PA      | $1188310.68   | 0.14%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 226850000 | PA      | $1544715.54   | 0.18%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4099000 | PA      | $2311483.13   | 0.27%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    424000 | PA      | $452085.29    | 0.05%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1347000 | PA      | $760067.70    | 0.09%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $175675.61    | 0.02%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26450000 | PA      | $201138.76    | 0.02%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                        | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  10410000 | PA      | $1069401.19   | 0.13%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    870000 | PA      | $861460.35    | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  95550000 | PA      | $660075.55    | 0.08%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1105000 | PA      | $1265819.97   | 0.15%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  82600000 | PA      | $581492.91    | 0.07%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    140965 | PA      | $190738.48    | 0.02%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    522000 | PA      | $386127.03    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 129800000 | PA      | $814359.28    | 0.10%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1023000 | PA      | $1166218.77   | 0.14%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    707130 | PA      | $870285.25    | 0.10%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  16050000 | PA      | $117536.11    | 0.01%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    372000 | PA      | $467654.82    | 0.06%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1482000 | PA      | $1649000.32   | 0.20%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2701000 | PA      | $2942637.77   | 0.35%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2925000 | PA      | $2884478.14   | 0.34%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    869000 | PA      | $1040690.43   | 0.12%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   3634000 | PA      | $2863656.55   | 0.34%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087R55<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1182000 | PA      | $869943.77    | 0.10%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1185000 | PA      | $1367504.41   | 0.16%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    398000 | PA      | $280150.31    | 0.03%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    694960 | PA      | $515672.19    | 0.06%             | 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        |   1496000 | PA      | $1900994.76   | 0.23%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 176950000 | PA      | $1028050.05   | 0.12%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  27650000 | PA      | $213068.22    | 0.03%             | 2034-03-20      | 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        |   1127000 | PA      | $1298713.18   | 0.15%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT              | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |   2749000 | PA      | $2830906.73   | 0.34%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2330000 | PA      | $1280728.54   | 0.15%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26850000 | PA      | $198287.76    | 0.02%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  46750000 | PA      | $288095.49    | 0.03%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    787000 | PA      | $913008.85    | 0.11%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1511000 | PA      | $1475448.93   | 0.18%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                   | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4630000 | PA      | $2496715.80   | 0.30%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                               | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    886000 | PA      | $971476.57    | 0.12%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  92300000 | PA      | $376262.26    | 0.04%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 176700000 | PA      | $1232599.29   | 0.15%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1411000 | PA      | $1584545.54   | 0.19%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  13256000 | PA      | $1093275.33   | 0.13%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1600000 | PA      | $1772865.74   | 0.21%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1029000 | PA      | $1135278.32   | 0.13%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2942000 | PA      | $3097480.61   | 0.37%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1220000 | PA      | $903858.41    | 0.11%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    284000 | PA      | $345104.46    | 0.04%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1798000 | PA      | $1322467.74   | 0.16%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1728000 | PA      | $1394765.55   | 0.17%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    826000 | PA      | $1011141.15   | 0.12%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    747000 | PA      | $473871.07    | 0.06%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    757000 | PA      | $727646.31    | 0.09%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                     | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   3534000 | PA      | $2326227.76   | 0.28%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1764000 | PA      | $2329020.89   | 0.28%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58400000 | PA      | $387511.65    | 0.05%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42500000 | PA      | $273723.42    | 0.03%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2417000 | PA      | $1772934.19   | 0.21%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   2769000 | PA      | $2681076.87   | 0.32%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1842100 | PA      | $1889410.39   | 0.22%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  61100000 | PA      | $385107.77    | 0.05%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    717000 | PA      | $531202.03    | 0.06%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1432000 | PA      | $1550911.96   | 0.18%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                       | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  10696000 | PA      | $1643245.85   | 0.20%             | 2026-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1518000 | PA      | $1588817.61   | 0.19%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80900000 | PA      | $556211.55    | 0.07%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    717000 | PA      | $459580.04    | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1773000 | PA      | $1902291.98   | 0.23%             | 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        |   1020485 | PA      | $1225304.77   | 0.15%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1478000 | PA      | $1476946.83   | 0.18%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    842000 | PA      | $1099594.22   | 0.13%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    662000 | PA      | $663928.11    | 0.08%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1665000 | PA      | $1138192.84   | 0.14%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1443000 | PA      | $974113.97    | 0.12%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1607000 | PA      | $1852422.18   | 0.22%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1240000 | PA      | $873000.43    | 0.10%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    487000 | PA      | $502813.32    | 0.06%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36200000 | PA      | $169216.90    | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    940000 | PA      | $689706.08    | 0.08%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1893000 | PA      | $987106.92    | 0.12%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89750000 | PA      | $503913.17    | 0.06%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  43050000 | PA      | $299167.09    | 0.04%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    521000 | PA      | $490151.11    | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    984000 | PA      | $1004355.99   | 0.12%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                       | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1497000 | PA      | $1667216.89   | 0.20%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    473000 | PA      | $529033.15    | 0.06%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    201000 | PA      | $214723.88    | 0.03%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1906000 | PA      | $2170440.98   | 0.26%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  81800000 | PA      | $355696.70    | 0.04%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10350000 | PA      | $76861.31     | 0.01%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1155000 | PA      | $1321291.25   | 0.16%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20500000 | PA      | $151450.24    | 0.02%             | 2029-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39150000 | PA      | $288937.30    | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    464000 | PA      | $515547.09    | 0.06%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  32800000 | PA      | $220219.72    | 0.03%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2639000 | PA      | $3026962.41   | 0.36%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    746000 | PA      | $525159.97    | 0.06%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1839000 | PA      | $1793522.27   | 0.21%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1188000 | PA      | $1365744.64   | 0.16%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    762000 | PA      | $645844.35    | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    841000 | PA      | $1009547.94   | 0.12%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    976000 | PA      | $1165721.67   | 0.14%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   4203000 | PA      | $1176702.68   | 0.14%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  31850000 | PA      | $233303.81    | 0.03%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  61150000 | PA      | $466558.50    | 0.06%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  51400000 | PA      | $355597.55    | 0.04%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  82800000 | PA      | $606875.70    | 0.07%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    510003 | PA      | $686750.06    | 0.08%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  16948000 | PA      | $1459381.24   | 0.17%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1099000 | PA      | $787713.22    | 0.09%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   8104000 | PA      | $2172113.85   | 0.26%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2827000 | PA      | $2162705.86   | 0.26%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39850000 | PA      | $276274.38    | 0.03%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1627000 | PA      | $1745460.95   | 0.21%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                        | Norway Government Bond                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   7280000 | PA      | $691562.91    | 0.08%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   6694000 | PA      | $1770946.12   | 0.21%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    555999 | PA      | $218184.80    | 0.03%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1882000 | PA      | $2164431.44   | 0.26%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  38000000 | PA      | $249096.94    | 0.03%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1276000 | PA      | $850660.50    | 0.10%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    327000 | PA      | $206771.88    | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                       | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1133000 | PA      | $561488.50    | 0.07%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  89900000 | PA      | $407951.59    | 0.05%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    208000 | PA      | $242933.97    | 0.03%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds               | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2300000 | PA      | $15919.67     | 0.00%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  32450000 | PA      | $148308.17    | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    917000 | PA      | $1055341.22   | 0.13%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    378000 | PA      | $189111.83    | 0.02%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    820000 | PA      | $939991.78    | 0.11%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    640000 | PA      | $866290.18    | 0.10%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1183000 | PA      | $639391.36    | 0.08%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    407000 | PA      | $542095.17    | 0.06%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    670000 | PA      | $747776.50    | 0.09%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     21000 | PA      | $21444.42     | 0.00%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                   | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    829000 | PA      | $922886.07    | 0.11%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1365000 | PA      | $1379181.49   | 0.16%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds              | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42900000 | PA      | $266437.26    | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    525000 | PA      | $519960.18    | 0.06%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    566000 | PA      | $582446.55    | 0.07%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    448000 | PA      | $313391.51    | 0.04%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    497000 | PA      | $540413.52    | 0.06%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   1053000 | PA      | $819551.81    | 0.10%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds            | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     98000 | PA      | $103625.46    | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1492000 | PA      | $1590828.44   | 0.19%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds             | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  59050000 | PA      | $354477.59    | 0.04%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canadian Government Bond                         | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $437474.25    | 0.05%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro              | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1409000 | PA      | $1506694.43   | 0.18%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  71400000 | PA      | $477488.12    | 0.06%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  12454000 | PA      | $3396340.18   | 0.40%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    566000 | PA      | $564891.38    | 0.07%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds           | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1009000 | PA      | $1086579.69   | 0.13%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    619000 | PA      | $829148.96    | 0.10%             | 2027-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    419000 | PA      | $520597.82    | 0.06%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                     | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   2135000 | PA      | $1596681.19   | 0.19%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                        | Canada Government Bonds                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    358000 | PA      | $261067.85    | 0.03%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                     | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    360000 | PA      | $448922.91    | 0.05%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 136850000 | PA      | $950015.42    | 0.11%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds             | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45050000 | PA      | $197321.39    | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1556000 | PA      | $1480680.93   | 0.18%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |   1605000 | PA      | $1430761.31   | 0.17%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                         | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    644000 | PA      | $723938.37    | 0.09%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  14126000 | PA      | $3209680.84   | 0.38%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT           | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    391000 | PA      | $440774.12    | 0.05%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer