# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000479
**Filing Date:** 2026-1
**Character Count:** 109761
**Document Hash:** 0b1b3fc8a44330622d1b8a01a2d15dee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000479.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000479

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**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:** 26555429

**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           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI U.S. Treasury Bond Index Fund**

**November 30, 2025**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

UYB-NPRT3-0126

1.9868588.109 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 98.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 98.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 98.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 98.7%** |
|  | Yield (%) (a) | Principal<br> Amount (b)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 3.41 to 3.46 | 15484000 | 10018027 |
| US Treasury Bonds 1.125% 8/15/2040  | 2.16 to 3.74 | 22637000 | 14497407 |
| US Treasury Bonds 1.25% 5/15/2050  | 3.79 | 72000 | 35719 |
| US Treasury Bonds 1.375% 11/15/2040  | 2.22 to 2.31 | 24934300 | 16511182 |
| US Treasury Bonds 1.375% 8/15/2050  | 4.03 | 4170000 | 2120999 |
| US Treasury Bonds 1.625% 11/15/2050  | 4.41 to 4.70 | 45337500 | 24613303 |
| US Treasury Bonds 1.75% 8/15/2041  | 2.05 to 3.46 | 89327000 | 61471631 |
| US Treasury Bonds 1.875% 11/15/2051  | 2.50 to 4.41 | 66263000 | 37886388 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.27 | 14329000 | 10209972 |
| US Treasury Bonds 1.875% 2/15/2051  | 2.38 to 4.40 | 102531000 | 59211653 |
| US Treasury Bonds 2% 11/15/2041  | 2.14 to 3.45 | 71400000 | 50841820 |
| US Treasury Bonds 2% 2/15/2050  | 3.51 to 3.79 | 30778000 | 18611072 |
| US Treasury Bonds 2% 8/15/2051  | 3.23 to 4.83 | 76045000 | 45041810 |
| US Treasury Bonds 2.25% 2/15/2052  | 3.02 to 3.93 | 56800000 | 35590969 |
| US Treasury Bonds 2.25% 5/15/2041  | 2.18 to 3.39 | 67333000 | 50528682 |
| US Treasury Bonds 2.25% 8/15/2046  | 3.41 | 1600000 | 1080000 |
| US Treasury Bonds 2.25% 8/15/2049  | 3.53 | 80000 | 51628 |
| US Treasury Bonds 2.375% 2/15/2042  | 3.24 | 32900000 | 24680820 |
| US Treasury Bonds 2.375% 5/15/2051  | 4.47 to 4.54 | 77137000 | 50175208 |
| US Treasury Bonds 2.5% 2/15/2045  | 4.15 | 2401000 | 1740162 |
| US Treasury Bonds 2.5% 2/15/2046  | 3.09 to 4.78 | 16923000 | 12076808 |
| US Treasury Bonds 2.5% 5/15/2046  | 2.98 to 4.81 | 25983000 | 18485483 |
| US Treasury Bonds 2.75% 11/15/2042  | 4.05 | 13826000 | 10840988 |
| US Treasury Bonds 2.75% 11/15/2047  | 3.09 | 318000 | 232451 |
| US Treasury Bonds 2.75% 8/15/2042  | 3.26 to 4.84 | 59738000 | 47064676 |
| US Treasury Bonds 2.75% 8/15/2047  | 3.10 to 3.25 | 5231000 | 3834568 |
| US Treasury Bonds 2.875% 11/15/2046  | 3.05 to 4.61 | 5289000 | 4006211 |
| US Treasury Bonds 2.875% 5/15/2043  | 3.02 to 4.08 | 50784000 | 40236401 |
| US Treasury Bonds 2.875% 5/15/2049  | 4.62 | 11000 | 8108 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.20 to 4.87 | 12400000 | 8936719 |
| US Treasury Bonds 2.875% 8/15/2045  | 1.43 to 4.94 | 58254000 | 44757731 |
| US Treasury Bonds 3% 11/15/2044  | 4.13 to 4.76 | 63400000 | 50152867 |
| US Treasury Bonds 3% 11/15/2045  | 3.71 to 3.99 | 57800000 | 45239789 |
| US Treasury Bonds 3% 2/15/2047  | 1.70 to 3.41 | 53589000 | 41366103 |
| US Treasury Bonds 3% 2/15/2048  | 3.07 to 4.97 | 7159000 | 5468525 |
| US Treasury Bonds 3% 2/15/2049  | 4.59 | 13911000 | 10523998 |
| US Treasury Bonds 3% 5/15/2042  | 3.25 to 4.92 | 14138000 | 11603653 |
| US Treasury Bonds 3% 5/15/2045  | 2.40 to 3.83 | 39700000 | 31254445 |
| US Treasury Bonds 3% 5/15/2047  | 3.38 to 3.41 | 69492000 | 53508840 |
| US Treasury Bonds 3% 8/15/2048  | 3.80 to 4.55 | 13608000 | 10341017 |
| US Treasury Bonds 3% 8/15/2052  | 3.02 to 4.67 | 100400000 | 74170500 |
| US Treasury Bonds 3.125% 11/15/2041  | 3.41 to 4.15 | 41364000 | 34850786 |
| US Treasury Bonds 3.125% 2/15/2042  | 3.99 to 4.49 | 12800000 | 10738500 |
| US Treasury Bonds 3.125% 2/15/2043  | 4.54 | 27201000 | 22454638 |
| US Treasury Bonds 3.125% 5/15/2048  | 4.05 | 4500 | 3508 |
| US Treasury Bonds 3.375% 11/15/2048  | 3.13 | 1791300 | 1453892 |
| US Treasury Bonds 3.375% 5/15/2044  | 3.50 to 4.46 | 61800000 | 52124438 |
| US Treasury Bonds 3.375% 8/15/2042  | 4.93 | 10700000 | 9222898 |
| US Treasury Bonds 3.5% 2/15/2039  | 2.66 | 315000 | 291461 |
| US Treasury Bonds 3.625% 2/15/2044  | 3.85 to 4.56 | 10956000 | 9607898 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.66 to 4.71 | 59000000 | 49221211 |
| US Treasury Bonds 3.625% 5/15/2053  | 4.25 to 4.54 | 13900000 | 11583152 |
| US Treasury Bonds 3.625% 8/15/2043  | 3.59 to 4.55 | 42601000 | 37545459 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.78 | 3000000 | 2746798 |
| US Treasury Bonds 4% 11/15/2052  | 4.40 | 41900000 | 37407207 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.20 to 5.07 | 91100000 | 83075371 |
| US Treasury Bonds 4.25% 11/15/2040  | 3.71 | 80000 | 78431 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.44 to 4.51 | 37100000 | 34547926 |
| US Treasury Bonds 4.25% 5/15/2039  | 3.45 to 3.99 | 1598000 | 1589760 |
| US Treasury Bonds 4.375% 11/15/2039  | 4.37 | 340000 | 340571 |
| US Treasury Bonds 4.375% 2/15/2038  | 2.80 to 4.13 | 10184000 | 10412742 |
| US Treasury Bonds 4.375% 5/15/2041  | 3.28 to 3.79 | 7517000 | 7450052 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.80 | 31000000 | 30108750 |
| US Treasury Bonds 4.5% 2/15/2036  | 2.61 to 3.34 | 24732200 | 25846115 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.68 | 10900000 | 10769711 |
| US Treasury Bonds 4.5% 5/15/2038  | 4.16 | 24300000 | 25090699 |
| US Treasury Bonds 4.5% 8/15/2039  | 4.39 | 14731000 | 14988793 |
| US Treasury Bonds 4.625% 11/15/2045  | 4.63 | 10800000 | 10791563 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.67 | 14500000 | 14395781 |
| US Treasury Bonds 4.625% 2/15/2040  | 2.99 | 5000 | 5132 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.58 to 4.92 | 50900000 | 50482396 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.54 to 4.63 | 22100000 | 21908351 |
| US Treasury Bonds 4.75% 11/15/2053  | 4.00 to 4.48 | 37400000 | 37779844 |
| US Treasury Bonds 4.75% 2/15/2037  | 2.32 to 2.78 | 13000 | 13800 |
| US Treasury Bonds 4.75% 2/15/2041  | 4.03 | 11100000 | 11485465 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.79 to 4.89 | 30700000 | 31069359 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.67 to 4.92 | 51800000 | 52447500 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.87 | 8000000 | 8250000 |
| US Treasury Bonds 5% 5/15/2037  | 2.90 to 4.31 | 4967000 | 5382986 |
| US Treasury Bonds 5% 5/15/2045  | 4.85 to 4.92 | 13500000 | 14151797 |
| US Treasury Bonds 5.25% 11/15/2028  | 2.65 to 2.98 | 31601000 | 33144017 |
| US Treasury Bonds 5.25% 2/15/2029  | 2.75 to 3.84 | 10374000 | 10938491 |
| US Treasury Bonds 6.125% 11/15/2027  | 2.86 to 2.94 | 139604000 | 146535122 |
| US Treasury Bonds 6.25% 5/15/2030  | 3.95 to 4.21 | 116378000 | 129084115 |
| US Treasury Bonds 6.375% 8/15/2027  | 3.09 to 3.25 | 21500000 | 22517051 |
| US Treasury Bonds 6.5% 11/15/2026  | 3.02 | 39000 | 40060 |
| US Treasury Bonds 6.625% 2/15/2027  | 2.93 to 3.60 | 9550000 | 9914094 |
| US Treasury Notes 0.375% 7/31/2027  | 0.91 to 3.51 | 82414000 | 78238572 |
| US Treasury Notes 0.375% 9/30/2027  | 3.68 | 61826000 | 58408664 |
| US Treasury Notes 0.5% 10/31/2027  | 3.78 to 4.23 | 104800000 | 98999157 |
| US Treasury Notes 0.5% 4/30/2027  | 1.95 to 4.09 | 119444000 | 114446948 |
| US Treasury Notes 0.5% 5/31/2027  | 0.55 to 3.64 | 38920000 | 37202047 |
| US Treasury Notes 0.5% 6/30/2027  | 0.49 to 4.03 | 25881000 | 24682993 |
| US Treasury Notes 0.5% 8/31/2027  | 1.13 to 2.86 | 76109000 | 72235171 |
| US Treasury Notes 0.625% 11/30/2027  | 4.18 | 28200700 | 26647458 |
| US Treasury Notes 0.625% 12/31/2027  | 3.30 | 15039900 | 14178631 |
| US Treasury Notes 0.625% 3/31/2027  | 0.51 | 17704000 | 17032493 |
| US Treasury Notes 0.625% 5/15/2030  | 0.80 to 3.52 | 154627000 | 135932837 |
| US Treasury Notes 0.625% 8/15/2030  | 3.18 to 4.31 | 129794900 | 113210559 |
| US Treasury Notes 0.75% 1/31/2028  | 0.99 to 1.28 | 122528000 | 115568792 |
| US Treasury Notes 0.875% 11/15/2030  | 3.02 to 3.72 | 64580900 | 56641990 |
| US Treasury Notes 1% 7/31/2028  | 3.07 to 3.92 | 117409000 | 110015902 |
| US Treasury Notes 1.125% 2/28/2027  | 3.63 to 4.57 | 85938000 | 83376645 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 to 3.05 | 29970000 | 28448086 |
| US Treasury Notes 1.125% 8/31/2028  | 2.95 to 4.65 | 129007000 | 121065007 |
| US Treasury Notes 1.25% 12/31/2026  | 1.61 to 4.30 | 85700000 | 83560847 |
| US Treasury Notes 1.25% 3/31/2028  | 1.41 to 2.96 | 39508000 | 37548033 |
| US Treasury Notes 1.25% 4/30/2028  | 3.55 to 4.18 | 26499000 | 25133680 |
| US Treasury Notes 1.25% 5/31/2028  | 2.94 to 3.62 | 51374000 | 48640743 |
| US Treasury Notes 1.25% 6/30/2028  | 3.04 to 4.16 | 147635000 | 139520842 |
| US Treasury Notes 1.25% 8/15/2031  | 1.62 to 4.49 | 207366000 | 181591053 |
| US Treasury Notes 1.25% 9/30/2028  | 3.65 | 3038000 | 2855483 |
| US Treasury Notes 1.375% 10/31/2028  | 4.27 | 30000000 | 28246875 |
| US Treasury Notes 1.375% 11/15/2031  | 3.04 to 3.44 | 58246000 | 51033507 |
| US Treasury Notes 1.375% 12/31/2028  | 1.56 | 23700000 | 22242820 |
| US Treasury Notes 1.5% 1/31/2027  | 1.84 to 3.89 | 65000000 | 63446094 |
| US Treasury Notes 1.5% 11/30/2028  | 3.09 | 42500000 | 40097754 |
| US Treasury Notes 1.5% 2/15/2030  | 2.99 to 3.64 | 30793000 | 28333169 |
| US Treasury Notes 1.625% 5/15/2031  | 1.39 to 4.41 | 209193000 | 188379930 |
| US Treasury Notes 1.625% 8/15/2029  | 2.67 to 4.34 | 121862000 | 113950490 |
| US Treasury Notes 1.75% 1/31/2029  | 2.00 to 4.20 | 76700000 | 72673250 |
| US Treasury Notes 1.75% 11/15/2029  | 3.01 to 3.89 | 21907000 | 20487324 |
| US Treasury Notes 1.75% 12/31/2026  | 3.64 | 39400000 | 38624313 |
| US Treasury Notes 1.875% 2/15/2032  | 2.90 to 4.34 | 83500000 | 74954385 |
| US Treasury Notes 1.875% 2/28/2027  | 3.07 | 28700000 | 28105820 |
| US Treasury Notes 1.875% 2/28/2029  | 3.08 | 2900000 | 2754886 |
| US Treasury Notes 2.25% 11/15/2027  | 4.33 | 22300000 | 21772117 |
| US Treasury Notes 2.25% 2/15/2027  | 2.40 to 3.18 | 44880000 | 44173491 |
| US Treasury Notes 2.25% 8/15/2027  | 3.34 | 15984000 | 15645589 |
| US Treasury Notes 2.375% 3/31/2029  | 4.11 to 4.23 | 87300000 | 84166066 |
| US Treasury Notes 2.375% 5/15/2027  | 0.55 to 2.98 | 7901000 | 7769831 |
| US Treasury Notes 2.375% 5/15/2029  | 0.74 to 4.37 | 162799000 | 156725834 |
| US Treasury Notes 2.625% 2/15/2029  | 1.40 to 2.51 | 58844000 | 57253373 |
| US Treasury Notes 2.625% 7/31/2029  | 3.56 to 3.75 | 29600000 | 28673844 |
| US Treasury Notes 2.75% 2/15/2028  | 0.64 to 4.32 | 91818200 | 90383541 |
| US Treasury Notes 2.75% 4/30/2027  | 2.94 | 21100000 | 20864273 |
| US Treasury Notes 2.75% 5/31/2029  | 4.52 | 92800000 | 90432875 |
| US Treasury Notes 2.75% 7/31/2027  | 4.10 to 4.50 | 30800000 | 30407781 |
| US Treasury Notes 2.75% 8/15/2032  | 3.94 to 4.14 | 69000000 | 64846524 |
| US Treasury Notes 2.875% 4/30/2029  | 2.88 to 3.49 | 74400000 | 72845156 |
| US Treasury Notes 2.875% 5/15/2028  | 3.03 to 4.46 | 52785000 | 52020030 |
| US Treasury Notes 2.875% 5/15/2032  | 3.02 to 4.10 | 126700000 | 120384797 |
| US Treasury Notes 2.875% 8/15/2028  | 1.28 to 4.00 | 92876000 | 91421185 |
| US Treasury Notes 3.125% 11/15/2028  | 2.49 to 2.88 | 26503000 | 26228653 |
| US Treasury Notes 3.125% 8/31/2027  | 4.08 | 49400000 | 49062305 |
| US Treasury Notes 3.125% 8/31/2029  | 4.48 | 29133900 | 28702582 |
| US Treasury Notes 3.25% 6/30/2027  | 3.58 | 73300000 | 72976449 |
| US Treasury Notes 3.25% 6/30/2029  | 3.08 | 34300000 | 33966379 |
| US Treasury Notes 3.375% 11/30/2027  | 3.50 | 51600000 | 51487125 |
| US Treasury Notes 3.375% 5/15/2033  | 3.96 to 4.91 | 101900000 | 98906688 |
| US Treasury Notes 3.375% 9/15/2028  | 3.62 | 14100000 | 14055938 |
| US Treasury Notes 3.5% 1/31/2030  | 3.60 | 47900000 | 47774637 |
| US Treasury Notes 3.5% 11/15/2028  | 3.49 | 22600000 | 22605297 |
| US Treasury Notes 3.5% 2/15/2033  | 3.82 to 4.53 | 61800000 | 60585726 |
| US Treasury Notes 3.5% 9/30/2027  | 3.61 | 19200000 | 19194750 |
| US Treasury Notes 3.625% 10/31/2030  | 3.60 to 3.71 | 87900000 | 87975540 |
| US Treasury Notes 3.625% 3/31/2030  | 4.31 | 6500000 | 6512188 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 | 40100000 | 40237844 |
| US Treasury Notes 3.625% 8/31/2027  | 3.61 | 27100000 | 27143402 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 1000000 | 1001015 |
| US Treasury Notes 3.625% 9/30/2030  | 3.74 | 17500000 | 17516406 |
| US Treasury Notes 3.625% 9/30/2031  | 4.22 | 2000000 | 1992968 |
| US Treasury Notes 3.75% 10/31/2032  | 3.89 | 35900000 | 35815859 |
| US Treasury Notes 3.75% 6/30/2030  | 4.08 to 4.26 | 72300000 | 72788590 |
| US Treasury Notes 3.75% 8/15/2027  | 3.89 | 81700000 | 81990418 |
| US Treasury Notes 3.875% 10/15/2027  | 4.12 | 900000 | 905729 |
| US Treasury Notes 3.875% 11/30/2027  | 4.01 | 6500000 | 6545703 |
| US Treasury Notes 3.875% 11/30/2029  | 3.99 | 2100000 | 2124362 |
| US Treasury Notes 3.875% 12/31/2029  | 3.63 to 4.34 | 22300000 | 22558715 |
| US Treasury Notes 3.875% 4/30/2030  | 3.96 | 35600000 | 36026922 |
| US Treasury Notes 3.875% 7/15/2028  | 3.89 | 13800000 | 13931531 |
| US Treasury Notes 3.875% 7/31/2027  | 3.94 | 54700000 | 54992730 |
| US Treasury Notes 3.875% 7/31/2030  | 3.69 to 3.95 | 22200000 | 22465359 |
| US Treasury Notes 3.875% 8/15/2033  | 4.03 to 4.57 | 25700000 | 25748188 |
| US Treasury Notes 3.875% 8/15/2034  | 3.92 to 4.28 | 83000000 | 82672789 |
| US Treasury Notes 3.875% 8/31/2032  | 3.92 | 20200000 | 20319148 |
| US Treasury Notes 3.875% 9/30/2029  | 4.08 | 4900000 | 4956082 |
| US Treasury Notes 4% 1/15/2027  | 4.39 | 76700000 | 77023578 |
| US Treasury Notes 4% 1/31/2029  | 3.90 | 1400000 | 1420124 |
| US Treasury Notes 4% 1/31/2031  | 4.19 to 4.28 | 113000000 | 114942188 |
| US Treasury Notes 4% 10/31/2029  | 4.12 | 11200000 | 11379813 |
| US Treasury Notes 4% 11/15/2035  | 4.02 | 29300000 | 29254219 |
| US Treasury Notes 4% 2/15/2034  | 4.24 to 4.69 | 97000000 | 97765390 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 32700000 | 33249258 |
| US Treasury Notes 4% 4/30/2032  | 4.16 | 32400000 | 32875875 |
| US Treasury Notes 4% 5/31/2030  | 3.78 | 26100000 | 26549613 |
| US Treasury Notes 4% 6/30/2028  | 4.41 | 15400000 | 15595508 |
| US Treasury Notes 4% 6/30/2032  | 3.99 | 29500000 | 29915996 |
| US Treasury Notes 4% 7/31/2030  | 4.05 to 4.35 | 35300000 | 35909476 |
| US Treasury Notes 4% 7/31/2032  | 3.76 to 4.14 | 75200000 | 76225187 |
| US Treasury Notes 4.125% 10/31/2029  | 3.70 to 4.15 | 46700000 | 47661363 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 | 5500000 | 5623320 |
| US Treasury Notes 4.125% 11/15/2027  | 3.89 to 4.11 | 52900000 | 53505457 |
| US Treasury Notes 4.125% 11/15/2032  | 4.32 to 4.34 | 45600000 | 46538719 |
| US Treasury Notes 4.125% 11/30/2029  | 3.69 to 4.08 | 64800000 | 66151688 |
| US Treasury Notes 4.125% 2/15/2027  | 4.30 | 8700000 | 8754035 |
| US Treasury Notes 4.125% 2/29/2032  | 3.92 | 36600000 | 37397766 |
| US Treasury Notes 4.125% 3/31/2029  | 4.01 | 30600000 | 31172555 |
| US Treasury Notes 4.125% 3/31/2032  | 4.08 | 11800000 | 12056742 |
| US Treasury Notes 4.125% 9/30/2027  | 3.56 to 3.83 | 51700000 | 52249313 |
| US Treasury Notes 4.25% 11/15/2034  | 4.19 to 4.58 | 75300000 | 76988368 |
| US Treasury Notes 4.25% 12/31/2026  | 4.25 | 32900000 | 33113336 |
| US Treasury Notes 4.25% 2/15/2028  | 3.76 | 42000000 | 42667136 |
| US Treasury Notes 4.25% 2/28/2031  | 4.32 | 10600000 | 10909305 |
| US Treasury Notes 4.25% 5/15/2035  | 4.23 to 4.39 | 70700000 | 72158188 |
| US Treasury Notes 4.25% 8/15/2035  | 4.10 to 4.22 | 56500000 | 57594688 |
| US Treasury Notes 4.375% 1/31/2032  | 4.11 to 4.44 | 18500000 | 19158340 |
| US Treasury Notes 4.375% 11/30/2030  | 3.87 | 21500000 | 22239063 |
| US Treasury Notes 4.375% 12/15/2026  | 4.50 | 32800000 | 33049860 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 17600000 | 18136937 |
| US Treasury Notes 4.375% 5/15/2034  | 4.34 to 4.49 | 80500000 | 83223164 |
| US Treasury Notes 4.5% 11/15/2033  | 4.07 to 4.34 | 63900000 | 66688137 |
| US Treasury Notes 4.5% 12/31/2031  | 4.24 to 4.49 | 23100000 | 24081750 |
| US Treasury Notes 4.5% 5/15/2027  | 4.68 | 3000000 | 3039727 |
| US Treasury Notes 4.5% 5/31/2029  | 3.78 to 3.93 | 66500000 | 68606699 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.21 | 74000000 | 77743334 |
| US Treasury Notes 4.625% 4/30/2029  | 3.91 to 4.72 | 50100000 | 51857414 |
| US Treasury Notes 4.625% 5/31/2031  | 4.29 | 1200000 | 1257327 |
| US Treasury Notes 4.625% 9/30/2030  | 4.33 | 2900000 | 3029820 |
| US Treasury Notes 4.875% 10/31/2030  | 4.06 | 26300000 | 27783484 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $8,965,854,667) |  |  | **8749526858** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.6%** | &nbsp;&nbsp;**Money Market Funds - 0.6%** | &nbsp;&nbsp;**Money Market Funds - 0.6%** | &nbsp;&nbsp;**Money Market Funds - 0.6%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (c)<br>(Cost $56,023,268)<br>| 4.02 | 56012066 | **56023268** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.3%**<br> (Cost $9,021,877,935)<br>| <br>**8805550126** |
| **NET OTHER ASSETS (LIABILITIES) - 0.7%**  | **66394757** |
| **NET ASSETS - 100.0%** | **8871944883** |

---

**Legend**

(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(b) Amount is stated in United States dollars unless otherwise noted.

(c) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 38080938 | 576003282 | 558061158 | 1098272 | 206 | - | 56023268 | 56012066 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 20724788 | 527346820 | 548071608 | 22011 | - | - | - | - | 0.0% |
| Total | 58805726 | 1103350102 | 1106132766 | 1120283 | 206 | - | 56023268 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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:** 2025-11-30

**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:** $8872189433.98

**Total Liabilities:** $20637683.22

**Net Assets:** $8851551750.76

**Cash Not Reported:** $3275893.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6552.74670942 | **1-Year:** 663568.65927591 | **5-Year:** 1568950.72378554 | **10-Year:** 1704609.44183057 | **30-Year:** 1246099.73820647

**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 | 0.79%                | 0.57%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4549078.81             | $53812896.79                               |
| Month 2  | $-1886393.42             | $29740266.67                               |
| Month 3  | $-10838068.42            | $39865230.84                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  59579372 | NS      | $59591287.84  | 0.67%             |  |  |  | No            |                  1 | 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      | $40060.31     | 0.00%             | 2026-11-15      | Fixed         | 0.07%                 | 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      | $9914093.75   | 0.11%             | 2027-02-15      | Fixed         | 0.07%                 | 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      | $22517050.84  | 0.25%             | 2027-08-15      | Fixed         | 0.06%                 | 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      | $146535120.82 | 1.66%             | 2027-11-15      | Fixed         | 0.06%                 | 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      | $33144017.42  | 0.37%             | 2028-11-15      | Fixed         | 0.05%                 | 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      | $10938491.46  | 0.12%             | 2029-02-15      | Fixed         | 0.05%                 | 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      | $129084113.96 | 1.46%             | 2030-05-15      | Fixed         | 0.06%                 | 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      | $25846115.04  | 0.29%             | 2036-02-15      | 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      | $13799.80     | 0.00%             | 2037-02-15      | Fixed         | 0.05%                 | 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        |   4967000 | PA      | $5382986.25   | 0.06%             | 2037-05-15      | Fixed         | 0.05%                 | 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      | $6425144.55   | 0.07%             | 2038-02-15      | Fixed         | 0.04%                 | 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      | $25090699.16  | 0.28%             | 2038-05-15      | Fixed         | 0.04%                 | 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      | $291461.13    | 0.00%             | 2039-02-15      | Fixed         | 0.04%                 | 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      | $1589760.31   | 0.02%             | 2039-05-15      | Fixed         | 0.04%                 | 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      | $14988792.50  | 0.17%             | 2039-08-15      | 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      | $340571.09    | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | 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      | $5131.64      | 0.00%             | 2040-02-15      | Fixed         | 0.05%                 | 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      | $78431.25     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | 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      | $11485464.82  | 0.13%             | 2041-02-15      | Fixed         | 0.05%                 | 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      | $7450051.72   | 0.08%             | 2041-05-15      | 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        |  41364000 | PA      | $34850785.68  | 0.39%             | 2041-11-15      | Fixed         | 0.03%                 | 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      | $10738499.97  | 0.12%             | 2042-02-15      | Fixed         | 0.03%                 | 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      | $11603653.08  | 0.13%             | 2042-05-15      | Fixed         | 0.03%                 | 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      | $47064676.49  | 0.53%             | 2042-08-15      | Fixed         | 0.03%                 | 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      | $10840988.17  | 0.12%             | 2042-11-15      | Fixed         | 0.03%                 | 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      | $22454637.94  | 0.25%             | 2043-02-15      | Fixed         | 0.03%                 | 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      | $40236401.38  | 0.45%             | 2043-05-15      | 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      | $37545459.24  | 0.42%             | 2043-08-15      | Fixed         | 0.04%                 | 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      | $9607898.38   | 0.11%             | 2044-02-15      | Fixed         | 0.04%                 | 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      | $52124437.50  | 0.59%             | 2044-05-15      | Fixed         | 0.03%                 | 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      | $50152867.35  | 0.57%             | 2044-11-15      | Fixed         | 0.03%                 | 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      | $1740162.25   | 0.02%             | 2045-02-15      | Fixed         | 0.03%                 | 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      | $31254445.11  | 0.35%             | 2045-05-15      | 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      | $44757731.34  | 0.51%             | 2045-08-15      | Fixed         | 0.03%                 | 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      | $45239788.92  | 0.51%             | 2045-11-15      | Fixed         | 0.03%                 | 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        |  16923000 | PA      | $12076808.04  | 0.14%             | 2046-02-15      | 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        |  25983000 | PA      | $18485483.49  | 0.21%             | 2046-05-15      | 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      | $1080000.00   | 0.01%             | 2046-08-15      | Fixed         | 0.02%                 | 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      | $4006210.91   | 0.05%             | 2046-11-15      | 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      | $29585398.75  | 0.33%             | 2026-11-15      | Fixed         | 0.02%                 | 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      | $41366102.56  | 0.47%             | 2047-02-15      | Fixed         | 0.03%                 | 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      | $44173490.51  | 0.50%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 05/15/2047     | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69492000 | PA      | $53508840.00  | 0.60%             | 2047-05-15      | Fixed         | 0.03%                 | 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      | $7769831.07   | 0.09%             | 2027-05-15      | Fixed         | 0.02%                 | 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      | $15645588.67  | 0.18%             | 2027-08-15      | Fixed         | 0.02%                 | 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      | $3834568.23   | 0.04%             | 2047-08-15      | Fixed         | 0.03%                 | 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      | $232450.55    | 0.00%             | 2047-11-15      | Fixed         | 0.03%                 | 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      | $21772117.08  | 0.25%             | 2027-11-15      | 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      | $90383540.63  | 1.02%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 3% 02/15/2048     | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7159000 | PA      | $5468525.21   | 0.06%             | 2048-02-15      | Fixed         | 0.03%                 | 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      | $52020029.75  | 0.59%             | 2028-05-15      | Fixed         | 0.03%                 | 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      | $3508.42      | 0.00%             | 2048-05-15      | 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      | $91421184.76  | 1.03%             | 2028-08-15      | Fixed         | 0.03%                 | 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      | $10341016.94  | 0.12%             | 2048-08-15      | Fixed         | 0.03%                 | 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      | $1453891.84   | 0.02%             | 2048-11-15      | Fixed         | 0.03%                 | 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      | $26228652.61  | 0.30%             | 2028-11-15      | Fixed         | 0.03%                 | 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      | $10523997.57  | 0.12%             | 2049-02-15      | Fixed         | 0.03%                 | 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      | $57253373.13  | 0.65%             | 2029-02-15      | Fixed         | 0.03%                 | 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      | $8108.20      | 0.00%             | 2049-05-15      | Fixed         | 0.03%                 | 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      | $156725833.77 | 1.77%             | 2029-05-15      | Fixed         | 0.02%                 | 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      | $51628.12     | 0.00%             | 2049-08-15      | Fixed         | 0.02%                 | 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      | $113950489.86 | 1.29%             | 2029-08-15      | 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      | $86179870.27  | 0.97%             | 2026-10-31      | Fixed         | 0.02%                 | 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      | $20487323.66  | 0.23%             | 2029-11-15      | Fixed         | 0.02%                 | 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      | $9436541.73   | 0.11%             | 2026-11-30      | Fixed         | 0.02%                 | 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      | $38624312.50  | 0.44%             | 2026-12-31      | Fixed         | 0.02%                 | 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      | $63446093.75  | 0.72%             | 2027-01-31      | Fixed         | 0.01%                 | 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      | $28333168.63  | 0.32%             | 2030-02-15      | Fixed         | 0.01%                 | 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      | $18611071.88  | 0.21%             | 2050-02-15      | Fixed         | 0.02%                 | 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      | $83376644.55  | 0.94%             | 2027-02-28      | Fixed         | 0.01%                 | 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      | $17032492.77  | 0.19%             | 2027-03-31      | Fixed         | 0.01%                 | 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      | $114446947.98 | 1.29%             | 2027-04-30      | 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      | $135932836.92 | 1.54%             | 2030-05-15      | 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      | $35718.75     | 0.00%             | 2050-05-15      | Fixed         | 0.01%                 | 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      | $10018027.07  | 0.11%             | 2040-05-15      | Fixed         | 0.01%                 | 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      | $37202047.07  | 0.42%             | 2027-05-31      | Fixed         | 0.01%                 | 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      | $24682992.84  | 0.28%             | 2027-06-30      | Fixed         | 0.01%                 | 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      | $78238572.16  | 0.88%             | 2027-07-31      | Fixed         | 0.00%                 | 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      | $2120998.82   | 0.02%             | 2050-08-15      | Fixed         | 0.01%                 | 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      | $113210559.13 | 1.28%             | 2030-08-15      | Fixed         | 0.01%                 | 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      | $14497406.89  | 0.16%             | 2040-08-15      | Fixed         | 0.01%                 | 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      | $72235170.63  | 0.82%             | 2027-08-31      | Fixed         | 0.01%                 | 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      | $58408664.30  | 0.66%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 10/31/2027                     | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104800000 | PA      | $98999156.51  | 1.12%             | 2027-10-31      | Fixed         | 0.01%                 | 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      | $56641989.98  | 0.64%             | 2030-11-15      | Fixed         | 0.01%                 | 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        |  47837500 | PA      | $25970530.03  | 0.29%             | 2050-11-15      | Fixed         | 0.02%                 | 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        |  24934300 | PA      | $16511181.78  | 0.19%             | 2040-11-15      | Fixed         | 0.01%                 | 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      | $26647458.46  | 0.30%             | 2027-11-30      | Fixed         | 0.01%                 | 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      | $14178630.80  | 0.16%             | 2027-12-31      | Fixed         | 0.01%                 | 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      | $115568791.89 | 1.31%             | 2028-01-31      | Fixed         | 0.01%                 | 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        | 102531000 | PA      | $59211652.50  | 0.67%             | 2051-02-15      | Fixed         | 0.02%                 | 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      | $10209972.19  | 0.12%             | 2041-02-15      | Fixed         | 0.02%                 | 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      | $28448085.94  | 0.32%             | 2028-02-29      | Fixed         | 0.01%                 | 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      | $37548032.61  | 0.42%             | 2028-03-31      | 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      | $25133680.36  | 0.28%             | 2028-04-30      | Fixed         | 0.01%                 | 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        |  77137000 | PA      | $50175207.97  | 0.57%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 05/15/2031                   | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 209193000 | PA      | $188379930.30 | 2.13%             | 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      | $50528682.32  | 0.57%             | 2041-05-15      | Fixed         | 0.02%                 | 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      | $48640742.91  | 0.55%             | 2028-05-31      | Fixed         | 0.01%                 | 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      | $139520841.62 | 1.58%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1% 07/31/2028                       | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117409000 | PA      | $110015902.03 | 1.24%             | 2028-07-31      | Fixed         | 0.01%                 | 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      | $181591053.18 | 2.05%             | 2031-08-15      | Fixed         | 0.01%                 | 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      | $45041810.15  | 0.51%             | 2051-08-15      | Fixed         | 0.02%                 | 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      | $61471630.99  | 0.69%             | 2041-08-15      | Fixed         | 0.02%                 | 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      | $121065006.56 | 1.37%             | 2028-08-31      | Fixed         | 0.01%                 | 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      | $2855482.67   | 0.03%             | 2028-09-30      | 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      | $28246875.00  | 0.32%             | 2028-10-31      | 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      | $51033507.32  | 0.58%             | 2031-11-15      | Fixed         | 0.01%                 | 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        |  66263000 | PA      | $37886387.76  | 0.43%             | 2051-11-15      | Fixed         | 0.02%                 | 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        |  71400000 | PA      | $50841820.13  | 0.57%             | 2041-11-15      | Fixed         | 0.02%                 | 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      | $74278907.25  | 0.84%             | 2026-11-30      | 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      | $40097753.80  | 0.45%             | 2028-11-30      | Fixed         | 0.01%                 | 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      | $22242820.19  | 0.25%             | 2028-12-31      | Fixed         | 0.01%                 | 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      | $83560847.44  | 0.94%             | 2026-12-31      | Fixed         | 0.01%                 | 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      | $72673250.00  | 0.82%             | 2029-01-31      | Fixed         | 0.02%                 | 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      | $35590968.61  | 0.40%             | 2052-02-15      | Fixed         | 0.02%                 | 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      | $74954384.55  | 0.85%             | 2032-02-15      | Fixed         | 0.02%                 | 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      | $24680820.01  | 0.28%             | 2042-02-15      | Fixed         | 0.02%                 | 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      | $2754886.73   | 0.03%             | 2029-02-28      | Fixed         | 0.02%                 | 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      | $28105820.46  | 0.32%             | 2027-02-28      | Fixed         | 0.02%                 | 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      | $84166066.19  | 0.95%             | 2029-03-31      | Fixed         | 0.02%                 | 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      | $20864273.33  | 0.24%             | 2027-04-30      | Fixed         | 0.03%                 | 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      | $72845156.06  | 0.82%             | 2029-04-30      | Fixed         | 0.03%                 | 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      | $120384796.88 | 1.36%             | 2032-05-15      | Fixed         | 0.03%                 | 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      | $8936718.69   | 0.10%             | 2052-05-15      | Fixed         | 0.03%                 | 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      | $90432875.23  | 1.02%             | 2029-05-31      | Fixed         | 0.03%                 | 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      | $33966378.99  | 0.38%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.25% 06/30/2027                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73300000 | PA      | $72976449.40  | 0.82%             | 2027-06-30      | 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      | $30407781.10  | 0.34%             | 2027-07-31      | Fixed         | 0.03%                 | 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      | $28673843.82  | 0.32%             | 2029-07-31      | Fixed         | 0.03%                 | 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      | $74170500.00  | 0.84%             | 2052-08-15      | Fixed         | 0.03%                 | 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      | $64846523.61  | 0.73%             | 2032-08-15      | Fixed         | 0.03%                 | 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      | $9222898.38   | 0.10%             | 2042-08-15      | Fixed         | 0.03%                 | 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      | $49062304.56  | 0.55%             | 2027-08-31      | Fixed         | 0.03%                 | 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      | $28702581.64  | 0.32%             | 2029-08-31      | Fixed         | 0.03%                 | 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      | $52249312.50  | 0.59%             | 2027-09-30      | Fixed         | 0.04%                 | 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      | $4956082.02   | 0.06%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 10/31/2029                       | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11200000 | PA      | $11379812.53  | 0.13%             | 2029-10-31      | Fixed         | 0.04%                 | 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      | $37407207.14  | 0.42%             | 2052-11-15      | Fixed         | 0.04%                 | 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      | $46538718.86  | 0.53%             | 2032-11-15      | 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      | $6545703.13   | 0.07%             | 2027-11-30      | Fixed         | 0.04%                 | 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      | $2124363.28   | 0.02%             | 2029-11-30      | 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      | $22558714.79  | 0.25%             | 2029-12-31      | 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      | $47774636.60  | 0.54%             | 2030-01-31      | Fixed         | 0.04%                 | 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      | $49221210.79  | 0.56%             | 2053-02-15      | Fixed         | 0.04%                 | 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      | $60585726.41  | 0.68%             | 2033-02-15      | 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      | $6512187.50   | 0.07%             | 2030-03-31      | Fixed         | 0.04%                 | 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      | $98906687.50  | 1.12%             | 2033-05-15      | Fixed         | 0.03%                 | 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      | $11583152.31  | 0.13%             | 2053-05-15      | Fixed         | 0.04%                 | 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      | $7691034.12   | 0.09%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 06/30/2028                       | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $15595507.77  | 0.18%             | 2028-06-30      | 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      | $72788589.66  | 0.82%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 07/31/2030                       | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35300000 | PA      | $35909476.39  | 0.41%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 08/15/2033                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25700000 | PA      | $25748187.50  | 0.29%             | 2033-08-15      | 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      | $83075370.87  | 0.94%             | 2053-08-15      | Fixed         | 0.04%                 | 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      | $3029820.30   | 0.03%             | 2030-09-30      | 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      | $27783484.38  | 0.31%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 11/15/2033                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63900000 | PA      | $66688136.56  | 0.75%             | 2033-11-15      | Fixed         | 0.04%                 | 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      | $37779843.75  | 0.43%             | 2053-11-15      | Fixed         | 0.05%                 | 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      | $22239062.50  | 0.25%             | 2030-11-30      | 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      | $33049860.23  | 0.37%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/15/2027                       | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76700000 | PA      | $77023578.13  | 0.87%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/31/2031                       | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113000000 | PA      | $114942187.50 | 1.30%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/31/2029                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1420125.00   | 0.02%             | 2029-01-31      | Fixed         | 0.04%                 | 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      | $8754035.18   | 0.10%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 02/15/2034                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97000000 | PA      | $97765390.14  | 1.10%             | 2034-02-15      | Fixed         | 0.04%                 | 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        |  37100000 | PA      | $34547925.87  | 0.39%             | 2054-02-15      | Fixed         | 0.04%                 | 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      | $10769710.99  | 0.12%             | 2044-02-15      | Fixed         | 0.04%                 | 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      | $10909304.71  | 0.12%             | 2031-02-28      | 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      | $31172554.76  | 0.35%             | 2029-03-31      | Fixed         | 0.04%                 | 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      | $51857413.81  | 0.59%             | 2029-04-30      | Fixed         | 0.05%                 | 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      | $21908351.45  | 0.25%             | 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      | $3039726.57   | 0.03%             | 2027-05-15      | 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      | $83223163.66  | 0.94%             | 2034-05-15      | Fixed         | 0.04%                 | 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      | $68606699.39  | 0.78%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 05/31/2031                   | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1257328.13   | 0.01%             | 2031-05-31      | Fixed         | 0.05%                 | 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      | $81990418.17  | 0.93%             | 2027-08-15      | Fixed         | 0.04%                 | 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      | $82672789.10  | 0.93%             | 2034-08-15      | 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      | $1992968.76   | 0.02%             | 2031-09-30      | Fixed         | 0.04%                 | 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      | $905730.47    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | 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      | $47661363.40  | 0.54%             | 2029-10-31      | Fixed         | 0.04%                 | 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      | $5623320.34   | 0.06%             | 2031-10-31      | 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      | $53505456.90  | 0.60%             | 2027-11-15      | 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      | $30108750.00  | 0.34%             | 2054-11-15      | Fixed         | 0.04%                 | 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      | $76988367.56  | 0.87%             | 2034-11-15      | Fixed         | 0.04%                 | 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      | $66151687.82  | 0.75%             | 2029-11-30      | 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      | $8167324.33   | 0.09%             | 2026-11-30      | Fixed         | 0.04%                 | 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      | $33113336.10  | 0.37%             | 2026-12-31      | Fixed         | 0.04%                 | 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      | $18136937.46  | 0.20%             | 2029-12-31      | Fixed         | 0.04%                 | 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      | $24081750.00  | 0.27%             | 2031-12-31      | Fixed         | 0.04%                 | 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      | $19158339.89  | 0.22%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.625% 02/15/2055 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50900000 | PA      | $50482396.04  | 0.57%             | 2055-02-15      | Fixed         | 0.05%                 | 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      | $77743334.40  | 0.88%             | 2035-02-15      | Fixed         | 0.05%                 | 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      | $42667136.40  | 0.48%             | 2028-02-15      | Fixed         | 0.04%                 | 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      | $37397765.81  | 0.42%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 03/31/2032                   | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11800000 | PA      | $12056742.16  | 0.14%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 03/31/2030                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32700000 | PA      | $33249257.98  | 0.38%             | 2030-03-31      | Fixed         | 0.04%                 | 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      | $36026921.96  | 0.41%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 04/30/2032                       | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32400000 | PA      | $32875875.00  | 0.37%             | 2032-04-30      | 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      | $72158187.50  | 0.82%             | 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      | $31069359.38  | 0.35%             | 2055-05-15      | Fixed         | 0.05%                 | 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      | $14151796.88  | 0.16%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 05/31/2030                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26100000 | PA      | $26549613.22  | 0.30%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 06/30/2032                       | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29500000 | PA      | $29915996.02  | 0.34%             | 2032-06-30      | Fixed         | 0.04%                 | 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      | $13931531.25  | 0.16%             | 2028-07-15      | Fixed         | 0.04%                 | 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      | $54992730.33  | 0.62%             | 2027-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2030                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22200000 | PA      | $22465359.26  | 0.25%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 07/31/2032                       | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48100000 | PA      | $48755738.16  | 0.55%             | 2032-07-31      | Fixed         | 0.04%                 | 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        |  51800000 | PA      | $52447500.00  | 0.59%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 08/15/2035                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56500000 | PA      | $57594687.50  | 0.65%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/15/2028                   | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40100000 | PA      | $40237843.75  | 0.45%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 4.875% 08/15/2045 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8250000.00   | 0.09%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 08/31/2032                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $20319148.49  | 0.23%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/31/2027                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27100000 | PA      | $27143402.28  | 0.31%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/31/2030                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1001015.62   | 0.01%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 09/15/2028                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14100000 | PA      | $14055937.50  | 0.16%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 09/30/2030                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17516406.25  | 0.20%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 09/30/2027                     | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19200000 | PA      | $19194749.95  | 0.22%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 10/31/2032                    | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35900000 | PA      | $35815859.38  | 0.40%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 10/31/2030                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44800000 | PA      | $44838500.22  | 0.51%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer