# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046907
**Filing Date:** 2023-2
**Character Count:** 66574
**Document Hash:** 301f2c219659655f11a9feef22cb187a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046907.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046907

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683503

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

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

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

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

## Series and Classes Contracts Data

### SPDR(R) Bloomberg Short Term International Treasury Bond ETF (Series ID: S000023655)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000069669 | SPDR(R) Bloomberg Short Term International Treasury Bond ETF | BWZ             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** SPDR(R) Bloomberg Short Term International Treasury Bond ETF

- **b. EDGAR series identifier (if any):** S000023655

- **c. LEI of Series:** 549300D21PWO4HLSMC10

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $152931567.01

**Total Liabilities:** $7693982.26

**Net Assets:** $145237584.75

**Cash Not Reported:** $346359.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -28.07000000 | **1-Year:** -5131.50000000 | **5-Year:** -1896.43000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1.29000000 | **1-Year:** -685.60000000 | **5-Year:** -323.47000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069669 | 0.01%                | 4.87%                | 3.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1301323.10             | $1228739.65                                |
| Month 2  | $-1847660.97             | $8301900.91                                |
| Month 3  | $-1771514.04             | $5897311.23                                |

### Schedule of Portfolio Investments

| Name                     | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11200000 | PA      | $1612775.58   | 1.11%             | 2024-09-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT      | Malaysia Government Bond                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      600000 | PA      | $135696.72    | 0.09%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT     | Norway Government Bond                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     3990000 | PA      | $393475.32    | 0.27%             | 2025-03-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      225000 | PA      | $230800.61    | 0.16%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT      | United Kingdom Gilt                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      800000 | PA      | $989044.56    | 0.68%             | 2025-03-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark       | Denmark Government Bond                        | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      250000 | PA      | $38545.03     | 0.03%             | 2024-11-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT    | Australia Government Bond                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1143559.95   | 0.79%             | 2025-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND | Bundesrepublik Deutschland Bundesanleihe       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $947666.99    | 0.65%             | 2024-05-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND  | Ireland Government Bond                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1090000 | PA      | $1226941.58   | 0.84%             | 2025-03-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND              | Swiss Confederation Government Bond            | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      275000 | PA      | $297289.50    | 0.20%             | 2024-06-11      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT   | Netherlands Government Bond                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      767000 | PA      | $796653.90    | 0.55%             | 2024-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND  | Romania Government Bond                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1200000 | PA      | $237310.95    | 0.16%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)     | Japan Government Two Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   319500000 | PA      | $2421366.63   | 1.67%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)         | French Republic Government Bond OAT            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $1604979.36   | 1.11%             | 2025-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $1018637.44   | 0.70%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      900000 | PA      | $972125.79    | 0.67%             | 2024-04-30      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija      | Slovenia Government Bond                       | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      150000 | PA      | $166229.66    | 0.11%             | 2024-09-09      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT      | Malaysia Government Bond                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $456262.07    | 0.31%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT    | Australia Government Bond                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3375000 | PA      | $2277976.23   | 1.57%             | 2025-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      895000 | PA      | $899548.61    | 0.62%             | 2025-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT     | Singapore Government Bond                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      415000 | PA      | $305311.53    | 0.21%             | 2024-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND  | Hungary Government Bond                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    95000000 | PA      | $221500.67    | 0.15%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   154350000 | PA      | $1171092.39   | 0.81%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1500000 | PA      | $217141.77    | 0.15%             | 2024-04-08      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      473000 | PA      | $515871.41    | 0.36%             | 2024-01-31      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      700000 | PA      | $772334.76    | 0.53%             | 2025-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija      | Slovenia Government Bond                       | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      150000 | PA      | $159041.74    | 0.11%             | 2025-07-28      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND  | Hungary Government Bond                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    57000000 | PA      | $130036.86    | 0.09%             | 2024-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN | Perusahaan Penerbit SBSN Indonesia             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  5340000000 | PA      | $340991.83    | 0.23%             | 2025-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      250000 | PA      | $255665.69    | 0.18%             | 2025-12-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND   | Republic of Poland Government Bond             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3750000 | PA      | $784240.52    | 0.54%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)         | French Republic Government Bond OAT            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1075000 | PA      | $1138771.15   | 0.78%             | 2024-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC           | Czech Republic Government Bond                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10330000 | PA      | $417956.04    | 0.29%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT  | Mexican Bonos                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    21725000 | PA      | $1117317.57   | 0.77%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK       | Denmark Government Bond                        | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5030000 | PA      | $685511.07    | 0.47%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND   | Republic of Poland Government Bond             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1775000 | PA      | $352511.26    | 0.24%             | 2025-04-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      525000 | PA      | $544115.40    | 0.37%             | 2025-04-30      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      125000 | PA      | $126768.43    | 0.09%             | 2024-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)         | French Republic Government Bond OAT            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1465000 | PA      | $1510101.31   | 1.04%             | 2024-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $102599.51    | 0.07%             | 2024-04-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND | Thailand Government Bond                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18800000 | PA      | $575480.42    | 0.40%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1076122.64   | 0.74%             | 2024-09-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS    | Bonos de la Tesoreria de la Republica en pesos | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   450000000 | PA      | $475977.77    | 0.33%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)    | Japan Government Ten Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   456000000 | PA      | $3480350.15   | 2.40%             | 2024-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4450000 | PA      | $646147.50    | 0.44%             | 2024-10-17      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   500000000 | PA      | $3793285.08   | 2.61%             | 2025-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA       | Peru Government Bond                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      550000 | PA      | $142112.45    | 0.10%             | 2024-08-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT   | New Zealand Government Bond                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1275000 | PA      | $768828.82    | 0.53%             | 2025-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9900000 | PA      | $1420660.50   | 0.98%             | 2024-06-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT       | Finland Government Bond                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      750000 | PA      | $792527.71    | 0.55%             | 2024-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT  | Mexican Bonos                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |           0 | PA      | $0.00         | 0.00%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO    | Portugal Obrigacoes do Tesouro OT              | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      950000 | PA      | $1045474.90   | 0.72%             | 2024-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND      | Korea Treasury Bond                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1500000000 | PA      | $1136902.23   | 0.78%             | 2025-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)         | French Republic Government Bond OAT            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1425000 | PA      | $1441218.14   | 0.99%             | 2025-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cyprus       | Cyprus Government International Bond           | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      100000 | PA      | $105848.10    | 0.07%             | 2024-06-27      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      800000 | PA      | $836747.54    | 0.58%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND      | Korea Treasury Bond                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2600000000 | PA      | $1976731.95   | 1.36%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND  | Hungary Government Bond                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   140000000 | PA      | $285241.18    | 0.20%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)    | Japan Government Ten Year Bond                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   190000000 | PA      | $1453213.08   | 1.00%             | 2025-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND | Slovakia Government Bond                       | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      300000 | PA      | $321071.99    | 0.22%             | 2024-11-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      525000 | PA      | $537961.00    | 0.37%             | 2024-07-30      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087J96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      950000 | PA      | $672525.96    | 0.46%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      775000 | PA      | $862006.24    | 0.59%             | 2025-07-30      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark       | Denmark Government Bond                        | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4000000 | PA      | $558712.37    | 0.38%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE | Malaysia Government Investment Issue           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      925000 | PA      | $212201.70    | 0.15%             | 2024-05-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $391693.60    | 0.27%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND        | Israel Government Bond - Fixed                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1175000 | PA      | $312502.21    | 0.22%             | 2024-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND      | Korea Treasury Bond                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   900000000 | PA      | $678129.64    | 0.47%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic           | Czech Republic Government Bond                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10000000 | PA      | $409110.99    | 0.28%             | 2025-09-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT   | New Zealand Government Bond                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1010000 | PA      | $600281.82    | 0.41%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT   | Netherlands Government Bond                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1750000 | PA      | $1758875.25   | 1.21%             | 2025-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1050000 | PA      | $1056113.78   | 0.73%             | 2025-08-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT       | Sweden Government Bond                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     6395000 | PA      | $609680.19    | 0.42%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION         | Bundesobligation                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      535000 | PA      | $539329.16    | 0.37%             | 2025-04-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      800000 | PA      | $866999.36    | 0.60%             | 2024-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   570000000 | PA      | $4324776.99   | 2.98%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT       | Finland Government Bond                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      360000 | PA      | $366934.22    | 0.25%             | 2024-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND | Slovakia Government Bond                       | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      250000 | PA      | $248637.12    | 0.17%             | 2025-05-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)         | French Republic Government Bond OAT            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      750000 | PA      | $762086.60    | 0.52%             | 2025-11-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   250000000 | PA      | $1896699.38   | 1.31%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)         | French Republic Government Bond OAT            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $941645.46    | 0.65%             | 2024-11-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND | Bundesrepublik Deutschland Bundesanleihe       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1205000 | PA      | $1275488.13   | 0.88%             | 2024-02-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO    | Portugal Obrigacoes do Tesouro OT              | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      975000 | PA      | $1040568.29   | 0.72%             | 2025-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION         | Bundesobligation                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      645000 | PA      | $657708.80    | 0.45%             | 2024-10-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT    | Australia Government Bond                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1855000 | PA      | $1248533.50   | 0.86%             | 2024-04-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT  | Mexican Bonos                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8300000 | PA      | $386134.37    | 0.27%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND | Slovakia Government Bond                       | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      150000 | PA      | $164505.84    | 0.11%             | 2025-10-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN | Perusahaan Penerbit SBSN Indonesia             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 10965000000 | PA      | $709166.96    | 0.49%             | 2024-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087P24<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $469677.59    | 0.32%             | 2025-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT  | Mexican Bonos                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    28065000 | PA      | $1392401.90   | 0.96%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND  | Romania Government Bond                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1670000 | PA      | $340676.84    | 0.23%             | 2024-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND | Bundesrepublik Deutschland Bundesanleihe       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      825000 | PA      | $859250.71    | 0.59%             | 2024-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE | Malaysia Government Investment Issue           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2410000 | PA      | $550660.66    | 0.38%             | 2025-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT     | Norway Government Bond                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6555000 | PA      | $664216.93    | 0.46%             | 2024-03-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND | Bundesrepublik Deutschland Bundesanleihe       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1075000 | PA      | $1099382.28   | 0.76%             | 2025-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2023-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $248419.40    | 0.17%             | 2025-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA     | Colombian TES                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2005000000 | PA      | $402657.72    | 0.28%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND   | Republic of Poland Government Bond             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2880000 | PA      | $623898.77    | 0.43%             | 2024-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND        | Israel Government Bond - Fixed                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2000000 | PA      | $564333.29    | 0.39%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT     | Singapore Government Bond                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1100000 | PA      | $818692.96    | 0.56%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND   | Republic of Poland Government Bond             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      750000 | PA      | $154573.95    | 0.11%             | 2024-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND | Thailand Government Bond                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31175000 | PA      | $891237.05    | 0.61%             | 2024-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT   | Netherlands Government Bond                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1860000 | PA      | $1963990.22   | 1.35%             | 2024-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA      | Republic of Austria Government Bond            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      965000 | PA      | $986747.28    | 0.68%             | 2024-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   563000000 | PA      | $4271324.34   | 2.94%             | 2024-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT      | United Kingdom Gilt                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $446582.39    | 0.31%             | 2025-01-31      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA     | Colombian TES                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1645000000 | PA      | $290220.66    | 0.20%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION         | Bundesobligation                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $548069.99    | 0.38%             | 2025-10-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND      | Korea Treasury Bond                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1790000000 | PA      | $1365627.58   | 0.94%             | 2025-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT      | United Kingdom Gilt                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1050000 | PA      | $1211962.84   | 0.83%             | 2025-09-07      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND   | Republic of Poland Government Bond             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3750000 | PA      | $791165.57    | 0.54%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND  | Romania Government Bond                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      750000 | PA      | $146011.46    | 0.10%             | 2025-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT      | Malaysia Government Bond                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1250000 | PA      | $285263.30    | 0.20%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Czech Republic           | Czech Republic Government Bond                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10000000 | PA      | $442073.17    | 0.30%             | 2024-05-25      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      850000 | PA      | $887772.42    | 0.61%             | 2024-07-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT     | Indonesia Treasury Bond                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20240000000 | PA      | $1342525.80   | 0.92%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION         | Bundesobligation                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      115000 | PA      | $119022.23    | 0.08%             | 2024-04-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND  | Romania Government Bond                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1135000 | PA      | $233970.04    | 0.16%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6250000 | PA      | $912356.18    | 0.63%             | 2025-10-22      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT     | Indonesia Treasury Bond                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12500000000 | PA      | $809758.82    | 0.56%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME   | Hong Kong Government Bond Programme            | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      850000 | PA      | $103661.15    | 0.07%             | 2024-04-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND  | Hungary Government Bond                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    75500000 | PA      | $177111.25    | 0.12%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus       | Cyprus Government International Bond           | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      150000 | PA      | $162231.00    | 0.11%             | 2025-11-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND | Thailand Government Bond                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    12000000 | PA      | $340816.80    | 0.23%             | 2025-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1665000 | PA      | $1126385.19   | 0.78%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT     | Singapore Government Bond                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      500000 | PA      | $348643.01    | 0.24%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      735000 | PA      | $774463.02    | 0.53%             | 2024-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND  | Ireland Government Bond                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      600000 | PA      | $645472.51    | 0.44%             | 2024-03-18      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND        | Israel Government Bond - Fixed                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1350000 | PA      | $363717.05    | 0.25%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT     | Singapore Government Bond                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      900000 | PA      | $661981.81    | 0.46%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   525000000 | PA      | $3983267.65   | 2.74%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria      | Republic of Austria Government Bond            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      750000 | PA      | $768912.73    | 0.53%             | 2025-10-20      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE | Malaysia Government Investment Issue           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4090000 | PA      | $928849.46    | 0.64%             | 2024-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS    | Bonos de la Tesoreria de la Republica en pesos | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    85000000 | PA      | $97525.62     | 0.07%             | 2024-06-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10850000 | PA      | $1608759.17   | 1.11%             | 2025-06-07      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      925000 | PA      | $984100.06    | 0.68%             | 2024-10-31      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND | Slovakia Government Bond                       | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      200000 | PA      | $203855.33    | 0.14%             | 2024-06-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   365000000 | PA      | $2769319.41   | 1.91%             | 2025-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT      | United Kingdom Gilt                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      975000 | PA      | $1094717.58   | 0.75%             | 2025-06-07      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT    | Australia Government Bond                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3090000 | PA      | $1975957.14   | 1.36%             | 2024-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      775000 | PA      | $791552.29    | 0.55%             | 2025-05-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND | Bundesrepublik Deutschland Bundesanleihe       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      385000 | PA      | $395121.07    | 0.27%             | 2025-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT       | Finland Government Bond                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      600000 | PA      | $660039.19    | 0.45%             | 2025-07-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND      | Korea Treasury Bond                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1608000000 | PA      | $1225516.22   | 0.84%             | 2024-06-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT      | United Kingdom Gilt                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      935000 | PA      | $1107449.60   | 0.76%             | 2024-09-07      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1000000 | PA      | $142404.02    | 0.10%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA      | Republic of Austria Government Bond            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      915000 | PA      | $915478.50    | 0.63%             | 2025-04-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $206694.22    | 0.14%             | 2024-11-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND    | China Government Bond                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      600000 | PA      | $88049.17     | 0.06%             | 2024-06-22      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION         | Bundesobligation                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $149950.69    | 0.10%             | 2025-10-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria      | Republic of Austria Government Bond            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1100000 | PA      | $1149861.04   | 0.79%             | 2024-10-21      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO | Spain Government Bond                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $102511.24    | 0.07%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087B45<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2200000 | PA      | $1586688.81   | 1.09%             | 2024-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND              | Swiss Confederation Government Bond            | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      285000 | PA      | $309489.30    | 0.21%             | 2025-07-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND        | Israel Government Bond - Fixed                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1965000 | PA      | $517426.85    | 0.36%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM          | Kingdom of Belgium Government Bond             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1597032.19   | 1.10%             | 2024-06-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND | Thailand Government Bond                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    44200000 | PA      | $1271119.02   | 0.88%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND  | Romania Government Bond                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      840000 | PA      | $175680.59    | 0.12%             | 2024-06-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE | Malaysia Government Investment Issue           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3150000 | PA      | $721170.93    | 0.50%             | 2024-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND      | Korea Treasury Bond                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   440000000 | PA      | $340476.49    | 0.23%             | 2024-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT      | United Kingdom Gilt                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1500000 | PA      | $1743850.77   | 1.20%             | 2024-04-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM          | Kingdom of Belgium Government Bond             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1950000 | PA      | $1989046.28   | 1.37%             | 2025-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES | Italy Buoni Poliennali Del Tesoro              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      325000 | PA      | $326112.71    | 0.22%             | 2025-02-01      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM          | Kingdom of Belgium Government Bond             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      835000 | PA      | $856872.47    | 0.59%             | 2024-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME   | Hong Kong Government Bond Programme            | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      900000 | PA      | $111805.27    | 0.08%             | 2024-08-07      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT      | Canadian Government Bond                       | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1975000 | PA      | $1377587.83   | 0.95%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)     | Japan Government Five Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   550000000 | PA      | $4172822.01   | 2.87%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer