# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046917
**Filing Date:** 2023-2
**Character Count:** 424720
**Document Hash:** 9721f53bfb1025cd6eca66bace795e90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046917.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046917

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683521

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

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

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

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

## Series and Classes Contracts Data

### SPDR(R) Bloomberg International Treasury Bond ETF (Series ID: S000018782)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000051964 | SPDR(R) Bloomberg International Treasury Bond ETF | BWX             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000018782

- **c. LEI of Series:** 549300XTV2KNHC0UDP69

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1125487379.65

**Total Liabilities:** $10096636.25

**Net Assets:** $1115390743.40

**Cash Not Reported:** $1975909.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -161.16000000 | **1-Year:** -15256.41000000 | **5-Year:** -58920.45000000 | **10-Year:** -93477.80000000 | **30-Year:** -62494.92000000

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

- **3-Month:** -11.23000000 | **1-Year:** -2353.77000000 | **5-Year:** -7597.82000000 | **10-Year:** -11352.76000000 | **30-Year:** -5399.59000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000051964 | -0.12%               | 6.44%                | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1751647.71             | $-278043.40                                |
| Month 2  | $-1622144.93             | $56620167.53                               |
| Month 3  | $-2435558.72             | $9879016.36                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    85500000 | PA      | $527372.58    | 0.05%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16850000 | PA      | $2426363.25   | 0.22%             | 2024-09-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1490000 | PA      | $459805.93    | 0.04%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1060000 | PA      | $1262361.91   | 0.11%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1300000 | PA      | $1293357.01   | 0.12%             | 2032-08-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1550000 | PA      | $1251794.05   | 0.11%             | 2032-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1447000 | PA      | $1770922.12   | 0.16%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      851000 | PA      | $797992.10    | 0.07%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    14471000 | PA      | $1793773.66   | 0.16%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1370000 | PA      | $1222846.46   | 0.11%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      866000 | PA      | $886255.60    | 0.08%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1672000 | PA      | $1729756.66   | 0.16%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65950000 | PA      | $512520.14    | 0.05%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   134050000 | PA      | $960137.13    | 0.09%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    80750000 | PA      | $531293.32    | 0.05%             | 2047-03-20      | Fixed         | 0.80%                 | 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        |   195000000 | PA      | $265677.98    | 0.02%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1815000 | PA      | $1723257.06   | 0.15%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    53650000 | PA      | $461854.75    | 0.04%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      500000 | PA      | $345726.95    | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   975000000 | PA      | $569176.73    | 0.05%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1875000000 | PA      | $292483.04    | 0.03%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2950000 | PA      | $667175.52    | 0.06%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5760000 | PA      | $568024.53    | 0.05%             | 2025-03-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    76750000 | PA      | $667811.38    | 0.06%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      669000 | PA      | $588956.02    | 0.05%             | 2037-05-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      270000 | PA      | $314824.90    | 0.03%             | 2027-06-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1272000 | PA      | $686911.05    | 0.06%             | 2041-05-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   479450000 | PA      | $3533238.91   | 0.32%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1295000 | PA      | $295773.05    | 0.03%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22730000000 | PA      | $1430161.23   | 0.13%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   314550000 | PA      | $2381516.23   | 0.21%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      500000 | PA      | $57413.64     | 0.01%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      444000 | PA      | $455446.54    | 0.04%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1016000 | PA      | $1193831.55   | 0.11%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1015000 | PA      | $883464.28    | 0.08%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1770000 | PA      | $1480207.43   | 0.13%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      978000 | PA      | $1209106.98   | 0.11%             | 2025-03-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   455000000 | PA      | $3427681.61   | 0.31%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1545000 | PA      | $1073408.69   | 0.10%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1864000 | PA      | $1554540.21   | 0.14%             | 2031-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      335000 | PA      | $258819.24    | 0.02%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |      311474 | NS      | $311473.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    21965000 | PA      | $1018050.66   | 0.09%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1971000 | PA      | $774592.57    | 0.07%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      576000 | PA      | $701945.53    | 0.06%             | 2028-04-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   105800000 | PA      | $892233.70    | 0.08%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   113900000 | PA      | $810753.57    | 0.07%             | 2036-03-20      | Fixed         | 0.40%                 | 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        |   295000000 | PA      | $344805.67    | 0.03%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      413000 | PA      | $299197.43    | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      869000 | PA      | $1082070.03   | 0.10%             | 2027-07-04      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1350000 | PA      | $307562.12    | 0.03%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      548000 | PA      | $544614.87    | 0.05%             | 2042-07-04      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      801000 | PA      | $407548.47    | 0.04%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      919000 | PA      | $805650.64    | 0.07%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1357000 | PA      | $1444192.85   | 0.13%             | 2026-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1002000 | PA      | $154488.49    | 0.01%             | 2024-11-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      725000 | PA      | $172597.93    | 0.02%             | 2028-12-06      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5105000 | PA      | $3155607.32   | 0.28%             | 2025-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS        | Bonos de la Tesoreria de la Republica en pesos             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   420000000 | PA      | $474723.44    | 0.04%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      909000 | PA      | $957143.67    | 0.09%             | 2024-05-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1625000 | PA      | $304925.62    | 0.03%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      380000 | PA      | $286553.68    | 0.03%             | 2047-10-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1127000 | PA      | $733379.68    | 0.07%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      200000 | PA      | $212278.43    | 0.02%             | 2038-10-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      550000 | PA      | $288818.87    | 0.03%             | 2073-10-22      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    78550000 | PA      | $641026.82    | 0.06%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   107900000 | PA      | $659527.45    | 0.06%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      100000 | PA      | $102603.24    | 0.01%             | 2026-10-29      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1131000 | PA      | $1273092.60   | 0.11%             | 2025-03-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2208000 | PA      | $1863905.77   | 0.17%             | 2031-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      906000 | PA      | $985512.43    | 0.09%             | 2034-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3980000 | PA      | $2116719.79   | 0.19%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2354000 | PA      | $2310597.41   | 0.21%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    63850000 | PA      | $9442483.11   | 0.85%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    75000000 | PA      | $470184.55    | 0.04%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     6000000 | PA      | $171130.74    | 0.02%             | 2024-09-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      320000 | PA      | $345936.88    | 0.03%             | 2024-06-11      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      450000 | PA      | $364457.61    | 0.03%             | 2035-07-31      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1185000 | PA      | $1230814.68   | 0.11%             | 2024-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   103900000 | PA      | $806174.86    | 0.07%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087VH4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      330000 | PA      | $272374.27    | 0.02%             | 2025-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2275000 | PA      | $449902.01    | 0.04%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2368000 | PA      | $2955984.21   | 0.27%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      563000 | PA      | $506502.52    | 0.05%             | 2065-07-22      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1463000 | PA      | $1423818.58   | 0.13%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   113650000 | PA      | $861309.29    | 0.08%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4757000000 | PA      | $556131.70    | 0.05%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1935000 | PA      | $1863150.07   | 0.17%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4898000 | PA      | $2966302.67   | 0.27%             | 2026-09-21      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1657000 | PA      | $892348.32    | 0.08%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2091000 | PA      | $2511597.65   | 0.23%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3111000 | PA      | $1125304.64   | 0.10%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    45380000 | PA      | $7470111.29   | 0.67%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44850000000 | PA      | $2949637.09   | 0.26%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3050000000 | PA      | $1513676.26   | 0.14%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      636000 | PA      | $637979.29    | 0.06%             | 2025-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1133006.32   | 0.10%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   866000000 | PA      | $642837.36    | 0.06%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2915000 | PA      | $2047812.51   | 0.18%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1100000000 | PA      | $688066.04    | 0.06%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5039000 | PA      | $2809039.18   | 0.25%             | 2031-06-21      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    79450000 | PA      | $470202.86    | 0.04%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5550000 | PA      | $795443.34    | 0.07%             | 2025-05-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3354000 | PA      | $2120325.74   | 0.19%             | 2029-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   197500000 | PA      | $1479816.78   | 0.13%             | 2028-06-20      | Fixed         | 0.10%                 | 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        |   410000000 | PA      | $459841.65    | 0.04%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   176000000 | PA      | $1465757.40   | 0.13%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      782000 | PA      | $998425.16    | 0.09%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15800000 | PA      | $2298392.23   | 0.21%             | 2024-04-11      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1853000 | PA      | $1833682.63   | 0.16%             | 2026-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   302550000 | PA      | $2270804.62   | 0.20%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   135550000 | PA      | $755585.05    | 0.07%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    31250000 | PA      | $274434.90    | 0.02%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    11950000 | PA      | $521239.02    | 0.05%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2490000 | PA      | $1581853.38   | 0.14%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1982000 | PA      | $2351600.14   | 0.21%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   136800000 | PA      | $1132243.04   | 0.10%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1024000 | PA      | $1106063.12   | 0.10%             | 2024-04-30      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    13049000 | PA      | $2333902.13   | 0.21%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1381000 | PA      | $1389266.16   | 0.12%             | 2029-10-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087J54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1523000 | PA      | $1097678.41   | 0.10%             | 2024-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1693000 | PA      | $1626280.13   | 0.15%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      446000 | PA      | $466074.54    | 0.04%             | 2024-05-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2023-12-20      | Fixed         | 0.60%                 | 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        |   655000000 | PA      | $760069.55    | 0.07%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    21130000 | PA      | $689955.37    | 0.06%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4553000 | PA      | $2794910.89   | 0.25%             | 2033-11-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      275000 | PA      | $451021.40    | 0.04%             | 2049-01-06      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1227000 | PA      | $1070528.65   | 0.10%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      210000 | PA      | $232721.53    | 0.02%             | 2024-09-09      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    87900000 | PA      | $760132.31    | 0.07%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   160000000 | PA      | $1065255.98   | 0.10%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4350000 | PA      | $992370.01    | 0.09%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    11500000 | PA      | $352217.84    | 0.03%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3777000 | PA      | $2549308.51   | 0.23%             | 2025-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 34763000000 | PA      | $2090457.64   | 0.19%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3950000 | PA      | $925454.37    | 0.08%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    50000000 | PA      | $417996.13    | 0.04%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      789000 | PA      | $1013294.28   | 0.09%             | 2055-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1679000 | PA      | $1090823.67   | 0.10%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1451000 | PA      | $1548860.90   | 0.14%             | 2026-07-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lithuania        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      272000 | PA      | $242929.59    | 0.02%             | 2035-10-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lithuania        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      255000 | PA      | $207034.35    | 0.02%             | 2047-05-26      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1282000 | PA      | $1366842.95   | 0.12%             | 2044-07-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      836000 | PA      | $840248.75    | 0.08%             | 2025-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    50000000 | PA      | $418920.76    | 0.04%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   181000000 | PA      | $1223548.75   | 0.11%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2110000000 | PA      | $1577186.40   | 0.14%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      982000 | PA      | $882455.15    | 0.08%             | 2030-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      778000 | PA      | $1014397.11   | 0.09%             | 2039-07-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   110600000 | PA      | $920257.05    | 0.08%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1439000 | PA      | $823997.00    | 0.07%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      600000 | PA      | $69800.18     | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    86200000 | PA      | $713197.29    | 0.06%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    16750000 | PA      | $417184.63    | 0.04%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      969000 | PA      | $965869.03    | 0.09%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1650000 | PA      | $345903.18    | 0.03%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1274000 | PA      | $937269.62    | 0.08%             | 2024-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1315000000 | PA      | $1002420.32   | 0.09%             | 2024-12-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   102850000 | PA      | $811661.07    | 0.07%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1198000 | PA      | $998965.79    | 0.09%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      245000 | PA      | $175995.93    | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    21430000 | PA      | $817165.52    | 0.07%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   111840000 | PA      | $260764.58    | 0.02%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      849000 | PA      | $694702.92    | 0.06%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255000000 | PA      | $1934749.33   | 0.17%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $455125.43    | 0.04%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2250000 | PA      | $440710.70    | 0.04%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4937000000 | PA      | $4213503.75   | 0.38%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3130000 | PA      | $2007415.50   | 0.18%             | 2028-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $712422.18    | 0.06%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      810000 | PA      | $871984.44    | 0.08%             | 2026-05-28      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Latvia           | Latvia Government International Bond                       | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $105915.98    | 0.01%             | 2024-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   110000000 | PA      | $880691.95    | 0.08%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1430000 | PA      | $1386094.06   | 0.12%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1157000 | PA      | $1267060.88   | 0.11%             | 2026-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      635000 | PA      | $443478.29    | 0.04%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      596000 | PA      | $550069.88    | 0.05%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      530000 | PA      | $494808.00    | 0.04%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1836000 | PA      | $1868593.04   | 0.17%             | 2028-10-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      579000 | PA      | $631478.96    | 0.06%             | 2024-01-31      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| IRISH TSY 1% 2026            | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1610000 | PA      | $1628437.28   | 0.15%             | 2026-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15050000 | PA      | $679284.86    | 0.06%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   183000000 | PA      | $1205501.84   | 0.11%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1684000 | PA      | $1284159.09   | 0.12%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4925000 | PA      | $988065.32    | 0.09%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      550000 | PA      | $606834.45    | 0.05%             | 2025-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1800000 | PA      | $905832.64    | 0.08%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1622640000 | PA      | $1301644.70   | 0.12%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    51350000 | PA      | $424732.55    | 0.04%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      666000 | PA      | $706145.32    | 0.06%             | 2025-07-28      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      418000 | PA      | $419309.30    | 0.04%             | 2030-05-27      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      946000 | PA      | $1130045.29   | 0.10%             | 2027-11-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1230000 | PA      | $1098400.13   | 0.10%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      747000 | PA      | $486393.32    | 0.04%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4025000 | PA      | $2117888.07   | 0.19%             | 2031-11-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21375000000 | PA      | $1357949.25   | 0.12%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    74830000 | PA      | $170713.30    | 0.02%             | 2024-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     7560000 | PA      | $307350.48    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2575000 | PA      | $1706012.80   | 0.15%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      932000 | PA      | $1213290.55   | 0.11%             | 2034-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN     | Perusahaan Penerbit SBSN Indonesia                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  6200000000 | PA      | $379485.80    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1950000 | PA      | $1267103.28   | 0.11%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   100000000 | PA      | $822630.64    | 0.07%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $272554.47    | 0.02%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1554000 | PA      | $1556275.47   | 0.14%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    28060000 | PA      | $1256398.57   | 0.11%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      899000 | PA      | $919373.81    | 0.08%             | 2025-12-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   100000000 | PA      | $606570.92    | 0.05%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   166400000 | PA      | $1400940.57   | 0.13%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      567000 | PA      | $383796.75    | 0.03%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      900000 | PA      | $140294.43    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5163000 | PA      | $499696.22    | 0.04%             | 2026-02-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   140000000 | PA      | $1060613.13   | 0.10%             | 2024-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    64000000 | PA      | $527992.12    | 0.05%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    14680000 | PA      | $483154.40    | 0.04%             | 2030-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      579000 | PA      | $632965.72    | 0.06%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      953000 | PA      | $920636.23    | 0.08%             | 2028-05-15      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    70000000 | PA      | $549225.06    | 0.05%             | 2024-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      750000 | PA      | $745718.64    | 0.07%             | 2029-01-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5090000 | PA      | $1064475.81   | 0.10%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   348800000 | PA      | $2638053.61   | 0.24%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1666000 | PA      | $1595643.05   | 0.14%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      997000 | PA      | $862408.60    | 0.08%             | 2030-10-18      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    57000000 | PA      | $360226.00    | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1341000 | PA      | $1114734.95   | 0.10%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      885000 | PA      | $191194.30    | 0.02%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      222000 | PA      | $140834.15    | 0.01%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    54300000 | PA      | $450194.72    | 0.04%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN      | Bundesschatzanweisungen                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      684000 | PA      | $705485.32    | 0.06%             | 2024-06-14      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   250000000 | PA      | $1887566.79   | 0.17%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1110000 | PA      | $617058.92    | 0.06%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   120250000 | PA      | $1013127.55   | 0.09%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      871000 | PA      | $922669.46    | 0.08%             | 2024-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $1752361.82   | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   385650000 | PA      | $2824017.81   | 0.25%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    16100000 | PA      | $651412.60    | 0.06%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      594000 | PA      | $506971.86    | 0.05%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1176000 | PA      | $1085171.98   | 0.10%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    34000000 | PA      | $268737.73    | 0.02%             | 2025-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    83000000 | PA      | $691237.86    | 0.06%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20150000 | PA      | $2965178.37   | 0.27%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1070000 | PA      | $703533.78    | 0.06%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2069000 | PA      | $2086236.74   | 0.19%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1050000000 | PA      | $592466.99    | 0.05%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   156450000 | PA      | $1323739.29   | 0.12%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2300000 | PA      | $532355.73    | 0.05%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    92400000 | PA      | $808416.84    | 0.07%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   170000000 | PA      | $1115329.87   | 0.10%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    42078000 | PA      | $2164073.12   | 0.19%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      554000 | PA      | $696435.25    | 0.06%             | 2064-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1600000 | PA      | $342330.89    | 0.03%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4275000 | PA      | $582616.27    | 0.05%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      400000 | PA      | $95417.16     | 0.01%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    45000000 | PA      | $359866.99    | 0.03%             | 2025-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18730000000 | PA      | $1204783.86   | 0.11%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $310699.82    | 0.03%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      325000 | PA      | $258532.66    | 0.02%             | 2032-01-20      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1296000 | PA      | $1013189.64   | 0.09%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $273327.52    | 0.02%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1367000 | PA      | $1371680.25   | 0.12%             | 2025-02-01      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of Latvia           | Latvia Government International Bond                       | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $101201.94    | 0.01%             | 2025-09-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      800000 | PA      | $342489.81    | 0.03%             | 2061-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    92270000 | PA      | $212711.39    | 0.02%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   427500000 | PA      | $3157496.31   | 0.28%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      150000 | PA      | $125356.14    | 0.01%             | 2030-01-21      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    75000000 | PA      | $637339.42    | 0.06%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      270000 | PA      | $252266.80    | 0.02%             | 2029-03-14      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    78200000 | PA      | $651867.19    | 0.06%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   273450000 | PA      | $2074257.47   | 0.19%             | 2026-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3475000 | PA      | $690127.67    | 0.06%             | 2025-04-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2725000 | PA      | $715010.65    | 0.06%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1274000 | PA      | $1320386.71   | 0.12%             | 2025-04-30      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    20000000 | PA      | $181301.30    | 0.02%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $355661.76    | 0.03%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      969000 | PA      | $940459.12    | 0.08%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    70000000 | PA      | $576997.99    | 0.05%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1950000 | PA      | $1877156.06   | 0.17%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5050000 | PA      | $1132773.04   | 0.10%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      890000 | PA      | $824080.27    | 0.07%             | 2028-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   155000000 | PA      | $298667.41    | 0.03%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1243000 | PA      | $1406576.65   | 0.13%             | 2045-06-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      258000 | PA      | $258188.34    | 0.02%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1025000 | PA      | $564635.43    | 0.05%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   157950000 | PA      | $1301320.30   | 0.12%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $202829.49    | 0.02%             | 2024-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4500000 | PA      | $88744.62     | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      644000 | PA      | $893849.08    | 0.08%             | 2040-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4525000 | PA      | $1023511.45   | 0.09%             | 2026-03-31      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1260000 | PA      | $1298790.21   | 0.12%             | 2024-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3590000 | PA      | $2298095.46   | 0.21%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      454000 | PA      | $424222.65    | 0.04%             | 2028-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      596000 | PA      | $407358.81    | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087N91<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1905000 | PA      | $1375732.11   | 0.12%             | 2024-08-01      | 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        |      575000 | PA      | $589947.15    | 0.05%             | 2024-04-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087P65<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $660807.71    | 0.06%             | 2025-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $382133.59    | 0.03%             | 2033-04-08      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    35514000 | PA      | $1724248.46   | 0.15%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95000000 | PA      | $678777.14    | 0.06%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   324050000 | PA      | $2383349.74   | 0.21%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      270000 | PA      | $288877.77    | 0.03%             | 2024-01-22      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      768000 | PA      | $738576.29    | 0.07%             | 2026-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35350000 | PA      | $1082086.86   | 0.10%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    41158000 | PA      | $1882974.94   | 0.17%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      430000 | PA      | $462732.74    | 0.04%             | 2024-09-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    74600000 | PA      | $625770.43    | 0.06%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   124650000 | PA      | $860264.02    | 0.08%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      708000 | PA      | $613096.56    | 0.05%             | 2031-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   210600000 | PA      | $1566750.99   | 0.14%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1286000 | PA      | $1067517.19   | 0.10%             | 2048-08-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2080000 | PA      | $1463475.93   | 0.13%             | 2033-04-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1160000 | PA      | $991100.85    | 0.09%             | 2045-02-18      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1478000 | PA      | $1731092.99   | 0.16%             | 2026-07-30      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1361000 | PA      | $1329811.35   | 0.12%             | 2026-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      691000 | PA      | $606549.42    | 0.05%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| LUXEMBOURG GOVERNMENT        | Luxembourg Government Bond                                 | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       80000 | PA      | $82250.79     | 0.01%             | 2028-03-19      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS        | Bonos de la Tesoreria de la Republica en pesos             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   645000000 | PA      | $682234.81    | 0.06%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1250000 | PA      | $281937.86    | 0.03%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   166650000 | PA      | $1416496.58   | 0.13%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      295000 | PA      | $306101.84    | 0.03%             | 2026-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   317250000 | PA      | $2421362.03   | 0.22%             | 2024-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1130000 | PA      | $1014253.72   | 0.09%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2112000 | PA      | $2553609.76   | 0.23%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6400000 | PA      | $919392.55    | 0.08%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1176000 | PA      | $1128321.81   | 0.10%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1792000 | PA      | $1910640.71   | 0.17%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      898000 | PA      | $896075.66    | 0.08%             | 2026-06-01      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      764000 | PA      | $467329.38    | 0.04%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1230000 | PA      | $1162195.55   | 0.10%             | 2028-08-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   314000000 | PA      | $2364858.24   | 0.21%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260200000 | PA      | $1974025.56   | 0.18%             | 2025-12-20      | Fixed         | 0.10%                 | 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        |   170000000 | PA      | $166665.65    | 0.01%             | 2028-10-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    99350000 | PA      | $882693.63    | 0.08%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    14090000 | PA      | $538124.44    | 0.05%             | 2026-06-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6850000 | PA      | $1557810.45   | 0.14%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      499000 | PA      | $455787.85    | 0.04%             | 2035-06-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   306200000 | PA      | $2282651.44   | 0.20%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1326000 | PA      | $1368616.51   | 0.12%             | 2026-04-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $841998.88    | 0.08%             | 2034-08-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      580000 | PA      | $273779.60    | 0.02%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   357500000 | PA      | $2616121.30   | 0.23%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    79850000 | PA      | $666511.03    | 0.06%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    50000000 | PA      | $450051.16    | 0.04%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      250000 | PA      | $244867.60    | 0.02%             | 2028-09-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      510000 | PA      | $587038.27    | 0.05%             | 2068-07-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   165000000 | PA      | $1250446.02   | 0.11%             | 2024-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1515000 | PA      | $913549.54    | 0.08%             | 2025-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1190000 | PA      | $947567.10    | 0.08%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      896000 | PA      | $990137.11    | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN      | Bundesschatzanweisungen                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2023-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3050000 | PA      | $559675.75    | 0.05%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   245000000 | PA      | $1622761.76   | 0.15%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   645000000 | PA      | $4724296.87   | 0.42%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN      | Bundesschatzanweisungen                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1041000 | PA      | $1078016.53   | 0.10%             | 2024-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1329000 | PA      | $1010926.65   | 0.09%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     3325000 | PA      | $346394.05    | 0.03%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 70718000000 | PA      | $4442299.61   | 0.40%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    43400000 | PA      | $387131.49    | 0.03%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      875000 | PA      | $1069159.10   | 0.10%             | 2028-01-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20600000 | PA      | $2956121.84   | 0.27%             | 2024-06-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $519310.31    | 0.05%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      567000 | PA      | $658891.48    | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $267530.43    | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1725000 | PA      | $361503.63    | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      514000 | PA      | $543145.65    | 0.05%             | 2024-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155000000 | PA      | $808133.31    | 0.07%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $269596.63    | 0.02%             | 2034-06-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |           0 | PA      | $0.00         | 0.00%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1100000 | PA      | $1210549.89   | 0.11%             | 2024-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1066000 | PA      | $997165.32    | 0.09%             | 2029-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      430000 | PA      | $194906.31    | 0.02%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   921000000 | PA      | $698057.97    | 0.06%             | 2025-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      998000 | PA      | $923105.38    | 0.08%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      685000 | PA      | $444641.61    | 0.04%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN            | Sweden Government International Bond                       | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2000000 | PA      | $161524.07    | 0.01%             | 2030-09-09      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1559000 | PA      | $1576743.21   | 0.14%             | 2025-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1277000 | PA      | $1081170.84   | 0.10%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      850000 | PA      | $623620.64    | 0.06%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   169150000 | PA      | $1124316.44   | 0.10%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       98000 | PA      | $103731.14    | 0.01%             | 2024-06-27      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14250000 | PA      | $2092392.87   | 0.19%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087K52<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1470000 | PA      | $1025433.90   | 0.09%             | 2025-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      485000 | PA      | $353148.71    | 0.03%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1650000 | PA      | $452421.62    | 0.04%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3219870000 | PA      | $2372882.78   | 0.21%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1275000 | PA      | $811540.99    | 0.07%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1330000 | PA      | $1654331.11   | 0.15%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1201000 | PA      | $1256167.24   | 0.11%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      727000 | PA      | $735843.60    | 0.07%             | 2026-07-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Latvia           | Latvia Government International Bond                       | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      350000 | PA      | $281118.22    | 0.03%             | 2036-05-16      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   120000000 | PA      | $689269.01    | 0.06%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      500000 | PA      | $580579.89    | 0.05%             | 2038-01-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    35000000 | PA      | $275413.62    | 0.02%             | 2024-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      700000 | PA      | $307869.47    | 0.03%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087VW1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      370000 | PA      | $324523.27    | 0.03%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15960000 | PA      | $576808.17    | 0.05%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      956000 | PA      | $1108831.36   | 0.10%             | 2038-10-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2050000000 | PA      | $876774.06    | 0.08%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1586000 | PA      | $1730112.88   | 0.16%             | 2026-04-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36920000 | PA      | $1019555.29   | 0.09%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    58350000 | PA      | $474211.77    | 0.04%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   140930000 | PA      | $287136.00    | 0.03%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40000000 | PA      | $58888.64     | 0.01%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1220000 | PA      | $1027046.50   | 0.09%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   104950000 | PA      | $829331.29    | 0.07%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      552000 | PA      | $684777.44    | 0.06%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1910000 | PA      | $460433.33    | 0.04%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1345000 | PA      | $1275484.00   | 0.11%             | 2026-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1715000 | PA      | $1685881.60   | 0.15%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      364000 | PA      | $415032.39    | 0.04%             | 2031-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      612000 | PA      | $746850.74    | 0.07%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   177650000 | PA      | $1494511.17   | 0.13%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6134000 | PA      | $589489.17    | 0.05%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   297150000 | PA      | $2272748.77   | 0.20%             | 2025-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     4655000 | PA      | $448872.61    | 0.04%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2023-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   275000000 | PA      | $2015610.67   | 0.18%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1042000 | PA      | $912594.62    | 0.08%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    70000000 | PA      | $579475.54    | 0.05%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2175000 | PA      | $449642.15    | 0.04%             | 2024-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $284092.43    | 0.03%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1417000 | PA      | $990491.15    | 0.09%             | 2038-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      495000 | PA      | $529768.78    | 0.05%             | 2024-11-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    45000000 | PA      | $58610.13     | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1770330000 | PA      | $1051961.21   | 0.09%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      901000 | PA      | $923243.54    | 0.08%             | 2024-07-30      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1764000 | PA      | $1841199.05   | 0.17%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1920000 | PA      | $1567166.28   | 0.14%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      445000 | PA      | $599888.07    | 0.05%             | 2028-12-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      730000 | PA      | $558440.20    | 0.05%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1358000 | PA      | $1128038.52   | 0.10%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33500000 | PA      | $823662.94    | 0.07%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4220000 | PA      | $972982.91    | 0.09%             | 2027-07-26      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087J96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1139000 | PA      | $806323.23    | 0.07%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      803000 | PA      | $763931.02    | 0.07%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    50750000 | PA      | $410404.01    | 0.04%             | 2044-03-20      | Fixed         | 1.70%                 | 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        |   250000000 | PA      | $283963.73    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    91550000 | PA      | $693239.12    | 0.06%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      966000 | PA      | $1187900.36   | 0.11%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6200000 | PA      | $340469.08    | 0.03%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   148000000 | PA      | $1121432.72   | 0.10%             | 2024-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     9860000 | PA      | $863683.20    | 0.08%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    27785000 | PA      | $1343877.35   | 0.12%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   183250000 | PA      | $1300131.29   | 0.12%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      695000 | PA      | $772820.23    | 0.07%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18000000 | PA      | $2572080.84   | 0.23%             | 2025-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 14885000000 | PA      | $919662.09    | 0.08%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2943000 | PA      | $1710720.78   | 0.15%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     1455000 | PA      | $82201.98     | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3402000 | PA      | $2233401.70   | 0.20%             | 2029-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      852000 | PA      | $497240.74    | 0.04%             | 2035-06-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   302000000 | PA      | $2241911.40   | 0.20%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1228000 | PA      | $1365862.79   | 0.12%             | 2025-07-30      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      521000 | PA      | $538894.38    | 0.05%             | 2024-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      805000 | PA      | $601577.24    | 0.05%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      150000 | PA      | $151159.03    | 0.01%             | 2025-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA          | Estonia Government International Bond                      | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      100000 | PA      | $83560.11     | 0.01%             | 2030-06-10      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    37825000 | PA      | $1106629.11   | 0.10%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   362150000 | PA      | $2944957.85   | 0.26%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1153000 | PA      | $1141743.03   | 0.10%             | 2027-08-01      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     8325000 | PA      | $714851.72    | 0.06%             | 2029-11-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Latvia           | Latvia Government International Bond                       | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      200000 | PA      | $189902.11    | 0.02%             | 2026-10-07      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   146650000 | PA      | $970060.66    | 0.09%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5418000 | PA      | $756775.91    | 0.07%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    66350000 | PA      | $1838528.42   | 0.16%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2230000 | PA      | $511578.16    | 0.05%             | 2024-05-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      100000 | PA      | $108154.00    | 0.01%             | 2025-11-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   100550000 | PA      | $812096.81    | 0.07%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1007000 | PA      | $1068723.33   | 0.10%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      940000 | PA      | $556528.96    | 0.05%             | 2039-06-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      750000 | PA      | $751676.12    | 0.07%             | 2027-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1020000 | PA      | $892337.96    | 0.08%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1507000000 | PA      | $1173751.28   | 0.11%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1000000 | PA      | $248770.86    | 0.02%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      100000 | PA      | $91356.56     | 0.01%             | 2034-02-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      875000 | PA      | $771522.69    | 0.07%             | 2028-03-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      906000 | PA      | $906127.63    | 0.08%             | 2028-12-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    63650000 | PA      | $565076.16    | 0.05%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   120000000 | PA      | $727675.93    | 0.07%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1875000 | PA      | $963853.59    | 0.09%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      502000 | PA      | $510037.46    | 0.05%             | 2025-09-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $648074.87    | 0.06%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90000000 | PA      | $743743.98    | 0.07%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2015000 | PA      | $535908.05    | 0.05%             | 2024-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   229000000 | PA      | $1491272.58   | 0.13%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     7167000 | PA      | $551526.51    | 0.05%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3785000 | PA      | $2334553.91   | 0.21%             | 2030-05-21      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    77150000 | PA      | $501046.70    | 0.04%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      795000 | PA      | $1000774.07   | 0.09%             | 2060-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1053000 | PA      | $1177489.35   | 0.11%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9515000000 | PA      | $582910.26    | 0.05%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      750000 | PA      | $486504.62    | 0.04%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      894000 | PA      | $900908.55    | 0.08%             | 2027-12-01      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      781000 | PA      | $831938.19    | 0.07%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13600000 | PA      | $2019546.30   | 0.18%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3715000000 | PA      | $2799168.45   | 0.25%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1520000 | PA      | $1385050.82   | 0.12%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2207000 | PA      | $2670882.67   | 0.24%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    17190000 | PA      | $703261.80    | 0.06%             | 2025-09-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3410000 | PA      | $1772293.99   | 0.16%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   655500000 | PA      | $4921578.16   | 0.44%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1813000 | PA      | $1481764.33   | 0.13%             | 2031-10-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    56550000 | PA      | $1800132.12   | 0.16%             | 2037-12-12      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      800000 | PA      | $88642.20     | 0.01%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1500000 | PA      | $335812.99    | 0.03%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    39300000 | PA      | $1150730.54   | 0.10%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    99650000 | PA      | $664225.08    | 0.06%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6360000 | PA      | $1385334.74   | 0.12%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1477000 | PA      | $877837.87    | 0.08%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      763000 | PA      | $821070.17    | 0.07%             | 2029-01-16      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1333000 | PA      | $1296220.89   | 0.12%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2441000 | PA      | $2453379.70   | 0.22%             | 2025-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5424000 | PA      | $829876.64    | 0.07%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    72750000 | PA      | $522149.21    | 0.05%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      806000 | PA      | $979092.70    | 0.09%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      614000 | PA      | $617575.10    | 0.06%             | 2025-08-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2650000 | PA      | $377617.14    | 0.03%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087P40<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1875000 | PA      | $1358247.54   | 0.12%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2100000 | PA      | $495642.05    | 0.04%             | 2037-08-04      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      375000 | PA      | $429510.57    | 0.04%             | 2026-03-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   240000000 | PA      | $1809172.00   | 0.16%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1000000 | PA      | $115224.14    | 0.01%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     8905000 | PA      | $848976.09    | 0.08%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $748840.90    | 0.07%             | 2028-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION             | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      904000 | PA      | $911315.06    | 0.08%             | 2025-04-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    83800000 | PA      | $683832.64    | 0.06%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1029000 | PA      | $935064.39    | 0.08%             | 2029-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION             | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1451000 | PA      | $1464847.39   | 0.13%             | 2027-10-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90500000 | PA      | $550325.32    | 0.05%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      665000 | PA      | $720693.22    | 0.06%             | 2024-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8439000000 | PA      | $4797964.79   | 0.43%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      715000 | PA      | $523348.87    | 0.05%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      297000 | PA      | $282286.74    | 0.03%             | 2028-03-06      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   171550000 | PA      | $1301606.13   | 0.12%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1098000 | PA      | $989469.53    | 0.09%             | 2031-07-31      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2075000 | PA      | $137418.59    | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    43000000 | PA      | $353066.35    | 0.03%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      591000 | PA      | $602383.68    | 0.05%             | 2024-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2619000 | PA      | $2599775.12   | 0.23%             | 2026-10-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      626000 | PA      | $490985.37    | 0.04%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      850000 | PA      | $771737.27    | 0.07%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90000000 | PA      | $536814.58    | 0.05%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      814000 | PA      | $809876.96    | 0.07%             | 2026-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1680000 | PA      | $1707073.99   | 0.15%             | 2025-11-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $708377.06    | 0.06%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   156260000 | PA      | $302386.29    | 0.03%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450000000 | PA      | $3298272.01   | 0.30%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30610000 | PA      | $1527275.99   | 0.14%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1582000 | PA      | $1350434.10   | 0.12%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1278000 | PA      | $1124831.72   | 0.10%             | 2029-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2950000 | PA      | $673617.24    | 0.06%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION             | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1446000 | PA      | $1424073.01   | 0.13%             | 2026-04-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2550000 | PA      | $365606.25    | 0.03%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   329100000 | PA      | $2496815.07   | 0.22%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17710000 | PA      | $529700.11    | 0.05%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      650000 | PA      | $508987.23    | 0.05%             | 2032-06-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4246000 | PA      | $2298990.45   | 0.21%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1080000 | PA      | $1249635.52   | 0.11%             | 2024-01-31      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1184000 | PA      | $1304858.00   | 0.12%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   500000000 | PA      | $328383.19    | 0.03%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      970000 | PA      | $643677.30    | 0.06%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4330000 | PA      | $802825.27    | 0.07%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    25850000 | PA      | $659265.47    | 0.06%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      384000 | PA      | $345809.34    | 0.03%             | 2028-10-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1817000 | PA      | $1227691.07   | 0.11%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1750000 | PA      | $75004.42     | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5000000 | PA      | $152958.18    | 0.01%             | 2024-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      715000 | PA      | $891450.67    | 0.08%             | 2049-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      954000 | PA      | $798588.66    | 0.07%             | 2030-08-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3075000 | PA      | $583697.92    | 0.05%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3425000 | PA      | $822560.04    | 0.07%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1160000 | PA      | $1245695.01   | 0.11%             | 2046-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1227000 | PA      | $1283776.65   | 0.12%             | 2024-11-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 59566000000 | PA      | $3937589.74   | 0.35%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1012000 | PA      | $1071198.33   | 0.10%             | 2024-02-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      200000 | PA      | $19578.01     | 0.00%             | 2036-03-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      250000 | PA      | $172021.98    | 0.02%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      973000 | PA      | $792592.89    | 0.07%             | 2031-04-01      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95050000 | PA      | $791945.26    | 0.07%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1326000 | PA      | $1294280.31   | 0.12%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65400000 | PA      | $428925.26    | 0.04%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      295000 | PA      | $239274.20    | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1532000 | PA      | $1635026.28   | 0.15%             | 2025-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6550000 | PA      | $1157981.76   | 0.10%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    65000000 | PA      | $126295.68    | 0.01%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      740900 | PA      | $566633.66    | 0.05%             | 2035-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2978000 | PA      | $697709.90    | 0.06%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   229300000 | PA      | $1712472.77   | 0.15%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      653000 | PA      | $502532.03    | 0.05%             | 2049-01-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION             | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1201000 | PA      | $1224663.98   | 0.11%             | 2024-10-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5035000 | PA      | $2822985.28   | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355100000 | PA      | $2712560.85   | 0.24%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   685690000 | PA      | $411342.64    | 0.04%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3095050000 | PA      | $2604153.29   | 0.23%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   388100000 | PA      | $2928287.96   | 0.26%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $1264208.57   | 0.11%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3571000 | PA      | $2403511.12   | 0.22%             | 2024-04-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   235000000 | PA      | $1639131.46   | 0.15%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   500000000 | PA      | $3709689.64   | 0.33%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      810000 | PA      | $679475.08    | 0.06%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1059000 | PA      | $1027842.17   | 0.09%             | 2026-02-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      130000 | PA      | $104848.68    | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      300000 | PA      | $31915.57     | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      886000 | PA      | $359655.42    | 0.03%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $155660.97    | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      716000 | PA      | $622313.60    | 0.06%             | 2034-04-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      625000 | PA      | $487112.70    | 0.04%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050          | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1102000 | PA      | $813088.83    | 0.07%             | 2050-05-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   298300000 | PA      | $2279577.65   | 0.20%             | 2024-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   151000000 | PA      | $311336.31    | 0.03%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      413000 | PA      | $452939.42    | 0.04%             | 2025-10-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      520000 | PA      | $368987.30    | 0.03%             | 2054-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1119000 | PA      | $1277829.19   | 0.11%             | 2029-11-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   105850000 | PA      | $757479.91    | 0.07%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1310000 | PA      | $1614527.87   | 0.14%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      694000 | PA      | $465215.56    | 0.04%             | 2041-04-22      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1125000 | PA      | $1252572.07   | 0.11%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9225000 | PA      | $2149623.95   | 0.19%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90500000 | PA      | $593598.24    | 0.05%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2601000 | PA      | $2457429.63   | 0.22%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1720000 | PA      | $395612.45    | 0.04%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1179000 | PA      | $1134816.51   | 0.10%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    99000000 | PA      | $810150.06    | 0.07%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      450000 | PA      | $290954.42    | 0.03%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $4450627.16   | 0.40%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087P24<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1525000 | PA      | $1101935.89   | 0.10%             | 2025-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      417000 | PA      | $166673.07    | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      100000 | PA      | $69810.29     | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      384000 | PA      | $314323.40    | 0.03%             | 2037-03-09      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 71300000000 | PA      | $4453305.12   | 0.40%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      385000 | PA      | $408727.52    | 0.04%             | 2042-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      750000 | PA      | $737961.43    | 0.07%             | 2029-06-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    60635000 | PA      | $3008312.46   | 0.27%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      843000 | PA      | $876425.66    | 0.08%             | 2025-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1239000 | PA      | $1085420.22   | 0.10%             | 2031-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1009512.90   | 0.09%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1825000 | PA      | $372296.55    | 0.03%             | 2024-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155000000 | PA      | $1231389.22   | 0.11%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    42205000 | PA      | $2004099.95   | 0.18%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   163300000 | PA      | $1243812.70   | 0.11%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1002000 | PA      | $786859.18    | 0.07%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1425200 | PA      | $1234311.89   | 0.11%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1744000 | PA      | $1514693.64   | 0.14%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1403000 | PA      | $966994.67    | 0.09%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1661000 | PA      | $1432573.23   | 0.13%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13050000 | PA      | $1856520.27   | 0.17%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1600000 | PA      | $379301.45    | 0.03%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1040000 | PA      | $1083176.65   | 0.10%             | 2024-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      718000 | PA      | $704970.15    | 0.06%             | 2029-06-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $244581.45    | 0.02%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      518000 | PA      | $380074.24    | 0.03%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1250000 | PA      | $285612.37    | 0.03%             | 2025-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   150250000 | PA      | $784244.76    | 0.07%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5687000 | PA      | $576262.65    | 0.05%             | 2024-03-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    67550000 | PA      | $615790.60    | 0.06%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1950000000 | PA      | $1489472.15   | 0.13%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1671400 | PA      | $1664612.64   | 0.15%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1954000 | PA      | $1721076.88   | 0.15%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2350000 | PA      | $603581.97    | 0.05%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    19010000 | PA      | $620229.65    | 0.06%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     9600000 | PA      | $253234.36    | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      500000 | PA      | $301726.98    | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1287000 | PA      | $717686.22    | 0.06%             | 2050-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   101000000 | PA      | $696777.14    | 0.06%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $456249.17    | 0.04%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1223000 | PA      | $782791.33    | 0.07%             | 2037-04-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1316000 | PA      | $1345848.44   | 0.12%             | 2025-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      796000 | PA      | $702439.50    | 0.06%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      265000 | PA      | $293825.69    | 0.03%             | 2024-01-04      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1108000 | PA      | $887450.80    | 0.08%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      920000 | PA      | $996931.16    | 0.09%             | 2027-07-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   136750000 | PA      | $841694.72    | 0.08%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    42950000 | PA      | $387889.49    | 0.03%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1600000 | PA      | $318188.11    | 0.03%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8950000 | PA      | $1280438.24   | 0.11%             | 2024-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      453000 | PA      | $240678.07    | 0.02%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   346700000 | PA      | $2649681.91   | 0.24%             | 2025-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10006000000 | PA      | $618074.17    | 0.06%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   159900000 | PA      | $1231355.43   | 0.11%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1377000 | PA      | $1785720.83   | 0.16%             | 2030-12-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1100000 | PA      | $134033.53    | 0.01%             | 2025-04-14      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   129210000 | PA      | $230797.63    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    20200000 | PA      | $669352.60    | 0.06%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    47750000 | PA      | $314586.53    | 0.03%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      630000 | PA      | $443752.61    | 0.04%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2520000 | PA      | $598420.17    | 0.05%             | 2035-10-31      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   141720000 | PA      | $218576.00    | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4080000 | PA      | $955523.69    | 0.09%             | 2047-05-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1505000 | PA      | $1434227.15   | 0.13%             | 2027-02-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2023-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      875000 | PA      | $1146658.76   | 0.10%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LUXEMBOURG GOVERNMENT        | Luxembourg Government Bond                                 | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      488000 | PA      | $473158.13    | 0.04%             | 2027-02-01      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1750000 | PA      | $358283.54    | 0.03%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   135000000 | PA      | $235627.84    | 0.02%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2892000 | PA      | $2390102.01   | 0.21%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1197000 | PA      | $1189432.11   | 0.11%             | 2025-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      920000 | PA      | $1028426.94   | 0.09%             | 2026-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   152100000 | PA      | $1278460.76   | 0.11%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      500000 | PA      | $501714.00    | 0.04%             | 2024-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      826000 | PA      | $805664.45    | 0.07%             | 2028-02-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2585000 | PA      | $733008.34    | 0.07%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GOVERNMENT        | Luxembourg Government Bond                                 | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      154000 | PA      | $146617.77    | 0.01%             | 2026-11-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   186550000 | PA      | $1572791.32   | 0.14%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1273000 | PA      | $1218796.95   | 0.11%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3502000 | PA      | $758643.58    | 0.07%             | 2024-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   110200000 | PA      | $938117.75    | 0.08%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA          | Estonia Government International Bond                      | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      175000 | PA      | $190799.51    | 0.02%             | 2032-10-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2317000 | PA      | $653780.11    | 0.06%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1917000 | PA      | $1746476.88   | 0.16%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1396000 | PA      | $1583671.29   | 0.14%             | 2026-03-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1897000 | PA      | $1850989.56   | 0.17%             | 2027-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3950000 | PA      | $702800.57    | 0.06%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10750000 | PA      | $335866.25    | 0.03%             | 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        |      498000 | PA      | $461450.48    | 0.04%             | 2045-08-07      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      482000 | PA      | $269115.83    | 0.02%             | 2050-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   101450000 | PA      | $741839.43    | 0.07%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      850000 | PA      | $632626.38    | 0.06%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1202000 | PA      | $1132313.89   | 0.10%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7550000 | PA      | $1106439.86   | 0.10%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $183937.92    | 0.02%             | 2053-08-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1644000000 | PA      | $1284065.15   | 0.12%             | 2024-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1985830000 | PA      | $1565940.37   | 0.14%             | 2024-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1467000 | PA      | $993659.52    | 0.09%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1368000 | PA      | $1285517.56   | 0.12%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1600000 | PA      | $255710.79    | 0.02%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1300000 | PA      | $267928.18    | 0.02%             | 2024-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    83650000 | PA      | $526631.41    | 0.05%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      375000 | PA      | $310296.69    | 0.03%             | 2039-07-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3555000000 | PA      | $1927255.30   | 0.17%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      375000 | PA      | $328444.97    | 0.03%             | 2030-10-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   119700000 | PA      | $915279.30    | 0.08%             | 2024-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      341000 | PA      | $337561.57    | 0.03%             | 2027-01-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2099000 | PA      | $2675989.94   | 0.24%             | 2034-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1150000 | PA      | $1053479.77   | 0.09%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1219000 | PA      | $1546133.31   | 0.14%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   178850000 | PA      | $1170071.69   | 0.10%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      150000 | PA      | $127696.30    | 0.01%             | 2032-05-14      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      560000 | PA      | $426325.68    | 0.04%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17500000 | PA      | $521563.19    | 0.05%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   280000000 | PA      | $2113714.05   | 0.19%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1358000 | PA      | $1518675.05   | 0.14%             | 2027-04-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    16000000 | PA      | $496721.05    | 0.04%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1132000 | PA      | $1178950.21   | 0.11%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $383907.26    | 0.03%             | 2038-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1635000 | PA      | $1972110.96   | 0.18%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1936250000 | PA      | $1523132.21   | 0.14%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1395000 | PA      | $1472992.66   | 0.13%             | 2024-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2583000 | PA      | $2783721.24   | 0.25%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1211000 | PA      | $1238291.14   | 0.11%             | 2024-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      808000 | PA      | $886421.78    | 0.08%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1239986.00   | 0.11%             | 2024-02-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1767000 | PA      | $1605037.39   | 0.14%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   312300000 | PA      | $2369333.20   | 0.21%             | 2024-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1300000 | PA      | $1451392.79   | 0.13%             | 2025-01-31      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      362000 | PA      | $357696.22    | 0.03%             | 2027-03-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      285000 | PA      | $212800.09    | 0.02%             | 2040-11-03      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5425000 | PA      | $1123128.94   | 0.10%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $138796.44    | 0.01%             | 2040-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3506000 | PA      | $2428640.87   | 0.22%             | 2026-04-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   126150000 | PA      | $906507.43    | 0.08%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      985000 | PA      | $763793.62    | 0.07%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3250000 | PA      | $766896.71    | 0.07%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   227000000 | PA      | $1720121.34   | 0.15%             | 2024-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      638000 | PA      | $790715.74    | 0.07%             | 2046-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4575000 | PA      | $1079268.50   | 0.10%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    88250000 | PA      | $575649.91    | 0.05%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    92000000 | PA      | $483870.70    | 0.04%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       71000 | PA      | $52373.36     | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     8645000 | PA      | $780254.50    | 0.07%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   695000000 | PA      | $122616.02    | 0.01%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION             | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1241000 | PA      | $1236645.19   | 0.11%             | 2025-10-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   242400000 | PA      | $1813577.11   | 0.16%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90000000 | PA      | $548601.31    | 0.05%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      690000 | PA      | $526297.35    | 0.05%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3673000 | PA      | $2311827.95   | 0.21%             | 2028-05-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   277550000 | PA      | $2086868.04   | 0.19%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1228000 | PA      | $797950.17    | 0.07%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      906000 | PA      | $604546.66    | 0.05%             | 2071-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF DENMARK           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    10932000 | PA      | $1234572.32   | 0.11%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1350000 | PA      | $161941.94    | 0.01%             | 2026-01-21      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11800000 | PA      | $1689110.70   | 0.15%             | 2025-02-24      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1250000000 | PA      | $953650.54    | 0.09%             | 2025-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      550000 | PA      | $328433.45    | 0.03%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     7215000 | PA      | $686018.78    | 0.06%             | 2032-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      500000 | PA      | $413919.92    | 0.04%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1761000 | PA      | $1524459.15   | 0.14%             | 2031-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1325000 | PA      | $1529381.69   | 0.14%             | 2025-09-07      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   287650000 | PA      | $2196796.21   | 0.20%             | 2025-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7658000000 | PA      | $1348423.24   | 0.12%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1143000 | PA      | $1180305.95   | 0.11%             | 2030-05-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1300000 | PA      | $296973.03    | 0.03%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    84350000 | PA      | $639824.91    | 0.06%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1775000 | PA      | $1690165.43   | 0.15%             | 2032-01-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1479000 | PA      | $1341676.96   | 0.12%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1451000 | PA      | $1383423.11   | 0.12%             | 2027-05-15      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      688000 | PA      | $670113.24    | 0.06%             | 2026-12-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5000000 | PA      | $1054887.43   | 0.09%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1725000 | PA      | $393663.36    | 0.04%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36400000 | PA      | $1073547.13   | 0.10%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $741832.54    | 0.07%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7790000000 | PA      | $1091260.62   | 0.10%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3870000 | PA      | $922861.02    | 0.08%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      225000 | PA      | $245558.59    | 0.02%             | 2032-10-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   145000000 | PA      | $1050435.41   | 0.09%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9700000 | PA      | $1405103.61   | 0.13%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13650000 | PA      | $1937356.50   | 0.17%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2292900 | PA      | $2197737.31   | 0.20%             | 2027-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6990000 | PA      | $309009.15    | 0.03%             | 2024-05-25      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10875000000 | PA      | $703670.31    | 0.06%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      804000 | PA      | $852918.83    | 0.08%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $417775.25    | 0.04%             | 2024-07-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   295000000 | PA      | $1949175.41   | 0.17%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      737000 | PA      | $657550.85    | 0.06%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    41750000 | PA      | $379890.35    | 0.03%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41600000 | PA      | $967282.67    | 0.09%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    10315000 | PA      | $821236.44    | 0.07%             | 2031-05-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1179000 | PA      | $1467010.05   | 0.13%             | 2037-01-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6670000000 | PA      | $4592087.01   | 0.41%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 46510000000 | PA      | $3085023.46   | 0.28%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     9400000 | PA      | $356778.01    | 0.03%             | 2035-05-30      | 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        |     1473000 | PA      | $1416742.32   | 0.13%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      602000 | PA      | $498462.38    | 0.04%             | 2032-10-18      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIGATION             | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      899000 | PA      | $930443.34    | 0.08%             | 2024-04-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 26839000000 | PA      | $1738649.35   | 0.16%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   375000000 | PA      | $2823960.74   | 0.25%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      250000 | PA      | $216915.26    | 0.02%             | 2030-05-06      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      650000 | PA      | $79270.29     | 0.01%             | 2024-04-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1635000 | PA      | $1231381.91   | 0.11%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      903000 | PA      | $907259.67    | 0.08%             | 2025-02-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1263000 | PA      | $1233482.89   | 0.11%             | 2027-08-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    63500000 | PA      | $531957.18    | 0.05%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1034000 | PA      | $1197978.73   | 0.11%             | 2052-07-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   125000000 | PA      | $826992.31    | 0.07%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   132080000 | PA      | $264534.05    | 0.02%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4100000 | PA      | $183695.65    | 0.02%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   118130000 | PA      | $277114.60    | 0.02%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $269357.07    | 0.02%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087N34<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2575000 | PA      | $1801937.47   | 0.16%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1270000 | PA      | $1189875.13   | 0.11%             | 2026-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      784000 | PA      | $1025748.32   | 0.09%             | 2038-12-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cyprus           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       70000 | PA      | $75707.80     | 0.01%             | 2025-11-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1533000 | PA      | $1515995.49   | 0.14%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1350000 | PA      | $933556.96    | 0.08%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   365000000 | PA      | $2703702.68   | 0.24%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      870000 | PA      | $756538.43    | 0.07%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      904000 | PA      | $1169264.21   | 0.10%             | 2031-01-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   104850000 | PA      | $848669.54    | 0.08%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35125000 | PA      | $997599.17    | 0.09%             | 2025-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      950000 | PA      | $927956.07    | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1629000 | PA      | $1574691.19   | 0.14%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1117000 | PA      | $744590.83    | 0.07%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    64250000 | PA      | $2032493.03   | 0.18%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      740000 | PA      | $788522.41    | 0.07%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2150000 | PA      | $1420762.91   | 0.13%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3432000 | PA      | $2321774.15   | 0.21%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    48065000 | PA      | $2230935.23   | 0.20%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   222450000 | PA      | $1486720.28   | 0.13%             | 2040-12-20      | 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        |     4370000 | PA      | $816165.06    | 0.07%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $1065762.25   | 0.10%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $425550.58    | 0.04%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      922000 | PA      | $710822.23    | 0.06%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      506000 | PA      | $669023.73    | 0.06%             | 2030-01-04      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1671000 | PA      | $1558651.01   | 0.14%             | 2027-10-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     7522000 | PA      | $972209.00    | 0.09%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      719000 | PA      | $501348.64    | 0.04%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    69650000 | PA      | $540466.47    | 0.05%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania        | Lithuania Government International Bond                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       70000 | PA      | $66820.90     | 0.01%             | 2027-05-26      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      850000 | PA      | $738402.73    | 0.07%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18340000 | PA      | $630405.19    | 0.06%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      542000 | PA      | $571100.62    | 0.05%             | 2024-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF DENMARK           | Denmark Government Bond                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      875000 | PA      | $99237.03     | 0.01%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      792000 | PA      | $852023.72    | 0.08%             | 2024-03-18      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      564000 | PA      | $533136.71    | 0.05%             | 2032-03-03      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      355000 | PA      | $372228.14    | 0.03%             | 2024-05-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1107000 | PA      | $1100339.01   | 0.10%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    12688000 | PA      | $1131523.34   | 0.10%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      320000 | PA      | $313279.03    | 0.03%             | 2032-06-27      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      715000 | PA      | $889144.30    | 0.08%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1904000 | PA      | $512975.75    | 0.05%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3500000 | PA      | $159340.60    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1030000 | PA      | $757601.40    | 0.07%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      464000 | PA      | $309002.21    | 0.03%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2850000 | PA      | $2823300.30   | 0.25%             | 2026-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2125000 | PA      | $529245.94    | 0.05%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   361500000 | PA      | $2742764.30   | 0.25%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1491000 | PA      | $1283189.81   | 0.12%             | 2030-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     4965000 | PA      | $462322.09    | 0.04%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      703000 | PA      | $847587.27    | 0.08%             | 2026-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1585000 | PA      | $1624968.90   | 0.15%             | 2025-10-20      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3115000 | PA      | $707424.46    | 0.06%             | 2024-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   139800000 | PA      | $977471.60    | 0.09%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1238000 | PA      | $1197228.72   | 0.11%             | 2028-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      825000 | PA      | $439847.74    | 0.04%             | 2052-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      471000 | PA      | $340545.71    | 0.03%             | 2036-04-15      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    87300000 | PA      | $731839.25    | 0.07%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      780000 | PA      | $453702.96    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      340000 | PA      | $349143.10    | 0.03%             | 2037-06-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1487000 | PA      | $1367568.72   | 0.12%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    39000000 | PA      | $347348.14    | 0.03%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1206000 | PA      | $1107124.76   | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      933000 | PA      | $992611.20    | 0.09%             | 2024-10-31      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   334000000 | PA      | $2512068.82   | 0.23%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      970000 | PA      | $1197440.72   | 0.11%             | 2027-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1532000 | PA      | $1159139.27   | 0.10%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2276152.94   | 0.20%             | 2025-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Czech Republic               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    18700000 | PA      | $715428.69    | 0.06%             | 2028-08-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS        | Bonos de la Tesoreria de la Republica en pesos             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   330000000 | PA      | $427300.09    | 0.04%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   240000000 | PA      | $1819157.98   | 0.16%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      549000 | PA      | $567106.10    | 0.05%             | 2024-01-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2670000 | PA      | $621523.40    | 0.06%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      932000 | PA      | $1062374.25   | 0.10%             | 2032-03-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1610000000 | PA      | $1074856.82   | 0.10%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   262000000 | PA      | $523941.76    | 0.05%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      597000 | PA      | $735903.88    | 0.07%             | 2039-09-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1549000 | PA      | $1739197.47   | 0.16%             | 2025-06-07      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1049940000 | PA      | $801020.68    | 0.07%             | 2025-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1347000 | PA      | $1332051.99   | 0.12%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1280000 | PA      | $1225127.32   | 0.11%             | 2029-05-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1673000 | PA      | $1425067.87   | 0.13%             | 2030-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      184000 | PA      | $144764.57    | 0.01%             | 2058-05-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1340000 | PA      | $988614.67    | 0.09%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   284500000 | PA      | $2170992.99   | 0.19%             | 2025-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4409000 | PA      | $2819415.87   | 0.25%             | 2024-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3150000 | PA      | $2168419.13   | 0.19%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2062000 | PA      | $1987014.42   | 0.18%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $1136268.90   | 0.10%             | 2024-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO        | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1509000 | PA      | $1302407.68   | 0.12%             | 2030-10-18      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2823000 | PA      | $1558393.25   | 0.14%             | 2032-11-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    96000000 | PA      | $684088.67    | 0.06%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia           | Latvia Government International Bond                       | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $83192.10     | 0.01%             | 2047-02-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      602000 | PA      | $601203.60    | 0.05%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $612814.68    | 0.05%             | 2025-05-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1200000 | PA      | $205405.33    | 0.02%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      595000 | PA      | $511409.32    | 0.05%             | 2045-06-28      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cyprus           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      250000 | PA      | $212711.37    | 0.02%             | 2049-05-03      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      992000 | PA      | $827499.52    | 0.07%             | 2031-09-15      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      550000 | PA      | $278350.99    | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   200650000 | PA      | $1217555.97   | 0.11%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118250000 | PA      | $1006198.21   | 0.09%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      945000 | PA      | $969842.62    | 0.09%             | 2025-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     4425000 | PA      | $384051.01    | 0.03%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2134000 | PA      | $2089023.72   | 0.19%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS           | Cyprus Government International Bond                       | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      150000 | PA      | $145428.76    | 0.01%             | 2027-04-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1356000 | PA      | $1437841.51   | 0.13%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      699000 | PA      | $768945.65    | 0.07%             | 2025-07-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2956000000 | PA      | $2252876.84   | 0.20%             | 2024-06-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   105000000 | PA      | $185924.56    | 0.02%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3875000 | PA      | $858535.55    | 0.08%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      748000 | PA      | $680537.04    | 0.06%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      800000 | PA      | $947550.46    | 0.08%             | 2024-09-07      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1410000 | PA      | $1422205.06   | 0.13%             | 2028-01-31      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   280000000 | PA      | $2121098.94   | 0.19%             | 2024-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      944000 | PA      | $944493.66    | 0.08%             | 2025-04-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1822000 | PA      | $1340363.59   | 0.12%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      887000 | PA      | $982253.85    | 0.09%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      944000 | PA      | $693075.62    | 0.06%             | 2057-07-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     3500000 | PA      | $107325.91    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT        | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3271000 | PA      | $2314832.53   | 0.21%             | 2027-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      405000 | PA      | $413413.66    | 0.04%             | 2025-06-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   475000000 | PA      | $3527877.15   | 0.32%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    67000000 | PA      | $540519.31    | 0.05%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0% 2031            | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1301000 | PA      | $1070163.27   | 0.10%             | 2031-10-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      334000 | PA      | $345179.34    | 0.03%             | 2024-11-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   939210000 | PA      | $656421.16    | 0.06%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.3% 2033          | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      584000 | PA      | $524095.91    | 0.05%             | 2033-05-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    11300000 | PA      | $374469.78    | 0.03%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    19500000 | PA      | $541674.38    | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $634142.24    | 0.06%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1000000 | PA      | $229538.03    | 0.02%             | 2030-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90050000 | PA      | $651749.20    | 0.06%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |           0 | PA      | $0.00         | 0.00%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      514000 | PA      | $312667.41    | 0.03%             | 2040-10-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      430000 | PA      | $398930.71    | 0.04%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2350000 | PA      | $1398780.29   | 0.13%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND      | Ireland Government Bond                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      937000 | PA      | $889181.39    | 0.08%             | 2031-03-18      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      495000 | PA      | $588799.61    | 0.05%             | 2036-03-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      575000 | PA      | $487728.98    | 0.04%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      886000 | PA      | $1082276.57   | 0.10%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   212000000 | PA      | $1605894.58   | 0.14%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3895000 | PA      | $2491644.39   | 0.22%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN     | Perusahaan Penerbit SBSN Indonesia                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  7500000000 | PA      | $449144.85    | 0.04%             | 2047-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   590000000 | PA      | $385905.20    | 0.03%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3450000 | PA      | $515740.10    | 0.05%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      467000 | PA      | $306619.08    | 0.03%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      658000 | PA      | $566083.88    | 0.05%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    89000000 | PA      | $524597.14    | 0.05%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT       | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1825000 | PA      | $942954.71    | 0.08%             | 2052-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   258850000 | PA      | $1713477.34   | 0.15%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   415000000 | PA      | $3135656.90   | 0.28%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1216000 | PA      | $1058416.95   | 0.09%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1566000 | PA      | $1390970.10   | 0.12%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1298000 | PA      | $1356836.03   | 0.12%             | 2024-10-21      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2500000 | PA      | $394809.90    | 0.04%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      683000 | PA      | $700151.75    | 0.06%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      909000 | PA      | $851482.94    | 0.08%             | 2028-06-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087B45<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1180000 | PA      | $851042.18    | 0.08%             | 2024-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41255000 | PA      | $1384120.10   | 0.12%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                  | Swiss Confederation Government Bond                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      435000 | PA      | $472378.40    | 0.04%             | 2025-07-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND      | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   103500000 | PA      | $145726.59    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND        | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7500000 | PA      | $1054878.66   | 0.09%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    64850000 | PA      | $373436.13    | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3020000 | PA      | $795231.09    | 0.07%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1463000 | PA      | $1649947.88   | 0.15%             | 2026-03-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      964000 | PA      | $889442.85    | 0.08%             | 2031-01-21      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1364000 | PA      | $910951.07    | 0.08%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1613000 | PA      | $1749186.20   | 0.16%             | 2026-01-30      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1886000 | PA      | $1706561.80   | 0.15%             | 2037-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1561000 | PA      | $1567434.00   | 0.14%             | 2026-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6185000000 | PA      | $921148.49    | 0.08%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      849000 | PA      | $703167.66    | 0.06%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      972000 | PA      | $1150729.96   | 0.10%             | 2042-07-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1815000 | PA      | $1932408.95   | 0.17%             | 2024-06-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    46550000 | PA      | $391870.95    | 0.04%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Republic of Austria          | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1667000 | PA      | $1972059.57   | 0.18%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    69300000 | PA      | $624910.63    | 0.06%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   145000000 | PA      | $1149988.63   | 0.10%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7005000 | PA      | $1375367.57   | 0.12%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2820000 | PA      | $641116.28    | 0.06%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   134000000 | PA      | $1129044.83   | 0.10%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087M92<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1125000 | PA      | $798662.41    | 0.07%             | 2024-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1095000 | PA      | $1378061.12   | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT         | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     4600000 | PA      | $427415.69    | 0.04%             | 2032-05-18      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1042000 | PA      | $761187.97    | 0.07%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2971780000 | PA      | $2119698.38   | 0.19%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1300000 | PA      | $946406.20    | 0.08%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   311250000 | PA      | $2353393.93   | 0.21%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1590000 | PA      | $420756.90    | 0.04%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      680000 | PA      | $302948.60    | 0.03%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND     | Thailand Government Bond                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    58750000 | PA      | $1689552.99   | 0.15%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    62500000 | PA      | $542134.03    | 0.05%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      685000 | PA      | $445111.73    | 0.04%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT           | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      450000 | PA      | $225243.01    | 0.02%             | 2052-04-15      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija          | Slovenia Government Bond                                   | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      433000 | PA      | $351915.00    | 0.03%             | 2035-03-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT       | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1560000 | PA      | $983750.72    | 0.09%             | 2027-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95000000 | PA      | $568430.41    | 0.05%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    52050000 | PA      | $308323.62    | 0.03%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1431000 | PA      | $1759932.62   | 0.16%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      875000 | PA      | $468779.32    | 0.04%             | 2050-10-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      838000 | PA      | $1064431.04   | 0.10%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $389913.21    | 0.03%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1051000 | PA      | $1217286.71   | 0.11%             | 2025-10-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      945000 | PA      | $1129092.80   | 0.10%             | 2031-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1248000000 | PA      | $847715.74    | 0.08%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND     | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      780000 | PA      | $692793.72    | 0.06%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADA-GOV'T WI              | Canadian Government Bond                                   | CUSIP: 135087N42<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1700000 | PA      | $1210255.21   | 0.11%             | 2024-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)        | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60700000 | PA      | $505409.33    | 0.05%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     4490000 | PA      | $503011.86    | 0.05%             | 2039-03-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      950000 | PA      | $198686.38    | 0.02%             | 2024-06-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1706000 | PA      | $1670182.65   | 0.15%             | 2026-02-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      631000 | PA      | $539651.31    | 0.05%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      473000 | PA      | $406930.59    | 0.04%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1083000 | PA      | $794385.51    | 0.07%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1010000 | PA      | $961178.76    | 0.09%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      600000 | PA      | $430222.19    | 0.04%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1100000 | PA      | $1078944.01   | 0.10%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)         | Japan Government Two Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350000000 | PA      | $2651320.63   | 0.24%             | 2024-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)        | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   140000000 | PA      | $974487.85    | 0.09%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA           | Peru Government Bond                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2065000 | PA      | $475152.82    | 0.04%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND      | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $337123.57    | 0.03%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE     | Malaysia Government Investment Issue                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1850000 | PA      | $423544.83    | 0.04%             | 2024-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES     | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      897000 | PA      | $786168.82    | 0.07%             | 2030-04-01      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)        | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   512950000 | PA      | $3765339.52   | 0.34%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18475000000 | PA      | $1188547.45   | 0.11%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1075000 | PA      | $1307727.61   | 0.12%             | 2027-01-29      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC               | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6100000 | PA      | $242711.65    | 0.02%             | 2024-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1200000 | PA      | $1395080.62   | 0.13%             | 2024-04-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      842000 | PA      | $1035641.24   | 0.09%             | 2040-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2900000 | PA      | $2958068.83   | 0.27%             | 2025-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND          | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1139150000 | PA      | $825707.94    | 0.07%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT         | Indonesia Treasury Bond                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 14280000000 | PA      | $882181.57    | 0.08%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government         | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      615000 | PA      | $424153.74    | 0.04%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1100000000 | PA      | $160024.03    | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT           | Sweden Government Bond                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     1025000 | PA      | $92565.29     | 0.01%             | 2033-11-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND       | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      315000 | PA      | $47398.12     | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2425000 | PA      | $1738679.99   | 0.16%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA         | Colombian TES                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6475000000 | PA      | $996325.27    | 0.09%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT          | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1236000 | PA      | $1335222.08   | 0.12%             | 2028-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM              | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1951000 | PA      | $2002105.61   | 0.18%             | 2024-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT          | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4250000 | PA      | $957868.40    | 0.09%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   171750000 | PA      | $1463047.84   | 0.13%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND     | Slovakia Government Bond                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      536000 | PA      | $522758.29    | 0.05%             | 2026-05-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)        | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60000000 | PA      | $342988.37    | 0.03%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME       | Hong Kong Government Bond Programme                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1600000 | PA      | $198764.93    | 0.02%             | 2024-08-07      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)             | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1278000 | PA      | $1053391.01   | 0.09%             | 2031-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT          | Canadian Government Bond                                   | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      894000 | PA      | $623576.46    | 0.06%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)         | Japan Government Five Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   383000000 | PA      | $2905801.51   | 0.26%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO     | Spain Government Bond                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1700000 | PA      | $1704411.04   | 0.15%             | 2026-10-31      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND            | Israel Government Bond - Fixed                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1950000 | PA      | $459246.14    | 0.04%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT      | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    37800000 | PA      | $1691774.16   | 0.15%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer