# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046899
**Filing Date:** 2023-2
**Character Count:** 199573
**Document Hash:** 6daf580e2e3c1050349d74638fd6ab11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046899.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046899

**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:** 23683489

**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 Emerging Markets Local Bond ETF (Series ID: S000022631)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000065485 | SPDR(R) Bloomberg Emerging Markets Local Bond ETF | EBND            |

## 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 Emerging Markets Local Bond ETF

- **b. EDGAR series identifier (if any):** S000022631

- **c. LEI of Series:** 549300UZIXAGB0EPMT96

**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:** $2197242394.61

**Total Liabilities:** $45907115.84

**Net Assets:** $2151335278.77

**Cash Not Reported:** $13422369.04

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -9.44000000 | **1-Year:** -917.82000000 | **5-Year:** -467.09000000 | **10-Year:** -829.99000000 | **30-Year:** -131.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000065485 | -0.50%               | 7.36%                | 2.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13733463.45            | $-4982995.41                               |
| Month 2  | $-5407697.26             | $137767086.99                              |
| Month 3  | $-8172369.67             | $46476066.70                               |

**Designated Index Information**

- **Index Name:** BLOOMBERG EM LOCAL CURRENCY GOVERNMENT DIVERSIFIED

- **Index Identifier:** BLCDTRUU

### Schedule of Portfolio Investments

| Name                           | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $2879956.38   | 0.13%             | 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        |      5225000 | PA      | $1612406.72   | 0.07%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  14000000000 | PA      | $9454201.33   | 0.44%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1370000000 | PA      | $799766.27    | 0.04%             | 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        |  27750000000 | PA      | $4328749.05   | 0.20%             | 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        |     13000000 | PA      | $2940095.52   | 0.14%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  70600000000 | PA      | $4671226.25   | 0.22%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC              | PURCHASED CNY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $195648.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     40000000 | PA      | $1202720.46   | 0.06%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    137000000 | PA      | $18084258.70  | 0.84%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4462000 | PA      | $1019103.73   | 0.05%             | 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        | 110900000000 | PA      | $6977777.42   | 0.32%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7700000 | PA      | $1755862.20   | 0.08%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     77510000 | PA      | $2336422.61   | 0.11%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  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        |      6612110 | NS      | $6612109.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    110268100 | PA      | $5110790.42   | 0.24%             | 2034-11-23      | Fixed         | 7.75%                 | 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        |   2470000000 | PA      | $2887017.00   | 0.13%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     76104000 | PA      | $4217949.20   | 0.20%             | 2026-02-11      | Fixed         | 10.60%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14650000 | PA      | $3337618.54   | 0.16%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000000 | PA      | $3530906.39   | 0.16%             | 2032-09-15      | Fixed         | 6.75%                 | 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        |  10640000000 | PA      | $12026327.24  | 0.56%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30000000 | PA      | $5629395.99   | 0.26%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  47050000000 | PA      | $3423006.62   | 0.16%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1478854.05   | 0.07%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     35000000 | PA      | $5487413.15   | 0.26%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  69050000000 | PA      | $4942302.93   | 0.23%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    177000000 | PA      | $5048356.85   | 0.23%             | 2024-09-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     83000000 | PA      | $4899436.42   | 0.23%             | 2025-10-01      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     22600000 | PA      | $4469356.22   | 0.21%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC              | PURCHASED USD / SOLD CNY                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-269548.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  30600000000 | PA      | $3577387.02   | 0.17%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     17710000 | PA      | $6406025.46   | 0.30%             | 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        |     25300000 | PA      | $4164694.04   | 0.19%             | 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        | 118000000000 | PA      | $7760472.17   | 0.36%             | 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        |  20730000000 | PA      | $10288035.72  | 0.48%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     19000000 | PA      | $2707513.47   | 0.13%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4248773.68   | 0.20%             | 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        |   3959000000 | PA      | $2938791.12   | 0.14%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11000000000 | PA      | $6880660.41   | 0.32%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2338000000 | PA      | $147197.43    | 0.01%             | 2028-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     26000000 | PA      | $3726401.22   | 0.17%             | 2025-05-25      | Fixed         | 2.24%                 | 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        |    715000000 | PA      | $801918.97    | 0.04%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     27000000 | PA      | $3927632.29   | 0.18%             | 2024-04-11      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1509294.89   | 0.07%             | 2028-08-16      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    570000000 | PA      | $9385228.71   | 0.44%             | 2026-04-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     41000000 | PA      | $1788351.45   | 0.08%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     40380000 | PA      | $2295163.87   | 0.11%             | 2027-08-11      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     46000000 | PA      | $6691029.76   | 0.31%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1453710.16   | 0.07%             | 2026-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     48000000 | PA      | $913318.24    | 0.04%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 132600000000 | PA      | $8598833.05   | 0.40%             | 2030-09-15      | Fixed         | 7.00%                 | 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        |  11875000000 | PA      | $13779886.88  | 0.64%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   9000000000 | PA      | $536298.67    | 0.02%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    182570000 | PA      | $5961436.46   | 0.28%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        90000 | PA      | $18983.08     | 0.00%             | 2023-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      8050000 | PA      | $498838.11    | 0.02%             | 2028-03-08      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     37912000 | PA      | $8648903.89   | 0.40%             | 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        |     30000000 | PA      | $918829.15    | 0.04%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20000000000 | PA      | $1202691.16   | 0.06%             | 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        |     49075000 | PA      | $11497891.97  | 0.53%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  97700000000 | PA      | $6867018.30   | 0.32%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     35400000 | PA      | $5230205.05   | 0.24%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     22420000 | PA      | $5534323.88   | 0.26%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11400000000 | PA      | $8521291.47   | 0.40%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  11000000000 | PA      | $739103.90    | 0.03%             | 2031-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9000000000 | PA      | $5364797.94   | 0.25%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     62200000 | PA      | $1549187.11   | 0.07%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      6300000 | PA      | $919867.72    | 0.04%             | 2024-07-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15330000 | PA      | $3213754.96   | 0.15%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10000000000 | PA      | $7622968.21   | 0.35%             | 2024-12-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     97250000 | PA      | $3708322.29   | 0.17%             | 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        |   3084620000 | PA      | $7192056.77   | 0.33%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     26605000 | PA      | $6054305.98   | 0.28%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    105000000 | PA      | $1881628.15   | 0.09%             | 2026-02-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     13500000 | PA      | $2644264.18   | 0.12%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  86000000000 | PA      | $6147970.76   | 0.29%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     35000000 | PA      | $4986955.29   | 0.23%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     55000000 | PA      | $7961864.78   | 0.37%             | 2024-04-08      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     86575000 | PA      | $2722786.85   | 0.13%             | 2031-06-20      | 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        |     52000000 | PA      | $10432364.78  | 0.48%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $746273.75    | 0.03%             | 2027-05-04      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    395000000 | PA      | $316859.97    | 0.01%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8000000 | PA      | $1151273.17   | 0.05%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     13298000 | PA      | $784972.36    | 0.04%             | 2027-02-24      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2542600000 | PA      | $5800556.32   | 0.27%             | 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        |    128380000 | PA      | $5219266.44   | 0.24%             | 2036-12-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14500000 | PA      | $3301026.98   | 0.15%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  33000000000 | PA      | $2107252.90   | 0.10%             | 2025-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  82000000000 | PA      | $5019005.75   | 0.23%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      6500000 | PA      | $987749.04    | 0.05%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12300000 | PA      | $2680143.47   | 0.12%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    110089600 | PA      | $4929309.19   | 0.23%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     46400000 | PA      | $7232957.37   | 0.34%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    269280000 | PA      | $8862657.77   | 0.41%             | 2030-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     74000000 | PA      | $4513448.54   | 0.21%             | 2024-04-17      | Fixed         | 20.90%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9430000 | PA      | $2230936.56   | 0.10%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     44000000 | PA      | $9201755.49   | 0.43%             | 2025-07-25      | Fixed         | 3.25%                 | 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        |   2135000000 | PA      | $2479947.03   | 0.12%             | 2023-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       450000 | PA      | $97217.44     | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    280390000 | PA      | $11344694.37  | 0.53%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     29800000 | PA      | $4385226.57   | 0.20%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8000000000 | PA      | $4514034.20   | 0.21%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  30000000000 | PA      | $1863119.96   | 0.09%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     98495500 | PA      | $5065627.27   | 0.24%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL         | Brazilian Government International Bond                                     | CUSIP: 105756BN9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1000000 | PA      | $174959.04    | 0.01%             | 2028-01-10      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     39600000 | PA      | $8472689.63   | 0.39%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5000000 | PA      | $1192714.47   | 0.06%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  95000000000 | PA      | $6110756.38   | 0.28%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2744500000 | PA      | $6326936.38   | 0.29%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      7790000 | PA      | $1144426.72   | 0.05%             | 2025-12-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     25200000 | PA      | $5004666.86   | 0.23%             | 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        |     36495000 | PA      | $9575894.97   | 0.45%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $821226.32    | 0.04%             | 2040-03-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  98150000000 | PA      | $6787482.60   | 0.32%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25410000 | PA      | $5077779.66   | 0.24%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     28150000 | PA      | $6314368.55   | 0.29%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     67000000 | PA      | $1081279.33   | 0.05%             | 2037-10-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1470000000 | PA      | $2832523.18   | 0.13%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       170000 | PA      | $39585.43     | 0.00%             | 2025-07-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     23000000 | PA      | $4743101.88   | 0.22%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     58890000 | PA      | $9921950.05   | 0.46%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     59000000 | PA      | $1163540.59   | 0.05%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     30400000 | PA      | $6876187.39   | 0.32%             | 2026-03-31      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    184050000 | PA      | $8935854.29   | 0.42%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     18882000 | PA      | $577990.50    | 0.03%             | 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        |    166950800 | PA      | $7637984.64   | 0.36%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     28500000 | PA      | $4054812.83   | 0.19%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5000000000 | PA      | $3880394.78   | 0.18%             | 2024-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    156500000 | PA      | $2041027.32   | 0.09%             | 2040-09-09      | Fixed         | 4.63%                 | 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        |    490000000 | PA      | $518286.91    | 0.02%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30500000 | PA      | $4381480.12   | 0.20%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  12700000000 | PA      | $9368411.26   | 0.44%             | 2025-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     21000000 | PA      | $3049235.37   | 0.14%             | 2024-10-17      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1457266.08   | 0.07%             | 2072-07-15      | Fixed         | 3.40%                 | 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        |   5535000000 | PA      | $5426437.47   | 0.25%             | 2028-10-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    185930000 | PA      | $7101027.52   | 0.33%             | 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        |     19000000 | PA      | $4320934.11   | 0.20%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8200000 | PA      | $2118767.43   | 0.10%             | 2024-08-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    229125000 | PA      | $11994219.07  | 0.56%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     17000000 | PA      | $2862796.19   | 0.13%             | 2034-08-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  10000000000 | PA      | $628852.60    | 0.03%             | 2025-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  70100000000 | PA      | $4643964.31   | 0.22%             | 2024-05-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    220980000 | PA      | $13664005.76  | 0.64%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     19750000 | PA      | $3624129.88   | 0.17%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  11000000000 | PA      | $706600.29    | 0.03%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 113750000000 | PA      | $7145445.02   | 0.33%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.          | PURCHASED USD / SOLD ZAR                                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |            1 | NC      | $-33462.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1435010.60   | 0.07%             | 2024-06-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    960000000 | PA      | $14930593.56  | 0.69%             | 2028-08-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25800000 | PA      | $5406836.89   | 0.25%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     16000000 | PA      | $3689661.84   | 0.17%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2900000 | PA      | $515386.26    | 0.02%             | 2023-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1468345.87   | 0.07%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9200000 | PA      | $2522593.29   | 0.12%             | 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        |  10282000000 | PA      | $7577318.56   | 0.35%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4351254.43   | 0.20%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     46000000 | PA      | $6527094.09   | 0.30%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    290000000 | PA      | $19938032.53  | 0.93%             | 2026-09-02      | Fixed         | 16.90%                | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  12400000000 | PA      | $8268617.82   | 0.38%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     26500000 | PA      | $4209076.92   | 0.20%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     42600000 | PA      | $6258034.07   | 0.29%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  15500000000 | PA      | $10937307.96  | 0.51%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3160000000 | PA      | $2402489.60   | 0.11%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    217730000 | PA      | $7868949.99   | 0.37%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8050000000 | PA      | $3442942.03   | 0.16%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    148800000 | PA      | $9506920.59   | 0.44%             | 2030-11-13      | Fixed         | 11.70%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    124080000 | PA      | $3426501.10   | 0.16%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  23000000000 | PA      | $1544393.81   | 0.07%             | 2046-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2237500000 | PA      | $3294083.13   | 0.15%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9550000 | PA      | $2302166.66   | 0.11%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     45000000 | PA      | $1313748.16   | 0.06%             | 2023-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3120128.89   | 0.15%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      7500000 | PA      | $1550490.18   | 0.07%             | 2024-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    188325000 | PA      | $9319403.47   | 0.43%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1839000000 | PA      | $1347317.73   | 0.06%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    868900000 | PA      | $1131696.51   | 0.05%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      6241000 | PA      | $241093.70    | 0.01%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5812000000 | PA      | $3453592.58   | 0.16%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SWAP STATE STREET BANK COCCO C | SWAP STATE STREET BANK COCCO C                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       260000 | NS      | $260000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    180000000 | PA      | $4425651.61   | 0.21%             | 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        |      3720000 | PA      | $857700.57    | 0.04%             | 2027-07-26      | Fixed         | 4.26%                 | 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        |   4600000000 | PA      | $5224932.64   | 0.24%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     28100000 | PA      | $1543093.72   | 0.07%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8450000000 | PA      | $4528772.99   | 0.21%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    111220700 | PA      | $5379412.62   | 0.25%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     25000000 | PA      | $3832446.61   | 0.18%             | 2024-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48000000 | PA      | $6858882.24   | 0.32%             | 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        |  35000000000 | PA      | $2162457.04   | 0.10%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                         | PURCHASED KRW / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |            1 | NC      | $506318.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     74380000 | PA      | $2176102.41   | 0.10%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  81000000000 | PA      | $5754949.76   | 0.27%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     34600000 | PA      | $5145429.18   | 0.24%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    880000000 | PA      | $13563718.44  | 0.63%             | 2032-01-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    238000000 | PA      | $6594872.11   | 0.31%             | 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        |     16000000 | PA      | $3670515.94   | 0.17%             | 2024-05-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    228800000 | PA      | $4025981.10   | 0.19%             | 2023-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  77522000000 | PA      | $4666557.98   | 0.22%             | 2034-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     22200000 | PA      | $5018434.83   | 0.23%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      3000000 | PA      | $472592.01    | 0.02%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    166450000 | PA      | $30085439.56  | 1.40%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10000000000 | PA      | $7788661.45   | 0.36%             | 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        |      5000000 | PA      | $1243854.29   | 0.06%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     68200000 | PA      | $1200131.64   | 0.06%             | 2024-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     24600000 | PA      | $6542599.55   | 0.30%             | 2024-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5000000000 | PA      | $3913299.96   | 0.18%             | 2024-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC              | PURCHASED USD / SOLD BRL                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1183.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     23670000 | PA      | $5293892.92   | 0.25%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  36000000000 | PA      | $2205440.82   | 0.10%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  12300000000 | PA      | $8992411.81   | 0.42%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     37000000 | PA      | $5494353.90   | 0.26%             | 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        |  10840000000 | PA      | $8167694.74   | 0.38%             | 2025-03-10      | Fixed         | 1.50%                 | 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        |   1000000000 | PA      | $949317.33    | 0.04%             | 2033-10-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8409000000 | PA      | $5572521.81   | 0.26%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    182700000 | PA      | $7474457.85   | 0.35%             | 2025-09-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      9000000 | PA      | $1486214.90   | 0.07%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     10000000 | PA      | $2238753.23   | 0.10%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     11000000 | PA      | $1637255.89   | 0.08%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    182160000 | PA      | $5333767.82   | 0.25%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     33740000 | PA      | $7349244.35   | 0.34%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5750000 | PA      | $1388525.48   | 0.06%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1590000 | PA      | $243271.36    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2137455.49   | 0.10%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3300000 | PA      | $778866.08    | 0.04%             | 2037-08-04      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   3710000000 | PA      | $258241.55    | 0.01%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       870000 | PA      | $198613.56    | 0.01%             | 2023-11-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  12835000000 | PA      | $7297295.65   | 0.34%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5600000000 | PA      | $4144206.60   | 0.19%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    176400000 | PA      | $4869731.61   | 0.23%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 151700000000 | PA      | $9457192.87   | 0.44%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     59000000 | PA      | $1053369.70   | 0.05%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES        | Philippine Government International Bond                                    | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000000 | PA      | $326443.77    | 0.02%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  11300000000 | PA      | $1340447.32   | 0.06%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     19700000 | PA      | $4387912.26   | 0.20%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1580970000 | PA      | $3059411.58   | 0.14%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    226486300 | PA      | $11300460.27  | 0.53%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15800000 | PA      | $3607848.26   | 0.17%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     24000000 | PA      | $3441000.04   | 0.16%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    131940000 | PA      | $3946280.79   | 0.18%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3570000000 | PA      | $2344655.96   | 0.11%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     35185000 | PA      | $6523650.62   | 0.30%             | 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        |    123955000 | PA      | $3161286.30   | 0.15%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank        | PURCHASED USD / SOLD KRW                                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-378037.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     12300000 | PA      | $527173.91    | 0.02%             | 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        |     14000000 | PA      | $428282.91    | 0.02%             | 2024-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors   | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     36893506 | NS      | $36893506.00  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     22000000 | PA      | $4176050.16   | 0.19%             | 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        |     41225000 | PA      | $9900740.96   | 0.46%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  56910000000 | PA      | $3762015.78   | 0.17%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8000000 | PA      | $1334301.65   | 0.06%             | 2048-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     97700000 | PA      | $1727808.22   | 0.08%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000000 | PA      | $410698.65    | 0.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2436353.70   | 0.11%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12000000 | PA      | $2121493.30   | 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        |   2405000000 | PA      | $4672940.33   | 0.22%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8400000 | PA      | $1968019.87   | 0.09%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1491706.92   | 0.07%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6003000000 | PA      | $3601175.30   | 0.17%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     23430000 | PA      | $860362.27    | 0.04%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10000000 | PA      | $1806106.49   | 0.08%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    102200000 | PA      | $16129278.23  | 0.75%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10000000 | PA      | $1945762.13   | 0.09%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS AG                         | PURCHASED USD / SOLD KRW                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-8041.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2380000000 | PA      | $4907155.09   | 0.23%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  51300000000 | PA      | $3409156.16   | 0.16%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  66000000000 | PA      | $4268583.61   | 0.20%             | 2024-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8300000 | PA      | $1934079.00   | 0.09%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  98500000000 | PA      | $6499697.15   | 0.30%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      2000000 | PA      | $296229.52    | 0.01%             | 2025-09-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5500000000 | PA      | $4232420.24   | 0.20%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  60000000000 | PA      | $3747521.84   | 0.17%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1434850.90   | 0.07%             | 2025-11-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1000000 | PA      | $159946.76    | 0.01%             | 2035-04-27      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    279640200 | PA      | $13873919.34  | 0.64%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     21800000 | PA      | $4447158.81   | 0.21%             | 2024-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     74075000 | PA      | $12905365.37  | 0.60%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    148396800 | PA      | $7046606.31   | 0.33%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    374237338 | PA      | $7166608.73   | 0.33%             | 2031-07-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     21000000 | PA      | $3054556.44   | 0.14%             | 2024-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     23352000 | PA      | $1107006.95   | 0.05%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $5690483.59   | 0.26%             | 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        |     13200000 | PA      | $3129236.95   | 0.15%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     17800000 | PA      | $2752436.09   | 0.13%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     21000000 | PA      | $3655302.89   | 0.17%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     35180000 | PA      | $1610030.33   | 0.07%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9500000000 | PA      | $7256402.77   | 0.34%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     34000000 | PA      | $8732675.24   | 0.41%             | 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        |     53195000 | PA      | $1735566.33   | 0.08%             | 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        |     29460000 | PA      | $777112.94    | 0.04%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                         | PURCHASED BRL / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |            1 | NC      | $23911.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28725000 | PA      | $5712470.96   | 0.27%             | 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        |     23000000 | PA      | $3290511.67   | 0.15%             | 2024-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    252427000 | PA      | $11757178.81  | 0.55%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  44000000000 | PA      | $2717895.62   | 0.13%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  21800000000 | PA      | $3376568.20   | 0.16%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     10000000 | PA      | $1713149.30   | 0.08%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1000000 | PA      | $221875.05    | 0.01%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4357500000 | PA      | $7783458.60   | 0.36%             | 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        |    259550000 | PA      | $8600518.16   | 0.40%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1700000000 | PA      | $97938.28     | 0.00%             | 2042-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       810000 | PA      | $192349.34    | 0.01%             | 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        |    929670000 | PA      | $1433838.18   | 0.07%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1750000 | PA      | $409844.72    | 0.02%             | 2047-05-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     64000000 | PA      | $9202660.78   | 0.43%             | 2024-03-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    228256000 | PA      | $10447591.70  | 0.49%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15800000 | PA      | $3234788.52   | 0.15%             | 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        |   1219870000 | PA      | $2129150.60   | 0.10%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    138000000 | PA      | $13195865.27  | 0.61%             | 2032-04-28      | Fixed         | 21.50%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    120000000 | PA      | $3673279.31   | 0.17%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      3250000 | PA      | $548062.97    | 0.03%             | 2047-10-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5530000000 | PA      | $1110572.16   | 0.05%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     37125000 | PA      | $10527247.49  | 0.49%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     14790000 | PA      | $3203980.17   | 0.15%             | 2024-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1760000 | PA      | $94818.77     | 0.00%             | 2024-03-20      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     26950000 | PA      | $7604391.03   | 0.35%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     72193000 | PA      | $12844881.40  | 0.60%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     36700000 | PA      | $908425.26    | 0.04%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     61550000 | PA      | $1923029.56   | 0.09%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5000000000 | PA      | $3688927.68   | 0.17%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     30000000 | PA      | $705697.52    | 0.03%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4500000000 | PA      | $3186376.83   | 0.15%             | 2052-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     28400000 | PA      | $4234721.19   | 0.20%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     22000000 | PA      | $357785.56    | 0.02%             | 2026-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     29000000 | PA      | $4249901.46   | 0.20%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2640000000 | PA      | $2081790.78   | 0.10%             | 2024-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12200000 | PA      | $1949794.76   | 0.09%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     52650000 | PA      | $10851091.48  | 0.50%             | 2024-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  26000000000 | PA      | $14095256.73  | 0.66%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1617517.34   | 0.08%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     40000000 | PA      | $6574112.03   | 0.31%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9280000000 | PA      | $6546789.38   | 0.30%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Peru               | Peruvian Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       475000 | PA      | $105390.65    | 0.00%             | 2055-02-12      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     52700000 | PA      | $891143.61    | 0.04%             | 2039-01-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     37000000 | PA      | $5403180.46   | 0.25%             | 2026-03-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7380000 | PA      | $1691343.71   | 0.08%             | 2025-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6042493.20   | 0.28%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      4650000 | PA      | $144359.56    | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2141524.95   | 0.10%             | 2046-08-22      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    186480000 | PA      | $5331127.01   | 0.25%             | 2024-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    198800000 | PA      | $3806347.64   | 0.18%             | 2035-12-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  55090000000 | PA      | $3858149.33   | 0.18%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     24800000 | PA      | $5134303.75   | 0.24%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    161415000 | PA      | $7651915.31   | 0.36%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     48800000 | PA      | $716812.21    | 0.03%             | 2037-05-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11000000 | PA      | $2595650.40   | 0.12%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     29200000 | PA      | $6888445.92   | 0.32%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International    | PURCHASED CNY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $47651.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9200000000 | PA      | $6767758.64   | 0.31%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  68875000000 | PA      | $12151335.99  | 0.56%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38000000 | PA      | $5537719.77   | 0.26%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       800000 | PA      | $182213.98    | 0.01%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1481177.91   | 0.07%             | 2024-08-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  94300000000 | PA      | $6470275.64   | 0.30%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     58000000 | PA      | $8302408.53   | 0.39%             | 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        |    600000000 | PA      | $480912.34    | 0.02%             | 2025-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  34525000000 | PA      | $4683134.04   | 0.22%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  74702000000 | PA      | $13153553.57  | 0.61%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4925000 | PA      | $1125070.89   | 0.05%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     18700000 | PA      | $325260.04    | 0.02%             | 2024-08-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    130500000 | PA      | $9752904.73   | 0.45%             | 2027-06-09      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17540000 | PA      | $3996154.64   | 0.19%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     82000000 | PA      | $1384265.36   | 0.06%             | 2025-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12000000 | PA      | $2336183.29   | 0.11%             | 2025-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       915000 | PA      | $208812.74    | 0.01%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    189000000 | PA      | $31590948.62  | 1.47%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  62464000000 | PA      | $8750257.13   | 0.41%             | 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        |      9975000 | PA      | $2378692.17   | 0.11%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4345681.27   | 0.20%             | 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        |     43000000 | PA      | $6103027.79   | 0.28%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     52540000 | PA      | $2322652.44   | 0.11%             | 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        |  56700000000 | PA      | $3668791.39   | 0.17%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17350000 | PA      | $3813084.18   | 0.18%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UBS AG                         | PURCHASED USD / SOLD KRW                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-43667.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     93000000 | PA      | $2162434.82   | 0.10%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  14500000000 | PA      | $9982797.86   | 0.46%             | 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        | 105600000000 | PA      | $7004482.43   | 0.33%             | 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        |     60000000 | PA      | $2277306.47   | 0.11%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17025000 | PA      | $3509550.59   | 0.16%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     34000000 | PA      | $4963217.60   | 0.23%             | 2025-10-22      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 112000000000 | PA      | $7255439.00   | 0.34%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     93000000 | PA      | $1683529.28   | 0.08%             | 2029-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12500000 | PA      | $2775236.41   | 0.13%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   3938000000 | PA      | $7887152.27   | 0.37%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     92000000 | PA      | $4121951.22   | 0.19%             | 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        |    979170000 | PA      | $2296980.48   | 0.11%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     30180000 | PA      | $6977992.14   | 0.32%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    153000000 | PA      | $4345414.16   | 0.20%             | 2025-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     50000000 | PA      | $982028.62    | 0.05%             | 2042-11-24      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                         | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      3500000 | PA      | $901987.68    | 0.04%             | 2023-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     12750000 | PA      | $393877.68    | 0.02%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    166120000 | PA      | $5255062.14   | 0.24%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1419373.48   | 0.07%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    244157200 | PA      | $11332547.56  | 0.53%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       600000 | PA      | $136372.01    | 0.01%             | 2027-03-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     71250000 | PA      | $13307039.04  | 0.62%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     53000000 | PA      | $7782855.63   | 0.36%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8500000 | PA      | $2011090.14   | 0.09%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia           | Colombia Government International Bond                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    115000000 | PA      | $20885.10     | 0.00%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     50000000 | PA      | $868489.70    | 0.04%             | 2024-10-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     78400000 | PA      | $2694861.86   | 0.13%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $2064282.24   | 0.10%             | 2045-10-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10000000 | PA      | $341017.40    | 0.02%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     22980000 | PA      | $6191272.45   | 0.29%             | 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        |     30000000 | PA      | $1365776.55   | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  74200000000 | PA      | $5326459.07   | 0.25%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     66900000 | PA      | $16661907.52  | 0.77%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UBS AG                         | PURCHASED KRW / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |            1 | NC      | $42046.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      6700000 | PA      | $992911.23    | 0.05%             | 2066-11-21      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE       | Malaysia Government Investment Issue                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14350000 | PA      | $3258921.68   | 0.15%             | 2024-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     70000000 | PA      | $1091598.13   | 0.05%             | 2028-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     89500000 | PA      | $1589069.67   | 0.07%             | 2025-04-12      | Fixed         | 5.75%                 | 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        |  14770000000 | PA      | $16946511.50  | 0.79%             | 2024-06-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND         | Turkey Government Bond                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     29650000 | PA      | $1568070.73   | 0.07%             | 2024-07-24      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK         | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      9000000 | PA      | $1342556.10   | 0.06%             | 2025-04-13      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    115877000 | PA      | $5800319.77   | 0.27%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    238700000 | PA      | $9132236.74   | 0.42%             | 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        |   9715000000 | PA      | $12579455.69  | 0.58%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18000000 | PA      | $2919670.09   | 0.14%             | 2040-07-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     10425000 | PA      | $2426734.62   | 0.11%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000000 | PA      | $76059.79     | 0.00%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  16280000000 | PA      | $10868738.50  | 0.51%             | 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        |   3571180000 | PA      | $7141566.23   | 0.33%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     30000000 | PA      | $22887.61     | 0.00%             | 2025-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     69920000 | PA      | $10072043.04  | 0.47%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     35100000 | PA      | $6008105.78   | 0.28%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $2029191.89   | 0.09%             | 2047-02-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        10000 | PA      | $24.99        | 0.00%             | 2023-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| UBS AG                         | PURCHASED KRW / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |            1 | NC      | $39743.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      2000000 | PA      | $360813.09    | 0.02%             | 2043-09-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS AG                         | PURCHASED USD / SOLD KRW                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-43915.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9500000000 | PA      | $7240301.08   | 0.34%             | 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        |   1831220000 | PA      | $3242559.75   | 0.15%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12860000 | PA      | $2849230.25   | 0.13%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL         | Brazilian Government International Bond                                     | CUSIP: 105756BT6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       350000 | PA      | $63229.04     | 0.00%             | 2024-01-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    110705000 | PA      | $5066469.79   | 0.24%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     43000000 | PA      | $6123372.70   | 0.28%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    215000000 | PA      | $3698574.89   | 0.17%             | 2025-04-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     60000000 | PA      | $1839872.75   | 0.09%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      9900000 | PA      | $363533.35    | 0.02%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    870000000 | PA      | $608049.76    | 0.03%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      6540000 | PA      | $216728.53    | 0.01%             | 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        |     85000000 | PA      | $2361144.75   | 0.11%             | 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        |     21000000 | PA      | $3329246.75   | 0.15%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    180000000 | PA      | $138543.45    | 0.01%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  41875000000 | PA      | $2507725.43   | 0.12%             | 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        |   6754000000 | PA      | $4417633.46   | 0.21%             | 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        |     83500000 | PA      | $12482405.24  | 0.58%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $2878432.61   | 0.13%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    227000000 | PA      | $3309615.52   | 0.15%             | 2031-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     29000000 | PA      | $4579794.87   | 0.21%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     37564000 | PA      | $1260285.72   | 0.06%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2203760000 | PA      | $3102864.05   | 0.14%             | 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        |     10000000 | PA      | $1406504.88   | 0.07%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     25700000 | PA      | $6767363.91   | 0.31%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    153500000 | PA      | $2117822.95   | 0.10%             | 2030-07-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000000 | PA      | $275652.35    | 0.01%             | 2041-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  47400000000 | PA      | $7059407.98   | 0.33%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC              | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-6259.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     52000000 | PA      | $10209723.57  | 0.47%             | 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        |      3530000 | PA      | $802532.08    | 0.04%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6265000000 | PA      | $4468672.10   | 0.21%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND              | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     38850000 | PA      | $10280758.19  | 0.48%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    139210000 | PA      | $4003449.73   | 0.19%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1250000000 | PA      | $97023.79     | 0.00%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND       | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    166340000 | PA      | $5580766.89   | 0.26%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5800000000 | PA      | $4531431.75   | 0.21%             | 2024-06-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5000000000 | PA      | $3396297.03   | 0.16%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     43150000 | PA      | $579361.03    | 0.03%             | 2033-03-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND        | Romania Government Bond                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     48200000 | PA      | $10080719.58  | 0.47%             | 2024-06-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BONOS DE TESORERIA             | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40507000 | PA      | $9320588.58   | 0.43%             | 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        |     28930000 | PA      | $4876492.42   | 0.23%             | 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        |     12000000 | PA      | $2747317.81   | 0.13%             | 2024-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3650000000 | PA      | $2824407.21   | 0.13%             | 2024-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  65000000000 | PA      | $4181628.39   | 0.19%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND            | Korea Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4344000000 | PA      | $3148729.56   | 0.15%             | 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        | 135000000000 | PA      | $8339951.82   | 0.39%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     41300000 | PA      | $6712545.58   | 0.31%             | 2024-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  81850000000 | PA      | $11907242.43  | 0.55%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       400000 | PA      | $60188.09     | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA           | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  70015000000 | PA      | $10773392.08  | 0.50%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16805000 | PA      | $3787524.33   | 0.18%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa       | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    213590000 | PA      | $10146623.39  | 0.47%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    276950000 | PA      | $4633549.40   | 0.22%             | 2027-05-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    148829300 | PA      | $6660993.76   | 0.31%             | 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