# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0000035402-26-003399
**Filing Date:** 2026-5
**Character Count:** 352145
**Document Hash:** e5fd0c4feb6b8e4b1c71cc425c82eb27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003399.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST
- **CENTRAL INDEX KEY:** 0000215829

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02676
- **FILM NUMBER:** 261017529

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST/
- **DATE OF NAME CHANGE:** 19940526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY LIMITED TERM MUNICIPALS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Series International Developed Markets Bond Index Fund (Series ID: S000072687)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000229122 | Fidelity Series International Developed Markets Bond Index Fund | FSTQX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Series International Developed Markets Bond Index Fund**

**March 31, 2026**

IDM-NPRT1-0526

1.9901935.104 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 99.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 99.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 99.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 99.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 4.9%  |  |  |  |
| Australian Commonwealth 1% 11/21/2031 (c) | AUD | 108757000 | 61460467 |
| Australian Commonwealth 1% 12/21/2030 (c) | AUD | 78512000 | 45910693 |
| Australian Commonwealth 1.25% 5/21/2032  | AUD | 63500000 | 35789877 |
| Australian Commonwealth 1.5% 6/21/2031  | AUD | 18500000 | 10913921 |
| Australian Commonwealth 1.75% 6/21/2051 (c) | AUD | 28212000 | 9805427 |
| Australian Commonwealth 2.5% 5/21/2030  | AUD | 64800000 | 41176319 |
| Australian Commonwealth 2.75% 11/21/2027 (c) | AUD | 131951000 | 88358470 |
| Australian Commonwealth 2.75% 11/21/2028 (c) | AUD | 40367000 | 26579246 |
| Australian Commonwealth 2.75% 11/21/2029 (c) | AUD | 137813000 | 89214534 |
| Australian Commonwealth 2.75% 5/21/2041 (c) | AUD | 35678000 | 18497473 |
| Australian Commonwealth 2.75% 6/21/2035 (c) | AUD | 111000000 | 64363865 |
| Australian Commonwealth 3% 11/21/2033 (c) | AUD | 34500000 | 21048283 |
| Australian Commonwealth 3% 3/21/2047 (c) | AUD | 24400000 | 11967676 |
| Australian Commonwealth 3.25% 4/21/2029 (c) | AUD | 64300000 | 42673524 |
| Australian Commonwealth 3.5% 12/21/2034 (c) | AUD | 88000000 | 54754541 |
| Australian Commonwealth 3.75% 4/21/2037 (c) | AUD | 29572000 | 18270861 |
| Australian Commonwealth 3.75% 5/21/2034 (c) | AUD | 39600000 | 25300737 |
| Australian Commonwealth 4.25% 12/21/2035 (c) | AUD | 29900000 | 19547074 |
| Australian Commonwealth 4.25% 6/21/2034 (c) | AUD | 12800000 | 8467507 |
| Australian Commonwealth 4.5% 4/21/2033 (c) | AUD | 72521000 | 49197261 |
| Australian Commonwealth 4.75% 4/21/2027 (c) | AUD | 26800000 | 18520428 |
| Australian Commonwealth 4.75% 6/21/2054 (c) | AUD | 15800000 | 9993248 |
| TOTAL AUSTRALIA |  |  | 771811432 |
| AUSTRIA - 4.7%  |  |  |  |
| Austrian Republic 0% 10/20/2028 (c)(d) | EUR | 8400000 | 9067172 |
| Austrian Republic 0% 10/20/2040 (c)(d) | EUR | 46009000 | 31765498 |
| Austrian Republic 0% 2/20/2030 (c)(d) | EUR | 86862000 | 90251457 |
| Austrian Republic 0% 2/20/2031 (c)(d) | EUR | 56703000 | 57027150 |
| Austrian Republic 0.25% 10/20/2036 (c)(d) | EUR | 24709000 | 20788605 |
| Austrian Republic 0.5% 2/20/2029 (c)(d) | EUR | 63200000 | 68574254 |
| Austrian Republic 0.5% 4/20/2027 (c)(d) | EUR | 58716000 | 66415057 |
| Austrian Republic 0.7% 4/20/2071 (c)(d) | EUR | 2400000 | 991691 |
| Austrian Republic 0.75% 2/20/2028 (c)(d) | EUR | 19197000 | 21416857 |
| Austrian Republic 0.75% 3/20/2051 (c)(d) | EUR | 36477000 | 21768762 |
| Austrian Republic 0.85% 6/30/2120 (c)(d) | EUR | 32016000 | 11542149 |
| Austrian Republic 0.9% 2/20/2032 (c)(d) | EUR | 12330000 | 12652569 |
| Austrian Republic 1.5% 11/2/2086 (c)(d) | EUR | 16500000 | 9187624 |
| Austrian Republic 1.5% 2/20/2047 (c)(d) | EUR | 3100000 | 2440494 |
| Austrian Republic 2.1% 9/20/2117 (c)(d) | EUR | 6220000 | 4291834 |
| Austrian Republic 2.8% 9/20/2032 (c)(d) | EUR | 16700000 | 19059557 |
| Austrian Republic 2.9% 2/20/2033 (c)(d) | EUR | 32600000 | 37330881 |
| Austrian Republic 2.9% 2/20/2034 (c)(d) | EUR | 77000000 | 87640167 |
| Austrian Republic 2.9% 5/23/2029 (c)(d) | EUR | 9400000 | 10917131 |
| Austrian Republic 2.95% 2/20/2035 (c)(d) | EUR | 26100000 | 29522409 |
| Austrian Republic 3.15% 10/20/2053 (c)(d) | EUR | 18500000 | 19082390 |
| Austrian Republic 3.15% 6/20/2044 (c)(d) | EUR | 49780000 | 53605474 |
| Austrian Republic 3.2% 2/20/2036 (c)(d) | EUR | 21100000 | 24163868 |
| Austrian Republic 3.8% 1/26/2062 (c)(d) | EUR | 12165000 | 14074892 |
| Austrian Republic 4.15% 3/15/2037 (c)(d) | EUR | 16199000 | 20054002 |
| TOTAL AUSTRIA |  |  | 743631944 |
| BELGIUM - 4.7%  |  |  |  |
| Kingdom of Belgium 0% 10/22/2027 (c)(d) | EUR | 59128000 | 65604942 |
| Kingdom of Belgium 0% 10/22/2031 (c)(d) | EUR | 54206000 | 53022065 |
| Kingdom of Belgium 0.1% 6/22/2030 (c)(d) | EUR | 21700000 | 22327349 |
| Kingdom of Belgium 0.35% 6/22/2032 (c)(d) | EUR | 51290000 | 50057385 |
| Kingdom of Belgium 0.4% 6/22/2040 (c)(d) | EUR | 18700000 | 13411477 |
| Kingdom of Belgium 0.65% 6/22/2071 (c)(d) | EUR | 53103000 | 19586469 |
| Kingdom of Belgium 0.8% 6/22/2027 (c)(d) | EUR | 6886000 | 7789676 |
| Kingdom of Belgium 0.8% 6/22/2028 (c)(d) | EUR | 29386000 | 32583399 |
| Kingdom of Belgium 0.9% 6/22/2029 (c)(d) | EUR | 33476000 | 36462358 |
| Kingdom of Belgium 1% 6/22/2031 (c)(d) | EUR | 19681000 | 20546609 |
| Kingdom of Belgium 1.4% 6/22/2053 (c)(d) | EUR | 31810000 | 19913825 |
| Kingdom of Belgium 1.6% 6/22/2047 (c)(d) | EUR | 9816000 | 7313176 |
| Kingdom of Belgium 1.7% 6/22/2050 (c)(d) | EUR | 16649000 | 11964577 |
| Kingdom of Belgium 1.9% 6/22/2038 (c)(d) | EUR | 7550000 | 7156501 |
| Kingdom of Belgium 2.15% 6/22/2066 (c)(d) | EUR | 9430000 | 6626454 |
| Kingdom of Belgium 2.7% 10/22/2029 (c)(d) | EUR | 34700000 | 39943294 |
| Kingdom of Belgium 2.85% 10/22/2034 (c)(d) | EUR | 63200000 | 70252469 |
| Kingdom of Belgium 3% 6/22/2033 (c)(d) | EUR | 24700000 | 28150942 |
| Kingdom of Belgium 3.1% 6/22/2035 (c)(d) | EUR | 30500000 | 34202536 |
| Kingdom of Belgium 3.3% 6/22/2054 (c)(d) | EUR | 5200000 | 5058566 |
| Kingdom of Belgium 3.4% 6/22/2036 (c)(d) | EUR | 29600000 | 33647429 |
| Kingdom of Belgium 3.45% 6/22/2043 (c)(d) | EUR | 1700000 | 1819017 |
| Kingdom of Belgium 3.5% 6/22/2055 (c)(d) | EUR | 4500000 | 4504970 |
| Kingdom of Belgium 3.75% 6/22/2045 (c) | EUR | 33738000 | 37221840 |
| Kingdom of Belgium 4.25% 3/28/2041 (c)(d) | EUR | 44660000 | 53637365 |
| Kingdom of Belgium 5% 3/28/2035 (c)(d) | EUR | 46949000 | 60901441 |
| TOTAL BELGIUM |  |  | 743706131 |
| CANADA - 4.7%  |  |  |  |
| Canadian Government 0.5% 12/1/2030  | CAD | 63762000 | 40756083 |
| Canadian Government 1% 6/1/2027  | CAD | 6319000 | 4454975 |
| Canadian Government 1.25% 3/1/2027  | CAD | 30500000 | 21659460 |
| Canadian Government 1.25% 6/1/2030  | CAD | 12150000 | 8127353 |
| Canadian Government 1.5% 12/1/2031  | CAD | 54493000 | 35811459 |
| Canadian Government 1.75% 12/1/2053 (b) | CAD | 46000000 | 21120065 |
| Canadian Government 2% 12/1/2051  | CAD | 59969000 | 29961148 |
| Canadian Government 2% 6/1/2032  | CAD | 12000000 | 8046640 |
| Canadian Government 2.25% 6/1/2029  | CAD | 700000 | 492688 |
| Canadian Government 2.5% 11/1/2027  | CAD | 64600000 | 46207761 |
| Canadian Government 2.5% 12/1/2032  | CAD | 24700000 | 16964568 |
| Canadian Government 2.5% 8/1/2027  | CAD | 43500000 | 31168017 |
| Canadian Government 2.75% 12/1/2055  | CAD | 13400000 | 7708331 |
| Canadian Government 2.75% 12/1/2064  | CAD | 39400000 | 21906590 |
| Canadian Government 2.75% 3/1/2030  | CAD | 19500000 | 13871876 |
| Canadian Government 2.75% 3/1/2031  | CAD | 25800000 | 18259128 |
| Canadian Government 2.75% 6/1/2033  | CAD | 15500000 | 10763611 |
| Canadian Government 2.75% 9/1/2027  | CAD | 4200000 | 3018889 |
| Canadian Government 2.75% 9/1/2030  | CAD | 63400000 | 44990178 |
| Canadian Government 3% 6/1/2034  | CAD | 74800000 | 52411173 |
| Canadian Government 3.25% 12/1/2033  | CAD | 33700000 | 24107981 |
| Canadian Government 3.25% 12/1/2034  | CAD | 42800000 | 30438479 |
| Canadian Government 3.25% 12/1/2035  | CAD | 9700000 | 6850211 |
| Canadian Government 3.25% 6/1/2035  | CAD | 64400000 | 45638772 |
| Canadian Government 3.5% 12/1/2045  | CAD | 8519000 | 5890221 |
| Canadian Government 3.5% 12/1/2057  | CAD | 9900000 | 6616285 |
| Canadian Government 3.5% 3/1/2028  | CAD | 57700000 | 41987686 |
| Canadian Government 3.5% 9/1/2029  | CAD | 102500000 | 74875864 |
| Canadian Government 4% 3/1/2029  | CAD | 44500000 | 32935224 |
| Canadian Government 4% 6/1/2041  | CAD | 19381000 | 14440361 |
| Canadian Government 5.75% 6/1/2029  | CAD | 4040000 | 3146059 |
| Canadian Government 5.75% 6/1/2033  | CAD | 14800000 | 12291753 |
| TOTAL CANADA |  |  | 736918889 |
| CYPRUS - 0.2%  |  |  |  |
| Republic of Cyprus 0.625% 1/21/2030 (c) | EUR | 10782000 | 11455166 |
| Republic of Cyprus 0.95% 1/20/2032 (c) | EUR | 1900000 | 1944549 |
| Republic of Cyprus 1.25% 1/21/2040 (c) | EUR | 7274000 | 5992429 |
| Republic of Cyprus 2.25% 4/16/2050 (c) | EUR | 3919000 | 3249299 |
| Republic of Cyprus 2.375% 9/25/2028 (c) | EUR | 2600000 | 2969778 |
| Republic of Cyprus 2.75% 2/26/2034 (c) | EUR | 4289000 | 4732472 |
| Republic of Cyprus 3.25% 6/27/2031 (c) | EUR | 4500000 | 5226629 |
| TOTAL CYPRUS |  |  | 35570322 |
| DENMARK - 1.6%  |  |  |  |
| Danish Kingdom 0% 11/15/2031  | DKK | 124327000 | 16684987 |
| Danish Kingdom 0% 11/15/2031  | DKK | 12602000 | 1692413 |
| Danish Kingdom 0.25% 11/15/2052  | DKK | 251950000 | 18771406 |
| Danish Kingdom 0.5% 11/15/2027  | DKK | 335487000 | 50455305 |
| Danish Kingdom 0.5% 11/15/2029  | DKK | 206326000 | 29820507 |
| Danish Kingdom 2.25% 11/15/2033  | DKK | 384500000 | 57596160 |
| Danish Kingdom 2.25% 11/15/2035  | DKK | 169800000 | 24901592 |
| Danish Kingdom 4.5% 11/15/2039  | DKK | 310564000 | 55792884 |
| TOTAL DENMARK |  |  | 255715254 |
| ESTONIA - 0.0%  |  |  |  |
| Republic of Estonia 0.125% 6/10/2030 (c) | EUR | 9367000 | 9547005 |
| Republic of Estonia 3.25% 1/17/2034 (c) | EUR | 2200000 | 2506049 |
| Republic of Estonia 4% 10/12/2032 (c) | EUR | 6500000 | 7812494 |
| TOTAL ESTONIA |  |  | 19865548 |
| FINLAND - 3.5%  |  |  |  |
| Finnish Government 0% 9/15/2030 (c)(d) | EUR | 63005000 | 64260439 |
| Finnish Government 0.125% 4/15/2036 (c)(d) | EUR | 23991000 | 20226678 |
| Finnish Government 0.125% 4/15/2052 (c)(d) | EUR | 25200000 | 11524131 |
| Finnish Government 0.125% 9/15/2031 (c)(d) | EUR | 28767000 | 28581935 |
| Finnish Government 0.25% 9/15/2040 (c)(d) | EUR | 22189000 | 15990338 |
| Finnish Government 0.5% 4/15/2043 (c)(d) | EUR | 82970000 | 57175571 |
| Finnish Government 0.5% 9/15/2027 (c)(d) | EUR | 50808000 | 56951716 |
| Finnish Government 0.5% 9/15/2028 (c)(d) | EUR | 7879000 | 8640738 |
| Finnish Government 0.5% 9/15/2029 (c)(d) | EUR | 21445000 | 22923085 |
| Finnish Government 1.125% 4/15/2034 (c)(d) | EUR | 2320000 | 2298460 |
| Finnish Government 1.375% 4/15/2027 (c)(d) | EUR | 8500000 | 9702944 |
| Finnish Government 1.5% 9/15/2032 (c)(d) | EUR | 32160000 | 33862550 |
| Finnish Government 2.875% 4/15/2029 (c)(d) | EUR | 68800000 | 79853053 |
| Finnish Government 2.95% 4/15/2055 (c)(d) | EUR | 19500000 | 18969765 |
| Finnish Government 3% 9/15/2033 (c)(d) | EUR | 38000000 | 43678353 |
| Finnish Government 3% 9/15/2034 (c)(d) | EUR | 35500000 | 40486278 |
| Finnish Government 3% 9/15/2035 (c)(d) | EUR | 31600000 | 35740162 |
| Finnish Government 3.2% 4/15/2045 (c)(d) | EUR | 7000000 | 7458319 |
| TOTAL FINLAND |  |  | 558324515 |
| FRANCE - 8.8%  |  |  |  |
| French Government 0% 11/25/2029 (c)(d) | EUR | 50654000 | 52716572 |
| French Government 0% 11/25/2030 (c)(d) | EUR | 24200000 | 24346901 |
| French Government 0% 11/25/2031 (c)(d) | EUR | 80369000 | 77973120 |
| French Government 0% 2/25/2027 (c)(d) | EUR | 23174000 | 26171525 |
| French Government 0% 5/25/2032 (c)(d) | EUR | 37200000 | 35317987 |
| French Government 0.5% 5/25/2029 (c)(d) | EUR | 31290000 | 33624567 |
| French Government 0.5% 5/25/2040 (c)(d) | EUR | 24343000 | 17547440 |
| French Government 0.5% 5/25/2072 (c)(d) | EUR | 41670000 | 13153538 |
| French Government 0.5% 6/25/2044 (c)(d) | EUR | 7500000 | 4657189 |
| French Government 0.75% 11/25/2028 (c)(d) | EUR | 27662000 | 30298727 |
| French Government 0.75% 2/25/2028 (c)(d) | EUR | 70800000 | 78842670 |
| French Government 0.75% 5/25/2028 (c)(d) | EUR | 12780000 | 14159544 |
| French Government 0.75% 5/25/2052 (c)(d) | EUR | 34264000 | 17637182 |
| French Government 0.75% 5/25/2053 (c)(d) | EUR | 12500000 | 6230753 |
| French Government 1.25% 5/25/2036 (c)(d) | EUR | 61786000 | 56714125 |
| French Government 1.75% 5/25/2066 (c)(d) | EUR | 4110000 | 2459894 |
| French Government 1.75% 6/25/2039 (c)(d) | EUR | 6190000 | 5571825 |
| French Government 2% 11/25/2032 (c)(d) | EUR | 99600000 | 106362625 |
| French Government 2% 5/25/2048 (c)(d) | EUR | 70000 | 54797 |
| French Government 2.5% 5/25/2030 (c)(d) | EUR | 50278000 | 57078244 |
| French Government 2.5% 5/25/2043 (c)(d) | EUR | 127300000 | 117592698 |
| French Government 2.5% 9/24/2027 (c)(d) | EUR | 80500000 | 92738533 |
| French Government 2.7% 2/25/2031 (c)(d) | EUR | 55600000 | 63222753 |
| French Government 2.75% 10/25/2027 (c)(d) | EUR | 40810000 | 47173709 |
| French Government 2.75% 2/25/2029 (c)(d) | EUR | 72900000 | 84041806 |
| French Government 2.75% 2/25/2030 (c)(d) | EUR | 22700000 | 26048024 |
| French Government 3% 11/25/2034 (c)(d) | EUR | 57300000 | 63631117 |
| French Government 3% 5/25/2033 (c)(d) | EUR | 4600000 | 5198416 |
| French Government 3% 5/25/2054 (c)(d) | EUR | 3200000 | 2873072 |
| French Government 3.2% 5/25/2035 (c)(d) | EUR | 23700000 | 26572312 |
| French Government 3.25% 5/25/2045 (c)(d) | EUR | 11653000 | 11828838 |
| French Government 3.25% 5/25/2055 (c)(d) | EUR | 50600000 | 47432487 |
| French Government 3.5% 11/25/2033 (c)(d) | EUR | 15700000 | 18239040 |
| French Government 3.5% 11/25/2035 (c)(d) | EUR | 62500000 | 71384966 |
| French Government 4% 4/25/2060 (c)(d) | EUR | 24600000 | 26320651 |
| French Government 4.1% 5/25/2046 (c)(d) | EUR | 18300000 | 20711894 |
| French Government 4.5% 4/25/2041 (c)(d) | EUR | 1710000 | 2079944 |
| French Government 4.75% 4/25/2035 (c)(d) | EUR | 36000 | 45371 |
| TOTAL FRANCE |  |  | 1388054856 |
| GERMANY - 6.9%  |  |  |  |
| German Federal Republic 0% 2/15/2032 (c) | EUR | 8590000 | 8465922 |
| German Federal Republic 0% 4/16/2027 (c) | EUR | 21390000 | 24088555 |
| German Federal Republic 0% 5/15/2036 (c) | EUR | 19065000 | 16279524 |
| German Federal Republic 0% 8/15/2029 (c) | EUR | 14992000 | 15883425 |
| German Federal Republic 0% 8/15/2030 (c) | EUR | 31124000 | 32056459 |
| German Federal Republic 0% 8/15/2031 (c) | EUR | 17740000 | 17809992 |
| German Federal Republic 0% 8/15/2050 (c) | EUR | 16203000 | 8270443 |
| German Federal Republic 0% 8/15/2052 (c) | EUR | 13519000 | 6464645 |
| German Federal Republic 0.25% 2/15/2029 (c) | EUR | 20250000 | 21912498 |
| German Federal Republic 1.25% 8/15/2048 (c) | EUR | 4320000 | 3310912 |
| German Federal Republic 1.3% 10/15/2027 (c) | EUR | 49600000 | 56251592 |
| German Federal Republic 1.7% 8/15/2032 (c) | EUR | 35700000 | 38841808 |
| German Federal Republic 1.8% 8/15/2053 (c) | EUR | 17000000 | 14044280 |
| German Federal Republic 2% 12/16/2027 (c) | EUR | 57300000 | 65592607 |
| German Federal Republic 2.1% 11/15/2029 (c) | EUR | 5600000 | 6349030 |
| German Federal Republic 2.1% 3/15/2028 (c) | EUR | 13700000 | 15698649 |
| German Federal Republic 2.1% 4/12/2029 (c) | EUR | 10400000 | 11850830 |
| German Federal Republic 2.2% 10/10/2030 (c)(e) | EUR | 58300000 | 66044611 |
| German Federal Republic 2.2% 2/15/2034 (c) | EUR | 31000000 | 34077979 |
| German Federal Republic 2.2% 4/13/2028 (c) | EUR | 19000000 | 21801183 |
| German Federal Republic 2.3% 2/15/2033 (c) | EUR | 20600000 | 23097237 |
| German Federal Republic 2.4% 10/19/2028 (c) | EUR | 93400000 | 107564486 |
| German Federal Republic 2.4% 11/15/2030 (c) | EUR | 6400000 | 7310853 |
| German Federal Republic 2.5% 10/11/2029 (c) | EUR | 35600000 | 41020696 |
| German Federal Republic 2.5% 2/15/2035 (c) | EUR | 6000000 | 6707261 |
| German Federal Republic 2.5% 4/16/2031 (c) | EUR | 23100000 | 26500482 |
| German Federal Republic 2.5% 7/4/2044 (c) | EUR | 24052000 | 24496076 |
| German Federal Republic 2.5% 8/15/2046 (c) | EUR | 44881000 | 45223586 |
| German Federal Republic 2.5% 8/15/2054 (c) | EUR | 31000000 | 29841986 |
| German Federal Republic 2.6% 8/15/2034 (c) | EUR | 46500000 | 52579529 |
| German Federal Republic 2.6% 8/15/2035 (c) | EUR | 73400000 | 82233106 |
| German Federal Republic 2.9% 2/15/2036 (c) | EUR | 28600000 | 32915625 |
| German Federal Republic 2.9% 8/15/2056 (c) | EUR | 27200000 | 28298649 |
| German Federal Republic 3.25% 7/4/2042 (c) | EUR | 31970000 | 36556590 |
| German Federal Republic 3.4% 5/15/2047 (c) | EUR | 6300000 | 7282849 |
| German Federal Republic 4% 1/4/2037 (c) | EUR | 8010000 | 10055777 |
| German Federal Republic 4.75% 7/4/2034 (c) | EUR | 650000 | 855476 |
| German Federal Republic 4.75% 7/4/2040 (c) | EUR | 15931000 | 21535233 |
| German Federal Republic 5.5% 1/4/2031 (c) | EUR | 12481000 | 16229181 |
| German Federal Republic 6.5% 7/4/2027 (c) | EUR | 4770000 | 5780169 |
| TOTAL GERMANY |  |  | 1091179791 |
| GREECE - 2.1%  |  |  |  |
| Greek Government 1.5% 6/18/2030 (c)(d) | EUR | 21800000 | 23630486 |
| Greek Government 1.875% 1/24/2052 (c)(d) | EUR | 27600000 | 19571297 |
| Greek Government 2% 4/22/2027 (c)(d) | EUR | 20900000 | 24056297 |
| Greek Government 3.375% 6/15/2034 (c)(d) | EUR | 51500000 | 58450368 |
| Greek Government 3.75% 1/30/2028 (c) | EUR | 12800000 | 15055724 |
| Greek Government 3.875% 3/12/2029 (c)(d) | EUR | 29100000 | 34511907 |
| Greek Government 3.9% 1/30/2033 (c) | EUR | 73800000 | 87550651 |
| Greek Government 4.2% 1/30/2042 (c) | EUR | 46500000 | 53572256 |
| Greek Government 4.25% 6/15/2033 (c)(d) | EUR | 7000000 | 8475866 |
| TOTAL GREECE |  |  | 324874852 |
| HONG KONG - 0.2%  |  |  |  |
| Hong Kong Government 1.25% 6/29/2027  | HKD | 66600000 | 8389287 |
| Hong Kong Government 1.59% 3/4/2036  | HKD | 33800000 | 3799865 |
| Hong Kong Government 1.89% 3/2/2032  | HKD | 77000000 | 9480165 |
| Hong Kong Government 1.97% 1/17/2029  | HKD | 36000000 | 4555908 |
| Hong Kong Government 2.02% 3/7/2034  | HKD | 12000000 | 1448047 |
| Hong Kong Government 2.13% 7/16/2030  | HKD | 4750000 | 600152 |
| Hong Kong Government 3.3% 5/26/2042  | HKD | 28000000 | 3566597 |
| TOTAL HONG KONG |  |  | 31840021 |
| IRELAND - 2.9%  |  |  |  |
| Republic of Ireland 0% 10/18/2031 (c) | EUR | 25031000 | 24760942 |
| Republic of Ireland 0.2% 10/18/2030 (c) | EUR | 5245000 | 5402325 |
| Republic of Ireland 0.2% 5/15/2027 (c) | EUR | 30134000 | 33946384 |
| Republic of Ireland 0.35% 10/18/2032 (c) | EUR | 22212000 | 21779189 |
| Republic of Ireland 0.4% 5/15/2035 (c) | EUR | 24240000 | 21951079 |
| Republic of Ireland 0.55% 4/22/2041 (c) | EUR | 13006000 | 9901024 |
| Republic of Ireland 1.1% 5/15/2029 (c) | EUR | 62829000 | 69132987 |
| Republic of Ireland 1.35% 3/18/2031 (c) | EUR | 35400000 | 38244793 |
| Republic of Ireland 1.5% 5/15/2050 (c) | EUR | 30643000 | 23478073 |
| Republic of Ireland 1.7% 5/15/2037 (c) | EUR | 2690000 | 2652688 |
| Republic of Ireland 2% 2/18/2045 (c) | EUR | 23084000 | 21040891 |
| Republic of Ireland 2.4% 5/15/2030 (c) | EUR | 31160000 | 35528372 |
| Republic of Ireland 2.6% 10/18/2034 (c) | EUR | 59400000 | 66122105 |
| Republic of Ireland 3% 10/18/2043 (c) | EUR | 39300000 | 42241889 |
| Republic of Ireland 3.1% 6/18/2036 (c) | EUR | 29100000 | 33198783 |
| Republic of Ireland 3.15% 10/18/2055 (c) | EUR | 11900000 | 12430664 |
| TOTAL IRELAND |  |  | 461812188 |
| ITALY - 8.3%  |  |  |  |
| Italian Republic 0.25% 3/15/2028 (c) | EUR | 12975000 | 14278549 |
| Italian Republic 0.45% 2/15/2029 (c) | EUR | 29560000 | 31877742 |
| Italian Republic 0.6% 8/1/2031 (c)(d) | EUR | 17143000 | 17274091 |
| Italian Republic 0.95% 3/1/2037 (c)(d) | EUR | 41747000 | 35787520 |
| Italian Republic 0.95% 6/1/2032 (c) | EUR | 13940000 | 13979892 |
| Italian Republic 0.95% 8/1/2030 (c) | EUR | 16920000 | 17866495 |
| Italian Republic 1.1% 4/1/2027 (c) | EUR | 27790000 | 31633859 |
| Italian Republic 1.5% 4/30/2045 (c)(d) | EUR | 48000000 | 35125338 |
| Italian Republic 1.65% 3/1/2032 (c)(d) | EUR | 1710000 | 1801425 |
| Italian Republic 1.7% 9/1/2051 (c)(d) | EUR | 5786000 | 3913269 |
| Italian Republic 1.8% 3/1/2041 (c)(d) | EUR | 22410000 | 19135829 |
| Italian Republic 2.1% 8/26/2027 (c) | EUR | 117700000 | 134834391 |
| Italian Republic 2.15% 3/1/2072 (c)(d) | EUR | 19100000 | 12905190 |
| Italian Republic 2.15% 9/1/2052 (c)(d) | EUR | 16010000 | 11919172 |
| Italian Republic 2.2% 2/28/2028 (c) | EUR | 37100000 | 42349438 |
| Italian Republic 2.5% 12/1/2032 (c) | EUR | 18000000 | 19689095 |
| Italian Republic 2.65% 12/1/2027 (c) | EUR | 14400000 | 16614596 |
| Italian Republic 2.7% 10/1/2030 (c)(d) | EUR | 73900000 | 83596640 |
| Italian Republic 2.7% 3/1/2047 (c)(d) | EUR | 1950000 | 1748986 |
| Italian Republic 2.8% 12/1/2028 (c) | EUR | 9500000 | 10970692 |
| Italian Republic 2.8% 3/1/2067 (c)(d) | EUR | 4900000 | 3954507 |
| Italian Republic 2.8% 6/15/2029 (c) | EUR | 16700000 | 19213342 |
| Italian Republic 2.85% 2/1/2031 (c) | EUR | 18000000 | 20425810 |
| Italian Republic 2.95% 7/1/2030 (c) | EUR | 21500000 | 24629453 |
| Italian Republic 3% 10/1/2029 (c) | EUR | 45800000 | 52900873 |
| Italian Republic 3% 8/1/2029 (c) | EUR | 18611000 | 21543361 |
| Italian Republic 3.15% 11/15/2031 (c)(d) | EUR | 10200000 | 11703369 |
| Italian Republic 3.25% 11/15/2032 (c)(d) | EUR | 43100000 | 49064195 |
| Italian Republic 3.25% 7/15/2032 (c)(d) | EUR | 9200000 | 10547048 |
| Italian Republic 3.25% 9/1/2046 (c)(d) | EUR | 4530000 | 4470162 |
| Italian Republic 3.35% 7/1/2029 (c) | EUR | 27000000 | 31557195 |
| Italian Republic 3.45% 2/1/2036 (c) | EUR | 29500000 | 32932801 |
| Italian Republic 3.45% 7/15/2027 (c) | EUR | 19000000 | 22147919 |
| Italian Republic 3.45% 7/15/2031 (c) | EUR | 41600000 | 48542076 |
| Italian Republic 3.5% 3/1/2030 (c)(d) | EUR | 5600000 | 6585904 |
| Italian Republic 3.6% 10/1/2035 (c) | EUR | 66700000 | 75630385 |
| Italian Republic 3.65% 8/1/2035 (c)(d) | EUR | 27600000 | 31604011 |
| Italian Republic 3.7% 6/15/2030 (c) | EUR | 5900000 | 6976364 |
| Italian Republic 3.8% 8/1/2028 (c) | EUR | 9700000 | 11450555 |
| Italian Republic 3.85% 12/15/2029 (c) | EUR | 5900000 | 7012507 |
| Italian Republic 3.85% 2/1/2035 (c) | EUR | 50800000 | 59364243 |
| Italian Republic 3.85% 7/1/2034 (c) | EUR | 18200000 | 21350753 |
| Italian Republic 4% 11/15/2030 (c) | EUR | 3000000 | 3590683 |
| Italian Republic 4% 2/1/2037 (c)(d) | EUR | 137000 | 160738 |
| Italian Republic 4.1% 4/30/2046 (c)(d) | EUR | 3200000 | 3558538 |
| Italian Republic 4.2% 3/1/2034 (c) | EUR | 18800000 | 22626123 |
| Italian Republic 4.3% 10/1/2054 (c)(d) | EUR | 10300000 | 11531429 |
| Italian Republic 4.35% 11/1/2033 (c) | EUR | 10500000 | 12775529 |
| Italian Republic 4.4% 5/1/2033 (c) | EUR | 7400000 | 9043222 |
| Italian Republic 4.45% 9/1/2043 (c)(d) | EUR | 51300000 | 60582874 |
| Italian Republic 4.5% 10/1/2053 (c)(d) | EUR | 6900000 | 7991786 |
| Italian Republic 4.65% 10/1/2055 (c)(d) | EUR | 3100000 | 3637462 |
| Italian Republic 4.75% 9/1/2044 (c)(d) | EUR | 11726000 | 14378538 |
| Italian Republic 5% 8/1/2034 (c)(d) | EUR | 9900000 | 12561803 |
| Italian Republic 6% 5/1/2031 (c) | EUR | 13509000 | 17647525 |
| TOTAL ITALY |  |  | 1310995292 |
| JAPAN - 11.8%  |  |  |  |
| Japan Government 0.005% 6/20/2027  | JPY | 2590000000 | 16090961 |
| Japan Government 0.1% 3/20/2027  | JPY | 3530000000 | 22029074 |
| Japan Government 0.1% 6/20/2030  | JPY | 5704200000 | 33600594 |
| Japan Government 0.1% 6/20/2031  | JPY | 1077900000 | 6212976 |
| Japan Government 0.1% 9/20/2027  | JPY | 8326500000 | 51603483 |
| Japan Government 0.1% 9/20/2027  | JPY | 5022600000 | 31126772 |
| Japan Government 0.1% 9/20/2030  | JPY | 4341000000 | 25429577 |
| Japan Government 0.2% 12/20/2027  | JPY | 1559000000 | 9639329 |
| Japan Government 0.2% 6/20/2028  | JPY | 1186500000 | 7281586 |
| Japan Government 0.2% 6/20/2036  | JPY | 703100000 | 3554321 |
| Japan Government 0.3% 12/20/2028  | JPY | 3077800000 | 18796206 |
| Japan Government 0.3% 12/20/2039  | JPY | 4435800000 | 20035855 |
| Japan Government 0.3% 9/20/2028  | JPY | 280600000 | 1719862 |
| Japan Government 0.4% 12/20/2028  | JPY | 410800000 | 2515425 |
| Japan Government 0.4% 3/20/2040  | JPY | 9506100000 | 43232738 |
| Japan Government 0.4% 6/20/2041  | JPY | 19083800000 | 83078994 |
| Japan Government 0.4% 9/20/2028  | JPY | 2067700000 | 12705024 |
| Japan Government 0.5% 3/20/2029  | JPY | 579600000 | 3546256 |
| Japan Government 0.5% 3/20/2060  | JPY | 1168300000 | 2924829 |
| Japan Government 0.5% 6/20/2029  | JPY | 2644400000 | 16120173 |
| Japan Government 0.6% 1/1/2027  | JPY | 80500000 | 505572 |
| Japan Government 0.6% 12/20/2033  | JPY | 14331400000 | 80654764 |
| Japan Government 0.6% 12/20/2036  | JPY | 8330000000 | 43349056 |
| Japan Government 0.6% 6/20/2029  | JPY | 2487200000 | 15210908 |
| Japan Government 0.7% 3/20/2061  | JPY | 4163300000 | 11182665 |
| Japan Government 0.7% 5/1/2027  | JPY | 5314200000 | 33329986 |
| Japan Government 0.8% 3/20/2042  | JPY | 68300000 | 311092 |
| Japan Government 0.8% 6/1/2027  | JPY | 1706800000 | 10709637 |
| Japan Government 0.8% 9/20/2033  | JPY | 5624900000 | 32335651 |
| Japan Government 0.9% 12/20/2029  | JPY | 6294600000 | 38609218 |
| Japan Government 0.9% 6/20/2042  | JPY | 3810000000 | 17525134 |
| Japan Government 0.9% 8/1/2027  | JPY | 7081400000 | 44437837 |
| Japan Government 0.9% 9/20/2034  | JPY | 22967800000 | 130352146 |
| Japan Government 1% 11/1/2027  | JPY | 3328200000 | 20879756 |
| Japan Government 1% 3/20/2030  | JPY | 10274200000 | 63071298 |
| Japan Government 1% 3/20/2052  | JPY | 5347200000 | 18920059 |
| Japan Government 1% 6/20/2030  | JPY | 7680700000 | 46993025 |
| Japan Government 1% 6/20/2030  | JPY | 2047400000 | 12532394 |
| Japan Government 1.1% 12/20/2029  | JPY | 3619600000 | 22365205 |
| Japan Government 1.1% 3/20/2043  | JPY | 4675100000 | 21801142 |
| Japan Government 1.1% 6/20/2034  | JPY | 683400000 | 3962799 |
| Japan Government 1.1% 6/20/2043  | JPY | 6114400000 | 28307480 |
| Japan Government 1.2% 12/20/2034  | JPY | 6881100000 | 39863249 |
| Japan Government 1.2% 6/20/2053  | JPY | 5376400000 | 19717194 |
| Japan Government 1.3% 12/20/2043  | JPY | 10894400000 | 51641944 |
| Japan Government 1.3% 3/20/2063  | JPY | 4059800000 | 13330843 |
| Japan Government 1.3% 6/20/2052  | JPY | 2660000000 | 10206530 |
| Japan Government 1.3% 9/20/2030  | JPY | 3389800000 | 20952319 |
| Japan Government 1.4% 12/20/2042  | JPY | 7799400000 | 38508766 |
| Japan Government 1.4% 3/20/2035  | JPY | 7528400000 | 44163735 |
| Japan Government 1.4% 3/20/2053  | JPY | 5827900000 | 22730803 |
| Japan Government 1.4% 9/20/2030  | JPY | 1086200000 | 6743493 |
| Japan Government 1.4% 9/20/2052  | JPY | 2841600000 | 11164673 |
| Japan Government 1.5% 6/20/2035  | JPY | 11715800000 | 69087446 |
| Japan Government 1.6% 12/20/2030  | JPY | 3100000000 | 19377943 |
| Japan Government 1.6% 12/20/2052  | JPY | 1127200000 | 4654658 |
| Japan Government 1.6% 12/20/2053  | JPY | 5076700000 | 20704421 |
| Japan Government 1.6% 3/20/2044  | JPY | 11772500000 | 58507855 |
| Japan Government 1.7% 9/20/2032  | JPY | 200000000 | 1239907 |
| Japan Government 1.7% 9/20/2035  | JPY | 2688800000 | 16076359 |
| Japan Government 1.8% 9/20/2044  | JPY | 1507000000 | 7677270 |
| Japan Government 1.8% 9/20/2053  | JPY | 2224000000 | 9576140 |
| Japan Government 1.9% 6/20/2044  | JPY | 968600000 | 5038461 |
| Japan Government 2.1% 12/20/2035  | JPY | 3516900000 | 21712697 |
| Japan Government 2.1% 6/20/2027  | JPY | 730000000 | 4651522 |
| Japan Government 2.2% 3/20/2064  | JPY | 13553200000 | 58991124 |
| Japan Government 2.3% 3/20/2040  | JPY | 1641350000 | 9721412 |
| Japan Government 2.4% 3/20/2045  | JPY | 398000000 | 2220967 |
| Japan Government 2.4% 3/20/2048  | JPY | 4353800000 | 23223201 |
| Japan Government 2.4% 3/20/2055  | JPY | 3322000000 | 16308151 |
| Japan Government 2.4% 6/20/2028  | JPY | 393850000 | 2535782 |
| Japan Government 2.5% 6/20/2045  | JPY | 8154000000 | 46090729 |
| Japan Government 2.7% 9/20/2045  | JPY | 3320700000 | 19319711 |
| Japan Government 3.1% 3/20/2065  | JPY | 294100000 | 1612875 |
| Japan Government 3.2% 12/20/2045  | JPY | 4360000000 | 27276367 |
| Japan Government 3.2% 9/20/2055  | JPY | 1956800000 | 11380189 |
| Japan Government 3.4% 12/20/2055  | JPY | 3211800000 | 19437422 |
| TOTAL JAPAN |  |  | 1864037017 |
| LATVIA - 0.5%  |  |  |  |
| Latvia Government International Bond 0% 1/24/2029 (c) | EUR | 7000000 | 7401884 |
| Latvia Government International Bond 0% 3/17/2031 (c) | EUR | 11778000 | 11568566 |
| Latvia Government International Bond 0.25% 1/23/2030 (c) | EUR | 2400000 | 2489590 |
| Latvia Government International Bond 1.125% 5/30/2028 (c) | EUR | 7800000 | 8638326 |
| Latvia Government International Bond 1.375% 5/16/2036 (c) | EUR | 10433000 | 9590570 |
| Latvia Government International Bond 1.875% 2/19/2049 (c) | EUR | 4878000 | 3713061 |
| Latvia Government International Bond 2.25% 2/15/2047 (c) | EUR | 1380000 | 1164403 |
| Latvia Government International Bond 3% 1/24/2032 (c) | EUR | 4300000 | 4852362 |
| Latvia Government International Bond 3.875% 3/25/2027 (c) | EUR | 16600000 | 19361521 |
| Latvia Government International Bond 3.875% 5/22/2029 (c) | EUR | 3600000 | 4253311 |
| TOTAL LATVIA |  |  | 73033594 |
| LITHUANIA - 0.5%  |  |  |  |
| Lithuania Government 0.5% 7/28/2050 (c) | EUR | 6985000 | 3451308 |
| Lithuania Government 0.75% 5/6/2030 (c) | EUR | 3462000 | 3634450 |
| Lithuania Government 0.75% 7/15/2051 (c) | EUR | 7150000 | 3762748 |
| Lithuania Government 0.95% 5/26/2027 (c) | EUR | 1116000 | 1260557 |
| Lithuania Government 1.625% 6/19/2049 (c) | EUR | 1009000 | 690130 |
| Lithuania Government 2.1% 5/26/2047 (c) | EUR | 3903000 | 3045386 |
| Lithuania Government 2.125% 10/22/2035 (c) | EUR | 17210000 | 17227821 |
| Lithuania Government 2.125% 6/1/2032 (c) | EUR | 8400000 | 8980760 |
| Lithuania Government 3.5% 2/13/2034 (c) | EUR | 5800000 | 6604444 |
| Lithuania Government 3.875% 6/14/2033 (c) | EUR | 5200000 | 6104423 |
| Lithuania Government 4.125% 4/25/2028 (c) | EUR | 13600000 | 16052658 |
| Lithuania Government 4.25% 9/10/2045 (c) | EUR | 2000000 | 2256427 |
| TOTAL LITHUANIA |  |  | 73071112 |
| LUXEMBOURG - 0.4%  |  |  |  |
| Luxembourg Government 0% 4/28/2030 (c) | EUR | 1879000 | 1936313 |
| State of the Grand-Duchy of Luxembourg 0% 3/24/2031 (c) | EUR | 12200000 | 12226019 |
| State of the Grand-Duchy of Luxembourg 0% 9/14/2032 (c) | EUR | 6197000 | 5926607 |
| State of the Grand-Duchy of Luxembourg 1.375% 5/25/2029 (c) | EUR | 3870000 | 4277359 |
| State of the Grand-Duchy of Luxembourg 1.75% 5/25/2042 (c) | EUR | 6730000 | 6005781 |
| State of the Grand-Duchy of Luxembourg 2.625% 10/23/2034 (c) | EUR | 11100000 | 12377948 |
| State of the Grand-Duchy of Luxembourg 2.875% 3/1/2034 (c) | EUR | 5100000 | 5829997 |
| State of the Grand-Duchy of Luxembourg 2.9% 9/17/2035 (c) | EUR | 6000000 | 6793242 |
| State of the Grand-Duchy of Luxembourg 3.25% 3/2/2043 (c) | EUR | 5700000 | 6243629 |
| TOTAL LUXEMBOURG |  |  | 61616895 |
| NETHERLANDS - 4.8%  |  |  |  |
| Dutch Government 0% 1/15/2029 (c)(d) | EUR | 4200000 | 4516503 |
| Dutch Government 0% 1/15/2038 (c)(d) | EUR | 34830000 | 27581160 |
| Dutch Government 0% 1/15/2052 (c)(d) | EUR | 4927000 | 2386308 |
| Dutch Government 0% 7/15/2030 (c)(d) | EUR | 50213000 | 51806084 |
| Dutch Government 0% 7/15/2031 (c)(d) | EUR | 43851000 | 43870171 |
| Dutch Government 0.25% 7/15/2029 (c)(d) | EUR | 37500000 | 40066981 |
| Dutch Government 0.5% 1/15/2040 (c)(d) | EUR | 31789000 | 25409405 |
| Dutch Government 0.5% 7/15/2032 (c)(d) | EUR | 22900000 | 22939609 |
| Dutch Government 0.75% 7/15/2027 (c)(d) | EUR | 58202000 | 65744933 |
| Dutch Government 0.75% 7/15/2028 (c)(d) | EUR | 70954000 | 78676386 |
| Dutch Government 2% 1/15/2054 (c)(d) | EUR | 60200000 | 51604146 |
| Dutch Government 2.5% 1/15/2031 (c)(d) | EUR | 21600000 | 24703646 |
| Dutch Government 2.5% 1/15/2033 (c)(d) | EUR | 11430000 | 12913634 |
| Dutch Government 2.5% 7/15/2033 (c)(d) | EUR | 26500000 | 29814000 |
| Dutch Government 2.5% 7/15/2034 (c)(d) | EUR | 46100000 | 51450941 |
| Dutch Government 2.5% 7/15/2035 (c)(d) | EUR | 34400000 | 38063159 |
| Dutch Government 2.75% 1/15/2047 (c)(d) | EUR | 34665000 | 35993851 |
| Dutch Government 2.75% 7/15/2036 (c)(d) | EUR | 19600000 | 21840678 |
| Dutch Government 3.25% 1/15/2044 (c)(d) | EUR | 41100000 | 46540108 |
| Dutch Government 3.5% 1/15/2056 (c)(d) | EUR | 15500000 | 18016755 |
| Dutch Government 3.75% 1/15/2042 (c)(d) | EUR | 45030000 | 54499756 |
| Dutch Government 4% 1/15/2037 (c)(d) | EUR | 8170000 | 10173701 |
| TOTAL NETHERLANDS |  |  | 758611915 |
| NEW ZEALAND - 2.2%  |  |  |  |
| New Zealand Government 0.25% 5/15/2028  | NZD | 39600000 | 21239101 |
| New Zealand Government 1.5% 5/15/2031  | NZD | 58500000 | 29419441 |
| New Zealand Government 1.75% 5/15/2041  | NZD | 45464000 | 16989964 |
| New Zealand Government 2% 5/15/2032  | NZD | 41113000 | 20645971 |
| New Zealand Government 2.75% 4/15/2037 (c) | NZD | 45131000 | 21373951 |
| New Zealand Government 2.75% 5/15/2051  | NZD | 31500000 | 11703876 |
| New Zealand Government 3% 4/20/2029  | NZD | 131094000 | 73559346 |
| New Zealand Government 3.5% 4/14/2033 (c) | NZD | 28700000 | 15553792 |
| New Zealand Government 4.25% 5/15/2034  | NZD | 82700000 | 46587877 |
| New Zealand Government 4.25% 5/15/2036  | NZD | 16600000 | 9198531 |
| New Zealand Government 4.5% 4/15/2027 (c) | NZD | 29800000 | 17381727 |
| New Zealand Government 4.5% 5/15/2030  | NZD | 32700000 | 19120647 |
| New Zealand Government 4.5% 5/15/2035  | NZD | 68300000 | 38865059 |
| New Zealand Government 5% 5/15/2054  | NZD | 14200000 | 7775370 |
| TOTAL NEW ZEALAND |  |  | 349414653 |
| NORWAY - 1.1%  |  |  |  |
| Kingdom of Norway 1.25% 9/17/2031 (c)(d) | NOK | 69261000 | 6095383 |
| Kingdom of Norway 1.375% 8/19/2030 (c)(d) | NOK | 313381000 | 28561993 |
| Kingdom of Norway 1.75% 9/6/2029 (c)(d) | NOK | 128390000 | 12154207 |
| Kingdom of Norway 2% 4/26/2028 (c)(d) | NOK | 192500000 | 18948280 |
| Kingdom of Norway 2.125% 5/18/2032 (c)(d) | NOK | 142533000 | 13005996 |
| Kingdom of Norway 3% 8/15/2033 (c)(d) | NOK | 97000000 | 9199423 |
| Kingdom of Norway 3.5% 10/6/2042 (c)(d) | NOK | 116800000 | 10885573 |
| Kingdom of Norway 3.625% 4/13/2034 (c)(d) | NOK | 310900000 | 30624965 |
| Kingdom of Norway 3.75% 6/12/2035 (c)(d) | NOK | 254900000 | 25197763 |
| Kingdom of Norway 4.125% 6/3/2036 (c)(d) | NOK | 201000000 | 20378145 |
| TOTAL NORWAY |  |  | 175051728 |
| PORTUGAL - 4.0%  |  |  |  |
| Portugal Obrigacoes do Tesouro 0.3% 10/17/2031 (c)(d) | EUR | 12800000 | 12846419 |
| Portugal Obrigacoes do Tesouro 0.475% 10/18/2030 (c)(d) | EUR | 48591000 | 50676153 |
| Portugal Obrigacoes do Tesouro 0.7% 10/15/2027 (c)(d) | EUR | 60505000 | 67914918 |
| Portugal Obrigacoes do Tesouro 0.9% 10/12/2035 (c)(d) | EUR | 14477000 | 13430487 |
| Portugal Obrigacoes do Tesouro 1% 4/12/2052 (c)(d) | EUR | 27215000 | 16517831 |
| Portugal Obrigacoes do Tesouro 1.15% 4/11/2042 (c)(d) | EUR | 27900000 | 22133064 |
| Portugal Obrigacoes do Tesouro 1.65% 7/16/2032 (c)(d) | EUR | 29740000 | 31780521 |
| Portugal Obrigacoes do Tesouro 1.95% 6/15/2029 (c)(d) | EUR | 97074000 | 109800117 |
| Portugal Obrigacoes do Tesouro 2.875% 10/20/2034 (c)(d) | EUR | 91500000 | 102603324 |
| Portugal Obrigacoes do Tesouro 3% 6/15/2035 (c)(d) | EUR | 39000000 | 43840934 |
| Portugal Obrigacoes do Tesouro 3.25% 6/13/2036 (c)(d) | EUR | 31500000 | 35975961 |
| Portugal Obrigacoes do Tesouro 3.5% 6/18/2038 (c)(d) | EUR | 4400000 | 5046807 |
| Portugal Obrigacoes do Tesouro 3.625% 6/12/2054 (c)(d) | EUR | 17300000 | 18676046 |
| Portugal Obrigacoes do Tesouro 3.875% 2/15/2030 (c)(d) | EUR | 16065000 | 19342239 |
| Portugal Obrigacoes do Tesouro 4.1% 2/15/2045 (c)(d) | EUR | 30747000 | 36699158 |
| Republic of Portugal 2.125% 10/17/2028 (c)(d) | EUR | 19285000 | 22011450 |
| Republic of Portugal 4.1% 4/15/2037 (c)(d) | EUR | 24573000 | 30041008 |
| TOTAL PORTUGAL |  |  | 639336437 |
| SINGAPORE - 2.8%  |  |  |  |
| Republic of Singapore 1.625% 7/1/2031  | SGD | 18254000 | 13914242 |
| Republic of Singapore 1.875% 10/1/2051  | SGD | 41700000 | 29381969 |
| Republic of Singapore 1.875% 3/1/2050  | SGD | 13850000 | 9813801 |
| Republic of Singapore 2.25% 8/1/2036  | SGD | 34415000 | 26654403 |
| Republic of Singapore 2.375% 7/1/2039  | SGD | 5400000 | 4209501 |
| Republic of Singapore 2.5% 4/1/2030  | SGD | 22700000 | 18077256 |
| Republic of Singapore 2.625% 5/1/2028  | SGD | 3800000 | 3017434 |
| Republic of Singapore 2.625% 8/1/2032  | SGD | 15000000 | 12023820 |
| Republic of Singapore 2.75% 3/1/2035  | SGD | 30600000 | 24747516 |
| Republic of Singapore 2.75% 3/1/2046  | SGD | 28900000 | 23800710 |
| Republic of Singapore 2.75% 4/1/2042  | SGD | 49317000 | 40385520 |
| Republic of Singapore 2.875% 7/1/2029  | SGD | 3553000 | 2854238 |
| Republic of Singapore 2.875% 9/1/2027  | SGD | 72000000 | 57023082 |
| Republic of Singapore 2.875% 9/1/2030  | SGD | 25600000 | 20716927 |
| Republic of Singapore 3% 8/1/2072 (c) | SGD | 28800000 | 25312407 |
| Republic of Singapore 3.25% 6/1/2054 (c) | SGD | 2900000 | 2613289 |
| Republic of Singapore 3.375% 5/1/2034  | SGD | 45000000 | 37967409 |
| Republic of Singapore 3.375% 9/1/2033  | SGD | 23600000 | 19846746 |
| Republic of Singapore Treasury Bills 3% 4/1/2029  | SGD | 93300000 | 75122273 |
| TOTAL SINGAPORE |  |  | 447482543 |
| SLOVAKIA - 1.7%  |  |  |  |
| Slovak Republic 0.125% 6/17/2027 (c) | EUR | 15970000 | 17884667 |
| Slovak Republic 0.375% 4/21/2036 (c) | EUR | 37220000 | 30894912 |
| Slovak Republic 0.75% 4/9/2030 (c) | EUR | 10300000 | 10896642 |
| Slovak Republic 1% 10/13/2051 (c) | EUR | 920000 | 522355 |
| Slovak Republic 1% 10/9/2030 (c) | EUR | 14233000 | 14991332 |
| Slovak Republic 1% 6/12/2028 (c) | EUR | 13930000 | 15490924 |
| Slovak Republic 1.625% 1/21/2031 (c) | EUR | 11100000 | 12009846 |
| Slovak Republic 1.875% 3/9/2037 (c) | EUR | 4837000 | 4601406 |
| Slovak Republic 2% 10/17/2047 (c) | EUR | 18134000 | 13965980 |
| Slovak Republic 2.25% 6/12/2068 (c) | EUR | 6082000 | 4268754 |
| Slovak Republic 3.625% 1/16/2029 (c) | EUR | 23871000 | 28176783 |
| Slovak Republic 3.625% 6/8/2033 (c) | EUR | 24500000 | 28622181 |
| Slovak Republic 3.75% 2/23/2035 (c) | EUR | 16300000 | 18946521 |
| Slovak Republic 3.75% 3/6/2034 (c) | EUR | 45800000 | 53641476 |
| Slovak Republic 3.875% 2/8/2033 (c) | EUR | 3054000 | 3634576 |
| Slovak Republic 4% 2/23/2043 (c) | EUR | 12900000 | 14455994 |
| TOTAL SLOVAKIA |  |  | 273004349 |
| SLOVENIA - 0.8%  |  |  |  |
| Republic of Slovenia 0% 2/12/2031 (c) | EUR | 23800000 | 23874987 |
| Republic of Slovenia 0.125% 7/1/2031 (c) | EUR | 5960000 | 5963347 |
| Republic of Slovenia 0.4875% 10/20/2050 (c) | EUR | 3465000 | 1808787 |
| Republic of Slovenia 0.6875% 3/3/2081 (c) | EUR | 15148000 | 4814399 |
| Republic of Slovenia 0.875% 7/15/2030 (c) | EUR | 14118000 | 14985820 |
| Republic of Slovenia 1% 3/6/2028 (c) | EUR | 9000000 | 10060247 |
| Republic of Slovenia 1.1875% 3/14/2029 (c) | EUR | 4421000 | 4884201 |
| Republic of Slovenia 1.5% 3/25/2035 (c) | EUR | 6884000 | 6803563 |
| Republic of Slovenia 1.75% 11/3/2040 (c) | EUR | 8240000 | 7300826 |
| Republic of Slovenia 3% 3/10/2034 (c) | EUR | 17000000 | 19232292 |
| Republic of Slovenia 3.125% 7/2/2035 (c) | EUR | 4700000 | 5283427 |
| Republic of Slovenia 3.125% 8/7/2045 (c) | EUR | 9338000 | 9540060 |
| Republic of Slovenia 3.275% 3/12/2036 (c) | EUR | 5300000 | 6009213 |
| Republic of Slovenia 3.625% 3/11/2033 (c) | EUR | 4400000 | 5218707 |
| TOTAL SLOVENIA |  |  | 125779876 |
| SPAIN - 5.0%  |  |  |  |
| Spanish Kingdom 0% 1/31/2028  | EUR | 25308000 | 27895274 |
| Spanish Kingdom 0.5% 10/31/2031 (c)(d) | EUR | 7736000 | 7835371 |
| Spanish Kingdom 0.6% 10/31/2029 (c)(d) | EUR | 19277000 | 20671238 |
| Spanish Kingdom 0.7% 4/30/2032 (c)(d) | EUR | 5430000 | 5485494 |
| Spanish Kingdom 0.8% 7/30/2027 (c)(d) | EUR | 23656000 | 26694933 |
| Spanish Kingdom 0.8% 7/30/2029  | EUR | 24230000 | 26285061 |
| Spanish Kingdom 0.85% 7/30/2037 (c)(d) | EUR | 29074000 | 25118967 |
| Spanish Kingdom 1% 10/31/2050 (c)(d) | EUR | 5109000 | 3139891 |
| Spanish Kingdom 1% 7/30/2042 (c)(d) | EUR | 11860000 | 8998716 |
| Spanish Kingdom 1.2% 10/31/2040 (c)(d) | EUR | 600000 | 493148 |
| Spanish Kingdom 1.25% 10/31/2030 (c)(d) | EUR | 46415000 | 50036304 |
| Spanish Kingdom 1.45% 10/31/2071 (c)(d) | EUR | 33859000 | 18227644 |
| Spanish Kingdom 1.45% 4/30/2029 (c)(d) | EUR | 8730000 | 9716048 |
| Spanish Kingdom 1.9% 10/31/2052 (c)(d) | EUR | 12800000 | 9623728 |
| Spanish Kingdom 2.4% 5/31/2028  | EUR | 8300000 | 9535715 |
| Spanish Kingdom 2.5% 5/31/2027  | EUR | 44800000 | 51689439 |
| Spanish Kingdom 2.55% 10/31/2032 (c)(d) | EUR | 21200000 | 23702969 |
| Spanish Kingdom 2.7% 1/31/2030  | EUR | 38200000 | 43951420 |
| Spanish Kingdom 2.7% 10/31/2048 (c)(d) | EUR | 443000 | 413618 |
| Spanish Kingdom 2.9% 10/31/2046 (c)(d) | EUR | 720000 | 707908 |
| Spanish Kingdom 3% 1/31/2033  | EUR | 12900000 | 14744813 |
| Spanish Kingdom 3.1% 7/30/2031  | EUR | 32700000 | 37964107 |
| Spanish Kingdom 3.15% 4/30/2033 (c)(d) | EUR | 7100000 | 8208694 |
| Spanish Kingdom 3.15% 4/30/2035 (c)(d) | EUR | 7000000 | 7958258 |
| Spanish Kingdom 3.2% 10/31/2035 (c)(d) | EUR | 42800000 | 48517288 |
| Spanish Kingdom 3.25% 4/30/2034 (c)(d) | EUR | 6600000 | 7600182 |
| Spanish Kingdom 3.3% 4/30/2036 (c)(d) | EUR | 10400000 | 11811003 |
| Spanish Kingdom 3.45% 10/31/2034 (c)(d) | EUR | 57500000 | 67239817 |
| Spanish Kingdom 3.45% 7/30/2043 (c)(d) | EUR | 80400000 | 87853862 |
| Spanish Kingdom 3.5% 5/31/2029  | EUR | 37800000 | 44665308 |
| Spanish Kingdom 3.55% 10/31/2033 (c)(d) | EUR | 30900000 | 36423150 |
| Spanish Kingdom 3.95% 10/31/2056 (c)(d) | EUR | 4000000 | 4453790 |
| Spanish Kingdom 4% 10/31/2054 (c)(d) | EUR | 7100000 | 8072108 |
| Spanish Kingdom 4.2% 1/31/2037 (c)(d) | EUR | 6230000 | 7633542 |
| Spanish Kingdom 5.15% 10/31/2044 (c)(d) | EUR | 14225000 | 19071020 |
| Spanish Kingdom 5.75% 7/30/2032  | EUR | 6620000 | 8833949 |
| Spanish Kingdom 6% 1/31/2029  | EUR | 6030000 | 7589709 |
| TOTAL SPAIN |  |  | 798863486 |
| SWEDEN - 1.3%  |  |  |  |
| Sweden Kingdom 0.125% 5/12/2031 (c) | SEK | 396665000 | 37066711 |
| Sweden Kingdom 0.5% 11/24/2045 (c) | SEK | 62760000 | 4152713 |
| Sweden Kingdom 0.75% 11/12/2029 (c) | SEK | 323220000 | 32131736 |
| Sweden Kingdom 0.75% 5/12/2028 (c) | SEK | 170060000 | 17361285 |
| Sweden Kingdom 1.375% 6/23/2071 (c) | SEK | 34910000 | 2076576 |
| Sweden Kingdom 1.75% 11/11/2033 (c) | SEK | 96500000 | 9534931 |
| Sweden Kingdom 2.25% 5/11/2035 (c) | SEK | 282100000 | 28530857 |
| Sweden Kingdom 2.25% 6/1/2032 (c) | SEK | 153765000 | 15906254 |
| Sweden Kingdom 2.5% 10/15/2036 (c) | SEK | 352300000 | 36026021 |
| Sweden Kingdom 3.5% 3/30/2039 (c) | SEK | 171525000 | 19169971 |
| TOTAL SWEDEN |  |  | 201957055 |
| SWITZERLAND - 2.2%  |  |  |  |
| Swiss Confederation 0% 6/22/2029 (c) | CHF | 36300000 | 45285483 |
| Swiss Confederation 0% 6/26/2034 (c) | CHF | 48000000 | 58578672 |
| Swiss Confederation 0% 7/24/2039 (c) | CHF | 2070000 | 2437666 |
| Swiss Confederation 0.25% 6/23/2035 (c) | CHF | 28110000 | 34934383 |
| Swiss Confederation 0.5% 5/24/2055 (c) | CHF | 20300000 | 25133406 |
| Swiss Confederation 0.5% 5/27/2030 (c) | CHF | 12600000 | 16016509 |
| Swiss Confederation 0.5% 5/30/2058 (c) | CHF | 3907000 | 4877906 |
| Swiss Confederation 0.5% 6/28/2045 (c) | CHF | 4836000 | 5985179 |
| Swiss Confederation 0.875% 5/22/2047 (c) | CHF | 2300000 | 3064719 |
| Swiss Confederation 1.25% 6/27/2037 (c) | CHF | 6501000 | 8902591 |
| Swiss Confederation 1.25% 6/28/2043 (c) | CHF | 25000000 | 34966469 |
| Swiss Confederation 1.5% 4/30/2042 (c) | CHF | 14124000 | 20322856 |
| Swiss Confederation 2% 6/25/2064 (c) | CHF | 10942000 | 20984230 |
| Swiss Confederation 2.5% 3/8/2036 (c) | CHF | 3128000 | 4737177 |
| Swiss Confederation 3.5% 4/8/2033 (c) | CHF | 17304000 | 26540095 |
| Swiss Confederation 4% 1/6/2049 (c) | CHF | 15826000 | 34317862 |
| Swiss Confederation 4% 4/8/2028 (c) | CHF | 2610000 | 3523276 |
| TOTAL SWITZERLAND |  |  | 350608479 |
| UNITED KINGDOM - 6.6%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 0.125% 1/31/2028 (c) | GBP | 2396000 | 2946458 |
| United Kingdom of Great Britain and Northern Ireland 0.25% 7/31/2031 (c) | GBP | 12200000 | 13020545 |
| United Kingdom of Great Britain and Northern Ireland 0.375% 10/22/2030 (c) | GBP | 12977000 | 14403147 |
| United Kingdom of Great Britain and Northern Ireland 0.5% 1/31/2029 (c) | GBP | 29000000 | 34575072 |
| United Kingdom of Great Britain and Northern Ireland 0.625% 10/22/2050 (c) | GBP | 5800000 | 2699568 |
| United Kingdom of Great Britain and Northern Ireland 0.625% 7/31/2035 (c) | GBP | 5655000 | 5139138 |
| United Kingdom of Great Britain and Northern Ireland 0.875% 1/31/2046 (c) | GBP | 692000 | 411042 |
| United Kingdom of Great Britain and Northern Ireland 1.125% 10/22/2073 (c) | GBP | 95700000 | 37336083 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 10/22/2041 (c) | GBP | 54457000 | 41622555 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 7/22/2027 (c) | GBP | 18140000 | 23071064 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 7/31/2051 (c) | GBP | 39040000 | 21855542 |
| United Kingdom of Great Britain and Northern Ireland 1.625% 10/22/2028 (c) | GBP | 3570000 | 4427981 |
| United Kingdom of Great Britain and Northern Ireland 1.625% 10/22/2071 (c) | GBP | 19072000 | 9565972 |
| United Kingdom of Great Britain and Northern Ireland 2.5% 7/22/2065 (c) | GBP | 4840000 | 3370151 |
| United Kingdom of Great Britain and Northern Ireland 3.25% 1/22/2044 (c) | GBP | 400000 | 398754 |
| United Kingdom of Great Britain and Northern Ireland 3.25% 1/31/2033 (c) | GBP | 23900000 | 29079755 |
| United Kingdom of Great Britain and Northern Ireland 3.5% 1/22/2045 (c) | GBP | 88900000 | 91172112 |
| United Kingdom of Great Britain and Northern Ireland 3.5% 7/22/2068 (c) | GBP | 1510000 | 1360621 |
| United Kingdom of Great Britain and Northern Ireland 3.75% 10/22/2053 (c) | GBP | 20800000 | 20618136 |
| United Kingdom of Great Britain and Northern Ireland 4% 10/22/2031 (c) | GBP | 22400000 | 28933372 |
| United Kingdom of Great Britain and Northern Ireland 4% 10/22/2063 (c) | GBP | 54400000 | 54867657 |
| United Kingdom of Great Britain and Northern Ireland 4.125% 3/7/2031 (c) | GBP | 23100000 | 30111591 |
| United Kingdom of Great Britain and Northern Ireland 4.125% 7/22/2029 (c) | GBP | 13000000 | 17071956 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2027 (c) | GBP | 17400000 | 22985028 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2046 (c) | GBP | 4100000 | 4602566 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2049 (c) | GBP | 8124000 | 8975558 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 3/7/2036 (c) | GBP | 2199000 | 2757119 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (c) | GBP | 29900000 | 39007208 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (c) | GBP | 65200000 | 83043526 |
| United Kingdom of Great Britain and Northern Ireland 4.375% 3/7/2030 (c) | GBP | 48000000 | 63439082 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 12/7/2042 (c) | GBP | 6500000 | 7802628 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 3/7/2035 (c) | GBP | 101300000 | 130597763 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 6/7/2028 (c) | GBP | 109800000 | 145689476 |
| United Kingdom of Great Britain and Northern Ireland 4.625% 1/31/2034 (c) | GBP | 6200000 | 8144184 |
| United Kingdom of Great Britain and Northern Ireland 4.75% 10/22/2035 (c) | GBP | 7700000 | 10060949 |
| United Kingdom of Great Britain and Northern Ireland 4.75% 12/7/2030 (c) | GBP | 22792000 | 30691738 |
| United Kingdom of Great Britain and Northern Ireland 5.375% 1/31/2056 (c) | GBP | 1800000 | 2331839 |
| TOTAL UNITED KINGDOM |  |  | 1048186936 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $16,606,405,483) |  |  | <br> **15714357110** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f)<br>(Cost $160,791,848)<br>| 3.69 | 160759696 | **160791848** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.2%**<br> (Cost $16,767,197,331)<br>| <br>**15875148958** |
| **NET OTHER ASSETS (LIABILITIES) - (0.2)%**  | **(31937853)** |
| **NET ASSETS - 100.0%** | **15843211105** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| Eurex Deutschland German Federal Republic Contracts (Germany) | 215 | 6/2026 | 28685250 | (412547) |
| ICE Long GILT Futures (United Kingdom) | 454 | 6/2026 | 52754275 | (2776019) |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **(3188566)** |
| The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 366000 | USD | 256703 | Bank of America NA | 4/2026 | (4181) |
| AUD | 1156332000 | USD | 792781219 | Royal Bank of Canada | 4/2026 | 5030044 |
| AUD | 26305000 | USD | 18040258 | State Street Bank & Trust Co | 5/2026 | 101504 |
| CAD | 1024154232 | USD | 735605585 | JPMorgan Chase Bank NA | 4/2026 | 613401 |
| CAD | 21098000 | USD | 15139582 | JPMorgan Chase Bank NA | 5/2026 | 48200 |
| CHF | 284766000 | USD | 355913011 | Bank of America NA | 4/2026 | 222557 |
| CHF | 1287249 | USD | 1604561 | Royal Bank of Canada | 4/2026 | 5306 |
| CHF | 78000 | USD | 100092 | Royal Bank of Canada | 4/2026 | (2543) |
| CHF | 3645000 | USD | 4560240 | Royal Bank of Canada | 5/2026 | 15390 |
| DKK | 1674964000 | USD | 256738023 | JPMorgan Chase Bank NA | 4/2026 | 2335787 |
| DKK | 8660490 | USD | 1334624 | JPMorgan Chase Bank NA | 4/2026 | 4931 |
| DKK | 28051000 | USD | 4331018 | JPMorgan Chase Bank NA | 5/2026 | 15731 |
| EUR | 8367823000 | USD | 9592035505 | Bank of America NA | 4/2026 | 79912764 |
| EUR | 147699000 | USD | 170202420 | Bank of America NA | 4/2026 | 515470 |
| EUR | 524000 | USD | 608926 | JPMorgan Chase Bank NA | 4/2026 | (3260) |
| EUR | 99040000 | USD | 114309987 | Bank of America NA | 5/2026 | 349754 |
| GBP | 2531000 | USD | 3379973 | Citibank NA | 4/2026 | (29941) |
| GBP | 399000 | USD | 532484 | JPMorgan Chase Bank NA | 4/2026 | (4368) |
| GBP | 1883000 | USD | 2528760 | JPMorgan Chase Bank NA | 4/2026 | (36421) |
| GBP | 814517000 | USD | 1074185020 | Royal Bank of Canada | 4/2026 | 3909684 |
| GBP | 25919000 | USD | 34210825 | State Street Bank & Trust Co | 4/2026 | 95563 |
| GBP | 13402000 | USD | 17688858 | State Street Bank & Trust Co | 5/2026 | 49343 |
| HKD | 387000 | USD | 49542 | Bank of America NA | 4/2026 | (187) |
| HKD | 219360000 | USD | 27990302 | Canadian Imperial Bank of Commerce | 4/2026 | (14993) |
| JPY | 300664300000 | USD | 1885279032 | Goldman Sachs Bank USA | 4/2026 | 9206334 |
| JPY | 950850000 | USD | 6009500 | JPMorgan Chase Bank NA | 4/2026 | (18195) |
| JPY | 3969301794 | USD | 24966659 | JPMorgan Chase Bank NA | 4/2026 | 43907 |
| JPY | 3974450000 | USD | 25061278 | JPMorgan Chase Bank NA | 5/2026 | 54031 |
| NOK | 65338798 | USD | 6707564 | Bank of America NA | 4/2026 | 40290 |
| NOK | 1691768961 | USD | 173336984 | Bank of America NA | 4/2026 | 1380194 |
| NOK | 289696000 | USD | 30472073 | HSBC Bank USA NA | 4/2026 | (553764) |
| NZD | 630910000 | USD | 360438883 | JPMorgan Chase Bank NA | 4/2026 | 2113549 |
| NZD | 14673000 | USD | 8391882 | Bank of America NA | 5/2026 | 49440 |
| SEK | 111706067 | USD | 11725877 | Bank of America NA | 4/2026 | 74080 |
| SEK | 1849311625 | USD | 193400155 | Citibank NA | 4/2026 | 1950008 |
| SGD | 589534704 | USD | 456578922 | State Street Bank & Trust Co | 4/2026 | 1953165 |
| SGD | 2371201 | USD | 1839681 | Brown Brothers Harriman & Co. | 4/2026 | 4607 |
| SGD | 13605000 | USD | 10579727 | Brown Brothers Harriman & Co. | 5/2026 | 27771 |
| USD | 6449949 | AUD | 9231000 | BNP Paribas SA | 4/2026 | 81020 |
| USD | 815400377 | AUD | 1147467000 | Royal Bank of Canada | 4/2026 | 23705521 |
| USD | 3086901 | AUD | 4499396 | State Street Bank & Trust Co | 4/2026 | (17458) |
| USD | 793269810 | AUD | 1157514000 | Royal Bank of Canada | 5/2026 | (5032561) |
| USD | 4195053 | CAD | 5718000 | Brown Brothers Harriman & Co. | 4/2026 | 84637 |
| USD | 732804551 | CAD | 1001977000 | JPMorgan Chase Bank NA | 4/2026 | 12527792 |
| USD | 12117122 | CAD | 16501000 | JPMorgan Chase Bank NA | 4/2026 | 255286 |
| USD | 738715138 | CAD | 1027005000 | JPMorgan Chase Bank NA | 5/2026 | (593227) |
| USD | 369133492 | CHF | 284844000 | Bank of America NA | 4/2026 | 12900375 |
| USD | 357311481 | CHF | 284853000 | Bank of America NA | 5/2026 | (269284) |
| USD | 265100618 | DKK | 1674964000 | JPMorgan Chase Bank NA | 4/2026 | 6026807 |
| USD | 260097359 | DKK | 1693754000 | JPMorgan Chase Bank NA | 5/2026 | (2364757) |
| USD | 2571983 | EUR | 2218000 | Bank of America NA | 4/2026 | 8308 |
| USD | 226938941 | EUR | 191754000 | Bank of America NA | 4/2026 | 5300079 |
| USD | 9634827748 | EUR | 8144471000 | Bank of America NA | 4/2026 | 221040890 |
| USD | 7353315 | EUR | 6351000 | Bank of America NA | 4/2026 | 12511 |
| USD | 10903120 | EUR | 9463000 | JPMorgan Chase Bank NA | 4/2026 | (34689) |
| USD | 25832758 | EUR | 22239000 | Morgan Stanley Capital Services LLC | 4/2026 | 127810 |
| USD | 9617201463 | EUR | 8376660000 | Bank of America NA | 5/2026 | (80553687) |
| USD | 3713619 | GBP | 2784000 | Bank of America NA | 4/2026 | 28717 |
| USD | 38421626 | GBP | 28555000 | Goldman Sachs Bank USA | 4/2026 | 626228 |
| USD | 2755873 | GBP | 2077000 | JPMorgan Chase Bank NA | 4/2026 | 6756 |
| USD | 16384251 | GBP | 12213000 | JPMorgan Chase Bank NA | 4/2026 | 219124 |
| USD | 1048397103 | GBP | 773891000 | Royal Bank of Canada | 4/2026 | 24074973 |
| USD | 1077848868 | GBP | 817315000 | Royal Bank of Canada | 5/2026 | (3907399) |
| USD | 28122159 | HKD | 219747000 | Canadian Imperial Bank of Commerce | 4/2026 | 97494 |
| USD | 28695224 | HKD | 224477000 | Canadian Imperial Bank of Commerce | 5/2026 | 13172 |
| USD | 47130876 | JPY | 7339550000 | Bank of America NA | 4/2026 | 884381 |
| USD | 8879347 | JPY | 1405400000 | JPMorgan Chase Bank NA | 4/2026 | 23924 |
| USD | 10934958 | JPY | 1722100000 | JPMorgan Chase Bank NA | 4/2026 | 84008 |
| USD | 1870089738 | JPY | 291148100000 | State Street Bank & Trust Co | 4/2026 | 35565936 |
| USD | 1888443671 | JPY | 300400400000 | Goldman Sachs Bank USA | 5/2026 | (9843834) |
| USD | 206793915 | NOK | 1981466000 | Royal Bank of Canada | 4/2026 | 2158320 |
| USD | 173890559 | NOK | 1697384000 | Bank of America NA | 5/2026 | (1380919) |
| USD | 3786340 | NOK | 36889000 | Bank of America NA | 5/2026 | (22810) |
| USD | 11020332 | NZD | 18349000 | BNP Paribas SA | 4/2026 | 476079 |
| USD | 366959200 | NZD | 612561000 | JPMorgan Chase Bank NA | 4/2026 | 14951021 |
| USD | 352793 | NZD | 617527 | Bank of America NA | 4/2026 | (2069) |
| USD | 361452925 | NZD | 631977000 | JPMorgan Chase Bank NA | 5/2026 | (2121084) |
| USD | 8753390 | SEK | 78813000 | Bank of America NA | 4/2026 | 428058 |
| USD | 196740284 | SEK | 1776502000 | Citibank NA | 4/2026 | 9081291 |
| USD | 8053275 | SEK | 76588000 | Bank of America NA | 5/2026 | (51250) |
| USD | 194020690 | SEK | 1852138000 | Citibank NA | 5/2026 | (1972131) |
| USD | 4113919 | SGD | 5260000 | Canadian Imperial Bank of Commerce | 4/2026 | 22762 |
| USD | 465500985 | SGD | 587027000 | Goldman Sachs Bank USA | 4/2026 | 8919357 |
| USD | 456753773 | SGD | 588403000 | State Street Bank & Trust Co | 5/2026 | (2010199) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **379010231** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 489855442 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (110845211) |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| DKK | - | Danish Krone |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| HKD | - | Hong Kong Dollar |
| JPY | - | Japanese Yen |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| SEK | - | Swedish Krona |
| SGD | - | Singapore Dollar |
| USD | - | United States Dollar |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,835,609.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $11,750,148,987 or 74.2% of net assets.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $6,119,440,422 or 38.6% of net assets.

(e) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $703,494.

(f) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 98576231 | 633091273 | 570875656 | 614326 | (766) | 766 | 160791848 | 160759696 | 0.3% |
| Total | 98576231 | 633091273 | 570875656 | 614326 | (766) | 766 | 160791848 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Foreign Government and Government Agency Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity School Street Trust

- **b. Investment Company Act file number:** 811-02676

- **c. CIK number of Registrant:** 0000215829

- **d. LEI of Registrant:** WX9R9SUUXPO900BH1D05

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Series International Developed Markets Bond Index Fund

- **b. EDGAR series identifier (if any):** S000072687

- **c. LEI of Series:** 54930044ZDE46MDDII13

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $16132067678.85

**Total Liabilities:** $76665.89

**Net Assets:** $16131991012.96

**Cash Not Reported:** $7633273.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6559.10702708 | **1-Year:** 627497.91372238 | **5-Year:** 2231805.20453318 | **10-Year:** 3941246.34218851 | **30-Year:** 2464632.80197528

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

- **3-Month:** 1824.68412465 | **1-Year:** 206587.90280791 | **5-Year:** 649933.42787526 | **10-Year:** 1052646.70779563 | **30-Year:** 632605.49555853

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229122 | 0.35%                | 1.65%                | -2.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3407146.38              | $-2999732.49                               |
| Month 2  | $15178956.94             | $222148317.42                              |
| Month 3  | $5537323.51              | $-389983566.53                             |

**Designated Index Information**

- **Index Name:** Bloomberg Global Agg Treasury ex USD, ex EM, RIC Capped, Float Adjusted Index

- **Index Identifier:** 75418742

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 4% 01/15/2037 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     8170000 | PA      | $10173700.73  | 0.06%             | 2037-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    45030000 | PA      | $54499756.10  | 0.34%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    11430000 | PA      | $12913634.46  | 0.08%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    34665000 | PA      | $35993850.81  | 0.22%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 5% 03/28/2035 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    46949000 | PA      | $60901441.33  | 0.38%             | 2035-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 4.25% 03/28/2041 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    44660000 | PA      | $53637364.73  | 0.33%             | 2041-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.75% 06/22/2045 REGS                      | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    33738000 | PA      | $37221839.68  | 0.23%             | 2045-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1% 06/22/2031 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    19681000 | PA      | $20546609.14  | 0.13%             | 2031-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.9% 06/22/2038 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     7550000 | PA      | $7156501.13   | 0.04%             | 2038-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 6.5% 07/04/2027 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4770000 | PA      | $5780169.41   | 0.04%             | 2027-07-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 5.5% 01/04/2031 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    12481000 | PA      | $16229180.78  | 0.10%             | 2031-01-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2034 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $855475.90    | 0.01%             | 2034-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     8010000 | PA      | $10055776.50  | 0.06%             | 2037-01-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31970000 | PA      | $36556590.31  | 0.23%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    24052000 | PA      | $24496075.88  | 0.15%             | 2044-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2046 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    44881000 | PA      | $45223586.31  | 0.28%             | 2046-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2.4% 05/15/2030 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    31160000 | PA      | $35528371.84  | 0.22%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2% 02/18/2045 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    23084000 | PA      | $21040891.49  | 0.13%             | 2045-02-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 4.15% 03/15/2037 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16199000 | PA      | $20054001.61  | 0.12%             | 2037-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.8% 01/26/2062 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    12165000 | PA      | $14074891.88  | 0.09%             | 2062-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.15% 06/20/2044 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    49780000 | PA      | $53605474.28  | 0.33%             | 2044-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 12/01/2064                         | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    39400000 | PA      | $21906589.76  | 0.14%             | 2064-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 5.75% 06/01/2029                         | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4040000 | PA      | $3146060.48   | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 5.75% 06/01/2033                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14800000 | PA      | $12291752.68  | 0.08%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 06/01/2041                            | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    19381000 | PA      | $14440360.82  | 0.09%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 12/01/2045                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8519000 | PA      | $5890221.30   | 0.04%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    15931000 | PA      | $21535233.15  | 0.13%             | 2040-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.5% 03/01/2030 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5600000 | PA      | $6585903.73   | 0.04%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 09/01/2046 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4530000 | PA      | $4470161.76   | 0.03%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.65% 03/01/2032 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1710000 | PA      | $1801424.77   | 0.01%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 4.5% 11/15/2039                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   310564000 | PA      | $55792883.57  | 0.35%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   160759696 | NS      | $160791847.98 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       36000 | PA      | $45371.32     | 0.00%             | 2035-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.5% 04/25/2041 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1710000 | PA      | $2079943.59   | 0.01%             | 2041-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24600000 | PA      | $26320650.55  | 0.16%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 10/25/2027 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    40810000 | PA      | $47173708.93  | 0.29%             | 2027-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.25% 05/25/2045 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    11653000 | PA      | $11828838.34  | 0.07%             | 2045-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    50278000 | PA      | $57078243.65  | 0.35%             | 2030-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.875% 02/08/2033 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     3054000 | PA      | $3634576.46   | 0.02%             | 2033-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.625% 01/16/2029 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    23871000 | PA      | $28176782.80  | 0.17%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 6% 05/01/2031 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    13509000 | PA      | $17647525.07  | 0.11%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 5% 08/01/2034 144A REGS                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9900000 | PA      | $12561802.84  | 0.08%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4% 02/01/2037 144A REGS                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      137000 | PA      | $160739.39    | 0.00%             | 2037-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.75% 09/01/2044 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    11726000 | PA      | $14378537.86  | 0.09%             | 2044-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    29900000 | PA      | $39007208.27  | 0.24%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 03/07/2036 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2199000 | PA      | $2757119.23   | 0.02%             | 2036-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2046 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2800000 | PA      | $3143215.53   | 0.02%             | 2046-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2027 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    17400000 | PA      | $22985027.68  | 0.14%             | 2027-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 12/07/2042 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6500000 | PA      | $7802628.06   | 0.05%             | 2042-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.75% 12/07/2030 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22792000 | PA      | $30691738.09  | 0.19%             | 2030-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2049 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8124000 | PA      | $8975558.16   | 0.06%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $398754.35    | 0.00%             | 2044-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 07/22/2068 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1510000 | PA      | $1360620.95   | 0.01%             | 2068-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 01/22/2045 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    88900000 | PA      | $91172111.48  | 0.57%             | 2045-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 2.5% 07/22/2065 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4840000 | PA      | $3370151.49   | 0.02%             | 2065-07-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #96 2.1% 6/20/27                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   730000000 | PA      | $4651521.79   | 0.03%             | 2027-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.5% 03/25/2035 REGS                     | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     6884000 | PA      | $6803562.71   | 0.04%             | 2035-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.125% 08/07/2045 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     9338000 | PA      | $9540060.15   | 0.06%             | 2045-08-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 2.13% 07/16/2030                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |     4750000 | PA      | $600152.10    | 0.00%             | 2030-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 10/29/2026 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     4140000 | PA      | $4767896.53   | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 10/22/2035 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |    17210000 | PA      | $17227820.21  | 0.11%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    16065000 | PA      | $19342239.13  | 0.12%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    30747000 | PA      | $36699158.32  | 0.23%             | 2045-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/NZD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $14951021.21  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/SGD settle 2026-04-01                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $8919356.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HKD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $97494.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/SEK settle 2026-04-01                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $9081291.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/NOK settle 2026-04-01                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2158320.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/DKK settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6026807.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CHF settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12900375.34  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/CAD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12527791.87  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/AUD settle 2026-04-01                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $23705520.81  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/GBP settle 2026-04-01                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $24074973.21  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/JPY settle 2026-04-01                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $35565935.90  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $221040889.62 | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/NZD settle 2026-04-01                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $476079.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/CAD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $255286.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SEK settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $428058.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: NOK/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-553763.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/GBP settle 2026-04-01                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $626228.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/JPY settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $884381.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5300079.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/CAD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $84636.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                   | FX Forward: USD/EUR settle 2026-04-01                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |           1 | NC      | $127809.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: HKD/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-187.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: CHF/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2543.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: GBP/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29941.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/SGD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $22762.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/JPY settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $84007.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/GBP settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $28716.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12511.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/AUD settle 2026-04-01                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $81020.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: GBP/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36420.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $8307.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/GBP settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $219124.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/JPY settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $23923.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/EUR settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34688.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: GBP/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4367.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/GBP settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6755.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 04/15/2027 REGS                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    49800000 | PA      | $29047315.22  | 0.18%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 3.5% 04/14/2033 REGS                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    28700000 | PA      | $15553792.41  | 0.10%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: AUD/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4180.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: JPY/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18195.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: EUR/USD settle 2026-04-01                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3260.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/CAD settle 2026-05-04                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-593226.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/AUD settle 2026-05-04                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5032560.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/DKK settle 2026-05-04                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2364757.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CHF settle 2026-05-04                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-269284.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-05-04                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-80553687.46 | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/GBP settle 2026-05-01                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3907399.03  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HKD settle 2026-05-04                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $13172.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/NZD settle 2026-05-04                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2121084.09  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/NOK settle 2026-05-04                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1380919.28  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/SEK settle 2026-05-04                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1972130.71  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/SGD settle 2026-05-04                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2010199.35  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/JPY settle 2026-05-01                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9843833.56  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                  | PORTUGAL REPUBLIC OF 4.1% 04/15/2037 144A REGS                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    24573000 | PA      | $30041007.51  | 0.19%             | 2037-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #140 1.7% 9/20/2032                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   200000000 | PA      | $1239907.03   | 0.01%             | 2032-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #1 2.4% 3/20/48                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4353800000 | PA      | $23223200.74  | 0.14%             | 2048-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #102 2.4% 6/20/28                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   393850000 | PA      | $2535781.82   | 0.02%             | 2028-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT 2.3% 3/20/40                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1641350000 | PA      | $9721412.40   | 0.06%             | 2040-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 6% 01/31/2029                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6030000 | PA      | $7589709.18   | 0.05%             | 2029-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 5.75% 07/30/2032                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6620000 | PA      | $8833948.98   | 0.05%             | 2032-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 4.2% 01/31/2037 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6230000 | PA      | $7633542.25   | 0.05%             | 2037-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 5.15% 10/31/2044 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    14225000 | PA      | $19071019.63  | 0.12%             | 2044-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.5% 03/01/2027                         | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    18124000 | PA      | $14348930.23  | 0.09%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 09/01/2030                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    25600000 | PA      | $20716926.86  | 0.13%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    49317000 | PA      | $40385520.46  | 0.25%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.375% 09/01/2033                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    23600000 | PA      | $19846746.03  | 0.12%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 07/01/2029                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     3553000 | PA      | $2854237.60   | 0.02%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 4% 04/08/2028 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2610000 | PA      | $3523276.36   | 0.02%             | 2028-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 4% 01/06/2049 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    15826000 | PA      | $34317861.52  | 0.21%             | 2049-01-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    17304000 | PA      | $26540095.16  | 0.16%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 2.5% 03/08/2036 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3128000 | PA      | $4737176.50   | 0.03%             | 2036-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    14124000 | PA      | $20322856.49  | 0.13%             | 2042-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 06/27/2037 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     6501000 | PA      | $8902590.65   | 0.06%             | 2037-06-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    10942000 | PA      | $20984229.95  | 0.13%             | 2064-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/27/2030 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    12600000 | PA      | $16016508.54  | 0.10%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.75% 04/21/2027 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    31200000 | PA      | $21561095.72  | 0.13%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2029 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    64300000 | PA      | $42673524.45  | 0.26%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    72521000 | PA      | $49197261.29  | 0.30%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.75% 04/21/2037 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    29572000 | PA      | $18270861.47  | 0.11%             | 2037-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   111000000 | PA      | $64363864.56  | 0.40%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   171525000 | PA      | $19169970.54  | 0.12%             | 2039-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   153765000 | PA      | $15906254.01  | 0.10%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1.625% 01/21/2031 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    11100000 | PA      | $12009845.62  | 0.07%             | 2031-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   131951000 | PA      | $88358470.04  | 0.55%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.7% 03/01/2047 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1950000 | PA      | $1748987.00   | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    28900000 | PA      | $23800709.97  | 0.15%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.6% 06/22/2047 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     9816000 | PA      | $7313176.09   | 0.05%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.9% 10/31/2046 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      720000 | PA      | $707907.66    | 0.00%             | 2046-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 1.25% 05/25/2036 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    61786000 | PA      | $56714124.76  | 0.35%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4110000 | PA      | $2459894.12   | 0.02%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.15% 06/22/2066 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     9430000 | PA      | $6626454.11   | 0.04%             | 2066-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |    10433000 | PA      | $9590569.57   | 0.06%             | 2036-05-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    36300000 | PA      | $45285482.08  | 0.28%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 06/20/2036                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   703100000 | PA      | $3554320.77   | 0.02%             | 2036-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/30/2058 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3907000 | PA      | $4877906.48   | 0.03%             | 2058-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    15615000 | PA      | $12093811.03  | 0.07%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1% 06/01/2027                            | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6319000 | PA      | $4454975.40   | 0.03%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    45131000 | PA      | $21373950.97  | 0.13%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4900000 | PA      | $3954506.74   | 0.02%             | 2067-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3% 03/21/2047 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    24400000 | PA      | $11967675.57  | 0.07%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16500000 | PA      | $9187624.10   | 0.06%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS                    | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     8240000 | PA      | $7300826.24   | 0.05%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 12/20/2036                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8330000000 | PA      | $43349056.30  | 0.27%             | 2036-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     2690000 | PA      | $2652688.20   | 0.02%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.8% 06/22/2027 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     6886000 | PA      | $7789676.48   | 0.05%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     6190000 | PA      | $5571825.39   | 0.03%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.5% 11/15/2027                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   335487000 | PA      | $50455305.23  | 0.31%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.75% 05/12/2028 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   170060000 | PA      | $17361285.28  | 0.11%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2027 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    58202000 | PA      | $65744932.97  | 0.41%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 2.25% 02/15/2047 REGS                      | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     1380000 | PA      | $1164403.30   | 0.01%             | 2047-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2028 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    40367000 | PA      | $26579245.65  | 0.16%             | 2028-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     4837000 | PA      | $4601406.43   | 0.03%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/22/2027 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    18140000 | PA      | $23071063.89  | 0.14%             | 2027-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.89% 03/02/2032                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    77000000 | PA      | $9480165.14   | 0.06%             | 2032-03-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.5% 04/20/2027 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    58716000 | PA      | $66415056.68  | 0.41%             | 2027-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2% 05/25/2048 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       70000 | PA      | $54796.75     | 0.00%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.95% 05/26/2027 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1116000 | PA      | $1260556.93   | 0.01%             | 2027-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     3903000 | PA      | $3045386.42   | 0.02%             | 2047-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.25% 06/29/2027                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    66600000 | PA      | $8389287.29   | 0.05%             | 2027-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/24/2055 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    20300000 | PA      | $25133406.19  | 0.16%             | 2055-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2027 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    50808000 | PA      | $56951715.94  | 0.35%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT 0.1% 09/20/2027                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5022600000 | PA      | $31126771.54  | 0.19%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.1% 09/20/2117 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     6220000 | PA      | $4291833.60   | 0.03%             | 2117-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.25% 08/15/2048 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4320000 | PA      | $3310911.52   | 0.02%             | 2048-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3536000 | PA      | $4376260.22   | 0.03%             | 2045-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    12780000 | PA      | $14159543.99  | 0.09%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 2% 10/17/2047 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    18134000 | PA      | $13965980.21  | 0.09%             | 2047-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.75% 01/30/2028 REGS                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    12800000 | PA      | $15055724.18  | 0.09%             | 2028-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS                     | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    73800000 | PA      | $87550650.90  | 0.54%             | 2033-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 4.2% 01/30/2042 REGS                     | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    46500000 | PA      | $53572256.10  | 0.33%             | 2042-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2% 12/01/2051                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    59969000 | PA      | $29961147.83  | 0.19%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1% 03/06/2028 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     9000000 | PA      | $10060246.83  | 0.06%             | 2028-03-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                  | PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    19285000 | PA      | $22011450.67  | 0.14%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    29386000 | PA      | $32583399.36  | 0.20%             | 2028-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   137813000 | PA      | $89214533.94  | 0.55%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    19197000 | PA      | $21416857.43  | 0.13%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     2320000 | PA      | $2298461.14   | 0.01%             | 2034-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.7% 10/31/2048 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      443000 | PA      | $413617.82    | 0.00%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    70954000 | PA      | $78676385.90  | 0.49%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 3% 04/20/2029                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   131094000 | PA      | $73559345.58  | 0.46%             | 2029-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2028 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3570000 | PA      | $4427981.43   | 0.03%             | 2028-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 2% 04/26/2028 144A REGS                     | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   192500000 | PA      | $18948280.41  | 0.12%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     3800000 | PA      | $3017434.27   | 0.02%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2071 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    19072000 | PA      | $9565971.72   | 0.06%             | 2071-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     7800000 | PA      | $8638325.93   | 0.05%             | 2028-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.75% 11/12/2029 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   323220000 | PA      | $32131735.81  | 0.20%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 06/12/2028 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    13930000 | PA      | $15490924.06  | 0.10%             | 2028-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     6082000 | PA      | $4268753.87   | 0.03%             | 2068-06-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 11/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    27662000 | PA      | $30298727.12  | 0.19%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.5% 05/21/2030                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    64800000 | PA      | $41176318.99  | 0.26%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    35678000 | PA      | $18497472.96  | 0.11%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.25% 06/01/2029                         | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $492688.74    | 0.00%             | 2029-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.8% 12/01/2028 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9500000 | PA      | $10970691.59  | 0.07%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2028 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     7879000 | PA      | $8640737.59   | 0.05%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.375% 09/25/2028 REGS                     | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     2600000 | PA      | $2969778.59   | 0.02%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.35% 03/18/2031 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    35400000 | PA      | $38244793.30  | 0.24%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4421000 | PA      | $4884201.41   | 0.03%             | 2029-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    20250000 | PA      | $21912497.81  | 0.14%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.9% 06/22/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    33476000 | PA      | $36462358.18  | 0.23%             | 2029-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    62829000 | PA      | $69132986.41  | 0.43%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    97074000 | PA      | $109800115.82 | 0.68%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.97% 01/17/2029                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    36000000 | PA      | $4555908.00   | 0.03%             | 2029-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.45% 04/30/2029 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     8730000 | PA      | $9716048.14   | 0.06%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.5% 11/15/2029                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   206326000 | PA      | $29820507.18  | 0.18%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.7% 06/22/2050 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    16649000 | PA      | $11964577.02  | 0.07%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    63200000 | PA      | $68574254.31  | 0.43%             | 2029-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2029 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    21445000 | PA      | $22923084.56  | 0.14%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.25% 07/15/2029 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    37500000 | PA      | $40066980.88  | 0.25%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.875% 02/19/2049 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     4878000 | PA      | $3713060.54   | 0.02%             | 2049-02-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.75% 02/26/2034 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     4289000 | PA      | $4732472.02   | 0.03%             | 2034-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3% 08/01/2029 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18611000 | PA      | $21543360.65  | 0.13%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.75% 09/06/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   128390000 | PA      | $12154206.78  | 0.08%             | 2029-09-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.875% 03/12/2029 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    29100000 | PA      | $34511907.32  | 0.21%             | 2029-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 2.02% 03/07/2034                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    12000000 | PA      | $1448047.22   | 0.01%             | 2034-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    31290000 | PA      | $33624566.52  | 0.21%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    10300000 | PA      | $10896641.86  | 0.07%             | 2030-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    30643000 | PA      | $23478072.99  | 0.15%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    31789000 | PA      | $25409405.31  | 0.16%             | 2040-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.5% 06/21/2031                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    18500000 | PA      | $10913921.47  | 0.07%             | 2031-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    48000000 | PA      | $58578671.27  | 0.36%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 1.625% 06/19/2049 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1009000 | PA      | $690130.01    | 0.00%             | 2049-06-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.6% 10/31/2029 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    19277000 | PA      | $20671237.78  | 0.13%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     5400000 | PA      | $4209500.65   | 0.03%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2029 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    14992000 | PA      | $15883425.16  | 0.10%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2070000 | PA      | $2437666.38   | 0.02%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.25% 06/01/2030                         | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12150000 | PA      | $8127352.57   | 0.05%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2050 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    16203000 | PA      | $8270443.26   | 0.05%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    58500000 | PA      | $29419441.12  | 0.18%             | 2031-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    50654000 | PA      | $52716572.18  | 0.33%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    48591000 | PA      | $50676153.49  | 0.31%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    24240000 | PA      | $21951079.33  | 0.14%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     7274000 | PA      | $5992428.52   | 0.04%             | 2040-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS                     | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |    10782000 | PA      | $11455165.64  | 0.07%             | 2030-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.1% 06/22/2030 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    21700000 | PA      | $22327348.90  | 0.14%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 12/20/2039                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4435800000 | PA      | $20035854.90  | 0.12%             | 2039-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    54457000 | PA      | $41622555.14  | 0.26%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032                    | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    63500000 | PA      | $35789876.69  | 0.22%             | 2032-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    34264000 | PA      | $17637182.02  | 0.11%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    86862000 | PA      | $90251457.09  | 0.56%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    23991000 | PA      | $20226677.87  | 0.13%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   313381000 | PA      | $28561993.16  | 0.18%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.4% 06/22/2040 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    18700000 | PA      | $13411476.89  | 0.08%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.875% 03/01/2050                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    13850000 | PA      | $9813801.49   | 0.06%             | 2050-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1% 10/31/2050 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5109000 | PA      | $3139890.52   | 0.02%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 08/01/2030 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16920000 | PA      | $17866494.55  | 0.11%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    50213000 | PA      | $51806083.60  | 0.32%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   396665000 | PA      | $37066711.39  | 0.23%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    23656000 | PA      | $26694933.06  | 0.17%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    36477000 | PA      | $21768761.75  | 0.13%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    59128000 | PA      | $65604940.97  | 0.41%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.25% 11/15/2052                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   233950000 | PA      | $17430325.39  | 0.11%             | 2052-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    60505000 | PA      | $67914917.03  | 0.42%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     3919000 | PA      | $3249299.05   | 0.02%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.2% 05/15/2027 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    30134000 | PA      | $33946383.64  | 0.21%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.875% 07/15/2030 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    14118000 | PA      | $14985820.39  | 0.09%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 10/09/2030 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    14233000 | PA      | $14991332.49  | 0.09%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 2% 04/22/2027 144A REGS                  | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    20900000 | PA      | $24056297.43  | 0.15%             | 2027-04-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 03/20/2040                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  9506100000 | PA      | $43232738.41  | 0.27%             | 2040-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.25% 10/31/2030 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    46415000 | PA      | $50036303.54  | 0.31%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0% 04/28/2030 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     1879000 | PA      | $1936313.16   | 0.01%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.75% 05/06/2030 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     3462000 | PA      | $3634450.28   | 0.02%             | 2030-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12977000 | PA      | $14403147.48  | 0.09%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    78512000 | PA      | $45910693.28  | 0.28%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 03/20/2060                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1168300000 | PA      | $2924829.06   | 0.02%             | 2060-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24343000 | PA      | $17547440.20  | 0.11%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS                    | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     9367000 | PA      | $9547005.43   | 0.06%             | 2030-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2030 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24200000 | PA      | $24346900.74  | 0.15%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.2% 10/31/2040 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $493147.58    | 0.00%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.2% 10/18/2030 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     5245000 | PA      | $5402325.15   | 0.03%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5800000 | PA      | $2699567.93   | 0.02%             | 2050-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 1.5% 06/18/2030 144A REGS                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    21800000 | PA      | $23630485.66  | 0.15%             | 2030-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2028 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2396000 | PA      | $2946458.26   | 0.02%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS                | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    22189000 | PA      | $15990338.22  | 0.10%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31124000 | PA      | $32056459.27  | 0.20%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    32016000 | PA      | $11542148.79  | 0.07%             | 2120-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    14477000 | PA      | $13430487.32  | 0.08%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 06/20/2030                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5704200000 | PA      | $33600593.95  | 0.21%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    39664000 | PA      | $14822495.06  | 0.09%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.5% 07/28/2050 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     6985000 | PA      | $3451307.78   | 0.02%             | 2050-07-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    28212000 | PA      | $9805427.03   | 0.06%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    63005000 | PA      | $64260438.72  | 0.40%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1% 11/21/2031 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   108757000 | PA      | $61460466.70  | 0.38%             | 2031-11-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.8% 03/01/2041 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    22410000 | PA      | $19135828.97  | 0.12%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5655000 | PA      | $5139138.02   | 0.03%             | 2035-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     6197000 | PA      | $5926607.11   | 0.04%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2052 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     4927000 | PA      | $2386308.11   | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    15970000 | PA      | $17884667.46  | 0.11%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 0.5% 12/01/2030                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    63762000 | PA      | $40756082.78  | 0.25%             | 2030-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 09/20/2030                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4341000000 | PA      | $25429577.03  | 0.16%             | 2030-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.4875% 10/20/2050 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     3465000 | PA      | $1808787.31   | 0.01%             | 2050-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    46009000 | PA      | $31765498.48  | 0.20%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.7% 09/01/2051 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5786000 | PA      | $3913268.67   | 0.02%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    39600000 | PA      | $21239100.58  | 0.13%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.25% 07/31/2031 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12200000 | PA      | $13020545.46  | 0.08%             | 2031-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    62760000 | PA      | $4152712.94   | 0.03%             | 2045-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 03/01/2037 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    41747000 | PA      | $35787519.80  | 0.22%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0% 02/12/2031 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    23800000 | PA      | $23874985.76  | 0.15%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0% 10/18/2031 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    25031000 | PA      | $24760942.42  | 0.15%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0% 10/22/2031 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    54206000 | PA      | $53022064.69  | 0.33%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.25% 03/15/2028 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    12975000 | PA      | $14278548.91  | 0.09%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    41670000 | PA      | $13153538.01  | 0.08%             | 2072-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      692000 | PA      | $411041.80    | 0.00%             | 2046-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0% 11/15/2031                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   124327000 | PA      | $16684986.67  | 0.10%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    15148000 | PA      | $4814399.11   | 0.03%             | 2081-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    56703000 | PA      | $57027150.34  | 0.35%             | 2031-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    53103000 | PA      | $19586469.20  | 0.12%             | 2071-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    25200000 | PA      | $11524130.81  | 0.07%             | 2052-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS     | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    27215000 | PA      | $16517830.51  | 0.10%             | 2052-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 07/15/2031 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    43851000 | PA      | $43870170.71  | 0.27%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    33859000 | PA      | $18227643.51  | 0.11%             | 2071-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.25% 09/17/2031 144A REGS                  | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    69261000 | PA      | $6095383.76   | 0.04%             | 2031-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.6% 08/01/2031 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    17143000 | PA      | $17274090.75  | 0.11%             | 2031-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 05/15/2036 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    19065000 | PA      | $16279524.44  | 0.10%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.5% 04/30/2045 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    48000000 | PA      | $35125338.11  | 0.22%             | 2045-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0% 03/17/2031 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |    11778000 | PA      | $11568566.18  | 0.07%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 06/25/2044 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     7500000 | PA      | $4657189.34   | 0.03%             | 2044-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    12200000 | PA      | $12226019.39  | 0.08%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 1.875% 01/24/2052 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    27600000 | PA      | $19571296.99  | 0.12%             | 2052-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0% 01/31/2028                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    25308000 | PA      | $27895274.14  | 0.17%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.59% 03/04/2036                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    33800000 | PA      | $3799865.10   | 0.02%             | 2036-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.15% 03/01/2072 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    19100000 | PA      | $12905190.36  | 0.08%             | 2072-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.3% 10/17/2031 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    12800000 | PA      | $12846419.42  | 0.08%             | 2031-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    80369000 | PA      | $77973120.19  | 0.48%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2038 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    34830000 | PA      | $27581159.81  | 0.17%             | 2038-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.7% 04/20/2071 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     2400000 | PA      | $991691.54    | 0.01%             | 2071-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    29074000 | PA      | $25118966.64  | 0.16%             | 2037-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.375% 04/21/2036 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    29720000 | PA      | $24669446.32  | 0.15%             | 2036-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    13006000 | PA      | $9901023.88   | 0.06%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 02/25/2027 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    23174000 | PA      | $26171524.88  | 0.16%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    39040000 | PA      | $21855542.35  | 0.14%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 09/15/2031 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    28767000 | PA      | $28581935.46  | 0.18%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 03/20/2061                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4163300000 | PA      | $11182665.46  | 0.07%             | 2061-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    28110000 | PA      | $34934383.39  | 0.22%             | 2035-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2% 05/15/2032                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    41113000 | PA      | $20645971.46  | 0.13%             | 2032-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    34910000 | PA      | $2076576.89   | 0.01%             | 2071-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    17740000 | PA      | $17809991.75  | 0.11%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7736000 | PA      | $7835371.13   | 0.05%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.625% 07/01/2031                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    18254000 | PA      | $13914242.09  | 0.09%             | 2031-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     5960000 | PA      | $5963346.89   | 0.04%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 06/20/2031                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1077900000 | PA      | $6212975.79   | 0.04%             | 2031-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0% 01/24/2029 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     7000000 | PA      | $7401884.29   | 0.05%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2053 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    12500000 | PA      | $6230753.46   | 0.04%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.75% 07/15/2051 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     4950000 | PA      | $2604979.61   | 0.02%             | 2051-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 06/20/2041                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 19083800000 | PA      | $83078993.09  | 0.51%             | 2041-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.75% 12/01/2053                         | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    46000000 | PA      | $21120064.55  | 0.13%             | 2053-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.5% 01/31/2029 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    29000000 | PA      | $34575071.84  | 0.21%             | 2029-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2052 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    13519000 | PA      | $6464645.46   | 0.04%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1% 07/30/2042 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    11860000 | PA      | $8998715.61   | 0.06%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2.75% 05/15/2051                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    31500000 | PA      | $11703875.53  | 0.07%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.25% 10/20/2036 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    24709000 | PA      | $20788604.96  | 0.13%             | 2036-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    41700000 | PA      | $29381968.58  | 0.18%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2029 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     4200000 | PA      | $4516503.00   | 0.03%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 10/13/2051 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      920000 | PA      | $522354.51    | 0.00%             | 2051-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.25% 03/01/2027                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    30500000 | PA      | $21659459.56  | 0.13%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.5% 12/01/2031                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    54493000 | PA      | $35811459.11  | 0.22%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 06/01/2032 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    13940000 | PA      | $13979891.93  | 0.09%             | 2032-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.45% 02/15/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    29560000 | PA      | $31877741.68  | 0.20%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0.25% 01/23/2030 REGS                      | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     2400000 | PA      | $2489589.95   | 0.02%             | 2030-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.15% 09/01/2052 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16010000 | PA      | $11919171.74  | 0.07%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     8590000 | PA      | $8465922.11   | 0.05%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    37200000 | PA      | $35317986.62  | 0.22%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.15% 04/11/2042 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    27900000 | PA      | $22133064.45  | 0.14%             | 2042-04-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.7% 04/30/2032 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5430000 | PA      | $5485494.11   | 0.03%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0.95% 01/20/2032 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     1900000 | PA      | $1944550.04   | 0.01%             | 2032-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.35% 10/18/2032 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    22212000 | PA      | $21779189.40  | 0.14%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 04/16/2027 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    21390000 | PA      | $24088554.69  | 0.15%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0% 11/15/2031                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    12602000 | PA      | $1692412.89   | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    51290000 | PA      | $50057385.34  | 0.31%             | 2032-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     8400000 | PA      | $9067171.56   | 0.06%             | 2028-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    82970000 | PA      | $57175571.21  | 0.35%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    95700000 | PA      | $37336083.28  | 0.23%             | 2073-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.9% 10/31/2052 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    12800000 | PA      | $9623728.37   | 0.06%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   142533000 | PA      | $13005995.66  | 0.08%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2032 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    22900000 | PA      | $22939608.87  | 0.14%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.4% 06/22/2053 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    31810000 | PA      | $19913825.05  | 0.12%             | 2053-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.1% 04/01/2027 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27790000 | PA      | $31633859.26  | 0.20%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.8% 07/30/2029                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    24230000 | PA      | $26285060.80  | 0.16%             | 2029-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2% 06/01/2032                            | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12000000 | PA      | $8046639.64   | 0.05%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    12330000 | PA      | $12652568.50  | 0.08%             | 2032-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 03/20/2052                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5347200000 | PA      | $18920059.26  | 0.12%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.65% 07/16/2032 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    29740000 | PA      | $31780521.42  | 0.20%             | 2032-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    34500000 | PA      | $21048283.14  | 0.13%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 03/20/2042                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    68300000 | PA      | $311091.88    | 0.00%             | 2042-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.5% 12/01/2032 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18000000 | PA      | $19689095.26  | 0.12%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1.75% 11/11/2033 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    96500000 | PA      | $9534930.87   | 0.06%             | 2033-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 09/01/2027                         | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4200000 | PA      | $3018889.41   | 0.02%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.8% 06/15/2029 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16700000 | PA      | $19213342.45  | 0.12%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 1.75% 05/25/2042 REGS               | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     6730000 | PA      | $6005781.13   | 0.04%             | 2042-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 1.375% 05/25/2029 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     3870000 | PA      | $4277359.40   | 0.03%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    70800000 | PA      | $78842670.30  | 0.49%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.5% 09/15/2032 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    32160000 | PA      | $33862550.12  | 0.21%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 06/01/2032 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     8400000 | PA      | $8980760.37   | 0.06%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.55% 10/31/2032 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    21200000 | PA      | $23702969.23  | 0.15%             | 2032-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 03/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3530000000 | PA      | $22029074.42  | 0.14%             | 2027-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.3% 10/15/2027 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    49600000 | PA      | $56251592.48  | 0.35%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.65% 12/01/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    14400000 | PA      | $16614596.16  | 0.10%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    35700000 | PA      | $38841807.73  | 0.24%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2% 11/25/2032 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    99600000 | PA      | $106362625.37 | 0.66%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 06/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2660000000 | PA      | $10206530.40  | 0.06%             | 2052-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.005% 06/20/2027                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2590000000 | PA      | $16090960.64  | 0.10%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 06/20/2042                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3810000000 | PA      | $17525134.47  | 0.11%             | 2042-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.625% 08/01/2032                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    15000000 | PA      | $12023819.72  | 0.07%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS                      | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    28800000 | PA      | $25312406.70  | 0.16%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 12/01/2032                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    24700000 | PA      | $16964567.60  | 0.11%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.375% 04/15/2027 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     8500000 | PA      | $9702944.05   | 0.06%             | 2027-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 09/01/2027                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    70000000 | PA      | $55439107.60  | 0.34%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 05/25/2043 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   127300000 | PA      | $117592698.45 | 0.73%             | 2043-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    74700000 | PA      | $81625416.48  | 0.51%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    60200000 | PA      | $51604146.20  | 0.32%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS                   | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   116800000 | PA      | $10885572.75  | 0.07%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 4% 10/12/2032 REGS                        | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     6500000 | PA      | $7812494.22   | 0.05%             | 2032-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    17000000 | PA      | $14044280.16  | 0.09%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 09/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2841600000 | PA      | $11164673.26  | 0.07%             | 2052-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 09/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8326500000 | PA      | $51603483.34  | 0.32%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 03/01/2028                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    57700000 | PA      | $41987685.67  | 0.26%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     5600000 | PA      | $6349030.11   | 0.04%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 4.125% 04/25/2028 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |    13600000 | PA      | $16052657.57  | 0.10%             | 2028-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3.875% 03/25/2027 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |    16600000 | PA      | $19361520.94  | 0.12%             | 2027-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.4% 05/01/2033 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     7400000 | PA      | $9043221.70   | 0.06%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    39600000 | PA      | $25300736.52  | 0.16%             | 2034-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 12/15/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $7012507.03   | 0.04%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.25% 05/15/2034                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    82700000 | PA      | $46587876.59  | 0.29%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    23900000 | PA      | $29079755.16  | 0.18%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    32600000 | PA      | $37330880.75  | 0.23%             | 2033-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4400000 | PA      | $5218706.70   | 0.03%             | 2033-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.5% 06/18/2038 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     4400000 | PA      | $5046806.86   | 0.03%             | 2038-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3% 10/18/2043 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    39300000 | PA      | $42241888.58  | 0.26%             | 2043-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    20600000 | PA      | $23097237.44  | 0.14%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.45% 09/01/2043 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    51300000 | PA      | $60582873.72  | 0.38%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3% 06/22/2033 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    24700000 | PA      | $28150941.53  | 0.17%             | 2033-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1127200000 | PA      | $4654657.72   | 0.03%             | 2052-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 04/13/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    19000000 | PA      | $21801182.54  | 0.14%             | 2028-04-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 4.25% 06/15/2033 144A REGS               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     7000000 | PA      | $8475865.67   | 0.05%             | 2033-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 12/20/2042                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7799400000 | PA      | $38508766.33  | 0.24%             | 2042-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    20800000 | PA      | $20618135.91  | 0.13%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 12/01/2055                         | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    13400000 | PA      | $7708330.98   | 0.05%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7100000 | PA      | $8208693.54   | 0.05%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 06/01/2033                         | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    15500000 | PA      | $10763610.70  | 0.07%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2033 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    26500000 | PA      | $29813999.89  | 0.18%             | 2033-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3% 08/15/2033 144A REGS                     | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    97000000 | PA      | $9199422.90   | 0.06%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3200000 | PA      | $2873072.16   | 0.02%             | 2054-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2033                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   384500000 | PA      | $57596159.82  | 0.36%             | 2033-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     5200000 | PA      | $5058566.23   | 0.03%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.75% 02/23/2035 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    16300000 | PA      | $18946520.51  | 0.12%             | 2035-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 4% 02/23/2043 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    12900000 | PA      | $14455994.11  | 0.09%             | 2043-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 12/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1559000000 | PA      | $9639329.38   | 0.06%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.5% 10/01/2053 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     6900000 | PA      | $7991785.73   | 0.05%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 3.25% 03/02/2043 REGS               | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5700000 | PA      | $6243629.28   | 0.04%             | 2043-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2030                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    32700000 | PA      | $19120647.14  | 0.12%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4600000 | PA      | $5198416.45   | 0.03%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 03/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5827900000 | PA      | $22730803.23  | 0.14%             | 2053-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.7% 06/15/2030 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $6976363.62   | 0.04%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.15% 10/20/2053 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    18500000 | PA      | $19082389.54  | 0.12%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 05/23/2029 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     9400000 | PA      | $10917130.76  | 0.07%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    72900000 | PA      | $84041806.14  | 0.52%             | 2029-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    88000000 | PA      | $54754540.86  | 0.34%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 03/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4675100000 | PA      | $21801141.88  | 0.14%             | 2043-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    38000000 | PA      | $43678352.63  | 0.27%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.35% 11/01/2033 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10500000 | PA      | $12775529.19  | 0.08%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2063 REGS          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    54400000 | PA      | $54867657.13  | 0.34%             | 2063-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.45% 06/22/2043 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1819017.19   | 0.01%             | 2043-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 03/20/2063                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4059800000 | PA      | $13330842.55  | 0.08%             | 2063-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.8% 08/01/2028 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9700000 | PA      | $11450555.12  | 0.07%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.625% 06/08/2033 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    24500000 | PA      | $28622180.79  | 0.18%             | 2033-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     5200000 | PA      | $6104423.00   | 0.04%             | 2033-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    30900000 | PA      | $36423150.35  | 0.23%             | 2033-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    93400000 | PA      | $107564485.28 | 0.67%             | 2028-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 06/07/2028 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   109800000 | PA      | $145689474.93 | 0.90%             | 2028-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    25000000 | PA      | $34966469.28  | 0.22%             | 2043-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2033                         | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    33700000 | PA      | $24107980.94  | 0.15%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.2% 06/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5376400000 | PA      | $19717194.39  | 0.12%             | 2053-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 06/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6114400000 | PA      | $28307479.94  | 0.18%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.4% 11/15/2030 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6400000 | PA      | $7310852.69   | 0.05%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 06/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1186500000 | PA      | $7281585.54   | 0.05%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    68800000 | PA      | $79853053.31  | 0.49%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.2% 03/01/2034 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18800000 | PA      | $22626123.12  | 0.14%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4% 11/15/2030 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3000000 | PA      | $3590682.61   | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 09/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5624900000 | PA      | $32335650.90  | 0.20%             | 2033-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.5% 05/31/2029                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    37800000 | PA      | $44665307.73  | 0.28%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    15700000 | PA      | $18239039.88  | 0.11%             | 2033-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 09/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2224000000 | PA      | $9576140.24   | 0.06%             | 2053-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6200000 | PA      | $8144184.25   | 0.05%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 03/01/2029                            | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    44500000 | PA      | $32935223.82  | 0.20%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 09/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   280600000 | PA      | $1719862.18   | 0.01%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.25% 01/15/2044 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    41100000 | PA      | $46540108.15  | 0.29%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.75% 06/21/2054 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    15800000 | PA      | $9993247.60   | 0.06%             | 2054-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 09/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2067700000 | PA      | $12705024.47  | 0.08%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3.875% 05/22/2029 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     3600000 | PA      | $4253310.72   | 0.03%             | 2029-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3% 06/01/2034                            | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    74800000 | PA      | $52411173.29  | 0.32%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3% 03/10/2034 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    17000000 | PA      | $19232292.29  | 0.12%             | 2034-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.5% 05/31/2027                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    44800000 | PA      | $51689439.38  | 0.32%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    91500000 | PA      | $102603323.34 | 0.64%             | 2034-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    63200000 | PA      | $70252468.19  | 0.44%             | 2034-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 02/15/2034 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31000000 | PA      | $34077978.66  | 0.21%             | 2034-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 12/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 14331400000 | PA      | $80654763.58  | 0.50%             | 2033-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6600000 | PA      | $7600181.87   | 0.05%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2.6% 10/18/2034 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    59400000 | PA      | $66122104.56  | 0.41%             | 2034-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 3.25% 01/17/2034 REGS                     | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     2200000 | PA      | $2506049.26   | 0.02%             | 2034-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5076700000 | PA      | $20704420.99  | 0.13%             | 2053-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.1% 04/12/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    10400000 | PA      | $11850830.36  | 0.07%             | 2029-04-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 2.95% 04/15/2055 144A REGS                | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    18400000 | PA      | $17899675.36  | 0.11%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 09/24/2027 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    80500000 | PA      | $92738532.62  | 0.57%             | 2027-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 12/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 10894400000 | PA      | $51641944.11  | 0.32%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 02/20/2034 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    77000000 | PA      | $87640166.93  | 0.54%             | 2034-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31000000 | PA      | $29841986.46  | 0.18%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.375% 06/15/2034 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    51500000 | PA      | $58450367.67  | 0.36%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.25% 05/11/2035 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   282100000 | PA      | $28530856.69  | 0.18%             | 2035-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 4% 10/31/2054 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7100000 | PA      | $8072108.48   | 0.05%             | 2054-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    46100000 | PA      | $51450940.74  | 0.32%             | 2034-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.625% 04/13/2034 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   310900000 | PA      | $30624964.74  | 0.19%             | 2034-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 3.5% 02/13/2034 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     5800000 | PA      | $6604443.72   | 0.04%             | 2034-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.5% 06/22/2055 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     4500000 | PA      | $4504970.43   | 0.03%             | 2055-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 12/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3077800000 | PA      | $18796206.31  | 0.12%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 2.875% 03/01/2034 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5100000 | PA      | $5829996.90   | 0.04%             | 2034-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 5% 05/15/2054                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    14200000 | PA      | $7775371.21   | 0.05%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2031 REGS          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22400000 | PA      | $28933371.51  | 0.18%             | 2031-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.25% 05/25/2055 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    44600000 | PA      | $41808081.36  | 0.26%             | 2055-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    45800000 | PA      | $53641475.39  | 0.33%             | 2034-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.35% 07/01/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27000000 | PA      | $31557195.43  | 0.20%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 07/01/2034 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18200000 | PA      | $21350753.03  | 0.13%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 12/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   410800000 | PA      | $2515424.81   | 0.02%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3% 04/01/2029                           | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    93300000 | PA      | $75122273.38  | 0.47%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 09/01/2029                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   102500000 | PA      | $74875863.17  | 0.46%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2035                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    68300000 | PA      | $38865059.15  | 0.24%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.7% 10/22/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    34700000 | PA      | $39943293.56  | 0.25%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 03/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 11772500000 | PA      | $58507855.25  | 0.36%             | 2044-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 02/25/2030 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    22700000 | PA      | $26048024.48  | 0.16%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2034 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    35500000 | PA      | $40486278.38  | 0.25%             | 2034-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.375% 05/01/2034                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    45000000 | PA      | $37967408.58  | 0.24%             | 2034-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.125% 07/22/2029 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    13000000 | PA      | $17071955.78  | 0.11%             | 2029-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.875% 05/22/2047 REGS              | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2300000 | PA      | $3064718.88   | 0.02%             | 2047-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 07/15/2031 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    41600000 | PA      | $48542075.51  | 0.30%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.2% 03/20/2064                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 13553200000 | PA      | $58991123.60  | 0.37%             | 2064-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.25% 06/01/2054 REGS                   | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     2900000 | PA      | $2613289.31   | 0.02%             | 2054-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.625% 06/12/2054 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    17300000 | PA      | $18676045.86  | 0.12%             | 2054-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.45% 10/31/2034 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    57500000 | PA      | $67239816.83  | 0.42%             | 2034-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.25% 06/21/2034 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    12800000 | PA      | $8467507.29   | 0.05%             | 2034-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 11/25/2034 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    57300000 | PA      | $63631116.78  | 0.39%             | 2034-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    65200000 | PA      | $83043526.31  | 0.51%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 07/15/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    19000000 | PA      | $22147919.49  | 0.14%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 3.25% 06/27/2031 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     4500000 | PA      | $5226629.48   | 0.03%             | 2031-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 03/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   579600000 | PA      | $3546256.03   | 0.02%             | 2029-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2034 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    46500000 | PA      | $52579529.20  | 0.33%             | 2034-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 06/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   683400000 | PA      | $3962798.89   | 0.02%             | 2034-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.1% 07/30/2031                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    32700000 | PA      | $37964107.46  | 0.24%             | 2031-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 06/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2487200000 | PA      | $15210907.84  | 0.09%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2034                         | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    42800000 | PA      | $30438479.45  | 0.19%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.9% 06/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   968600000 | PA      | $5038460.72   | 0.03%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 10/11/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    35600000 | PA      | $41020696.16  | 0.25%             | 2029-10-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.25% 12/21/2035 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    29900000 | PA      | $19547073.70  | 0.12%             | 2035-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 02/01/2035 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    50800000 | PA      | $59364242.98  | 0.37%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3% 10/01/2029 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    45800000 | PA      | $52900873.33  | 0.33%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 06/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2644400000 | PA      | $16120173.39  | 0.10%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.3% 10/01/2054 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10300000 | PA      | $11531429.39  | 0.07%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3% 01/24/2032 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     4300000 | PA      | $4852362.35   | 0.03%             | 2032-01-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 03/01/2030                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    19500000 | PA      | $13871876.11  | 0.09%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 09/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 22967800000 | PA      | $130352144.97 | 0.81%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 2.625% 10/23/2034 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    11100000 | PA      | $12377946.77  | 0.08%             | 2034-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.15% 11/15/2031 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10200000 | PA      | $11703368.85  | 0.07%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 09/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1507000000 | PA      | $7677269.57   | 0.05%             | 2044-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.7% 01/31/2030                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    38200000 | PA      | $43951420.18  | 0.27%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 01/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    80500000 | PA      | $505572.04    | 0.00%             | 2027-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.375% 03/07/2030 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    48000000 | PA      | $63439082.42  | 0.39%             | 2030-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6000000 | PA      | $6707261.20   | 0.04%             | 2035-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.2% 12/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6881100000 | PA      | $39863248.56  | 0.25%             | 2034-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.1% 06/22/2035 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    30500000 | PA      | $34202536.11  | 0.21%             | 2035-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.1% 04/30/2046 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2100000 | PA      | $2335290.74   | 0.01%             | 2046-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 06/01/2035                         | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    64400000 | PA      | $45638772.19  | 0.28%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.65% 08/01/2035 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27600000 | PA      | $31604010.64  | 0.20%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3% 06/15/2035 144A REGS     | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    39000000 | PA      | $43840934.44  | 0.27%             | 2035-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.4% 05/31/2028                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     8300000 | PA      | $9535715.40   | 0.06%             | 2028-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 12/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6294600000 | PA      | $38609218.04  | 0.24%             | 2029-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3.15% 10/18/2055 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    11900000 | PA      | $12430664.00  | 0.08%             | 2055-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7000000 | PA      | $7958258.10   | 0.05%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 12/01/2057                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6500000 | PA      | $4344025.56   | 0.03%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.95% 02/20/2035 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    26100000 | PA      | $29522408.89  | 0.18%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.75% 06/12/2035 144A REGS                  | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   254900000 | PA      | $25197763.44  | 0.16%             | 2035-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2035                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   169800000 | PA      | $24901591.98  | 0.15%             | 2035-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    23700000 | PA      | $26572311.91  | 0.16%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 03/07/2035 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   101300000 | PA      | $130597762.21 | 0.81%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    30600000 | PA      | $24747515.69  | 0.15%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.95% 07/01/2030 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    21500000 | PA      | $24629452.82  | 0.15%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2035 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    34400000 | PA      | $38063159.40  | 0.24%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.9% 08/15/2056 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    25400000 | PA      | $26425944.32  | 0.16%             | 2056-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 12/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3619600000 | PA      | $22365205.48  | 0.14%             | 2029-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.5% 04/01/2030                         | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    22700000 | PA      | $18077255.88  | 0.11%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 03/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7528400000 | PA      | $44163734.73  | 0.27%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.4% 03/20/2055                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3322000000 | PA      | $16308151.00  | 0.10%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 09/01/2030                         | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    63400000 | PA      | $44990177.72  | 0.28%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 03/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 10274200000 | PA      | $63071298.26  | 0.39%             | 2030-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.4% 03/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   398000000 | PA      | $2220967.45   | 0.01%             | 2045-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.7% 02/25/2031 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    52400000 | PA      | $59584033.09  | 0.37%             | 2031-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 07/15/2032 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9200000 | PA      | $10547048.08  | 0.07%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 05/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5314200000 | PA      | $33329985.66  | 0.21%             | 2027-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2035 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    31600000 | PA      | $35740161.59  | 0.22%             | 2035-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.6% 10/01/2035 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    66700000 | PA      | $75630384.75  | 0.47%             | 2035-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 08/01/2027                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    43500000 | PA      | $31168017.36  | 0.19%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 3.1% 03/20/2065                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   294100000 | PA      | $1612875.12   | 0.01%             | 2065-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.2% 10/31/2035 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    42800000 | PA      | $48517288.06  | 0.30%             | 2035-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 06/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1706800000 | PA      | $10709637.36  | 0.07%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.5% 10/15/2036 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   238300000 | PA      | $24368438.27  | 0.15%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.7% 10/01/2030 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    73900000 | PA      | $83596639.98  | 0.52%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.125% 07/02/2035 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4700000 | PA      | $5283427.37   | 0.03%             | 2035-07-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.1% 08/26/2027 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   117700000 | PA      | $134834390.72 | 0.84%             | 2027-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    73400000 | PA      | $82233104.84  | 0.51%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.5% 06/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 11715800000 | PA      | $69087446.40  | 0.43%             | 2035-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2035                         | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9700000 | PA      | $6850210.98   | 0.04%             | 2035-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 10/10/2030 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    58300000 | PA      | $66044611.13  | 0.41%             | 2030-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 06/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7680700000 | PA      | $46993025.23  | 0.29%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.5% 06/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8154000000 | PA      | $46090728.62  | 0.29%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 06/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2047400000 | PA      | $12532394.25  | 0.08%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 08/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7081400000 | PA      | $44437836.97  | 0.28%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 11/01/2027                          | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    64600000 | PA      | $46207760.98  | 0.29%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.8% 09/20/2032 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16700000 | PA      | $19059557.44  | 0.12%             | 2032-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.75% 10/22/2035 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     7700000 | PA      | $10060948.63  | 0.06%             | 2035-10-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 4.25% 09/10/2045 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     2000000 | PA      | $2256427.27   | 0.01%             | 2045-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 11/15/2032 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    43100000 | PA      | $49064195.38  | 0.30%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.65% 10/01/2055 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3100000 | PA      | $3637462.44   | 0.02%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.5% 11/25/2035 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    62500000 | PA      | $71384965.50  | 0.44%             | 2035-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                     | EURO-BOBL FUTURE JUN26 OEM6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         215 | NC      | $-412508.96   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 2.9% 09/17/2035 REGS                | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     6000000 | PA      | $6793242.06   | 0.04%             | 2035-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.5% 01/15/2056 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    15500000 | PA      | $18016754.58  | 0.11%             | 2056-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.85% 02/01/2031 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18000000 | PA      | $20425809.96  | 0.13%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                         | LONG GILT FUTURE JUN26 G M6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         454 | NC      | $-2775897.80  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.7% 09/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2688800000 | PA      | $16076359.33  | 0.10%             | 2035-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3% 01/31/2033                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    12900000 | PA      | $14744812.88  | 0.09%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 3.2% 09/20/2055                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1956800000 | PA      | $11380188.58  | 0.07%             | 2055-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 09/20/2030                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3389800000 | PA      | $20952318.60  | 0.13%             | 2030-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2% 12/16/2027 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    57300000 | PA      | $65592606.79  | 0.41%             | 2027-12-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.7% 09/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3320700000 | PA      | $19319710.72  | 0.12%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 11/01/2027                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3328200000 | PA      | $20879756.44  | 0.13%             | 2027-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 02/01/2036 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    15000000 | PA      | $16745492.01  | 0.10%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 09/20/2030                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1086200000 | PA      | $6743492.62   | 0.04%             | 2030-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.275% 03/12/2036 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     3600000 | PA      | $4081729.41   | 0.03%             | 2036-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.1% 12/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3516900000 | PA      | $21712696.89  | 0.13%             | 2035-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.9% 02/15/2036 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    18900000 | PA      | $21751933.82  | 0.13%             | 2036-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.4% 06/22/2036 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    16600000 | PA      | $18869842.05  | 0.12%             | 2036-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 3.4% 12/20/2055                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1011800000 | PA      | $6123290.35   | 0.04%             | 2055-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.25% 06/13/2036 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    20100000 | PA      | $22956089.71  | 0.14%             | 2036-06-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 01/15/2031 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    21600000 | PA      | $24703646.11  | 0.15%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3.1% 06/18/2036 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    17800000 | PA      | $20307159.43  | 0.13%             | 2036-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2030                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3100000000 | PA      | $19377942.80  | 0.12%             | 2030-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.1% 05/25/2046 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    11600000 | PA      | $13128850.90  | 0.08%             | 2046-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 3.2% 12/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2520000000 | PA      | $15765239.87  | 0.10%             | 2045-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.3% 04/30/2036 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7600000 | PA      | $8631117.81   | 0.05%             | 2036-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.2% 02/20/2036 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    14800000 | PA      | $16949063.63  | 0.11%             | 2036-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.1% 03/15/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    13700000 | PA      | $15698649.09  | 0.10%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.2% 02/28/2028 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    37100000 | PA      | $42349438.30  | 0.26%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 4.125% 06/03/2036 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   135000000 | PA      | $13686813.49  | 0.08%             | 2036-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 3.4% 05/15/2047 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6300000 | PA      | $7282849.08   | 0.05%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.95% 10/31/2056 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     3000000 | PA      | $3340342.87   | 0.02%             | 2056-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer