# EDGAR Filing Document

**Accession Number:** 0001804196
**File Stem:** 0001410368-25-043498
**Filing Date:** 2025-12
**Character Count:** 249131
**Document Hash:** ca819c83f60c080f738e6255d41b32e7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043498.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043498

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust II
- **CENTRAL INDEX KEY:** 0001804196

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23511
- **FILM NUMBER:** 251606944

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800 882 0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### iShares Global Government Bond USD Hedged Active ETF (Series ID: S000092377)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000260349 | iShares Global Government Bond USD Hedged Active ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust II

- **b. Investment Company Act file number:** 811-23511

- **c. CIK number of Registrant:** 0001804196

- **d. LEI of Registrant:** 549300PLJCTZLQ2LE832

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares Global Government Bond USD Hedged Active ETF

- **b. EDGAR series identifier (if any):** S000092377

- **c. LEI of Series:** 529900L8PU1B65289D41

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $42481091.36

**Total Liabilities:** $48071.44

**Net Assets:** $42433019.92

**Cash Not Reported:** $2691582.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.01000000 | **1-Year:** 163.46000000 | **5-Year:** 1796.57000000 | **10-Year:** 2058.60000000 | **30-Year:** 1614.71000000

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

- **3-Month:** 17.04000000 | **1-Year:** 0.00000000 | **5-Year:** 5630.29000000 | **10-Year:** -852.42000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000260349 | 0.40%                | 0.01%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13433.77               | $488711.54                                 |
| Month 2  | $-30155.89               | $73500.89                                  |
| Month 3  | $-2670.60                | $-322185.48                                |

**Designated Index Information**

- **Index Name:** BBG Global Aggregate Treasury Index, 100% USD Hedged

- **Index Identifier:** H00023US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      83000 | PA      | $43349.61     | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      20000 | PA      | $14749.28     | 0.03%             | 2034-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      60000 | PA      | $43159.53     | 0.10%             | 2026-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     130000 | PA      | $93670.81     | 0.22%             | 2035-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      60000 | PA      | $42099.89     | 0.10%             | 2057-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                         | CUSIP: 135087S96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     195000 | PA      | $140208.69    | 0.33%             | 2032-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     172000 | PA      | $122901.12    | 0.29%             | 2030-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $71421.34     | 0.17%             | 2027-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      17000 | PA      | $13017.60     | 0.03%             | 2041-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      20000 | PA      | $14302.95     | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |          1 | NC      | $-318.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED COP / SOLD USD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $27.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $230.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNY / SOLD USD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $-124.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $230.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $-619.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PEN                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2299.44     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SGD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $158.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-181.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $136.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-26.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CNY                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $11083.12     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $253.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED CNY / SOLD USD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $-70.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD HKD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $2.51         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2208.65      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2310.42      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1236.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $-1411.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1582.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $913.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $25371.32     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-656.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $807.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MYR                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $65.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD PLN                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $103.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |          1 | NC      | $-226.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $170.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1084.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-57.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $436.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD IDR                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $3266.40      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |          1 | NC      | $-306.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-436.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $250.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-1045.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $605.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $150.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $392.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-34.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $60.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |          1 | NC      | $-274.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-574.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $40.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $35.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-15.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-10.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $185.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $108.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $51.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $631.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |          1 | NC      | $-191.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |          1 | NC      | $-487.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $178.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SGD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |          1 | NC      | $-360.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $169.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD PEN                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-510.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $-240.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $294.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $654.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1333.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $25509.54     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $504.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNY / SOLD USD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $-18.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $661.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1344.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $2315.72      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ILS                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2079.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1305.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD DKK                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1801.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $468.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $2123.12      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $63.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $25814.04     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $143835.54    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $87600.63     | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $143880.82    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $87663.80     | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD THB                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-93.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $5339.88      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SGD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1516.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $5743.13      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $3034.67      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1337.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $50.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $40.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-53.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $133.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $79.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $125.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $272.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $12.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $103.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-37.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $27.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |          1 | NC      | $248.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $46.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-113.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HKD / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |          1 | NC      | $-1.91        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-10.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD HKD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $0.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $11.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-17.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |          1 | NC      | $-251.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $87.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $24.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $102.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED ZAR / SOLD USD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $9.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-0.97        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD INR                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $107.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $43.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED AUD / SOLD USD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $254.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-19.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $2.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD HKD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2.71         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-53.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-26.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2.84         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $-5.81        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-34.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $77.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $68.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HKD / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |          1 | NC      | $-0.88        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $280.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                               | PURCHASED INR / SOLD USD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-62.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD HKD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $4.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ILS / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |          1 | NC      | $-31.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |          1 | NC      | $-176.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED THB / SOLD USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $-7.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $-148.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $223.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   35200000 | PA      | $240264.95    | 0.57%             | 2030-02-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   54250000 | PA      | $374265.51    | 0.88%             | 2031-11-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49000000 | PA      | $336590.03    | 0.79%             | 2032-05-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $135765.46    | 0.32%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $671865.24    | 1.58%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      15000 | PA      | $10862.70     | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $14266.41     | 0.03%             | 2046-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $33740.23     | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $36642.58     | 0.09%             | 2047-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     260000 | PA      | $202586.72    | 0.48%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1050000 | PA      | $718921.88    | 1.69%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     530000 | PA      | $303362.89    | 0.71%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1070000 | PA      | $671341.41    | 1.58%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      85000 | PA      | $86115.63     | 0.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      70000 | PA      | $70951.56     | 0.17%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     890000 | PA      | $869140.63    | 2.05%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     870000 | PA      | $853381.64    | 2.01%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $129896.48    | 0.31%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     740000 | PA      | $696467.19    | 1.64%             | 2027-11-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $94628.91     | 0.22%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $851566.40    | 2.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     470000 | PA      | $439009.38    | 1.03%             | 2028-08-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     750000 | PA      | $702802.73    | 1.66%             | 2028-10-31      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $852064.06    | 2.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     640000 | PA      | $570375.00    | 1.34%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     480000 | PA      | $473831.25    | 1.12%             | 2027-04-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $694585.93    | 1.64%             | 2030-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $302085.94    | 0.71%             | 2026-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $500468.75    | 1.18%             | 2030-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     760000 | PA      | $765878.13    | 1.80%             | 2027-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $51427.73     | 0.12%             | 2029-05-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $404890.62    | 0.95%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     660000 | PA      | $667940.63    | 1.57%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     870000 | PA      | $859940.63    | 2.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30000 | PA      | $30454.69     | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     330000 | PA      | $331790.47    | 0.78%             | 2026-11-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $81075.00     | 0.19%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $91125.00     | 0.21%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $39987.50     | 0.09%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30000 | PA      | $29981.25     | 0.07%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30000 | PA      | $29887.50     | 0.07%             | 2030-09-30      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK CASH FUNDS                             | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    1132138 | NS      | $1132704.31   | 2.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $49423.10     | 0.12%             | 2041-03-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES   | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     100000 | NS      | $100000.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   52000000 | PA      | $343353.19    | 0.81%             | 2040-03-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   22000000 | PA      | $122472.52    | 0.29%             | 2051-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    9200000 | PA      | $61018.13     | 0.14%             | 2031-12-20      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3000000 | PA      | $20015.38     | 0.05%             | 2031-12-20      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $37130.79     | 0.09%             | 2032-03-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      25000 | PA      | $27703.89     | 0.07%             | 2044-06-20      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     960000 | PA      | $167469.71    | 0.39%             | 2040-07-29      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $73191.43     | 0.17%             | 2046-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       7000 | PA      | $6112.62      | 0.01%             | 2046-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     127000 | PA      | $74868.53     | 0.18%             | 2066-05-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     410000 | PA      | $70214.18     | 0.17%             | 2046-04-25      | Fixed         | 3.52%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                      | Swiss Confederation Government Bond              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      15000 | PA      | $18695.43     | 0.04%             | 2029-06-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Denmark Government Bonds                         | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     100000 | PA      | $15060.47     | 0.04%             | 2027-11-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      28000 | PA      | $6203.82      | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $46889.28     | 0.11%             | 2047-11-07      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      39000 | PA      | $44009.15     | 0.10%             | 2027-04-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                      | Swiss Confederation Government Bond              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      13000 | PA      | $17262.26     | 0.04%             | 2055-05-24      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      36000 | PA      | $10248.79     | 0.02%             | 2047-03-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     130000 | PA      | $103789.80    | 0.24%             | 2048-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  121000000 | PA      | $7839.90      | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     450000 | PA      | $18043.49     | 0.04%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     230000 | PA      | $145328.72    | 0.34%             | 2029-11-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   50110000 | PA      | $32517.92     | 0.08%             | 2048-03-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   19340000 | PA      | $10618.19     | 0.03%             | 2068-09-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      40000 | PA      | $43732.10     | 0.10%             | 2031-03-18      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      20000 | PA      | $22910.99     | 0.05%             | 2029-06-15      | Fixed         | 1.95%                 | 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        |    5000000 | PA      | $4895.96      | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     410000 | PA      | $78843.26     | 0.19%             | 2047-10-23      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     900000 | PA      | $172025.20    | 0.41%             | 2048-03-19      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     520000 | PA      | $96598.61     | 0.23%             | 2048-07-23      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                      | Swiss Confederation Government Bond              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      35000 | PA      | $43115.56     | 0.10%             | 2034-06-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      30000 | PA      | $23998.97     | 0.06%             | 2039-07-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     450000 | PA      | $94220.22     | 0.22%             | 2069-06-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   21250000 | PA      | $11682.87     | 0.03%             | 2039-09-10      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     140000 | PA      | $77399.11     | 0.18%             | 2032-05-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      20000 | PA      | $15175.28     | 0.04%             | 2050-03-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      40000 | PA      | $45146.54     | 0.11%             | 2027-07-30      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      23000 | PA      | $14203.39     | 0.03%             | 2051-03-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Denmark Government Bonds                         | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      80000 | PA      | $6287.76      | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     610000 | PA      | $105372.40    | 0.25%             | 2050-03-16      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      30000 | PA      | $33776.61     | 0.08%             | 2027-10-15      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   15000000 | PA      | $9837.64      | 0.02%             | 2030-06-10      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      30000 | PA      | $17111.78     | 0.04%             | 2030-12-21      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      10000 | PA      | $7363.60      | 0.02%             | 2040-09-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      70000 | PA      | $16831.67     | 0.04%             | 2050-06-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    9900000 | PA      | $25407.68     | 0.06%             | 2029-05-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     970000 | PA      | $39403.65     | 0.09%             | 2029-11-29      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIKA SLOVENIJA                              | Slovenia Government Bond                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       5000 | PA      | $2737.08      | 0.01%             | 2050-10-20      | Fixed         | 0.49%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      40000 | PA      | $21442.89     | 0.05%             | 2028-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    8350000 | PA      | $18586.57     | 0.04%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SWEDISH GOVERNMENT                               | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      60000 | PA      | $4072.43      | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  225000000 | PA      | $13752.31     | 0.03%             | 2051-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   98800000 | PA      | $54979.40     | 0.13%             | 2051-03-10      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     320000 | PA      | $27276.25     | 0.06%             | 2031-09-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      30000 | PA      | $12661.28     | 0.03%             | 2071-04-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1080000 | PA      | $34195.27     | 0.08%             | 2031-12-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $22410.51     | 0.05%             | 2032-04-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  960000000 | PA      | $59189.53     | 0.14%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      15000 | PA      | $5873.86      | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $52567.21     | 0.12%             | 2027-03-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      50000 | PA      | $13183.80     | 0.03%             | 2032-04-30      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      28000 | PA      | $22758.88     | 0.05%             | 2042-04-11      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     170000 | PA      | $40867.38     | 0.10%             | 2032-07-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     180000 | PA      | $24447.57     | 0.06%             | 2031-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      20000 | PA      | $21515.76     | 0.05%             | 2032-06-18      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   90020000 | PA      | $57015.76     | 0.13%             | 2052-03-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     170000 | PA      | $148585.35    | 0.35%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  110400000 | PA      | $79123.31     | 0.19%             | 2032-06-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     250000 | PA      | $11227.77     | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      10000 | PA      | $9355.45      | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  686000000 | PA      | $42651.19     | 0.10%             | 2028-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  150000000 | PA      | $9520.04      | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   58880000 | PA      | $42060.17     | 0.10%             | 2042-09-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     660000 | PA      | $94520.28     | 0.22%             | 2027-10-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      20000 | PA      | $12683.47     | 0.03%             | 2034-05-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $50790.03     | 0.12%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1740000 | PA      | $250811.34    | 0.59%             | 2028-01-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   41000000 | PA      | $29920.34     | 0.07%             | 2053-03-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      70000 | PA      | $84324.42     | 0.20%             | 2039-07-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      30000 | PA      | $18054.72     | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      70000 | PA      | $17880.42     | 0.04%             | 2053-03-31      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      76000 | PA      | $88432.91     | 0.21%             | 2030-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     140000 | PA      | $160534.78    | 0.38%             | 2033-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      10000 | PA      | $10558.74     | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     285000 | PA      | $332358.63    | 0.78%             | 2029-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     250000 | PA      | $60270.42     | 0.14%             | 2028-04-20      | Fixed         | 3.52%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      10000 | PA      | $11687.87     | 0.03%             | 2033-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     170000 | PA      | $52248.35     | 0.12%             | 2029-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $49655.62     | 0.12%             | 2033-08-12      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     120000 | PA      | $139801.61    | 0.33%             | 2028-10-19      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      80000 | PA      | $106974.51    | 0.25%             | 2028-06-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     120000 | PA      | $27629.95     | 0.07%             | 2033-10-30      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $50993.89     | 0.12%             | 2035-05-24      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    6000000 | PA      | $4682.26      | 0.01%             | 2053-09-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      37000 | PA      | $43509.46     | 0.10%             | 2029-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     670000 | PA      | $32150.03     | 0.08%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1540000 | PA      | $222708.46    | 0.52%             | 2028-09-25      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      80000 | PA      | $95916.16     | 0.23%             | 2029-05-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     160000 | PA      | $188978.36    | 0.45%             | 2033-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      10000 | PA      | $6354.36      | 0.01%             | 2054-06-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      10000 | PA      | $12066.06     | 0.03%             | 2030-10-20      | Fixed         | 3.45%                 | 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        |   25000000 | PA      | $27024.43     | 0.06%             | 2034-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     270000 | PA      | $11097.47     | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1540000 | PA      | $231305.66    | 0.55%             | 2033-11-25      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      90000 | PA      | $104440.75    | 0.25%             | 2027-05-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIKA SLOVENIJA                              | Slovenia Government Bond                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      25000 | PA      | $29002.69     | 0.07%             | 2034-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     110000 | PA      | $128155.66    | 0.30%             | 2027-02-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      21000 | PA      | $23704.59     | 0.06%             | 2034-10-18      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1500000 | PA      | $216440.30    | 0.51%             | 2029-01-15      | Fixed         | 2.37%                 | No            | 2                  | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      60000 | PA      | $69205.48     | 0.16%             | 2029-04-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     140000 | PA      | $162505.45    | 0.38%             | 2027-09-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      10000 | PA      | $10030.38     | 0.02%             | 2055-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      84000 | PA      | $97106.54     | 0.23%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     351000 | PA      | $11772.91     | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     200000 | PA      | $20515.46     | 0.05%             | 2035-05-11      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $44346.07     | 0.10%             | 2029-04-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   48800000 | PA      | $297057.07    | 0.70%             | 2033-12-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     110000 | PA      | $133034.85    | 0.31%             | 2034-07-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                         | Slovakia Government Bond                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      40000 | PA      | $47670.72     | 0.11%             | 2034-03-06      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     270000 | PA      | $39621.14     | 0.09%             | 2034-02-25      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     220000 | PA      | $34730.52     | 0.08%             | 2074-03-25      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $35005.18     | 0.08%             | 2029-10-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  112330000 | PA      | $79573.99     | 0.19%             | 2027-06-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $54752.72     | 0.13%             | 2041-05-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     110000 | PA      | $29298.19     | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     235000 | PA      | $57904.10     | 0.14%             | 2039-04-18      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       4000 | PA      | $4608.99      | 0.01%             | 2054-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      30000 | PA      | $25689.46     | 0.06%             | 2034-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                      | Swiss Confederation Government Bond              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      10000 | PA      | $13693.02     | 0.03%             | 2047-05-22      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     110000 | PA      | $131283.73    | 0.31%             | 2031-07-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     120000 | PA      | $29626.07     | 0.07%             | 2044-05-16      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1860000 | PA      | $262929.05    | 0.62%             | 2027-05-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   22400000 | PA      | $111447.67    | 0.26%             | 2064-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       5000 | PA      | $5533.41      | 0.01%             | 2054-06-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      27000 | PA      | $30947.77     | 0.07%             | 2039-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   57200000 | PA      | $355653.71    | 0.84%             | 2034-03-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $117797.60    | 0.28%             | 2027-07-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      40000 | PA      | $12952.62     | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   30650000 | PA      | $165535.06    | 0.39%             | 2054-06-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                             | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49000000 | PA      | $311269.02    | 0.73%             | 2029-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     720000 | PA      | $31267.08     | 0.07%             | 2036-06-03      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     110000 | PA      | $132617.45    | 0.31%             | 2035-02-01      | Fixed         | 3.85%                 | 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        |   10000000 | PA      | $10817.73     | 0.03%             | 2029-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  902000000 | PA      | $56739.51     | 0.13%             | 2035-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   11650000 | PA      | $7768.42      | 0.02%             | 2054-09-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      40000 | PA      | $23020.93     | 0.05%             | 2036-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  756000000 | PA      | $47329.55     | 0.11%             | 2030-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1850000 | PA      | $266590.08    | 0.63%             | 2034-08-25      | Fixed         | 2.11%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      80000 | PA      | $92927.39     | 0.22%             | 2029-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      20000 | PA      | $25082.31     | 0.06%             | 2040-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      54000 | PA      | $62870.51     | 0.15%             | 2054-10-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   52850000 | PA      | $35816.01     | 0.08%             | 2044-09-10      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   15440000 | PA      | $10577.53     | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     420000 | PA      | $14725.33     | 0.03%             | 2050-06-17      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     140000 | PA      | $164183.54    | 0.39%             | 2031-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     650000 | PA      | $22149.95     | 0.05%             | 2045-06-17      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1000000 | PA      | $33534.10     | 0.08%             | 2040-06-17      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1350000 | PA      | $193606.25    | 0.46%             | 2034-11-25      | Fixed         | 2.04%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $34357.42     | 0.08%             | 2035-06-22      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $115932.39    | 0.27%             | 2028-05-31      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     110000 | PA      | $130133.73    | 0.31%             | 2035-08-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      35000 | PA      | $40351.87     | 0.10%             | 2035-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      25000 | PA      | $29651.35     | 0.07%             | 2035-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     300000 | PA      | $40172.62     | 0.09%             | 2055-01-15      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      13000 | PA      | $13750.56     | 0.03%             | 2055-10-18      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1970000 | PA      | $61814.20     | 0.15%             | 2028-04-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     120000 | PA      | $132975.61    | 0.31%             | 2042-05-25      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      15000 | PA      | $16591.63     | 0.04%             | 2045-04-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1440000 | PA      | $47078.89     | 0.11%             | 2035-03-17      | Fixed         | 2.41%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     190000 | PA      | $220249.64    | 0.52%             | 2027-02-25      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      33000 | PA      | $38107.97     | 0.09%             | 2035-02-20      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds                  | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   28000000 | PA      | $181470.38    | 0.43%             | 2027-02-01      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $54532.12     | 0.13%             | 2030-02-28      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      70000 | PA      | $45533.06     | 0.11%             | 2036-03-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     150000 | PA      | $14499.86     | 0.03%             | 2035-06-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   63080000 | PA      | $41022.22     | 0.10%             | 2055-03-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Denmark Government Bonds                         | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     100000 | PA      | $15082.69     | 0.04%             | 2035-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     100000 | PA      | $132238.26    | 0.31%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      90000 | PA      | $104442.79    | 0.25%             | 2040-10-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     128000 | PA      | $133654.29    | 0.31%             | 2056-05-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                         | Slovakia Government Bond                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      10000 | PA      | $11431.41     | 0.03%             | 2040-02-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     120000 | PA      | $138728.53    | 0.33%             | 2028-09-24      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      70000 | PA      | $81920.64     | 0.19%             | 2030-07-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      70000 | PA      | $79693.23     | 0.19%             | 2041-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  135920000 | PA      | $94391.93     | 0.22%             | 2030-03-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      50000 | PA      | $56251.51     | 0.13%             | 2035-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $33358.50     | 0.08%             | 2042-06-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   12650000 | PA      | $71320.52     | 0.17%             | 2055-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   43100000 | PA      | $277659.54    | 0.65%             | 2030-03-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     140000 | PA      | $161234.97    | 0.38%             | 2031-02-25      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    7200000 | PA      | $45509.83     | 0.11%             | 2045-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      15000 | PA      | $17614.49     | 0.04%             | 2032-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     125000 | PA      | $147017.06    | 0.35%             | 2035-10-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     590000 | PA      | $18387.44     | 0.04%             | 2030-03-17      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     180000 | PA      | $48308.04     | 0.11%             | 2030-07-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      23000 | PA      | $26512.95     | 0.06%             | 2035-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   98020000 | PA      | $67966.36     | 0.16%             | 2028-06-10      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     200000 | PA      | $47972.78     | 0.11%             | 2030-05-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                      | Swiss Confederation Government Bond              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      15000 | PA      | $19152.84     | 0.05%             | 2040-05-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $34674.23     | 0.08%             | 2030-10-22      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $121957.31    | 0.29%             | 2056-01-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   80460000 | PA      | $54355.82     | 0.13%             | 2035-06-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      30000 | PA      | $4160.81      | 0.01%             | 2035-05-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     750000 | PA      | $4659.92      | 0.01%             | 2065-03-20      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      10000 | PA      | $11582.08     | 0.03%             | 2035-10-31      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $98886.00     | 0.23%             | 2028-01-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds                  | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   31400000 | PA      | $203573.30    | 0.48%             | 2027-06-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                         | Slovakia Government Bond                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      10000 | PA      | $11523.01     | 0.03%             | 2029-06-04      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $115170.60    | 0.27%             | 2027-08-26      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds                  | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   60000000 | PA      | $388246.06    | 0.91%             | 2027-07-01      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     130000 | PA      | $30984.26     | 0.07%             | 2035-07-02      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    5650000 | PA      | $34711.33     | 0.08%             | 2055-06-20      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                             | Japan Government Five Year Bond                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   52850000 | PA      | $339848.96    | 0.80%             | 2030-06-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      20000 | PA      | $12961.42     | 0.03%             | 2036-10-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds                  | Japan Government Two Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   41400000 | PA      | $268722.56    | 0.63%             | 2027-08-01      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   14860000 | PA      | $9665.54      | 0.02%             | 2055-09-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     330000 | PA      | $46467.45     | 0.11%             | 2035-08-25      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      40000 | PA      | $46319.80     | 0.11%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      50000 | PA      | $67097.60     | 0.16%             | 2035-10-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      54000 | PA      | $66119.60     | 0.16%             | 2055-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      82000 | PA      | $96038.27     | 0.23%             | 2032-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      30000 | PA      | $34807.38     | 0.08%             | 2035-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    9950000 | PA      | $6662.07      | 0.02%             | 2045-09-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      40000 | PA      | $46407.12     | 0.11%             | 2031-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE DEC25                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          4 | NC      | $2393.73      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)DEC25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        149 | NC      | $-48227.81    | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT DEC25                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -86 | NC      | $-22860.71    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE DEC25                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         21 | NC      | $35932.23     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND DEC25                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -2 | NC      | $-10329.63    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE DEC25                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -50 | NC      | $3427.98      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT DEC25                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $31.74        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT DEC25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -26 | NC      | $-99874.25    | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $-1638.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE DEC25                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          9 | NC      | $8947.58      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE DEC25                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -18 | NC      | $-37893.09    | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) DEC25                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -3 | NC      | $18616.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT DEC25                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -1 | NC      | $830.65       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) DEC25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          3 | NC      | $-1298.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    2500000 | PA      | $17473.07     | 0.04%             | 2034-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    2100000 | PA      | $14675.61     | 0.03%             | 2034-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      60000 | PA      | $70230.38     | 0.17%             | 2046-12-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    1200000 | PA      | $8359.98      | 0.02%             | 2036-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40000000 | PA      | $243864.77    | 0.57%             | 2048-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   31100000 | PA      | $214297.59    | 0.51%             | 2038-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     120000 | PA      | $138530.02    | 0.33%             | 2049-12-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   39600000 | PA      | $268694.65    | 0.63%             | 2038-09-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Denmark Government Bonds                         | Denmark Government Bonds                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      80000 | PA      | $14914.68     | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   20000000 | PA      | $113791.45    | 0.27%             | 2050-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   50000000 | PA      | $333761.60    | 0.79%             | 2039-03-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    9100000 | PA      | $52688.59     | 0.12%             | 2049-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   52300000 | PA      | $343087.46    | 0.81%             | 2039-09-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      50000 | PA      | $53746.74     | 0.13%             | 2060-01-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    7200000 | PA      | $46389.57     | 0.11%             | 2041-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     120000 | PA      | $114035.25    | 0.27%             | 2068-07-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      60000 | PA      | $74989.11     | 0.18%             | 2028-10-31      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $92765.62     | 0.22%             | 2036-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      13000 | PA      | $15917.50     | 0.04%             | 2042-01-30      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      15000 | PA      | $16811.45     | 0.04%             | 2028-05-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      37000 | PA      | $19209.68     | 0.05%             | 2041-05-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      40000 | PA      | $44528.72     | 0.10%             | 2028-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      35000 | PA      | $28494.73     | 0.07%             | 2040-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $29612.69     | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     150000 | PA      | $161740.43    | 0.38%             | 2029-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      30000 | PA      | $14791.62     | 0.03%             | 2052-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      17000 | PA      | $6633.11      | 0.02%             | 2041-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     110000 | PA      | $145076.42    | 0.34%             | 2027-01-29      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $39415.41     | 0.09%             | 2032-06-22      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $7251.65      | 0.02%             | 2033-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      70000 | PA      | $81598.86     | 0.19%             | 2030-01-31      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      40000 | PA      | $40039.14     | 0.09%             | 2031-09-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $44313.09     | 0.10%             | 2027-10-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      23000 | PA      | $27650.60     | 0.07%             | 2028-06-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  179000000 | PA      | $10875.76     | 0.03%             | 2036-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      10000 | PA      | $6261.59      | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      90000 | PA      | $78914.71     | 0.19%             | 2037-07-30      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     130000 | PA      | $138221.57    | 0.33%             | 2063-10-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      40000 | PA      | $20670.59     | 0.05%             | 2032-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      30000 | PA      | $21902.11     | 0.05%             | 2028-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      15000 | PA      | $17154.72     | 0.04%             | 2033-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NETHERLANDS GOVERNMENT                           | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      45000 | PA      | $52280.06     | 0.12%             | 2044-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     105000 | PA      | $76430.54     | 0.18%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      30000 | PA      | $10533.71     | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      40000 | PA      | $34297.47     | 0.08%             | 2053-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| SWEDISH GOVERNMENT                               | Sweden Government Bond                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     200000 | PA      | $18780.39     | 0.04%             | 2031-05-12      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      68000 | PA      | $81982.72     | 0.19%             | 2053-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM                                  | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      20000 | PA      | $20623.38     | 0.05%             | 2055-06-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      50000 | PA      | $50685.54     | 0.12%             | 2031-10-17      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      88000 | PA      | $98111.06     | 0.23%             | 2043-07-30      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      38000 | PA      | $8680.31      | 0.02%             | 2052-11-29      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM                                  | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      10000 | PA      | $11043.49     | 0.03%             | 2043-06-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     150000 | PA      | $170722.46    | 0.40%             | 2035-05-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      90000 | PA      | $98039.11     | 0.23%             | 2029-07-30      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      80000 | PA      | $107473.24    | 0.25%             | 2034-01-31      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     160000 | PA      | $203154.34    | 0.48%             | 2043-10-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NETHERLANDS GOVERNMENT                           | Netherlands Government Bond                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      50000 | PA      | $50535.06     | 0.12%             | 2032-07-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     110000 | PA      | $129980.82    | 0.31%             | 2031-07-30      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     110000 | PA      | $144474.33    | 0.34%             | 2027-03-07      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     120000 | PA      | $157333.11    | 0.37%             | 2031-10-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      20000 | PA      | $17469.93     | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      21000 | PA      | $23154.11     | 0.05%             | 2043-10-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      80000 | PA      | $94021.02     | 0.22%             | 2034-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM                                  | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      50000 | PA      | $56618.98     | 0.13%             | 2034-10-22      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF AUSTRIA                              | Republic of Austria Government Bond              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      50000 | PA      | $58340.23     | 0.14%             | 2033-02-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $6043.06      | 0.01%             | 2055-12-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     130000 | PA      | $172520.40    | 0.41%             | 2029-07-22      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      50000 | PA      | $40305.78     | 0.09%             | 2029-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     120000 | PA      | $78876.38     | 0.19%             | 2034-06-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM                                  | Kingdom of Belgium Government Bond               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $46461.76     | 0.11%             | 2033-06-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      30000 | PA      | $36875.37     | 0.09%             | 2043-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  634000000 | PA      | $40729.51     | 0.10%             | 2040-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     112000 | PA      | $34685.82     | 0.08%             | 2035-03-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     160000 | PA      | $185950.67    | 0.44%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       5000 | PA      | $5911.88      | 0.01%             | 2056-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      70000 | PA      | $81090.22     | 0.19%             | 2054-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  307000000 | PA      | $19768.11     | 0.05%             | 2045-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     110000 | PA      | $146429.54    | 0.35%             | 2028-03-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $167376.02    | 0.39%             | 2030-03-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      93000 | PA      | $110652.69    | 0.26%             | 2034-10-31      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     440000 | PA      | $61025.22     | 0.14%             | 2035-05-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.472000 17-DEC-2030 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7185768 | OU      | $-4010.87     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.471000 17-DEC-2030 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2327549 | OU      | $-1314.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                               | SWP: OIS 13.250000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   12124000 | OU      | $-3468.66     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 13.550000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     161000 | OU      | $-363.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 13.370000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     417000 | OU      | $-484.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 13.550000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      82000 | OU      | $-189.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 13.450000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1770000 | OU      | $-3110.06     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.855000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6353000 | OU      | $2224.18      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.643000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6299000 | OU      | $3531.83      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.869000 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4519000 | OU      | $-67825.35    | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.380000 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10152000 | OU      | $-2194.69     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.405000 18-MAR-2031 EUR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3546000 | OU      | $6484.80      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.209000 18-MAR-2031 SAR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     448000 | OU      | $-1701.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.115000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     303000 | OU      | $393.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.482000 18-MAR-2031 SOR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3919885 | OU      | $-16149.85    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.790000 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4244000 | OU      | $-529.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.128000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4851000 | OU      | $7044.77      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.824200 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7825000 | OU      | $-1933.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.231500 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12435760 | OU      | $-7587.12     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.417500 12-MAR-2031 TII               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21891500 | OU      | $3415.41      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.660750 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3107000 | OU      | $2111.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.796000 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2889000 | OU      | $-889.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.836700 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2943000 | OU      | $1353.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.170000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6510000 | OU      | $-3014.82     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.159000 18-MAR-2031 SOF               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     488000 | OU      | $4823.67      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.658000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2150000 | OU      | $1421.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.818000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     963000 | OU      | $551.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.741000 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  165446000 | OU      | $3073.69      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.742700 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8516000 | OU      | $164.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.753000 18-MAR-2031 SHI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2958000 | OU      | $-7922.20     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.822500 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1349000 | OU      | $735.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.691000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3709000 | OU      | $3271.55      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.772500 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4158000 | OU      | $-1490.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.063500 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     570000 | OU      | $392.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.144000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3970000 | OU      | $-1591.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.862750 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2679000 | OU      | $813.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.669090 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12538000 | OU      | $9220.05      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.056000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     465000 | OU      | $279.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.572000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     606000 | OU      | $-864.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.116500 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14545960 | OU      | $-4876.20     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.130000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13427040 | OU      | $-4934.37     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.891500 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1978000 | OU      | $258.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.655000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1075000 | OU      | $689.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.868000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1324000 | OU      | $360.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.585000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     720000 | OU      | $-1337.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.827500 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1283000 | OU      | $661.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.412000 18-MAR-2031 EUR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     256000 | OU      | $564.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.407000 18-MAR-2031 EUR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     154000 | OU      | $298.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.911100 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2845000 | OU      | $37.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.203200 18-MAR-2031 SAR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     123000 | OU      | $-421.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.659000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2186000 | OU      | $1459.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.960500 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1158000 | OU      | $-328.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.960000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1040000 | OU      | $-291.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.104000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3113000 | OU      | $-950.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.901600 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1532000 | OU      | $107.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.456000 18-MAR-2031 EUR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     190000 | OU      | $868.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.402000 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7396000 | OU      | $-800.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.914000 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1455000 | OU      | $-77.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.129000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2696000 | OU      | $-984.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.763000 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5024500 | OU      | $145.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.756600 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5024500 | OU      | $130.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.140000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     214000 | OU      | $341.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.551000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     257000 | OU      | $-187.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.963000 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     155000 | OU      | $165.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.657000 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   27843000 | OU      | $-144.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.496800 18-MAR-2031 EUR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     220000 | OU      | $1489.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.886700 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     267000 | OU      | $-4283.49     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.469800 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2744000 | OU      | $616.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.963500 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     275249 | OU      | $290.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.958500 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     220593 | OU      | $264.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.454300 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1520000 | OU      | $225.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.995000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     469050 | OU      | $-230.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.945000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     415950 | OU      | $-79.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.158000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     623000 | OU      | $1125.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.432000 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2144000 | OU      | $83.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.665600 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1281387000 | OU      | $-6298.25     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.878200 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     505000 | OU      | $-7850.94     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.464800 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3077000 | OU      | $615.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.218200 18-MAR-2031 SAR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      83000 | OU      | $-363.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.570000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     469000 | OU      | $-637.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.663000 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  415807000 | OU      | $-2079.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.422800 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     944000 | OU      | $-5.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.930000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     379400 | OU      | $-38.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.413800 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2104000 | OU      | $-105.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.970000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     505600 | OU      | $-172.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.940000 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2028000 | OU      | $5.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.558000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     233000 | OU      | $-224.29      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.857000 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     110000 | OU      | $-1573.87     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.421000 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1950000 | OU      | $-29.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.979000 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     260000 | OU      | $156.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.452800 18-MAR-2031 EUR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     113000 | OU      | $497.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.875700 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     460000 | OU      | $-7084.17     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.441800 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5084000 | OU      | $442.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.182500 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     591000 | OU      | $1239.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.955000 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     316000 | OU      | $411.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.417300 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3045000 | OU      | $-100.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.975000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1496000 | OU      | $-554.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.779000 18-MAR-2031 SHI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     435000 | OU      | $-1319.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.155000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     223000 | OU      | $395.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.870000 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     206000 | OU      | $-3103.87     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.451000 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1355000 | OU      | $179.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.653000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1696000 | OU      | $1064.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.126000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     642000 | OU      | $917.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.651000 18-MAR-2031 CNR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     719000 | OU      | $441.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.684000 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1076129000 | OU      | $-4640.34     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.095000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     442000 | OU      | $469.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.083000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     601000 | OU      | $552.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.839000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     151580 | OU      | $67.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.835500 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     302857 | OU      | $141.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.785000 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2538000 | OU      | $-841.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.825000 18-MAR-2031 HKD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     128563 | OU      | $68.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.981000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     203000 | OU      | $-58.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.567000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     110000 | OU      | $-138.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.991000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     908000 | OU      | $-153.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.579000 18-MAR-2031 SHI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     396000 | OU      | $-121.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.015000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     854000 | OU      | $98.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.220000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1938000 | OU      | $-296.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.619000 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     207000 | OU      | $30.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.756000 18-MAR-2031 PRI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2554000 | OU      | $-1006.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.452500 18-MAR-2031 SOR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     348000 | OU      | $-1813.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.251000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   24629544 | OU      | $-2622.62     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.266000 18-MAR-2031 SOF               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1042000 | OU      | $5249.42      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.018000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1460000 | OU      | $219.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.499000 18-MAR-2031 CAD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     178000 | OU      | $176.59       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 13.280000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     622000 | OU      | $-835.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.662500 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6176000 | OU      | $478.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.620900 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  130099000 | OU      | $-4894.44     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.229000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   26321100 | OU      | $-3671.85     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.028000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     694000 | OU      | $186.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.226000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14172900 | OU      | $-2040.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.907000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10827500 | OU      | $1792.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.900000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8906500 | OU      | $1623.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.253000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   25327456 | OU      | $-2620.92     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.981500 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     392000 | OU      | $-110.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.227180 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9463373 | OU      | $-1346.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.202000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9907627 | OU      | $-1783.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.318300 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     840000 | OU      | $-435.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.675500 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   49776000 | OU      | $-600.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.995000 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     865000 | OU      | $-105.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.236500 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14204000 | OU      | $-1821.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.553000 18-MAR-2031 SOR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     127000 | OU      | $-189.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.691000 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  225479000 | OU      | $-920.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.271300 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3329500 | OU      | $-253.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.677500 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3214911 | OU      | $172.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.268500 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3329500 | OU      | $-267.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.710000 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6249468 | OU      | $13.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.707000 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5323621 | OU      | $36.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.689000 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   31117000 | OU      | $-179.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.021500 18-MAR-2031 WIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1076000 | OU      | $206.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 12.940000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1460000 | OU      | $629.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.143000 18-MAR-2031 SAR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      19000 | OU      | $7.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.367000 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1416000 | OU      | $-396.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 1.698000 18-MAR-2031 TAI               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1311000 | OU      | $27.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.903000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1023000 | OU      | $179.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.679900 18-MAR-2031 INR               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3712000 | OU      | $-37.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 13.010000 02-JAN-2029 BZD               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     518000 | OU      | $21.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.794000 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  360970000 | OU      | $-255.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.324000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11072000 | OU      | $34.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: GBP 3.599000 18-MAR-2031 SON               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     142000 | OU      | $108.69       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.992000 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     327000 | OU      | $71.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.326000 18-MAR-2031 THO               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5259000 | OU      | $31.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.832000 18-MAR-2031 KRW               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  245235000 | OU      | $132.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.999000 18-MAR-2031 AUD               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     545000 | OU      | $8.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.409800 18-MAR-2031 3M                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     863000 | OU      | $-60.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.344000 18-MAR-2031 SOF               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     647000 | OU      | $973.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.975000 18-MAR-2031 JIB               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2501000 | OU      | $7.49         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.310000 12-MAR-2031 TII               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4171000 | OU      | $-334.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     100000 | PA      | $64388.35     | 0.15%             | 2027-11-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** BlackRock ETF Trust II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer