# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001390
**Filing Date:** 2025-10
**Character Count:** 86446
**Document Hash:** 6f782c959be59a42bbd4c4f81898b58f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001390.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001390

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251424433

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI U.S. Treasury Bond Index Fund (Series ID: S000052911)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000166451 | Fidelity SAI U.S. Treasury Bond Index Fund | FUTBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI U.S. Treasury Bond Index Fund

- **b. EDGAR series identifier (if any):** S000052911

- **c. LEI of Series:** 549300AY71TTV67D8F17

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**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:** $9070985531.84

**Total Liabilities:** $117949040.81

**Net Assets:** $8953036491.03

**Cash Not Reported:** $4612395.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6350.75441592 | **1-Year:** 678294.53389774 | **5-Year:** 1596880.22430595 | **10-Year:** 1673142.57665849 | **30-Year:** 1200031.60929755

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166451 | 1.24%                | -0.46%               | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4552617.89             | $88143499.16                               |
| Month 2  | $-2375082.43             | $-58085373.83                              |
| Month 3  | $-3694446.62             | $68769645.62                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST NOTES                    | UST NOTES 3.25% 06/30/2027                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73300000 | PA      | $72787472.47  | 0.81%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.625% 02/15/2055 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50900000 | PA      | $48514062.50  | 0.54%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 01/31/2027                     | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $63001757.65  | 0.70%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 09/30/2029                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4943449.23   | 0.06%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 03/31/2029                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87300000 | PA      | $83702284.94  | 0.93%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/30/2029                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64800000 | PA      | $65987156.09  | 0.74%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.375% 08/15/2050 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4170000 | PA      | $2014631.25   | 0.02%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 11/30/2028                     | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42500000 | PA      | $39792285.05  | 0.44%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 12/31/2031                     | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23100000 | PA      | $23917523.32  | 0.27%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 05/31/2030                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26100000 | PA      | $26461933.66  | 0.30%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.125% 05/15/2048 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4500 | PA      | $3369.55      | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.5% 02/15/2044   | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $10447820.26  | 0.12%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.875% 11/15/2030                   | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64580900 | PA      | $55978522.63  | 0.63%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.625% 02/15/2053 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59000000 | PA      | $47225351.71  | 0.53%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.875% 02/15/2051 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110431000 | PA      | $60749991.41  | 0.68%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.625% 02/15/2040 | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5008.20      | 0.00%             | 2040-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.25% 02/15/2052  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56800000 | PA      | $33953531.39  | 0.38%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4% 11/15/2052     | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41900000 | PA      | $35958710.73  | 0.40%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.625% 11/15/2050 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62237500 | PA      | $32110660.16  | 0.36%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/31/2031                       | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113000000 | PA      | $114341875.00 | 1.28%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 05/15/2028                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52785000 | PA      | $51813838.34  | 0.58%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2% 11/15/2026                       | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30050000 | PA      | $29417306.57  | 0.33%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 10/15/2027                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $904535.15    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 10/31/2026                   | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107215000 | PA      | $103948292.97 | 1.16%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 02/15/2034                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97000000 | PA      | $96431640.14  | 1.08%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.625% 02/15/2029                   | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58844000 | PA      | $56982139.36  | 0.64%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6% 02/15/2026     | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3771000 | PA      | $3803259.74   | 0.04%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.25% 08/15/2049  | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $49368.75     | 0.00%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2029                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46700000 | PA      | $47544613.40  | 0.53%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 11/30/2027                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28200700 | PA      | $26410616.57  | 0.29%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.125% 08/31/2029                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29133900 | PA      | $28587639.38  | 0.32%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.625% 02/15/2027 | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9550000 | PA      | $9970796.88   | 0.11%             | 2027-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 5.25% 02/15/2029  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10374000 | PA      | $10951864.17  | 0.12%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 09/30/2030                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $3020757.80   | 0.03%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 02/29/2028                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29970000 | PA      | $28222140.31  | 0.32%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 11/30/2030                   | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | PA      | $22149199.17  | 0.25%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.75% 02/15/2037  | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $13526.60     | 0.00%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.875% 10/31/2030                   | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26300000 | PA      | $27705406.25  | 0.31%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.75% 08/15/2042  | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59738000 | PA      | $45382211.88  | 0.51%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.375% 08/15/2027 | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | PA      | $22618671.88  | 0.25%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 05/31/2029                     | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66500000 | PA      | $68510586.27  | 0.77%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.75% 12/31/2026                    | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39400000 | PA      | $38381140.43  | 0.43%             | 2026-12-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.75% 08/15/2055  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5060250.00   | 0.06%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/31/2029                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1417554.68   | 0.02%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 02/15/2035                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $76532191.20  | 0.85%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 12/31/2029                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17600000 | PA      | $18098437.46  | 0.20%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.75% 01/31/2028                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 122528000 | PA      | $114525390.00 | 1.28%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.5% 02/15/2045   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2401000 | PA      | $1672821.72   | 0.02%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 02/28/2031                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $10855476.54  | 0.12%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.75% 11/15/2042  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13826000 | PA      | $10449971.61  | 0.12%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.875% 11/15/2051 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83063000 | PA      | $45204442.03  | 0.50%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 12/31/2027                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15039900 | PA      | $14047031.68  | 0.16%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.625% 05/15/2054 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22100000 | PA      | $21054566.35  | 0.24%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 05/15/2027                     | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3039960.93   | 0.03%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2% 02/15/2050     | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30778000 | PA      | $17767081.25  | 0.20%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 05/31/2027                     | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38920000 | PA      | $36859976.47  | 0.41%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 08/15/2032                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69000000 | PA      | $64064882.64  | 0.72%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2027                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54700000 | PA      | $54926491.91  | 0.61%             | 2027-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 02/15/2048     | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7159000 | PA      | $5251518.03   | 0.06%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.375% 07/31/2027                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82414000 | PA      | $77501352.56  | 0.87%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.375% 12/31/2028                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23700000 | PA      | $22063218.75  | 0.25%             | 2028-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.125% 02/15/2042 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $10381500.03  | 0.12%             | 2042-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 11/30/2029                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2117882.80   | 0.02%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.125% 02/15/2043 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27201000 | PA      | $21693859.97  | 0.24%             | 2043-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.75% 11/15/2053  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37400000 | PA      | $36356890.81  | 0.41%             | 2053-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 05/15/2031                   | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 213693000 | PA      | $190211812.68 | 2.12%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.25% 05/15/2041  | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67333000 | PA      | $48792753.41  | 0.54%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.75% 01/31/2029                    | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76700000 | PA      | $72166910.35  | 0.81%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.875% 05/15/2049 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $7778.63      | 0.00%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 07/31/2030                       | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35300000 | PA      | $35764691.32  | 0.40%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1% 07/31/2028                       | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117409000 | PA      | $109075713.07 | 1.22%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.375% 11/15/2031                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58246000 | PA      | $50330459.46  | 0.56%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.375% 10/31/2028                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28025390.70  | 0.31%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.875% 02/15/2041 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14329000 | PA      | $9847269.38   | 0.11%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 05/31/2029                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92800000 | PA      | $89987000.00  | 1.01%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/15/2028                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13800000 | PA      | $13906734.44  | 0.16%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 08/31/2027                     | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76109000 | PA      | $71572189.70  | 0.80%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 5% 05/15/2037     | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1967000 | PA      | $2089937.50   | 0.02%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.5% 02/15/2039   | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    315000 | PA      | $284029.10    | 0.00%             | 2039-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.75% 08/15/2047  | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5231000 | PA      | $3684381.30   | 0.04%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 08/15/2028                   | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92876000 | PA      | $91029364.14  | 1.02%             | 2028-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 12/31/2026                    | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85700000 | PA      | $82924793.18  | 0.93%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 05/15/2033                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101900000 | PA      | $97668761.46  | 1.09%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.375% 09/30/2027                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61826000 | PA      | $57850781.10  | 0.65%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.125% 11/15/2027 | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 139604000 | PA      | $147080448.94 | 1.64%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.375% 08/31/2026                   | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28400000 | PA      | $27714184.30  | 0.31%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 04/30/2029                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74400000 | PA      | $72516750.00  | 0.81%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/15/2032                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45600000 | PA      | $46109437.73  | 0.52%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 02/15/2027                    | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44880000 | PA      | $43949090.51  | 0.49%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 03/31/2027                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17704000 | PA      | $16878965.98  | 0.19%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 03/31/2032                   | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37700000 | PA      | $38208066.31  | 0.43%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.375% 08/15/2042 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $8924468.75   | 0.10%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.5% 05/15/2046   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24683000 | PA      | $16875073.01  | 0.19%             | 2046-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2% 08/15/2051     | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76045000 | PA      | $42917896.88  | 0.48%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 08/15/2048     | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13608000 | PA      | $9930650.56   | 0.11%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.5% 02/15/2036   | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24732200 | PA      | $25365962.63  | 0.28%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 06/30/2030                    | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72300000 | PA      | $72494870.91  | 0.81%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 09/30/2031                   | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1977500.00   | 0.02%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.875% 11/15/2046 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5289000 | PA      | $3851053.13   | 0.04%             | 2046-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 02/28/2027                   | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85938000 | PA      | $82735467.15  | 0.92%             | 2027-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 11/30/2026                   | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9625000 | PA      | $9374599.66   | 0.10%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 02/15/2028                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91818200 | PA      | $90014115.61  | 1.01%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.25% 11/15/2040  | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $76331.25     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 05/31/2028                    | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51374000 | PA      | $48253430.73  | 0.54%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 04/30/2032                       | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32400000 | PA      | $32587312.50  | 0.36%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.375% 11/15/2048 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1791300 | PA      | $1397843.75   | 0.02%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 12/31/2026                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32900000 | PA      | $33096628.82  | 0.37%             | 2026-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 12/15/2026                   | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32800000 | PA      | $33040875.00  | 0.37%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 03/31/2030                   | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6485781.25   | 0.07%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 02/15/2049     | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13911000 | PA      | $10104493.98  | 0.11%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.75% 02/15/2041  | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11100000 | PA      | $11189320.37  | 0.12%             | 2041-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 03/31/2028                    | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39508000 | PA      | $37248636.25  | 0.42%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 11/15/2027                    | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22300000 | PA      | $21661488.34  | 0.24%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 10/31/2029                       | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11200000 | PA      | $11351374.94  | 0.13%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 09/30/2026                   | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75600000 | PA      | $73848797.06  | 0.82%             | 2026-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 10/31/2026                   | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87777000 | PA      | $85610005.31  | 0.96%             | 2026-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 02/29/2032                   | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36600000 | PA      | $37107539.15  | 0.41%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.375% 05/15/2051 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100837000 | PA      | $62656803.34  | 0.70%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.125% 05/15/2040 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15484000 | PA      | $9635765.82   | 0.11%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 08/15/2027                    | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15984000 | PA      | $15568166.33  | 0.17%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 05/15/2027                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7901000 | PA      | $7733103.75   | 0.09%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 02/15/2033                     | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61800000 | PA      | $59902547.18  | 0.67%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 11/30/2026                    | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8120000 | PA      | $8163137.50   | 0.09%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 05/15/2034                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80500000 | PA      | $82072265.63  | 0.92%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.375% 11/15/2040 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43434300 | PA      | $27680883.10  | 0.31%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 04/30/2028                    | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26499000 | PA      | $24941148.70  | 0.28%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 05/15/2042     | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14138000 | PA      | $11214305.71  | 0.13%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.75% 08/31/2026                    | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57499000 | PA      | $55763248.94  | 0.62%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 05/15/2030                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154627000 | PA      | $134374487.46 | 1.50%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 08/15/2034                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83000000 | PA      | $81378910.40  | 0.91%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.75% 11/15/2047  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    318000 | PA      | $223308.05    | 0.00%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 08/15/2027                    | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81700000 | PA      | $81862761.92  | 0.91%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 09/30/2028                    | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3038000 | PA      | $2831985.63   | 0.03%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 02/28/2029                   | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2736195.30   | 0.03%             | 2029-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 02/15/2028                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $42638996.40  | 0.48%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.875% 05/15/2052 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $8550671.84   | 0.10%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 04/30/2027                     | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119444000 | PA      | $113387816.53 | 1.27%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 04/30/2029                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50100000 | PA      | $51810445.06  | 0.58%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.5% 05/15/2038   | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24300000 | PA      | $24550593.75  | 0.27%             | 2038-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.375% 11/15/2039 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $332124.22    | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.5% 11/15/2054   | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $28937773.36  | 0.32%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.375% 02/15/2038 | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6284000 | PA      | $6267799.09   | 0.07%             | 2038-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 02/28/2027                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28700000 | PA      | $27934292.90  | 0.31%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.125% 08/15/2040 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22637000 | PA      | $13935903.13  | 0.16%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.25% 05/15/2030  | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116378000 | PA      | $129134120.43 | 1.44%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 10/31/2027                     | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119200000 | PA      | $111545125.00 | 1.25%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.375% 05/15/2044 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61800000 | PA      | $50354929.84  | 0.56%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 08/31/2028                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 129007000 | PA      | $120036982.03 | 1.34%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 5.25% 11/15/2028  | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31601000 | PA      | $33151424.06  | 0.37%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 08/15/2031                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 207366000 | PA      | $179185284.09 | 2.00%             | 2031-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 08/15/2052     | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100400000 | PA      | $71001625.00  | 0.79%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 07/31/2032                       | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16900000 | PA      | $16976578.13  | 0.19%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/15/2027                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52900000 | PA      | $53462062.50  | 0.60%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 08/15/2026                     | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102770000 | PA      | $100506651.07 | 1.12%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 5% 05/15/2045     | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13725703.13  | 0.15%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.25% 05/15/2039  | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1598000 | PA      | $1551870.23   | 0.02%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 05/15/2029                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 162799000 | PA      | $155841885.67 | 1.74%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 01/31/2032                   | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $19017421.88  | 0.21%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 11/30/2027                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6536308.61   | 0.07%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 03/31/2029                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30600000 | PA      | $31119961.01  | 0.35%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  51507803 | NS      | $51518105.04  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 05/31/2031                   | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1250859.37   | 0.01%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 03/31/2030                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32700000 | PA      | $33148347.74  | 0.37%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 08/15/2029                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121862000 | PA      | $113126969.62 | 1.26%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 06/30/2027                     | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25881000 | PA      | $24453501.09  | 0.27%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.25% 06/30/2029                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34300000 | PA      | $33837753.99  | 0.38%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 10/15/2026                   | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25700000 | PA      | $25922867.32  | 0.29%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.625% 02/15/2044 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10956000 | PA      | $9292913.38   | 0.10%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2% 11/15/2041     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83700000 | PA      | $57390081.82  | 0.64%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 11/15/2033                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $76306719.12  | 0.85%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 06/30/2028                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147635000 | PA      | $138436647.09 | 1.55%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 02/15/2032                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83500000 | PA      | $73974478.65  | 0.83%             | 2032-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 06/30/2028                       | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $15572046.95  | 0.17%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 11/15/2045     | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57800000 | PA      | $43584812.50  | 0.49%             | 2045-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.75% 08/15/2041  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89327000 | PA      | $59172159.27  | 0.66%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.25% 02/15/2054  | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43600000 | PA      | $39008375.00  | 0.44%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 05/15/2035                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70700000 | PA      | $70920937.50  | 0.79%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.75% 05/15/2055  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30700000 | PA      | $29865343.75  | 0.33%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 04/30/2030                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35600000 | PA      | $35901765.54  | 0.40%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 04/30/2027                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21100000 | PA      | $20785148.33  | 0.23%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.875% 08/15/2045 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58254000 | PA      | $43078378.04  | 0.48%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 02/15/2047     | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53589000 | PA      | $39806579.06  | 0.44%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.75% 11/15/2029                    | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21907000 | PA      | $20331578.69  | 0.23%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 11/15/2034                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75300000 | PA      | $75794156.25  | 0.85%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 01/31/2030                     | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47900000 | PA      | $47580042.85  | 0.53%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.875% 09/30/2026                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62577000 | PA      | $60633690.66  | 0.68%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 11/30/2026                    | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76047000 | PA      | $73718060.63  | 0.82%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 02/15/2027                   | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $8745878.93   | 0.10%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 12/31/2029                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22300000 | PA      | $22492511.66  | 0.25%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  96905132 | NS      | $96914822.50  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/15/2027                       | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76700000 | PA      | $76936691.60  | 0.86%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.125% 08/15/2053 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91100000 | PA      | $79787230.24  | 0.89%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.625% 05/15/2053 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $11114027.31  | 0.12%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 05/15/2045     | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39700000 | PA      | $30097562.50  | 0.34%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 07/31/2027                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30800000 | PA      | $30291078.05  | 0.34%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.375% 05/15/2041 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7517000 | PA      | $7246564.20   | 0.08%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.5% 11/15/2026   | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39000 | PA      | $40365.00     | 0.00%             | 2026-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 11/15/2044     | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63400000 | PA      | $48369742.35  | 0.54%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2030                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21700000 | PA      | $21874617.30  | 0.24%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 05/15/2047     | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69492000 | PA      | $51459368.73  | 0.57%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 08/15/2030                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 129794900 | PA      | $111851768.77 | 1.25%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 1.25% 05/15/2050  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72000 | PA      | $33927.19     | 0.00%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.875% 05/15/2043 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50784000 | PA      | $38837857.25  | 0.43%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.875% 05/15/2043 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $7442367.24   | 0.08%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 05/15/2032                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126700000 | PA      | $119008914.70 | 1.33%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.625% 08/15/2043 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42601000 | PA      | $36333993.30  | 0.41%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3.125% 11/15/2041 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50864000 | PA      | $41464094.25  | 0.46%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 02/15/2030                     | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30793000 | PA      | $28093801.09  | 0.31%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 09/30/2027                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51700000 | PA      | $52221038.80  | 0.58%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 04/30/2026                   | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000 | PA      | $8905.36      | 0.00%             | 2026-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.625% 07/31/2029                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29600000 | PA      | $28520062.35  | 0.32%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.75% 08/15/2026  | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2423000 | PA      | $2491525.47   | 0.03%             | 2026-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 06/30/2032                       | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29500000 | PA      | $29652109.38  | 0.33%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.5% 02/15/2046   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15623000 | PA      | $10713350.23  | 0.12%             | 2046-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.375% 02/15/2042 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32900000 | PA      | $23791875.17  | 0.27%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.5% 08/15/2039   | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14731000 | PA      | $14626271.72  | 0.16%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.125% 11/15/2028                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26503000 | PA      | $26125125.26  | 0.29%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2031                   | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5584003.92   | 0.06%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.125% 08/31/2027                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49400000 | PA      | $48927226.69  | 0.55%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 2.25% 08/15/2046  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1036624.99   | 0.01%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 08/15/2033                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $38591718.75  | 0.43%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer