Form NPORT-P FIDELITY SCHOOL STREET For: Mar 31

May 25, 2022 12:10 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000215829
          XXXXXXXX
        
      
      
      
      
        S000072687
        C000229122
      
      
      
    
  
  
    
      Fidelity School Street Trust
      811-02676
      0000215829
      WX9R9SUUXPO900BH1D05
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      Fidelity Series International Developed Markets Bond Index Fund
      S000072687
      54930044ZDE46MDDII13
      2022-12-31
      2022-03-31
      N
    
    
      6329326453.84
      22969974.32
      6306356479.52
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      582.18000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          DKK
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN #339 0.4% 06/20/2025
        N/A
        
          
        
        5115650000.00000000
        PA
        
        42593017.88000000
        0.675398195746
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2025-06-20
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS
        N/A
        
          
        
        66600000.00000000
        PA
        
        7275894.07000000
        0.115373973761
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2032-05-18
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 1% 06/12/2028 REGS
        N/A
        
          
        
        5130000.00000000
        PA
        
        5692730.69000000
        0.090269725609
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2028-06-12
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK KINGDOM OF 0.25% 11/15/2022 144A REGS
        N/A
        
          
        
        53157000.00000000
        PA
        
        7941874.46000000
        0.125934435926
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2022-11-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0% 02/25/2024 REGS
        N/A
        
          
        
        27336000.00000000
        PA
        
        30253634.92000000
        0.479732394105
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2024-02-25
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXEMBOURG GRAND DUCHY OF
        22210065LIUFB00MNF63
        LUXEMBOURG GRAND DUCHY OF 0% 04/28/2025 REGS
        N/A
        
          
        
        174000.00000000
        PA
        
        188682.02000000
        0.002991933941
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2025-04-28
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 08/15/2050 REGS
        N/A
        
          
        
        16503000.00000000
        PA
        
        15280826.02000000
        0.242308313360
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 1.875% 10/01/2051
        N/A
        
          
        
        3600000.00000000
        PA
        
        2251318.11000000
        0.035699188863
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2051-10-01
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2071 REGS
        N/A
        
          
        
        21072000.00000000
        PA
        
        28168699.41000000
        0.446671536908
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2071-10-22
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA
        549300LPING1L7J52T50
        HONG KONG GOVT 2.13% 7/16/30
        N/A
        
          
        
        4750000.00000000
        PA
        
        611947.54000000
        0.009703662360
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2030-07-16
          Fixed
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS
        N/A
        
          
        
        6600000.00000000
        PA
        
        7047604.59000000
        0.111753983665
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2027-06-17
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0% 01/15/2038 144A REGS
        N/A
        
          
        
        30030000.00000000
        PA
        
        28840872.13000000
        0.457330190953
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2038-01-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS
        N/A
        
          
        
        21231000.00000000
        PA
        
        40288118.73000000
        0.638849371437
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2040-07-04
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.5% 03/20/2060
        N/A
        
          
        
        1890000000.00000000
        PA
        
        13367861.02000000
        0.211974395412
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2060-03-20
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 1% 05/15/2026 REGS
        N/A
        
          
        
        16807000.00000000
        PA
        
        18990665.69000000
        0.301135302954
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2026-05-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN GOVERNMENT BOND 1.0% 11/12/2026 REGS
        N/A
        
          
        
        184075000.00000000
        PA
        
        19429638.58000000
        0.308096103401
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2026-11-12
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYPRUS, REPUBLIC OF
        213800IOEYYAHPDLUL60
        CYPRUS REPUBLIC OF 0% 02/09/2026 REGS
        N/A
        
          
        
        5219000.00000000
        PA
        
        5505771.84000000
        0.087305116002
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2026-02-09
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 5% 08/01/2034 REGS 144A
        N/A
        
          
        
        9900000.00000000
        PA
        
        14515746.58000000
        0.230176435904
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2034-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 0.25% 05/14/2025 REGS
        N/A
        
          
        
        12234000.00000000
        PA
        
        13319215.47000000
        0.211203022113
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2025-05-14
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS
        N/A
        
          
        
        15137000.00000000
        PA
        
        17992235.63000000
        0.285303180821
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2041-10-22
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 2.25% 02/15/2047 REGS
        N/A
        
          
        
        1080000.00000000
        PA
        
        1354284.97000000
        0.021474919383
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2047-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0% 07/15/2023 144A REGS
        N/A
        
          
        
        18030000.00000000
        PA
        
        20015218.22000000
        0.317381649530
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2023-07-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.1% 06/20/2031
        N/A
        
          
        
        36524800000.00000000
        PA
        
        297433801.35000000
        4.716412754590
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2031-06-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 0.5% 09/01/2025
        135087K94
        
          
        
        28191000.00000000
        PA
        
        21175704.09000000
        0.335783493349
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-09-01
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLND GOV 1.25% 06/11/24 REGS
        N/A
        
          
        
        9855000.00000000
        PA
        
        10987303.83000000
        0.174225860299
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2024-06-11
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS
        N/A
        
          
        
        16600000.00000000
        PA
        
        12128976.30000000
        0.192329379720
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2035-06-21
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS
        N/A
        
          
        
        940000.00000000
        PA
        
        991475.06000000
        0.015721836582
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0% 11/25/2031 REGS
        N/A
        
          
        
        7769000.00000000
        PA
        
        7861349.15000000
        0.124657544741
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-11-25
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 1.25% 10/31/2030 144A REGS
        N/A
        
          
        
        17815000.00000000
        PA
        
        19771894.29000000
        0.313523257909
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2030-10-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 1% 11/21/2031 REGS
        N/A
        
          
        
        13958000.00000000
        PA
        
        8836367.07000000
        0.140118420179
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2031-11-21
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIAN GOVT 3.25% 4/21/29 REGS
        N/A
        
          
        
        14800000.00000000
        PA
        
        11431937.38000000
        0.181276421926
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2029-04-21
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE OAT 4.5% 4/25/41 RGS
        N/A
        
          
        
        2610000.00000000
        PA
        
        4469704.13000000
        0.070876173025
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2041-04-25
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UK GILT 4.5% 9/07/34 REGS
        N/A
        
          
        
        4130000.00000000
        PA
        
        7094035.26000000
        0.112490235574
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2034-09-07
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS
        N/A
        
          
        
        20252000.00000000
        PA
        
        19662762.80000000
        0.311792758050
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2036-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0% 07/15/2031 144A REGS
        N/A
        
          
        
        6951000.00000000
        PA
        
        7213530.26000000
        0.114385069785
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS
        N/A
        
          
        
        6536000.00000000
        PA
        
        6775994.03000000
        0.107447050480
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2045-06-28
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 0.4875% 10/20/2050 REGS
        N/A
        
          
        
        2515000.00000000
        PA
        
        2030101.56000000
        0.032191354335
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2050-10-20
          Fixed
          0.00487500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 4% 07/04/2025 REGS 144A
        N/A
        
          
        
        6480000.00000000
        PA
        
        8045207.57000000
        0.127572990777
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2025-07-04
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        REPUBLIC OF LITHUANIA 1.625% 06/19/2049 REGS
        N/A
        
          
        
        1009000.00000000
        PA
        
        1091998.53000000
        0.017315838924
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2049-06-19
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS
        N/A
        
          
        
        7110000.00000000
        PA
        
        7222722.80000000
        0.114530836045
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2035-06-23
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL REPUBLIC OF
        549300P6U1FJ3IMP7K42
        PORTUGAL REPUBLIC OF 4.1% 04/15/2037 REGS 144A
        N/A
        
          
        
        24573000.00000000
        PA
        
        36110850.48000000
        0.572610359044
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2037-04-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0% 02/25/2027 REGS
        N/A
        
          
        
        7984000.00000000
        PA
        
        8586620.77000000
        0.136158188930
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2027-02-25
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 0.25% 03/01/2026
        135087L51
        
          
        
        44228000.00000000
        PA
        
        32588233.35000000
        0.516752160392
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-03-01
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 2.4% 05/15/2030 REGS
        N/A
        
          
        
        10260000.00000000
        PA
        
        12757540.53000000
        0.202296533211
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2030-05-15
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 2.25% 08/01/2036
        N/A
        
          
        
        30000.00000000
        PA
        
        21418.67000000
        0.000339636207
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2036-08-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS
        N/A
        
          
        
        9459000.00000000
        PA
        
        7607969.49000000
        0.120639699241
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2071-10-31
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN GOVT 1.95% 04/30/2026 144A RGS
        N/A
        
          
        
        11790000.00000000
        PA
        
        13682483.53000000
        0.216963369806
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2026-04-30
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 1.75% 09/06/2029 144A REGS
        N/A
        
          
        
        75590000.00000000
        PA
        
        8101352.89000000
        0.128463288054
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2029-09-06
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 1.25% 06/01/2030
        135087K37
        
          
        
        12150000.00000000
        PA
        
        8908380.19000000
        0.141260333425
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-06-01
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS
        N/A
        
          
        
        2842000.00000000
        PA
        
        4608158.22000000
        0.073071641842
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2064-06-25
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.6% 06/20/2024
        N/A
        
          
        
        8141100000.00000000
        PA
        
        67815750.86000000
        1.075355493782
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-06-20
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 2.375% 07/01/2039
        N/A
        
          
        
        5400000.00000000
        PA
        
        3888589.66000000
        0.061661431170
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2039-07-01
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #77 2% 3/20/25
        N/A
        
          
        
        40000000.00000000
        PA
        
        348243.80000000
        0.005522107751
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2025-03-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0% 07/15/2024 REGS
        N/A
        
          
        
        24477000.00000000
        PA
        
        27028670.71000000
        0.428594082776
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2024-07-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE GOVT 0.75% 05/25/2028 REGS
        N/A
        
          
        
        21780000.00000000
        PA
        
        24259699.89000000
        0.384686466246
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2028-05-25
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 4.75% 09/01/2044 REGS 144A
        N/A
        
          
        
        16726000.00000000
        PA
        
        26196557.11000000
        0.415399243526
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2044-09-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS
        N/A
        
          
        
        6570000.00000000
        PA
        
        7184886.81000000
        0.113930870120
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2029-02-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 REGS 144A
        N/A
        
          
        
        21035000.00000000
        PA
        
        33502006.79000000
        0.531241881089
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2047-01-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 1.875% 03/01/2050
        N/A
        
          
        
        17663000.00000000
        PA
        
        11207570.00000000
        0.177718624635
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2050-03-01
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 1% 08/15/2024 REGS
        N/A
        
          
        
        18270000.00000000
        PA
        
        20692052.12000000
        0.328114215985
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2024-08-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXEMBOURG GRAND DUCHY OF
        22210065LIUFB00MNF63
        LUXEMBOURG GRAND DUCHY OF 0% 04/28/2030 REGS
        N/A
        
          
        
        1879000.00000000
        PA
        
        1919461.22000000
        0.030436928616
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2030-04-28
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0% 04/01/2026 REGS
        N/A
        
          
        
        64671000.00000000
        PA
        
        68412747.83000000
        1.084822084704
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS
        N/A
        
          
        
        3811000.00000000
        PA
        
        3685345.38000000
        0.058438583228
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2041-04-22
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 5.4% 03/13/2025
        N/A
        
          
        
        23212000.00000000
        PA
        
        29473061.91000000
        0.467354834851
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2025-03-13
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 0% 06/17/2024 REGS
        N/A
        
          
        
        6882000.00000000
        PA
        
        7576592.97000000
        0.120142161240
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2024-06-17
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 2.15% 03/01/2072 144A REGS
        N/A
        
          
        
        4797000.00000000
        PA
        
        4524731.17000000
        0.071748737717
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2072-03-01
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 1.7% 09/01/2051 144A REGS
        N/A
        
          
        
        8286000.00000000
        PA
        
        7811595.45000000
        0.123868599489
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 3% 03/14/2024 REGS 144A
        N/A
        
          
        
        130943000.00000000
        PA
        
        15100025.76000000
        0.239441360618
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2024-03-14
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0% 11/25/2029 REGS
        N/A
        
          
        
        11454000.00000000
        PA
        
        11954291.13000000
        0.189559394062
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2029-11-25
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0.25% 07/15/2025 REGS 144A
        N/A
        
          
        
        13480000.00000000
        PA
        
        14906434.26000000
        0.236371576970
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2025-07-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYPRUS, REPUBLIC OF
        213800IOEYYAHPDLUL60
        CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS
        N/A
        
          
        
        2239000.00000000
        PA
        
        2358931.70000000
        0.037405619356
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2050-04-16
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 2% 05/15/2032
        N/A
        
          
        
        11913000.00000000
        PA
        
        7383200.42000000
        0.117075532345
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2032-05-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 11/15/2027 REGS
        N/A
        
          
        
        43519000.00000000
        PA
        
        47094823.07000000
        0.746783395815
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2027-11-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 1.625% 07/01/2031
        N/A
        
          
        
        44254000.00000000
        PA
        
        30745159.17000000
        0.487526502344
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2031-07-01
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0.95% 03/01/2037 144A REGS
        N/A
        
          
        
        41747000.00000000
        PA
        
        39033549.47000000
        0.618955645732
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2037-03-01
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM GOVT 2.25% 6/22/23
        N/A
        
          
        
        17069000.00000000
        PA
        
        19478137.91000000
        0.308865158087
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2023-06-22
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 1.5% 03/25/2035 REGS
        N/A
        
          
        
        2925000.00000000
        PA
        
        3178892.02000000
        0.050407743842
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2035-03-25
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM GOVT 2.15% 06/22/2066 144A REGS
        N/A
        
          
        
        4230000.00000000
        PA
        
        5522578.56000000
        0.087571620442
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2066-06-22
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/15/2025 144A REGS
        N/A
        
          
        
        39188000.00000000
        PA
        
        46949909.62000000
        0.744485500819
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2025-10-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UK GILT 4.25% 12/07/40 REGS
        N/A
        
          
        
        6440000.00000000
        PA
        
        11722800.42000000
        0.185888642008
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2040-12-07
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.125% 09/15/2031 144A REGS
        N/A
        
          
        
        777000.00000000
        PA
        
        799645.18000000
        0.012679986971
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2031-09-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0% 02/25/2023 REGS
        N/A
        
          
        
        19143000.00000000
        PA
        
        21269063.51000000
        0.337263895231
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-02-25
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS
        N/A
        
          
        
        33692000.00000000
        PA
        
        36239250.40000000
        0.574646398719
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2046-01-31
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.5% 10/22/2061 REGS
        N/A
        
          
        
        1816000.00000000
        PA
        
        1601960.79000000
        0.025402318996
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2061-10-22
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA, GOVERNMENT OF 1.75% 12/01/2053
        135087M68
        
          
        
        7700000.00000000
        PA
        
        5298996.92000000
        0.084026282643
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2053-12-01
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 0.25% 11/21/2025 REGS
        N/A
        
          
        
        19392000.00000000
        PA
        
        13390841.46000000
        0.212338796633
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-11-21
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA GOVT 3.25% 4/21/25 REGS
        N/A
        
          
        
        19400000.00000000
        PA
        
        14901863.02000000
        0.236299090741
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-04-21
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 0.45% 02/15/2029 REGS
        N/A
        
          
        
        6660000.00000000
        PA
        
        6783342.88000000
        0.107563581317
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-02-15
          Fixed
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND GOVT 1.375% 04/15/2047 144A REGS
        N/A
        
          
        
        2430000.00000000
        PA
        
        2912403.85000000
        0.046182036481
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2047-04-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS
        N/A
        
          
        
        27440000.00000000
        PA
        
        27455806.11000000
        0.435367175946
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2035-05-15
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 1.25% 5/25/36 144A RGS
        N/A
        
          
        
        79486000.00000000
        PA
        
        89157151.26000000
        1.413766436285
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2036-05-25
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS
        N/A
        
          
        
        400000.00000000
        PA
        
        439916.60000000
        0.006975764871
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2028-05-30
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS
        N/A
        
          
        
        7736000.00000000
        PA
        
        7900562.53000000
        0.125279351962
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2031-10-31
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK KINGDOM OF 0.5% 11/15/2029 144A REGS
        N/A
        
          
        
        110754000.00000000
        PA
        
        16201402.34000000
        0.256905907438
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2029-11-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND GOVERNMENT 0.5% 04/15/2026 144A REGS
        N/A
        
          
        
        13649000.00000000
        PA
        
        15162804.15000000
        0.240436838596
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2026-04-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYPRUS, REPUBLIC OF
        213800IOEYYAHPDLUL60
        CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS
        N/A
        
          
        
        4882000.00000000
        PA
        
        4913973.30000000
        0.077920956672
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2030-01-21
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 1.45% 05/15/2025 REGS
        N/A
        
          
        
        12582000.00000000
        PA
        
        14169376.61000000
        0.224684041506
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2025-05-15
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/GBP settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1014334.49000000
        0.016084318945
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            222872000.00000000
            GBP
            293745296.00000000
            USD
            2022-04-28
            1014334.49000000
          
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 0% 02/12/2031 REGS
        N/A
        
          
        
        5375000.00000000
        PA
        
        5275255.47000000
        0.083649814074
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2031-02-12
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 0.3% 10/17/2031 144A REGS
        N/A
        
          
        
        2477000.00000000
        PA
        
        2482056.18000000
        0.039358006291
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2031-10-17
          Fixed
          0.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.5% 09/15/2028 144A REGS
        N/A
        
          
        
        13409000.00000000
        PA
        
        14658787.22000000
        0.232444633721
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2028-09-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 2% 02/18/2045 REGS
        N/A
        
          
        
        15517000.00000000
        PA
        
        19402197.91000000
        0.307660976238
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2045-02-18
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.3% 12/20/2025
        N/A
        
          
        
        3000000000.00000000
        PA
        
        24924839.82000000
        0.395233601223
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2025-12-20
          Fixed
          0.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 0.375% 04/21/2036 REGS
        N/A
        
          
        
        5220000.00000000
        PA
        
        4740909.39000000
        0.075176679361
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2036-04-21
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND GOVT 1.5% 4/30/42 RGS
        N/A
        
          
        
        5524000.00000000
        PA
        
        6780881.12000000
        0.107524545147
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2042-04-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 3.75% 04/21/2037 REGS
        N/A
        
          
        
        29572000.00000000
        PA
        
        24031391.48000000
        0.381066175977
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2037-04-21
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 1.25% 08/15/2048 REGS
        N/A
        
          
        
        4320000.00000000
        PA
        
        5533127.94000000
        0.087738902137
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-08-15
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 2.6% 06/22/2024 144A REGS
        N/A
        
          
        
        20875000.00000000
        PA
        
        24390793.65000000
        0.386765222188
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2024-06-22
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.1% 06/20/2027
        N/A
        
          
        
        7400150000.00000000
        PA
        
        60945772.90000000
        0.966418138554
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-06-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 1.75% 11/25/2024 REGS
        N/A
        
          
        
        11430000.00000000
        PA
        
        13160836.36000000
        0.208691601921
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2024-11-25
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVT 4% 6/1/41
        135087YQ1
        
          
        
        12881000.00000000
        PA
        
        12713670.13000000
        0.201600879545
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 5.65% 02/15/2024 144A REGS
        N/A
        
          
        
        28550000.00000000
        PA
        
        34826248.08000000
        0.552240397337
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2024-02-15
          Fixed
          0.05650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        LITHUANIA REPUBLIC OF 0.5% 07/28/2050 REGS
        N/A
        
          
        
        2285000.00000000
        PA
        
        1787299.33000000
        0.028341235320
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2050-07-28
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN GOVERNMENT BOND 2.5% 05/12/2025
        N/A
        
          
        
        96080000.00000000
        PA
        
        10670271.37000000
        0.169198671287
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2025-05-12
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #1 2.8% 9/20/29
        N/A
        
          
        
        410000000.00000000
        PA
        
        4036112.21000000
        0.064000698709
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2029-09-20
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN KINGDOM OF 0.5% 11/24/2045
        N/A
        
          
        
        40760000.00000000
        PA
        
        3504031.74000000
        0.055563489811
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2045-11-24
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 2.125% 06/01/2026
        N/A
        
          
        
        65913000.00000000
        PA
        
        48437191.87000000
        0.768069360292
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2026-06-01
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 0% 03/17/2031 REGS
        N/A
        
          
        
        1538000.00000000
        PA
        
        1497004.81000000
        0.023738030269
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2031-03-17
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0% 05/31/2024
        N/A
        
          
        
        25154000.00000000
        PA
        
        27692488.30000000
        0.439120249385
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-05-31
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 1.75% 07/15/2023 144A REGS
        N/A
        
          
        
        34419000.00000000
        PA
        
        39103385.99000000
        0.620063044596
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2023-07-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/EUR settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6073908.56000000
        -0.09631406945
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            836465045.91000000
            EUR
            919920000.00000000
            USD
            2022-04-28
            -6073908.56000000
          
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 1% 10/09/2030 REGS
        N/A
        
          
        
        21333000.00000000
        PA
        
        23218497.26000000
        0.368176098756
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2030-10-09
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK KINGDOM OF 0% 11/15/2031
        N/A
        
          
        
        23800000.00000000
        PA
        
        3282326.56000000
        0.052047907070
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2031-11-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 1.375% 08/19/2030 144A REGS
        N/A
        
          
        
        127181000.00000000
        PA
        
        13154327.86000000
        0.208588396528
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2030-08-19
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 2.9% 10/31/2046 144A REGS
        N/A
        
          
        
        720000.00000000
        PA
        
        958388.63000000
        0.015197184509
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2046-10-31
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS
        N/A
        
          
        
        11994000.00000000
        PA
        
        12479600.84000000
        0.197889238905
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2030-10-18
          Fixed
          0.00475000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA GOVT 0% 09/20/2022 144A REGS
        N/A
        
          
        
        5710000.00000000
        PA
        
        6330179.96000000
        0.100377769327
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2022-09-20
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 0.5% 05/30/2058 RGS
        N/A
        
          
        
        3907000.00000000
        PA
        
        4055195.82000000
        0.064303307831
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2058-05-30
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS
        N/A
        
          
        
        21812000.00000000
        PA
        
        14044049.49000000
        0.222696727272
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2030-12-21
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN KINGDOM OF 0.125% 05/12/2031 144A REGS
        N/A
        
          
        
        176865000.00000000
        PA
        
        17072461.64000000
        0.270718309303
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2031-05-12
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS
        N/A
        
          
        
        4377000.00000000
        PA
        
        5223224.56000000
        0.082824759065
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2030-10-22
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVT 0.5% 07/15/26 RGS 144A
        N/A
        
          
        
        9511000.00000000
        PA
        
        10582274.12000000
        0.167803297424
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY KINGDOM OF 2% 05/24/2023 REGS 144A
        N/A
        
          
        
        16214000.00000000
        PA
        
        1848619.03000000
        0.029313582827
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2023-05-24
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXEMBOURG GRAND DUCHY OF
        22210065LIUFB00MNF63
        LUXEMBOURG GRAND DUCHY OF 0% 11/13/2026 REGS
        N/A
        
          
        
        1326000.00000000
        PA
        
        1412460.11000000
        0.022397403549
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2026-11-13
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS
        N/A
        
          
        
        17304000.00000000
        PA
        
        20237695.34000000
        0.320909472937
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2029-06-15
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE OAT 4.25% 10/25/23 REGS
        N/A
        
          
        
        6480000.00000000
        PA
        
        7663556.63000000
        0.121521145448
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-10-25
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0.75% 05/25/2052 REGS
        N/A
        
          
        
        19074000.00000000
        PA
        
        17744349.12000000
        0.281372440292
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2052-05-25
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 1.2% 10/20/2025 144A REGS
        N/A
        
          
        
        29419000.00000000
        PA
        
        33563094.65000000
        0.532210552305
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2025-10-20
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYPRUS, REPUBLIC OF
        213800IOEYYAHPDLUL60
        CYPRUS REPUBLIC OF 2.75% 02/26/2034 REGS
        N/A
        
          
        
        1789000.00000000
        PA
        
        2105000.31000000
        0.033379025065
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2034-02-26
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA, GOVERNMENT OF 0.25% 08/01/2023
        135087M35
        
          
        
        74124000.00000000
        PA
        
        57881526.25000000
        0.917828328258
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-08-01
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS
        N/A
        
          
        
        23656000.00000000
        PA
        
        26007199.48000000
        0.412396596425
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-07-30
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA GOVT 4.15 3/15/37 144A REGS
        N/A
        
          
        
        19099000.00000000
        PA
        
        30242877.20000000
        0.479561808759
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2037-03-15
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0% 04/15/2024 REGS
        N/A
        
          
        
        36404000.00000000
        PA
        
        39873233.04000000
        0.632270522123
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-04-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UK GILT 2.5% 07/22/65 REGS
        N/A
        
          
        
        7630000.00000000
        PA
        
        12745637.41000000
        0.202107785238
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2065-07-22
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVT 0.75% 07/15/2027 144A REGS
        N/A
        
          
        
        30802000.00000000
        PA
        
        34582016.91000000
        0.548367619596
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2027-07-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN GOVT 0.75% 05/12/2028
        N/A
        
          
        
        41560000.00000000
        PA
        
        4303014.12000000
        0.068232966753
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2028-05-12
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 1.7% 06/22/2050 144A REGS
        N/A
        
          
        
        27649000.00000000
        PA
        
        32080928.11000000
        0.508707812731
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2050-06-22
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS
        N/A
        
          
        
        9699000.00000000
        PA
        
        10116133.65000000
        0.160411700208
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2040-01-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 1.25% 05/28/2026 REGS
        N/A
        
          
        
        1780000.00000000
        PA
        
        2012408.42000000
        0.031910793919
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2026-05-28
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS
        N/A
        
          
        
        29474000.00000000
        PA
        
        28731022.43000000
        0.455588302426
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2037-07-30
          Fixed
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS
        N/A
        
          
        
        6365000.00000000
        PA
        
        5437390.06000000
        0.086220784975
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2052-04-12
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS
        N/A
        
          
        
        43594000.00000000
        PA
        
        47839804.94000000
        0.758596585768
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2027-10-15
          Fixed
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0.95% 08/01/2030 RGS
        N/A
        
          
        
        16920000.00000000
        PA
        
        17441311.80000000
        0.276567172449
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2030-08-01
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS
        N/A
        
          
        
        20598000.00000000
        PA
        
        22068123.61000000
        0.349934604579
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2027-10-22
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0% 01/31/2026
        N/A
        
          
        
        32671000.00000000
        PA
        
        35189640.80000000
        0.558002721766
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2026-01-31
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 2% 04/26/2028 144A REGS
        N/A
        
          
        
        45900000.00000000
        PA
        
        5039492.95000000
        0.079911323858
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2028-04-26
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE GOVT 0.75% 11/25/2028 REGS
        N/A
        
          
        
        36762000.00000000
        PA
        
        40871139.74000000
        0.648094345328
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2028-11-25
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.5% 09/15/2027 144A REGS
        N/A
        
          
        
        10508000.00000000
        PA
        
        11576907.67000000
        0.183575218235
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2027-09-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK NA NEW YORK NY
        7H6GLXDRUGQFU57RNE97
        FX Forward: USD/EUR settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -16175528.75000000
        -0.25649562948
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK NA NEW YORK NY
              7H6GLXDRUGQFU57RNE97
            
            2228832000.00000000
            EUR
            2451213712.80000000
            USD
            2022-04-28
            -16175528.75000000
          
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 2.75% 05/15/2051
        N/A
        
          
        
        5900000.00000000
        PA
        
        3584126.78000000
        0.056833558198
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2051-05-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 05/15/2036 REGS
        N/A
        
          
        
        17465000.00000000
        PA
        
        17652317.63000000
        0.279913095419
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2036-05-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0.9% 06/22/2029 144A REGS
        N/A
        
          
        
        7266000.00000000
        PA
        
        8141606.43000000
        0.129101589109
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2029-06-22
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 2.75% 04/21/2024 REGS
        N/A
        
          
        
        15698000.00000000
        PA
        
        11965637.05000000
        0.189739306505
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-04-21
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS
        N/A
        
          
        
        1633000.00000000
        PA
        
        1750391.66000000
        0.027755989780
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2036-05-16
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS
        N/A
        
          
        
        14324000.00000000
        PA
        
        16064915.72000000
        0.254741636825
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2028-07-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS
        N/A
        
          
        
        72551000.00000000
        PA
        
        54524206.91000000
        0.864591259423
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2027-11-21
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #64 1.9% 9/20/23
        N/A
        
          
        
        3670000000.00000000
        PA
        
        31008997.86000000
        0.491710196857
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-09-20
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/CHF settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -907933.73000000
        -0.01439712031
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            122270000.00000000
            CHF
            131519079.25000000
            USD
            2022-04-28
            -907933.73000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 3.5% 07/22/2068 REGS
        N/A
        
          
        
        630000.00000000
        PA
        
        1330242.06000000
        0.021093670557
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2068-07-22
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS
        N/A
        
          
        
        2278000.00000000
        PA
        
        1600776.91000000
        0.025383546191
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2041-05-21
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 1.75% 03/13/2025 REGS 144A
        N/A
        
          
        
        31500000.00000000
        PA
        
        3508281.04000000
        0.055630871032
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2025-03-13
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS
        N/A
        
          
        
        16020000.00000000
        PA
        
        21386564.28000000
        0.339127106903
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2030-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.5% 09/15/2029 144A REGS
        N/A
        
          
        
        10945000.00000000
        PA
        
        11893596.34000000
        0.188596955763
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2029-09-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA
        549300LPING1L7J52T50
        HONG KONG GOV SAR 2.02% 03/07/2034
        N/A
        
          
        
        12000000.00000000
        PA
        
        1511863.84000000
        0.023973650156
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2034-03-07
          Fixed
          0.02020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 1.65% 03/01/2032 REGS 144A
        N/A
        
          
        
        1710000.00000000
        PA
        
        1841947.47000000
        0.029207791788
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2032-03-01
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK KINGDOM OF 0.25% 11/15/2052 144A REGS
        N/A
        
          
        
        79150000.00000000
        PA
        
        9701616.35000000
        0.153838692460
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2052-11-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS
        N/A
        
          
        
        2790000.00000000
        PA
        
        2722916.90000000
        0.043177338750
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2043-04-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM GOVT 77 1% 06/22/2026 144A RGS
        N/A
        
          
        
        10527000.00000000
        PA
        
        11909171.04000000
        0.188843924041
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2026-06-22
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0.25% 03/15/2028 REGS
        N/A
        
          
        
        24775000.00000000
        PA
        
        25456215.01000000
        0.403659626484
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-03-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 0.5% 05/15/2024
        N/A
        
          
        
        32689000.00000000
        PA
        
        21547729.57000000
        0.341682707597
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2024-05-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK GOVT 1.5% 11/15/23
        N/A
        
          
        
        22070000.00000000
        PA
        
        3366504.58000000
        0.053382719339
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2023-11-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 2% 12/01/2051
        135087H72
        
          
        
        49869000.00000000
        PA
        
        36713141.74000000
        0.582160901611
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 0.5% 09/21/2026 REGS
        N/A
        
          
        
        10076000.00000000
        PA
        
        6879922.73000000
        0.109095049611
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2026-09-21
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS
        N/A
        
          
        
        11523000.00000000
        PA
        
        12911376.77000000
        0.204735917037
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2050-05-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 1.4% 12/20/2045
        N/A
        
          
        
        2270000000.00000000
        PA
        
        21121404.63000000
        0.334922465905
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2045-12-20
          Fixed
          0.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN KINGDOM OF 1.375% 06/23/2071
        N/A
        
          
        
        12990000.00000000
        PA
        
        1027882.24000000
        0.016299145843
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2071-06-23
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYPRUS, REPUBLIC OF
        213800IOEYYAHPDLUL60
        CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS
        N/A
        
          
        
        3756000.00000000
        PA
        
        3559860.52000000
        0.056448767708
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS
        N/A
        
          
        
        652000.00000000
        PA
        
        724013.68000000
        0.011480697013
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2068-06-12
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 4.2% 01/31/2037 REGS 144A
        N/A
        
          
        
        10530000.00000000
        PA
        
        15672638.54000000
        0.248521291032
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2037-01-31
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS
        N/A
        
          
        
        20169000.00000000
        PA
        
        19101131.93000000
        0.302886967966
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2040-09-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS
        N/A
        
          
        
        11389000.00000000
        PA
        
        10138153.14000000
        0.160760863629
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2040-10-20
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0.6% 08/01/2031 144A REGS
        N/A
        
          
        
        28043000.00000000
        PA
        
        27450940.48000000
        0.435290021570
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-08-01
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND DUCHY OF LUXEMBOURG
        22210065LIUFB00MNF63
        GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS
        N/A
        
          
        
        4353000.00000000
        PA
        
        4396826.89000000
        0.069720557413
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2031-03-24
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.005% 06/20/2026
        N/A
        
          
        
        5883750000.00000000
        PA
        
        48316925.83000000
        0.766162299687
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2026-06-20
          Fixed
          0.00005000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS
        N/A
        
          
        
        1521000.00000000
        PA
        
        1689231.52000000
        0.026786172419
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2029-03-14
          Fixed
          0.01187500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.1% 09/20/2028
        N/A
        
          
        
        3109300000.00000000
        PA
        
        25558885.30000000
        0.405287670987
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2028-09-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 1% 03/06/2028 REGS
        N/A
        
          
        
        9000000.00000000
        PA
        
        10033410.96000000
        0.159099965131
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2028-03-06
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0% 01/15/2052 144A REGS
        N/A
        
          
        
        7377000.00000000
        PA
        
        6399622.67000000
        0.101478923539
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2052-01-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.7% 03/20/2061
        N/A
        
          
        
        5773100000.00000000
        PA
        
        43680941.94000000
        0.692649425731
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2061-03-20
          Fixed
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 1.75% 02/01/2023
        N/A
        
          
        
        43809000.00000000
        PA
        
        32392687.49000000
        0.513651386425
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2023-02-01
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 0.25% 04/01/2024
        135087L69
        
          
        
        37162000.00000000
        PA
        
        28567312.11000000
        0.452992345148
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-01
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS
        N/A
        
          
        
        8070000.00000000
        PA
        
        6785691.70000000
        0.107600826595
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2052-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2028 REGS
        N/A
        
          
        
        7096000.00000000
        PA
        
        8638451.70000000
        0.136980072852
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2028-01-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS
        N/A
        
          
        
        11431000.00000000
        PA
        
        6136867.80000000
        0.097312415178
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADAGOVT 5.75% 6/01/33
        135087XG4
        
          
        
        14800000.00000000
        PA
        
        15640302.36000000
        0.248008535686
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2033-06-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK KINGDOM OF 0% 11/15/2031 144A REGS
        N/A
        
          
        
        102627000.00000000
        PA
        
        14128154.71000000
        0.224030385149
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2031-11-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0.5% 05/25/2072 144A
        N/A
        
          
        
        8170000.00000000
        PA
        
        5738627.42000000
        0.090997510823
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2072-05-25
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA GOVT 2.75% 11/21/2028 REGS
        N/A
        
          
        
        7664000.00000000
        PA
        
        5742992.20000000
        0.091066723212
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2028-11-21
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.2% 06/20/2036
        N/A
        
          
        
        5254500000.00000000
        PA
        
        41777461.68000000
        0.662465907464
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-06-20
          Fixed
          0.00200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2028 REGS
        N/A
        
          
        
        3570000.00000000
        PA
        
        4743794.06000000
        0.075222421621
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2028-10-22
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS
        N/A
        
          
        
        32713000.00000000
        PA
        
        34321850.78000000
        0.544242160928
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2030-07-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 0.2% 05/15/2027 REGS
        N/A
        
          
        
        7014000.00000000
        PA
        
        7605371.84000000
        0.120598508262
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2027-05-15
          Fixed
          0.00200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0% 01/15/2026
        N/A
        
          
        
        17820000.00000000
        PA
        
        19438688.88000000
        0.308239614159
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-01-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/NOK settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1612085.83000000
        0.025562871925
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            704629000.00000000
            NOK
            81624192.02000000
            USD
            2022-04-28
            1612085.83000000
          
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 0.375% 10/07/2026 REGS
        N/A
        
          
        
        696000.00000000
        PA
        
        742247.05000000
        0.011769823865
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2026-10-07
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT 0.1% 03/20/2024
        N/A
        
          
        
        260000000.00000000
        PA
        
        2141358.63000000
        0.033955559552
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-03-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 3.8% 01/26/2062 REGS 144A
        N/A
        
          
        
        12165000.00000000
        PA
        
        24062065.94000000
        0.381552581401
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2062-01-26
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE GOVT 0% 03/25/2025 REGS
        N/A
        
          
        
        53272000.00000000
        PA
        
        58430048.23000000
        0.926526250454
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2025-03-25
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A/REGS
        N/A
        
          
        
        5130000.00000000
        PA
        
        8171533.86000000
        0.129576148867
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2045-02-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND GOVT 0.875% 9/15/25 144A RGS
        N/A
        
          
        
        15486000.00000000
        PA
        
        17457329.33000000
        0.276821162690
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2025-09-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESTONIA REPUBLIC OF
        254900EIG0O7C6C9R437
        ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS
        N/A
        
          
        
        2467000.00000000
        PA
        
        2503625.33000000
        0.039700028663
        Long
        DBT
        NUSS
        EE
        N
        
        2
        
          2030-06-10
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS
        N/A
        
          
        
        5740000.00000000
        PA
        
        7179605.55000000
        0.113847125092
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2026-10-22
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 3% 04/20/2029
        N/A
        
          
        
        28894000.00000000
        PA
        
        19776276.34000000
        0.313592744149
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2029-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS
        N/A
        
          
        
        1503000.00000000
        PA
        
        1105236.00000000
        0.017525745707
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2071-06-22
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 2.7% 03/01/2047 144A REGS
        N/A
        
          
        
        5850000.00000000
        PA
        
        6879296.84000000
        0.109085124863
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2047-03-01
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS
        N/A
        
          
        
        7417000.00000000
        PA
        
        5241455.34000000
        0.083113844848
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2120-06-30
          Fixed
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA GOVT 3.125% 08/07/45 REGS
        N/A
        
          
        
        6338000.00000000
        PA
        
        9004931.68000000
        0.142791352015
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2045-08-07
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 5% 03/28/2035 144A REGS
        N/A
        
          
        
        47549000.00000000
        PA
        
        77054272.09000000
        1.221850879192
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2035-03-28
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #140 1.7% 9/20/2032
        N/A
        
          
        
        200000000.00000000
        PA
        
        1890208.64000000
        0.029973069967
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2032-09-20
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.5% 04/20/2027 144A REGS
        N/A
        
          
        
        19636000.00000000
        PA
        
        21687569.33000000
        0.343900149007
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2027-04-20
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS
        N/A
        
          
        
        2070000.00000000
        PA
        
        1973786.05000000
        0.031298358353
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2039-07-24
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA
        549300LPING1L7J52T50
        HONG KONG GOVT 1.97% 01/17/2029
        N/A
        
          
        
        14400000.00000000
        PA
        
        1829841.35000000
        0.029015824841
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2029-01-17
          Fixed
          0.01970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLND GOVT 2.25% 6/22/31 REGS
        N/A
        
          
        
        16319000.00000000
        PA
        
        20351729.45000000
        0.322717713724
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2031-06-22
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 09/15/2023 REGS
        N/A
        
          
        
        51651000.00000000
        PA
        
        57373874.13000000
        0.909778480114
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2023-09-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS
        N/A
        
          
        
        4837000.00000000
        PA
        
        5354088.31000000
        0.084899867734
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2037-03-09
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.6% 12/20/2036
        N/A
        
          
        
        8330000000.00000000
        PA
        
        69842951.37000000
        1.107500846119
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-12-20
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/30/2026 REGS
        N/A
        
          
        
        26908000.00000000
        PA
        
        33704026.54000000
        0.534445311638
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2026-01-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.75% 10/20/2026 144A REGS
        N/A
        
          
        
        12510000.00000000
        PA
        
        14002988.16000000
        0.222045617076
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2026-10-20
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 REGS 144A
        N/A
        
          
        
        5130000.00000000
        PA
        
        8689394.67000000
        0.137787876378
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2042-01-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS
        N/A
        
          
        
        13357000.00000000
        PA
        
        13259554.04000000
        0.210256969821
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2051-03-20
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.4% 06/20/2041
        N/A
        
          
        
        27727900000.00000000
        PA
        
        216202002.60000000
        3.428318765393
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2041-06-20
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS
        N/A
        
          
        
        33000000.00000000
        PA
        
        3853661.83000000
        0.061107579987
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2032-06-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0% 04/30/2023
        N/A
        
          
        
        20536000.00000000
        PA
        
        22804051.09000000
        0.361604218918
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2023-04-30
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 0% 01/15/2027 144A REGS
        N/A
        
          
        
        2084000.00000000
        PA
        
        2255341.95000000
        0.035762994961
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.25% 10/20/2036 144A REGS
        N/A
        
          
        
        12420000.00000000
        PA
        
        12095486.54000000
        0.191798332036
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2036-10-20
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 0% 08/01/2026 REGS
        N/A
        
          
        
        12600000.00000000
        PA
        
        13248140.73000000
        0.210075988774
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-08-01
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN KINGDOM OF 1.5% 11/13/2023 REGS 144A
        N/A
        
          
        
        115745000.00000000
        PA
        
        12469054.33000000
        0.197722002720
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2023-11-13
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 4.5% 03/28/2026 REGS 144A
        N/A
        
          
        
        12960000.00000000
        PA
        
        16677802.03000000
        0.264460185277
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2026-03-28
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 6.5% 07/04/2027 REGS
        N/A
        
          
        
        4770000.00000000
        PA
        
        6954026.26000000
        0.110270110523
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2027-07-04
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #96 2.1% 6/20/27
        N/A
        
          
        
        730000000.00000000
        PA
        
        6638178.91000000
        0.105261713820
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-06-20
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUB OF 3.0% 2/23 REGS
        N/A
        
          
        
        429000.00000000
        PA
        
        488756.99000000
        0.007750227751
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2023-02-28
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        188581663.56300000
        NS
        USD
        188619379.90000000
        2.990940656661
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS
        N/A
        
          
        
        8190000.00000000
        PA
        
        9640136.11000000
        0.152863799268
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2037-05-15
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN KINGDOM OF 0.75% 11/12/2029 144A REGS
        N/A
        
          
        
        130120000.00000000
        PA
        
        13385487.47000000
        0.212253898324
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2029-11-12
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 5.15% 10/31/2044 REGS 144A
        N/A
        
          
        
        12272000.00000000
        PA
        
        22012018.62000000
        0.349044946816
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2044-10-31
          Fixed
          0.05150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 0.9% 05/15/2028 REGS
        N/A
        
          
        
        28728000.00000000
        PA
        
        32123260.06000000
        0.509379071169
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2028-05-15
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM GOVT 1.9% 6/22/38 144A REGS
        N/A
        
          
        
        11250000.00000000
        PA
        
        13661368.91000000
        0.216628554924
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2038-06-22
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0.65% 10/15/2023 REGS
        N/A
        
          
        
        35730000.00000000
        PA
        
        39879648.58000000
        0.632372253447
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2023-10-15
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS
        N/A
        
          
        
        4680000.00000000
        PA
        
        5252102.69000000
        0.083282680055
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2034-04-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA, GOVERNMENT OF 1.25% 03/01/2027
        135087M84
        
          
        
        12800000.00000000
        PA
        
        9695297.36000000
        0.153738492130
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-03-01
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLND GOVT 2.5% 3/8/36 REGS
        N/A
        
          
        
        3128000.00000000
        PA
        
        4171253.42000000
        0.066143635132
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2036-03-08
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REP 5.125% 3/30/26 REGS
        N/A
        
          
        
        12292000.00000000
        PA
        
        16075721.18000000
        0.254912979185
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2026-03-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 2.125% 07/28/2025 REGS
        N/A
        
          
        
        261000.00000000
        PA
        
        306579.86000000
        0.004861441959
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2025-07-28
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 1.75% 10/20/2023 144A REGS
        N/A
        
          
        
        8280000.00000000
        PA
        
        9430951.90000000
        0.149546761757
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2023-10-20
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 2.875% 07/01/2029
        N/A
        
          
        
        17400000.00000000
        PA
        
        13289910.36000000
        0.210738330494
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2029-07-01
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS
        N/A
        
          
        
        22059000.00000000
        PA
        
        24923084.65000000
        0.395205769463
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2029-05-15
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UK GILT 4.75% 12/07/30 REGS
        N/A
        
          
        
        23100000.00000000
        PA
        
        38335467.20000000
        0.607886143520
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2030-12-07
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041
        N/A
        
          
        
        3464000.00000000
        PA
        
        1854992.34000000
        0.029414644510
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2041-05-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 3.9% 03/20/2023 REGS
        N/A
        
          
        
        14498000.00000000
        PA
        
        16687166.33000000
        0.264608675138
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2023-03-20
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031
        N/A
        
          
        
        16100000.00000000
        PA
        
        9642053.26000000
        0.152894199547
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2031-05-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 2% 04/15/2024 REGS 144A
        N/A
        
          
        
        16654000.00000000
        PA
        
        19158667.60000000
        0.303799312046
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2024-04-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND GOVT 4% 4/08/28 REGS
        N/A
        
          
        
        1080000.00000000
        PA
        
        1423208.70000000
        0.022567844120
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2028-04-08
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS
        N/A
        
          
        
        673000.00000000
        PA
        
        653746.47000000
        0.010366468691
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2040-05-25
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS
        N/A
        
          
        
        952000.00000000
        PA
        
        1477860.12000000
        0.023434452600
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2044-07-04
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS
        N/A
        
          
        
        16465000.00000000
        PA
        
        18633596.57000000
        0.295473251956
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2035-07-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 0.25% 11/21/2024 REGS
        N/A
        
          
        
        53323000.00000000
        PA
        
        37964792.40000000
        0.602008347027
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-11-21
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2023 REGS
        N/A
        
          
        
        7040000.00000000
        PA
        
        9170412.03000000
        0.145415376688
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2023-01-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS
        N/A
        
          
        
        6660000.00000000
        PA
        
        6611780.37000000
        0.104843111731
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2031-07-01
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA GOVT 2.1% 09/20/2117 144A REGS
        N/A
        
          
        
        1020000.00000000
        PA
        
        1362309.71000000
        0.021602167819
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2117-09-20
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA
        549300LPING1L7J52T50
        HONG KONG GOV SAR 2.22% 08/07/2024
        N/A
        
          
        
        3250000.00000000
        PA
        
        419820.69000000
        0.006657103691
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2024-08-07
          Fixed
          0.02220000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND GOVT 4% 1/06/49 REGS
        N/A
        
          
        
        8457000.00000000
        PA
        
        16476968.82000000
        0.261275569713
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2049-01-06
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 0.5% 12/01/2030
        135087L44
        
          
        
        86362000.00000000
        PA
        
        58934647.39000000
        0.934527687760
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-12-01
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS
        N/A
        
          
        
        22997000.00000000
        PA
        
        25645226.79000000
        0.406656789435
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2028-02-20
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA
        549300LPING1L7J52T50
        HONG KONG GOV SAR 1.89% 03/02/2032
        N/A
        
          
        
        9400000.00000000
        PA
        
        1181001.63000000
        0.018727162567
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2032-03-02
          Fixed
          0.01890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/AUD settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1162942.78000000
        0.018440803081
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            414390000.00000000
            AUD
            311339494.80000000
            USD
            2022-04-28
            1162942.78000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.005% 08/01/2023
        N/A
        
          
        
        9752500000.00000000
        PA
        
        80177342.08000000
        1.271373452172
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-08-01
          Fixed
          0.00005000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 REGS 144A
        N/A
        
          
        
        11430000.00000000
        PA
        
        14876610.67000000
        0.235898663805
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2033-01-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA REPUBLIC OF 0.875% 07/15/2030 REGS
        N/A
        
          
        
        8718000.00000000
        PA
        
        9317346.18000000
        0.147745313958
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2030-07-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT 0.1% 09/20/2027
        N/A
        
          
        
        30000000.00000000
        PA
        
        247050.27000000
        0.003917480256
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-09-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOV 1% 06/01/2027
        135087F82
        
          
        
        6319000.00000000
        PA
        
        4718715.71000000
        0.074824753807
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVT 3.5% 12/01/45
        135087ZS6
        
          
        
        2600000.00000000
        PA
        
        2479083.31000000
        0.039310865442
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL REPUBLIC OF
        549300P6U1FJ3IMP7K42
        PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS
        N/A
        
          
        
        17585000.00000000
        PA
        
        20889456.75000000
        0.331244464499
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2028-10-17
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 1.5% 02/20/2047 144A REGS
        N/A
        
          
        
        4482000.00000000
        PA
        
        5375089.11000000
        0.085232877771
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2047-02-20
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        549300FLKF3NX2O0U724
        PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS
        N/A
        
          
        
        25777000.00000000
        PA
        
        26109927.74000000
        0.414025560159
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2035-10-12
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 3.25% 05/25/2045 REGS
        N/A
        
          
        
        14553000.00000000
        PA
        
        22296729.39000000
        0.353559610250
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2045-05-25
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        LITHUANIA REPUBLIC OF 0.95% 05/26/2027 REGS
        N/A
        
          
        
        1116000.00000000
        PA
        
        1225932.98000000
        0.019439639734
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2027-05-26
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 08/15/2029 REGS
        N/A
        
          
        
        8292000.00000000
        PA
        
        8886276.26000000
        0.140909831038
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2029-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS
        N/A
        
          
        
        40321000.00000000
        PA
        
        34820520.56000000
        0.552149575956
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2033-04-21
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK KINGDOM OF 1.75% 11/15/2025
        N/A
        
          
        
        134098000.00000000
        PA
        
        20878197.67000000
        0.331065929079
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2025-11-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS
        N/A
        
          
        
        8010000.00000000
        PA
        
        13161371.61000000
        0.208700089389
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2037-01-04
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 1.5% 07/24/2025 REGS
        N/A
        
          
        
        6149000.00000000
        PA
        
        6968369.81000000
        0.110497556435
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2025-07-24
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 3% 08/01/2029 REGS
        N/A
        
          
        
        18611000.00000000
        PA
        
        22494906.38000000
        0.356702106090
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN KINGDOM OF
        ERE94C0BSULG2RM19605
        SWEDEN GOVT 3.5% 3/30/39
        N/A
        
          
        
        61125000.00000000
        PA
        
        8610834.20000000
        0.136542141694
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2039-03-30
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 2.75% 07/04/2028 REGS 144A
        N/A
        
          
        
        8640000.00000000
        PA
        
        10814494.71000000
        0.171485623198
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2028-07-04
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS
        N/A
        
          
        
        46513000.00000000
        PA
        
        34762219.57000000
        0.551225096184
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2029-11-21
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS
        N/A
        
          
        
        6113000.00000000
        PA
        
        6008523.88000000
        0.095277263496
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2050-10-22
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS
        N/A
        
          
        
        31124000.00000000
        PA
        
        33136666.61000000
        0.525448675754
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0.8% 06/22/2025 144A REGS
        N/A
        
          
        
        8618000.00000000
        PA
        
        9687726.51000000
        0.153618441035
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2025-06-22
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 1.25% 09/17/2031 144A REGS
        N/A
        
          
        
        12161000.00000000
        PA
        
        1228980.88000000
        0.019487970335
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2031-09-17
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #1 2.4% 3/20/48
        N/A
        
          
        
        280000000.00000000
        PA
        
        3134969.61000000
        0.049711265453
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2048-03-20
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT OF
        254900G14ALGVKORFN62
        NETHERLANDS GOVERNMENT OF 2% 07/15/2024 REGS 144A
        N/A
        
          
        
        14826000.00000000
        PA
        
        17137252.79000000
        0.271745703650
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2024-07-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 1.875% 02/19/2049 REGS
        N/A
        
          
        
        2678000.00000000
        PA
        
        3113071.45000000
        0.049364025965
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2049-02-19
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0% 10/22/2031 144A
        N/A
        
          
        
        706000.00000000
        PA
        
        713647.05000000
        0.011316313188
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2031-10-22
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REP 2.875% 4/24 REGS
        N/A
        
          
        
        3749000.00000000
        PA
        
        4320109.08000000
        0.068504041819
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2024-04-30
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVT #109 1.9% 3/20/29
        N/A
        
          
        
        1240000000.00000000
        PA
        
        11456809.59000000
        0.181670820975
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2029-03-20
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 0% 10/18/2031 REGS
        N/A
        
          
        
        31431000.00000000
        PA
        
        31551069.64000000
        0.500305838124
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2031-10-18
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA NA
        1IE8VN30JCEQV1H4R804
        FX Forward: USD/HKD settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7581.68000000
        0.000120222826
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC BANK USA NA
              1IE8VN30JCEQV1H4R804
            
            78123000.00000000
            HKD
            9982861.62000000
            USD
            2022-04-28
            7581.68000000
          
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN GOVT 0% 01/31/2028
        N/A
        
          
        
        10708000.00000000
        PA
        
        11209621.44000000
        0.177751154353
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2028-01-31
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND GOVERNMENT BOND 1.5% 04/15/2023 144A REGS
        N/A
        
          
        
        14018000.00000000
        PA
        
        15815451.78000000
        0.250785882963
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2023-04-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        LITHUANIA REPUBLIC OF 0.75% 07/15/2051 REGS
        N/A
        
          
        
        990000.00000000
        PA
        
        791820.56000000
        0.012555911841
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2051-07-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC OF 1.75% 05/25/2066 REGS 144A
        N/A
        
          
        
        4410000.00000000
        PA
        
        5285249.24000000
        0.083808285452
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2066-05-25
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/NZD settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        534060.21000000
        0.008468601667
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            178735000.00000000
            NZD
            124360595.77000000
            USD
            2022-04-28
            534060.21000000
          
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        BUONI DEL TESORO POLIENNALI 0.6% 06/15/2023 REGS
        N/A
        
          
        
        14352000.00000000
        PA
        
        16031541.05000000
        0.254212414126
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2023-06-15
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0.4% 06/22/2040 144A REGS
        N/A
        
          
        
        14468000.00000000
        PA
        
        13550151.56000000
        0.214864979548
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2040-06-22
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS
        N/A
        
          
        
        2513000.00000000
        PA
        
        3058528.14000000
        0.048499131787
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2047-05-26
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND GOVT 3.5% 4/08/33 REGS
        N/A
        
          
        
        5504000.00000000
        PA
        
        7750928.11000000
        0.122906596466
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2033-04-08
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0.1% 06/22/2030 144A
        N/A
        
          
        
        14700000.00000000
        PA
        
        15375523.65000000
        0.243809935260
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2030-06-22
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 2% 10/17/2047 REGS
        N/A
        
          
        
        6420000.00000000
        PA
        
        7276411.17000000
        0.115382173425
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2047-10-17
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        LITHUANIA REPUBLIC OF 2.125% 10/29/2026 REGS
        N/A
        
          
        
        4140000.00000000
        PA
        
        4805433.86000000
        0.076199844959
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2026-10-29
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 1.5% 02/19/2026 144A REGS
        N/A
        
          
        
        159972000.00000000
        PA
        
        17491902.52000000
        0.277369390341
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2026-02-19
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/CAD settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        444400.77000000
        0.007046870430
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            383095000.00000000
            CAD
            306846179.23000000
            USD
            2022-04-28
            444400.77000000
          
        
        
          N
          N
          N
        
      
      
        GRAND DUCHY OF LUXEMBOURG
        22210065LIUFB00MNF63
        GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS
        N/A
        
          
        
        2297000.00000000
        PA
        
        2267242.20000000
        0.035951697424
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2032-09-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND DUCHY OF LUXEMBOURG
        22210065LIUFB00MNF63
        GRAND DUCHY OF LUXEMBOURG 2.125% 07/10/2023 REGS
        N/A
        
          
        
        15856000.00000000
        PA
        
        18024297.14000000
        0.285811580720
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2023-07-10
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE GOVT 2.75% 4/01/42
        N/A
        
          
        
        23317000.00000000
        PA
        
        17590584.96000000
        0.278934199440
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2042-04-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE REPUBLIC OF
        54930035WQZLGC45RZ35
        SINGAPORE REPUBLIC OF 2% 02/01/2024
        N/A
        
          
        
        28300000.00000000
        PA
        
        20934504.00000000
        0.331958779494
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2024-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LATVIA, REPUBLIC OF
        25490002QDEB2KTLNK39
        LATVIA REPUBLIC OF 0.25% 01/23/2030 REGS
        N/A
        
          
        
        2400000.00000000
        PA
        
        2439779.07000000
        0.038687617452
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2030-01-23
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.1% 06/20/2030
        N/A
        
          
        
        1384300000.00000000
        PA
        
        11319898.91000000
        0.179499826036
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-06-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 1% 10/31/2050 144A REGS
        N/A
        
          
        
        4749000.00000000
        PA
        
        4159785.64000000
        0.065961790354
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINLAND REPUBLIC OF
        743700M6Y2OQRVSBRD14
        FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS
        N/A
        
          
        
        11605000.00000000
        PA
        
        11975084.50000000
        0.189889114877
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2030-09-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 1.375% 01/21/2027 REGS
        N/A
        
          
        
        3150000.00000000
        PA
        
        3597105.97000000
        0.057039369431
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2027-01-21
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/SEK settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -185557.47000000
        -0.00294238790
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            935517000.00000000
            SEK
            99355238.17000000
            USD
            2022-04-28
            -185557.47000000
          
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2027 REGS
        N/A
        
          
        
        1710000.00000000
        PA
        
        1884824.46000000
        0.029887692935
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2027-02-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN, KINGDOM OF 0.6% 10/31/2029 144A REGS
        N/A
        
          
        
        26377000.00000000
        PA
        
        28153719.84000000
        0.446434005616
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2029-10-31
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 0% 01/31/2025
        N/A
        
          
        
        7857000.00000000
        PA
        
        8599568.83000000
        0.136363506533
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2025-01-31
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2024 REGS
        N/A
        
          
        
        15456000.00000000
        PA
        
        19834371.51000000
        0.314513960230
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2024-01-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE REPUBLIC OF
        969500KCGF3SUYJHPV70
        FRANCE REPUBLIC 2.75% 10/25/27 REGS
        N/A
        
          
        
        45610000.00000000
        PA
        
        56458013.10000000
        0.895255656468
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2027-10-25
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN GOVT 6% 1/31/29
        N/A
        
          
        
        6030000.00000000
        PA
        
        8895295.10000000
        0.141052842935
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2029-01-31
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 10/18/2024 REGS
        N/A
        
          
        
        1018000.00000000
        PA
        
        1124907.96000000
        0.017837684305
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2024-10-18
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM OF
        549300SZ25JZFHRHWD76
        BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS
        N/A
        
          
        
        19086000.00000000
        PA
        
        21347491.60000000
        0.338507530764
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2028-06-22
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 10/10/2025 REGS
        N/A
        
          
        
        39774000.00000000
        PA
        
        43685387.70000000
        0.692719922222
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2025-10-10
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.7% 06/20/2051
        N/A
        
          
        
        10376350000.00000000
        PA
        
        80865467.90000000
        1.282285074790
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2051-06-20
          Fixed
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: USD/DKK settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -977693.51000000
        -0.01550330231
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            983743000.00000000
            DKK
            145426229.39000000
            USD
            2022-04-28
            -977693.51000000
          
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND CONFEDERATION 0.5% 05/27/2030 REGS
        N/A
        
          
        
        10619000.00000000
        PA
        
        11504443.37000000
        0.182426150620
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2030-05-27
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA
        549300LPING1L7J52T50
        HONG KONG GOVT 1.68% 01/21/26
        N/A
        
          
        
        33050000.00000000
        PA
        
        4173384.96000000
        0.066177434998
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2026-01-21
          Fixed
          0.01680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS
        N/A
        
          
        
        19250000.00000000
        PA
        
        19967677.59000000
        0.316627796967
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2030-02-20
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLND GOVT 4% 2/11/23 REGS
        N/A
        
          
        
        1599000.00000000
        PA
        
        1798604.62000000
        0.028520503492
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2023-02-11
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS
        N/A
        
          
        
        5940000.00000000
        PA
        
        6472873.56000000
        0.102640464125
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2029-02-20
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALAND GOVERNMENT OF 0.5% 05/15/2026
        N/A
        
          
        
        51379000.00000000
        PA
        
        32054515.95000000
        0.508288994669
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2026-05-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY KINGDOM OF
        549300O6E2WAK3IAXE34
        NORWAY GOVERNMENT BOND 1.75% 02/17/2027 144A REGS
        N/A
        
          
        
        42082000.00000000
        PA
        
        4600705.94000000
        0.072953470913
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2027-02-17
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/SGD settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -367709.29000000
        -0.00583077235
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            254392000.00000000
            SGD
            187307596.87000000
            USD
            2022-04-28
            -367709.29000000
          
        
        
          N
          N
          N
        
      
      
        SLOVAK, REPUBLIC OF
        097900BHFM0000074794
        SLOVAK REPUBLIC OF 1% 05/14/2032 REGS
        N/A
        
          
        
        3031000.00000000
        PA
        
        3244841.04000000
        0.051453498554
        Long
        DBT
        NUSS
        SK
        N
        
        2
        
          2032-05-14
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK GOVT 4.5% 11/15/39
        N/A
        
          
        
        182454000.00000000
        PA
        
        43017205.17000000
        0.682124540686
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2039-11-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND, GOVERNMENT OF
        549300237GPHG2AI7C34
        NEW ZEALANDGOVT 2.75% 04/15/37 RGS
        N/A
        
          
        
        36241000.00000000
        PA
        
        23429979.04000000
        0.371529568873
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHUANIA REPUBLIC OF
        529900F7Y171QF1RSU09
        LITHUANIA REPUBLIC OF 0.75% 05/06/2030 REGS
        N/A
        
          
        
        5762000.00000000
        PA
        
        6110479.47000000
        0.096893974989
        Long
        DBT
        NUSS
        LT
        N
        
        2
        
          2030-05-06
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/JPY settle 2022-04-28
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2918036.81000000
        -0.04627135842
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            147624450000.00000000
            JPY
            1210273569.99000000
            USD
            2022-04-28
            -2918036.81000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UK GILT 4.25% 6/07/32 RGS
        N/A
        
          
        
        9611000.00000000
        PA
        
        15729971.98000000
        0.249430428347
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2032-06-07
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENMARK KINGDOM OF
        549300PTO6LS1PTM6607
        DENMARK GOVT 0.5% 11/15/2027
        N/A
        
          
        
        151087000.00000000
        PA
        
        22307533.46000000
        0.353730930568
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2027-11-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA REPUBLIC OF
        529900QWWUI4XRVR7I03
        AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS
        N/A
        
          
        
        12003000.00000000
        PA
        
        12271649.73000000
        0.194591754682
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2031-02-20
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLOVENIA REPUBLIC OF
        485100000LWQHIX4XX88
        SLOVENIA GOVT 4.625% 9/9/24
        N/A
        
          
        
        2655000.00000000
        PA
        
        3261348.91000000
        0.051715264124
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2024-09-09
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN, KINGDOM OF
        9598007A56S18711AH60
        SPAIN KINGDOM OF 1.2% 10/31/2040 144A REGS
        N/A
        
          
        
        900000.00000000
        PA
        
        898957.78000000
        0.014254788528
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2040-10-31
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND CONFEDERATION
        5067006OA1BJ88912Q83
        SWITZERLAND GOVT 3.25% 6/27 REGS
        N/A
        
          
        
        8287000.00000000
        PA
        
        10355212.08000000
        0.164202770865
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2027-06-27
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXEMBOURG GRAND DUCHY OF
        22210065LIUFB00MNF63
        LUXEMBOURG GOVT 0.625% 02/01/2027 REGS
        N/A
        
          
        
        3395000.00000000
        PA
        
        3718386.91000000
        0.058962523321
        Long
        DBT
        NUSS
        LU
        N
        
        2
        
          2027-02-01
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND REPUBLIC OF
        549300KXBEJAOJ9OVF93
        IRELAND REPUBLIC OF 3.4% 03/18/2024 REGS
        N/A
        
          
        
        5207000.00000000
        PA
        
        6139613.42000000
        0.097355952520
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2024-03-18
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-30
      Laura M. Del Prato
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  
  XXXX



Quarterly Holdings Report
for
Fidelity® Series International Developed Markets Bond Index Fund
March 31, 2022
IDM-NPRT1-0522
1.9901935.100
Government Obligations - 98.1%
 
 
Principal
Amount (a)
 
Value ($)
 
Australia - 4.4%
 
 
 
Australian Commonwealth:
 
 
 
 0.25% 11/21/24 (Reg. S)
AUD
53,323,000
37,964,792
 0.25% 11/21/25 (Reg. S)
AUD
19,392,000
13,390,841
 0.5% 9/21/26 (Reg. S)
AUD
10,076,000
6,879,923
 1% 12/21/30 (Reg. S)
AUD
21,812,000
14,044,049
 1% 11/21/31 (Reg. S)
AUD
34,057,000
21,560,406
 1.75% 6/21/51 (Reg. S)
AUD
15,812,000
8,488,860
 2.75% 4/21/24
AUD
15,698,000
11,965,637
 2.75% 11/21/27
AUD
72,551,000
54,524,207
 2.75% 11/21/28
AUD
28,367,000
21,256,714
 2.75% 11/21/29 (Reg. S)
AUD
46,513,000
34,762,220
 2.75% 6/21/35 (Reg. S)
AUD
16,600,000
12,128,976
 2.75% 5/21/41(Reg. S)
AUD
2,278,000
1,600,777
 3.25% 4/21/25 (Reg. S)
AUD
19,400,000
14,901,863
 3.25% 4/21/29(Reg. S)
AUD
14,800,000
11,431,937
 3.75% 4/21/37 (Reg. S)
AUD
29,572,000
24,031,391
 4.5% 4/21/33
AUD
40,321,000
34,820,521
TOTAL AUSTRALIA
 
 
323,753,114
Austria - 4.7%
 
 
 
Austrian Republic:
 
 
 
 0% 9/20/22 (Reg. S) (b)
EUR
5,710,000
6,330,180
 0% 7/15/23 (Reg. S) (b)
EUR
18,030,000
20,015,218
 0% 7/15/24 (Reg. S) (b)
EUR
24,477,000
27,028,671
 0% 2/20/30 (Reg. S) (b)
EUR
26,462,000
27,448,555
 0% 2/20/31 (Reg. S) (b)
EUR
12,003,000
12,271,650
 0% 10/20/40 (Reg. S) (b)
EUR
11,389,000
10,138,153
 0.25% 10/20/36(Reg. S) (b)
EUR
25,709,000
25,037,268
 0.5% 4/20/27 (Reg. S) (b)
EUR
19,636,000
21,687,569
 0.5% 2/20/29 (Reg. S) (b)
EUR
5,940,000
6,472,874
 0.75% 10/20/26 (Reg. S) (b)
EUR
12,510,000
14,002,988
 0.75% 2/20/28 (Reg. S) (b)
EUR
22,997,000
25,645,227
 0.75% 3/20/51 (Reg. S) (b)
EUR
13,357,000
13,259,554
 0.85% 6/30/20 (Reg. S) (b)
EUR
12,116,000
8,562,151
 1.2% 10/20/25 (Reg. S) (b)
EUR
29,419,000
33,563,095
 1.5% 2/20/47 (Reg. S) (b)
EUR
4,482,000
5,375,089
 1.75% 10/20/23(Reg. S) (b)
EUR
8,280,000
9,430,952
 2.1% 9/20/17 (Reg. S) (b)
EUR
1,020,000
1,362,310
 3.8% 1/26/62 (b)
EUR
12,165,000
24,062,066
 4.15% 3/15/37 (b)
EUR
19,099,000
30,242,877
 4.85% 3/15/26 (b)
EUR
17,828,000
23,293,920
TOTAL AUSTRIA
 
 
345,230,367
Belgium - 4.6%
 
 
 
Belgian Kingdom:
 
 
 
 0% 10/22/27 (Reg. S) (b)
EUR
20,598,000
22,068,124
 0% 10/22/31 (b)
EUR
706,000
713,647
 0.1% 6/22/30 (Reg. S) (b)
EUR
14,700,000
15,375,524
 0.4% 6/22/40 (b)
EUR
14,468,000
13,550,152
 0.65% 6/22/71 (Reg. S) (b)
EUR
1,503,000
1,105,236
 0.8% 6/22/25 (Reg. S) (b)
EUR
8,618,000
9,687,727
 0.8% 6/22/27 (b)
EUR
6,886,000
7,715,783
 0.8% 6/22/28 (Reg. S) (b)
EUR
19,086,000
21,347,492
 0.9% 6/22/29 (b)
EUR
7,266,000
8,141,606
 1% 6/22/26 (Reg. S) (b)
EUR
10,527,000
11,909,171
 1% 6/22/31(Reg. S) (b)
EUR
19,681,000
22,013,777
 1.6% 6/22/47 (b)
EUR
9,816,000
11,179,028
 1.7% 6/22/50 (b)
EUR
27,649,000
32,080,928
 1.9% 6/22/38(Reg. S) (b)
EUR
11,250,000
13,661,369
 2.15% 6/22/66 (b)
EUR
4,230,000
5,522,579
 2.25% 6/22/23
EUR
17,069,000
19,478,138
 2.6% 6/22/24 (Reg.S) (b)
EUR
20,875,000
24,390,794
 3.75% 6/22/45(Reg. S)
EUR
3,138,000
5,076,663
 4.5% 3/28/26 (b)
EUR
12,960,000
16,677,802
 5% 3/28/35 (b)
EUR
47,549,000
77,054,272
TOTAL BELGIUM
 
 
338,749,812
Canada - 4.6%
 
 
 
Canadian Government:
 
 
 
 0.25% 8/1/23
CAD
74,124,000
57,881,526
 0.25% 4/1/24
CAD
37,162,000
28,567,312
 0.25% 3/1/26
CAD
44,228,000
32,588,233
 0.5% 9/1/25
CAD
28,191,000
21,175,704
 0.5% 12/1/30
CAD
86,362,000
58,934,647
 1% 6/1/27
CAD
6,319,000
4,718,716
 1.25% 3/1/27
CAD
12,800,000
9,695,297
 1.25% 6/1/30
CAD
12,150,000
8,908,380
 1.5% 6/1/26
CAD
21,563,000
16,669,649
 1.5% 12/1/31
CAD
20,093,000
14,831,677
 1.75% 12/1/53
CAD
7,700,000
5,298,997
 2% 12/1/51
CAD
49,869,000
36,713,142
 2.75% 12/1/64
CAD
5,346,000
4,638,146
 3.5% 12/1/45
CAD
6,319,000
6,025,126
 4% 6/1/41
CAD
12,881,000
12,713,670
 5.75% 6/1/29
CAD
4,040,000
3,944,991
 5.75% 6/1/33
CAD
14,800,000
15,640,302
TOTAL CANADA
 
 
338,945,515
Cyprus - 0.3%
 
 
 
Republic of Cyprus:
 
 
 
 0% 2/9/26 (Reg. S)
EUR
5,219,000
5,505,772
 0.625% 1/21/30 (Reg. S)
EUR
4,882,000
4,913,973
 1.25% 1/21/40 (Reg. S)
EUR
5,514,000
5,226,057
 2.25% 4/16/50 (Reg. S)
EUR
2,239,000
2,358,932
 2.75% 2/26/34 (Reg. S)
EUR
1,789,000
2,105,000
TOTAL CYPRUS
 
 
20,109,734
Denmark - 2.4%
 
 
 
Danish Kingdom:
 
 
 
 0% 11/15/31
DKK
50,702,000
6,992,459
 0% 11/15/31 (Reg. S)
DKK
102,627,000
14,128,155
 0.25% 11/15/22 (Reg. S)
DKK
53,157,000
7,941,874
 0.25% 11/15/52 (Reg. S)
DKK
94,350,000
11,564,719
 0.5% 11/15/27
DKK
151,087,000
22,307,533
 0.5% 11/15/29(Reg. S)
DKK
139,526,000
20,410,250
 1.5% 11/15/23
DKK
134,998,000
20,592,269
 1.75% 11/15/25
DKK
134,098,000
20,878,198
 4.5% 11/15/39
DKK
212,164,000
50,021,936
TOTAL DENMARK
 
 
174,837,393
Estonia - 0.0%
 
 
 
Estonian Republic 0.125% 6/10/30 (Reg. S)
EUR
2,467,000
2,503,625
Finland - 3.2%
 
 
 
Finnish Government:
 
 
 
 0% 9/15/24 (b)
EUR
7,103,000
7,828,322
 0% 9/15/30 (Reg. S) (b)
EUR
11,605,000
11,975,085
 0.125% 9/15/31 (Reg. S) (b)
EUR
777,000
799,645
 0.125% 4/15/36 (Reg. S) (b)
EUR
27,891,000
27,079,504
 0.125% 4/15/52 (Reg. S) (b)
EUR
8,070,000
6,785,692
 0.25% 9/15/40 (Reg. S) (b)
EUR
20,169,000
19,101,132
 0.5% 4/15/26 (Reg. S) (b)
EUR
13,649,000
15,162,804
 0.5% 9/15/27 (Reg. S) (b)
EUR
10,508,000
11,576,908
 0.5% 9/15/28 (Reg. S) (b)
EUR
13,409,000
14,658,787
 0.5% 9/15/29 (Reg. S) (b)
EUR
10,945,000
11,893,596
 0.5% 4/15/43(Reg. S) (b)
EUR
2,790,000
2,722,917
 0.875% 9/15/25 (Reg. S) (b)
EUR
15,486,000
17,457,329
 1.125% 4/15/34 (Reg. S) (b)
EUR
5,620,000
6,307,012
 1.375% 4/15/47(Reg. S) (b)
EUR
5,710,000
6,843,550
 1.5% 4/15/23 (Reg. S) (b)
EUR
14,018,000
15,815,452
 2% 4/15/24 (Reg. S) (b)
EUR
16,654,000
19,158,668
 2.75% 7/4/28 (b)
EUR
20,413,000
25,550,495
 4% 7/4/25 (b)
EUR
11,067,000
13,740,172
TOTAL FINLAND
 
 
234,457,070
France - 6.9%
 
 
 
French Government:
 
 
 
 OAT:
 
 
 
3.25% 5/25/45
 
EUR
14,553,000
22,296,729
4.25% 10/25/23
 
EUR
6,480,000
7,663,557
4.5% 4/25/41
 
EUR
2,610,000
4,469,704
 0% 2/25/23 (Reg. S)
EUR
19,143,000
21,269,064
 0% 2/25/24 (Reg. S)
EUR
27,336,000
30,253,635
 0% 3/25/25(Reg. S)
EUR
53,272,000
58,430,048
 0% 2/25/27 (Reg. S)
EUR
7,984,000
8,586,621
 0% 11/25/29 (Reg. S)
EUR
11,454,000
11,954,291
 0% 11/25/31 (Reg. S)
EUR
7,769,000
7,861,349
 0.5% 5/25/40 (Reg. S) (b)
EUR
673,000
653,746
 0.5% 5/25/72 (b)
EUR
8,170,000
5,738,627
 0.75% 5/25/28 (Reg. S)
EUR
21,780,000
24,259,700
 0.75% 11/25/28(Reg. S)
EUR
36,762,000
40,871,140
 0.75% 5/25/52 (Reg. S)
EUR
19,074,000
17,744,349
 1.25% 5/25/36(Reg. S) (b)
EUR
79,486,000
89,157,151
 1.5% 5/25/50 (Reg. S) (b)
EUR
9,827,000
11,203,579
 1.75% 11/25/24
EUR
26,811,000
30,870,970
 1.75% 6/25/39 (Reg. S) (b)
EUR
6,190,000
7,473,977
 1.75% 5/25/66 (b)
EUR
4,410,000
5,285,249
 2.5% 5/25/30
EUR
23,878,000
30,057,407
 2.75% 10/25/27
EUR
45,610,000
56,458,013
 3.5% 4/25/26
EUR
10,516,000
13,089,352
 4.75% 4/25/35
EUR
3,436,000
5,516,014
TOTAL FRANCE
 
 
511,164,272
Germany - 5.1%
 
 
 
German Federal Republic:
 
 
 
 0% 9/15/23 (Reg. S)
EUR
51,651,000
57,373,874
 0% 10/18/24 (Reg. S)
EUR
1,018,000
1,124,908
 0% 10/10/25 (Reg. S)
EUR
39,774,000
43,685,388
 0% 10/9/26 (Reg. S)
EUR
12,249,000
13,346,901
 0% 11/15/27 (Reg. S) (c)
EUR
43,519,000
47,094,823
 0% 8/15/29(Reg. S)
EUR
8,292,000
8,886,276
 0% 8/15/30 (Reg. S)
EUR
31,124,000
33,136,667
 0% 8/15/31
EUR
940,000
991,475
 0% 5/15/36 (Reg. S)
EUR
17,465,000
17,652,318
 0% 8/15/50
EUR
16,503,000
15,280,826
 0% 8/15/52 (Reg. S)
EUR
839,000
764,874
 0.25% 2/15/27
EUR
1,710,000
1,884,824
 0.25% 2/15/29
EUR
6,570,000
7,184,887
 1% 8/15/24
EUR
18,270,000
20,692,052
 1.25% 8/15/48
EUR
4,320,000
5,533,128
 1.75% 2/15/24
EUR
5,294,000
6,063,749
 2.5% 7/4/44
EUR
952,000
1,477,860
 2.5% 8/15/46
EUR
7,681,000
12,231,330
 4% 1/4/37
EUR
8,010,000
13,161,372
 4.75% 7/4/40
EUR
21,231,000
40,288,119
 5.5% 1/4/31
EUR
14,881,000
23,624,769
 6.5% 7/4/27
EUR
4,770,000
6,954,026
TOTAL GERMANY
 
 
378,434,446
Hong Kong - 0.1%
 
 
 
Hong Kong Government SAR:
 
 
 
 1.68% 1/21/26
HKD
33,050,000
4,173,385
 1.89% 3/2/32
HKD
9,400,000
1,181,002
 1.97% 1/17/29
HKD
14,400,000
1,829,841
 2.02% 3/7/34
HKD
12,000,000
1,511,864
 2.13% 7/16/30
HKD
4,750,000
611,948
 2.22% 8/7/24
HKD
3,250,000
419,821
TOTAL HONG KONG
 
 
9,727,861
Ireland - 3.9%
 
 
 
Irish Republic:
 
 
 
 0% 10/18/31 (Reg. S)
EUR
31,431,000
31,551,070
 0.2% 5/15/27 (Reg. S)
EUR
7,014,000
7,605,372
 0.2% 10/18/30 (Reg. S)
EUR
21,745,000
22,711,335
 0.35% 10/18/32 (Reg. S)
EUR
1,882,000
1,926,940
 0.4% 5/15/35 (Reg. S)
EUR
27,440,000
27,455,806
 0.55% 4/22/41 (Reg. S)
EUR
3,856,000
3,728,862
 0.9% 5/15/28 (Reg. S)
EUR
28,728,000
32,123,260
 1% 5/15/26(Reg. S)
EUR
16,807,000
18,990,666
 1.1% 5/15/29 (Reg. S)
EUR
22,059,000
24,923,085
 1.5% 5/15/50 (Reg. S)
EUR
11,523,000
12,911,377
 1.7% 5/15/37
EUR
8,190,000
9,640,136
 2% 2/18/45 (Reg.S)
EUR
23,584,000
29,489,040
 2.4% 5/15/30 (Reg. S)
EUR
10,260,000
12,757,541
 3.4% 3/18/24 (Reg.S)
EUR
5,207,000
6,139,613
 3.9% 3/20/23(Reg. S)
EUR
14,498,000
16,687,166
 5.4% 3/13/25
EUR
23,212,000
29,473,062
TOTAL IRELAND
 
 
288,114,331
Italy - 6.2%
 
 
 
Italian Republic:
 
 
 
 0% 4/15/24 (Reg. S)
EUR
36,404,000
39,873,233
 0% 4/1/26 (Reg. S)
EUR
64,671,000
68,412,748
 0% 8/1/26(Reg. S)
EUR
12,600,000
13,248,141
 0.25% 3/15/28 (Reg. S)
EUR
24,775,000
25,456,215
 0.45% 2/15/29(Reg. S)
EUR
6,660,000
6,783,343
 0.6% 6/15/23 (Reg. S)
EUR
14,352,000
16,031,541
 0.6% 8/1/31 (Reg. S) (b)
EUR
28,043,000
27,450,940
 0.65% 10/15/23 (Reg. S)
EUR
35,730,000
39,879,649
 0.95% 8/1/30 (Reg. S)
EUR
16,920,000
17,441,312
 0.95% 3/1/37 (Reg. S) (b)
EUR
41,747,000
39,033,549
 1.45% 5/15/25
EUR
12,582,000
14,169,377
 1.65% 3/1/32 (b)
EUR
1,710,000
1,841,947
 1.7% 9/1/51 (Reg. S) (b)
EUR
8,286,000
7,811,595
 2.15% 3/1/72 (Reg. S) (b)
EUR
4,797,000
4,524,731
 2.7% 3/1/47 (b)
EUR
5,850,000
6,879,297
 3% 8/1/29
EUR
18,611,000
22,494,906
 3.25% 9/1/46 (b)
EUR
9,830,000
12,637,619
 4% 2/1/37 (b)
EUR
137,000
186,491
 4.75% 9/1/44 (b)
EUR
16,726,000
26,196,557
 5% 8/1/34 (b)
EUR
9,900,000
14,515,747
 6% 5/1/31
EUR
20,409,000
30,517,496
 7.25% 11/1/26
EUR
14,722,000
20,739,677
TOTAL ITALY
 
 
456,126,111
Japan - 20.2%
 
 
 
Japan Government:
 
 
 
 0.005% 8/1/23
JPY
9,752,500,000
80,177,342
 0.005% 3/20/26
JPY
676,550,000
5,560,225
 0.005% 6/20/26
JPY
5,883,750,000
48,316,926
 0.1% 3/20/24
JPY
260,000,000
2,141,359
 0.1% 6/20/27
JPY
7,400,150,000
60,945,773
 0.1% 9/20/27
JPY
30,000,000
247,050
 0.1% 9/20/28
JPY
3,109,300,000
25,558,885
 0.1% 6/20/30
JPY
1,384,300,000
11,319,899
 0.1% 6/20/31
JPY
36,524,800,000
297,433,796
 0.2% 6/20/36
JPY
5,254,500,000
41,777,462
 0.3% 12/20/25
JPY
3,000,000,000
24,924,840
 0.4% 6/20/25
JPY
5,115,650,000
42,593,018
 0.4% 6/20/41
JPY
27,727,900,000
216,202,003
 0.5% 3/20/60
JPY
1,890,000,000
13,367,861
 0.6% 6/20/24
JPY
8,141,100,000
67,815,751
 0.6% 12/20/36
JPY
8,330,000,000
69,842,951
 0.7% 6/20/51
JPY
10,376,350,000
80,865,468
 0.7% 3/20/61
JPY
5,773,100,000
43,680,942
 1.4% 12/20/45
JPY
2,270,000,000
21,121,405
 1.7% 9/20/32
JPY
200,000,000
1,890,209
 1.9% 9/20/23
JPY
3,670,000,000
31,008,998
 1.9% 3/20/29
JPY
1,240,000,000
11,456,810
 2% 12/20/24
JPY
3,272,050,000
28,366,099
 2% 3/20/25
JPY
40,000,000
348,244
 2.1% 6/20/27
JPY
730,000,000
6,638,179
 2.3% 3/20/40
JPY
1,641,350,000
17,333,001
 2.4% 6/20/28
JPY
4,480,650,000
42,118,257
 2.4% 3/20/48
JPY
9,162,900,000
102,590,761
 2.5% 6/20/34
JPY
8,518,600,000
88,252,248
 2.8% 9/20/29
JPY
410,000,000
4,036,112
TOTAL JAPAN
 
 
1,487,931,874
Latvia - 0.3%
 
 
 
Latvian Republic:
 
 
 
 0% 3/17/31 (Reg. S)
EUR
2,978,000
2,898,622
 0.25% 1/23/30 (Reg. S)
EUR
2,400,000
2,439,779
 0.375% 10/7/26 (Reg. S)
EUR
6,257,000
6,672,758
 1.125% 5/30/28 (Reg. S)
EUR
400,000
439,917
 1.375% 5/16/36 (Reg. S)
EUR
1,633,000
1,750,392
 1.875% 2/19/49 (Reg. S)
EUR
2,678,000
3,113,071
 2.25% 2/15/47(Reg. S)
EUR
1,080,000
1,354,285
 2.875% 4/30/24 (Reg. S)
EUR
3,749,000
4,320,109
TOTAL LATVIA
 
 
22,988,933
Lithuania - 0.3%
 
 
 
Lithuanian Republic:
 
 
 
 0.5% 7/28/50 (Reg. S)
EUR
2,285,000
1,787,299
 0.75% 5/6/30 (Reg. S)
EUR
5,762,000
6,110,479
 0.75% 7/15/51(Reg. S)
EUR
990,000
791,821
 0.95% 5/26/27 (Reg. S)
EUR
1,116,000
1,225,933
 1.625% 6/19/49 (Reg. S)
EUR
1,009,000
1,091,999
 2.1% 5/26/47 (Reg. S)
EUR
3,903,000
4,750,273
 2.125% 10/29/26 (Reg. S)
EUR
4,140,000
4,805,434
TOTAL LITHUANIA
 
 
20,563,238
Luxembourg - 0.5%
 
 
 
Grand Duchy of Luxembourg:
 
 
 
 0% 4/28/25 (Reg. S)
EUR
174,000
188,682
 0% 11/13/26 (Reg. S)
EUR
1,326,000
1,412,460
 0% 4/28/30 (Reg. S)
EUR
1,879,000
1,919,461
 0% 3/24/31 (Reg. S)
EUR
4,353,000
4,396,827
 0% 9/14/32 (Reg. S)
EUR
2,297,000
2,267,242
 0.625% 2/1/27 (Reg. S)
EUR
5,651,000
6,189,280
 2.125% 7/10/23 (Reg. S)
EUR
15,856,000
18,024,297
TOTAL LUXEMBOURG
 
 
34,398,249
Netherlands - 4.7%
 
 
 
Dutch Government:
 
 
 
 0% 1/15/24(Reg. S) (b)
EUR
5,969,000
6,610,945
 0% 1/15/26
EUR
17,820,000
19,438,689
 0% 1/15/27 (Reg. S) (b)
EUR
2,084,000
2,255,342
 0% 7/15/30 (Reg. S) (b)
EUR
32,713,000
34,321,851
 0% 7/15/31 (Reg. S) (b)
EUR
6,951,000
7,213,530
 0% 1/15/38 (Reg. S) (b)
EUR
30,030,000
28,840,872
 0% 1/15/52 (Reg. S) (b)
EUR
7,377,000
6,399,623
 0.25% 7/15/25 (b)
EUR
13,480,000
14,906,434
 0.5% 7/15/26(Reg. S) (b)
EUR
9,511,000
10,582,274
 0.5% 1/15/40 (Reg. S) (b)
EUR
9,699,000
10,116,134
 0.75% 7/15/27 (Reg. S) (b)
EUR
30,802,000
34,582,017
 0.75% 7/15/28 (b)
EUR
34,994,000
39,247,114
 1.75% 7/15/23 (Reg. S) (b)
EUR
34,419,000
39,103,386
 2% 7/15/24 (b)
EUR
14,826,000
17,137,253
 2.5% 1/15/33 (b)
EUR
11,430,000
14,876,611
 2.75% 1/15/47 (b)
EUR
25,965,000
41,353,915
 3.75% 1/15/42 (b)
EUR
5,130,000
8,689,395
 4% 1/15/37 (b)
EUR
9,670,000
15,361,627
TOTAL NETHERLANDS
 
 
351,037,012
New Zealand - 1.9%
 
 
 
New Zealand Government:
 
 
 
 0.25% 5/15/28
NZD
24,200,000
14,078,302
 0.5% 5/15/24
NZD
32,689,000
21,547,730
 0.5% 5/15/26
NZD
51,379,000
32,054,516
 1.5% 5/15/31
NZD
16,100,000
9,642,053
 1.75% 5/15/41
NZD
3,464,000
1,854,992
 2% 5/15/32
NZD
11,913,000
7,383,200
 2.75% 4/15/37 (Reg. S)
NZD
45,131,000
29,177,406
 2.75% 5/15/51
NZD
5,900,000
3,584,127
 3% 4/20/29
NZD
28,894,000
19,776,276
TOTAL NEW ZEALAND
 
 
139,098,602
Norway - 1.3%
 
 
 
Kingdom of Norway:
 
 
 
 1.25% 9/17/31 (Reg. S) (b)
NOK
12,161,000
1,228,981
 1.375% 8/19/30 (Reg. S) (b)
NOK
127,181,000
13,154,328
 1.5% 2/19/26 (Reg. S) (b)
NOK
159,972,000
17,491,903
 1.75% 3/13/25 (Reg. S) (b)
NOK
31,500,000
3,508,281
 1.75% 2/17/27 (Reg. S) (b)
NOK
42,082,000
4,600,706
 1.75% 9/6/29 (Reg. S) (b)
NOK
75,590,000
8,101,353
 2% 5/24/23 (b)
NOK
16,214,000
1,848,619
 2% 4/26/28 (Reg. S) (b)
NOK
45,900,000
5,039,493
 2.125% 5/18/32(Reg. S) (b)
NOK
105,633,000
11,540,158
 3% 3/14/24 (b)
NOK
267,748,000
30,876,043
TOTAL NORWAY
 
 
97,389,865
Portugal - 4.5%
 
 
 
Portugal Obrigacoes Do Tesouro:
 
 
 
 0.3% 10/17/31 (Reg. S) (b)
EUR
2,477,000
2,482,056
 0.475% 10/18/30 (Reg. S) (b)
EUR
31,391,000
32,661,927
 0.7% 10/15/27 (Reg. S) (b)
EUR
52,345,000
57,443,102
 0.9% 10/12/35 (Reg. S) (b)
EUR
25,777,000
26,109,928
 1% 4/12/52 (Reg. S) (b)
EUR
6,365,000
5,437,390
 1.95% 6/15/29 (Reg. S) (b)
EUR
17,304,000
20,237,695
 2.875% 10/15/25 (Reg. S) (b)
EUR
39,188,000
46,949,910
 3.875% 2/15/30(Reg. S) (b)
EUR
16,065,000
21,446,639
 4.1% 2/15/45(Reg. S) (b)
EUR
9,047,000
14,410,890
 5.65% 2/15/24 (Reg. S) (b)
EUR
28,550,000
34,826,248
Republic of Portugal:
 
 
 
 2.125% 10/17/28 (b)
EUR
17,585,000
20,889,457
 4.1% 4/15/37 (b)
EUR
24,573,000
36,110,850
 4.95% 10/25/23 (b)
EUR
14,514,000
17,323,743
TOTAL PORTUGAL
 
 
336,329,835
Singapore - 2.8%
 
 
 
Republic of Singapore:
 
 
 
 , yield at date of purchase 0.1974% 10/1/51
SGD
3,600,000
2,251,318
 1.625% 7/1/31
SGD
44,254,000
30,745,159
 1.75% 2/1/23
SGD
43,809,000
32,392,687
 1.875% 3/1/50
SGD
22,250,000
14,118,124
 2% 2/1/24
SGD
28,300,000
20,934,504
 2.125% 6/1/26
SGD
65,913,000
48,437,192
 2.25% 8/1/36
SGD
15,415,000
11,005,629
 2.375% 7/1/39
SGD
5,400,000
3,888,590
 2.75% 4/1/42
SGD
23,317,000
17,590,585
 2.875% 7/1/29
SGD
22,753,000
17,378,467
 3.5% 3/1/27
SGD
10,324,000
8,049,879
TOTAL SINGAPORE
 
 
206,792,134
Slovakia - 1.3%
 
 
 
Slovakia Republic:
 
 
 
 0% 6/17/24 (Reg. S)
EUR
6,882,000
7,576,593
 0.125% 6/17/27 (Reg. S)
EUR
6,600,000
7,047,605
 0.25% 5/14/25 (Reg. S)
EUR
12,234,000
13,319,215
 0.375% 4/21/36(Reg. S)
EUR
5,220,000
4,740,909
 1% 6/12/28 (Reg. S)
EUR
5,130,000
5,692,731
 1% 10/9/30 (Reg. S)
EUR
21,333,000
23,218,497
 1% 5/14/32 (Reg. S)
EUR
3,031,000
3,244,841
 1.375% 1/21/27
EUR
3,150,000
3,597,106
 1.875% 3/9/37 (Reg. S)
EUR
4,837,000
5,354,088
 2% 10/17/47 (Reg. S)
EUR
8,534,000
9,672,413
 2.25% 6/12/68 (Reg. S)
EUR
652,000
724,014
 3% 2/28/23 (Reg. S)
EUR
429,000
488,757
 3.625% 1/16/29 (Reg. S)
EUR
4,631,000
6,136,126
 3.875% 2/8/33 (Reg. S)
EUR
3,054,000
4,422,440
TOTAL SLOVAKIA
 
 
95,235,335
Slovenia - 1.0%
 
 
 
Republic of Slovenia:
 
 
 
 0% 2/12/31 (Reg. S)
EUR
5,375,000
5,275,255
 0.125% 7/1/31(Reg. S)
EUR
6,660,000
6,611,780
 0.4875% 10/20/50 (Reg. S)
EUR
2,515,000
2,030,102
 0.6875% 3/3/81(Reg. S)
EUR
1,748,000
1,183,246
 0.875% 7/15/30 (Reg. S)
EUR
8,718,000
9,317,346
 1% 3/6/28(Reg. S)
EUR
9,000,000
10,033,411
 1.1875% 3/14/29 (Reg. S)
EUR
1,521,000
1,689,232
 1.5% 3/25/35 (Reg. S)
EUR
6,884,000
7,481,536
 2.125% 7/28/25 (Reg. S)
EUR
261,000
306,580
 3.125% 8/7/45 (Reg. S)
EUR
6,338,000
9,004,932
 4.625% 9/9/24
EUR
2,655,000
3,261,349
 5.125% 3/30/26 (Reg. S)
EUR
12,292,000
16,075,721
TOTAL SLOVENIA
 
 
72,270,490
Spain - 4.7%
 
 
 
Spanish Kingdom:
 
 
 
 0% 4/30/23
EUR
20,536,000
22,804,051
 0% 5/31/24
EUR
25,154,000
27,692,488
 0% 1/31/25
EUR
7,857,000
8,599,569
 0% 1/31/26
EUR
32,671,000
35,189,641
 0% 1/31/28
EUR
10,708,000
11,209,621
 0.5% 10/31/31 (Reg. S) (b)
EUR
7,736,000
7,900,563
 0.6% 10/31/29 (Reg. S) (b)
EUR
26,377,000
28,153,720
 0.8% 7/30/27 (Reg. S) (b)
EUR
23,656,000
26,007,199
 0.85% 7/30/37 (Reg. S) (b)
EUR
29,474,000
28,731,022
 1% 10/31/50 (Reg. S) (b)
EUR
4,749,000
4,159,786
 1.2% 10/31/40 (Reg. S) (b)
EUR
900,000
898,958
 1.25% 10/31/30 (Reg. S) (b)
EUR
17,815,000
19,771,894
 1.4% 4/30/28 (Reg. S) (b)
EUR
14,259,000
16,192,283
 1.45% 10/31/71 (Reg. S) (b)
EUR
9,459,000
7,607,969
 1.95% 4/30/26 (Reg. S) (b)
EUR
11,790,000
13,682,484
 2.7% 10/31/48 (b)
EUR
3,843,000
4,941,843
 2.75% 10/31/24 (Reg. S) (b)
EUR
15,259,000
17,952,503
 2.9% 10/31/46(Reg. S) (b)
EUR
720,000
958,389
 4.2% 1/31/37 (b)
EUR
10,530,000
15,672,639
 5.15% 10/31/44 (b)
EUR
14,225,000
25,515,072
 5.75% 7/30/32
EUR
7,520,000
11,837,937
 6% 1/31/29
EUR
6,030,000
8,895,295
TOTAL SPAIN
 
 
344,374,926
Sweden - 1.5%
 
 
 
Sweden Kingdom:
 
 
 
 0.125% 5/12/31 (Reg. S) (b)
SEK
176,865,000
17,072,462
 0.5% 11/24/45
SEK
40,760,000
3,504,032
 0.75% 5/12/28
SEK
41,560,000
4,303,014
 0.75% 11/12/29 (b)
SEK
130,120,000
13,385,487
 1% 11/12/26 (Reg. S)
SEK
184,075,000
19,429,639
 1.375% 6/23/71
SEK
22,510,000
1,781,188
 1.5% 11/13/23 (b)
SEK
115,745,000
12,469,054
 2.25% 6/1/32
SEK
84,865,000
9,910,334
 2.5% 5/12/25
SEK
220,435,000
24,480,654
 3.5% 3/30/39
SEK
61,125,000
8,610,834
TOTAL SWEDEN
 
 
114,946,698
Switzerland - 2.1%
 
 
 
Switzerland Confederation:
 
 
 
 0% 7/24/39 (Reg. S)
CHF
2,070,000
1,973,786
 0.25% 6/23/35(Reg. S)
CHF
7,110,000
7,222,723
 0.5% 5/27/30 (Reg. S)
CHF
13,895,000
15,053,606
 0.5% 6/28/45
CHF
6,536,000
6,775,994
 0.5% 5/30/58 (Reg. S)
CHF
3,907,000
4,055,196
 1.25% 6/11/24
CHF
9,855,000
10,987,304
 1.25% 5/28/26
CHF
5,574,000
6,301,778
 1.25% 6/27/37 (Reg. S)
CHF
6,501,000
7,563,687
 1.5% 7/24/25
CHF
6,149,000
6,968,370
 1.5% 4/30/42
CHF
5,524,000
6,780,881
 2% 6/25/64 (Reg. S)
CHF
2,842,000
4,608,158
 2.25% 6/22/31(Reg. S)
CHF
16,319,000
20,351,729
 2.5% 3/8/36 (Reg. S)
CHF
3,128,000
4,171,253
 3.25% 6/27/27
CHF
8,287,000
10,355,212
 3.5% 4/8/33
CHF
5,504,000
7,750,928
 4% 2/11/23
CHF
1,599,000
1,798,605
 4% 4/8/28
CHF
7,110,000
9,369,457
 4% 1/6/49 (Reg. S)
CHF
11,126,000
21,677,043
TOTAL SWITZERLAND
 
 
153,765,710
United Kingdom - 4.6%
 
 
 
United Kingdom, Great Britain and Northern Ireland:
 
 
 
 0.125% 1/31/23 (Reg. S)
GBP
7,040,000
9,170,412
 0.125% 1/31/24 (Reg. S)
GBP
15,456,000
19,834,372
 0.125% 1/30/26 (Reg. S)
GBP
26,908,000
33,704,027
 0.125% 1/31/28 (Reg. S)
GBP
7,096,000
8,638,452
 0.375% 10/22/26 (Reg. S)
GBP
5,740,000
7,179,606
 0.375% 10/22/30 (Reg. S)
GBP
4,377,000
5,223,225
 0.5% 10/22/61 (Reg. S)
GBP
1,816,000
1,601,961
 0.625% 7/31/35 (Reg. S)
GBP
16,465,000
18,633,597
 0.625% 10/22/50 (Reg. S)
GBP
6,113,000
6,008,524
 0.875% 1/31/46 (Reg. S)
GBP
33,692,000
36,239,250
 1% 4/22/24(Reg. S)
GBP
9,226,000
12,030,563
 1.25% 10/22/41 (Reg. S)
GBP
15,137,000
17,992,236
 1.625% 10/22/28
GBP
3,570,000
4,743,794
 1.625% 10/22/71 (Reg. S)
GBP
21,072,000
28,168,699
 3.5% 7/22/68
GBP
630,000
1,330,242
 4.25% 6/7/32
GBP
9,611,000
15,729,972
 4.25% 3/7/36 (Reg. S)
GBP
3,699,000
6,321,759
 4.25% 12/7/40
GBP
6,440,000
11,722,800
 4.25% 12/7/49 (Reg. S)
GBP
15,124,000
30,333,519
 4.5% 9/7/34
GBP
4,130,000
7,094,035
 4.75% 12/7/30
GBP
27,492,000
45,624,185
United Kingdom, Great Britain and Northern Ireland Treasury GILT 2.5% 7/22/65 (Reg. S)
GBP
7,630,000
12,745,637
TOTAL UNITED KINGDOM
 
 
340,070,867
 
TOTAL GOVERNMENT OBLIGATIONS
 (Cost $7,776,880,977)
 
 
 
7,239,347,419
 
 
 
 
Money Market Funds - 2.6%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (d)
 
 (Cost $188,619,380)
 
 
188,581,664
188,619,380
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.7%
 (Cost $7,965,500,357)
 
 
 
7,427,966,799
NET OTHER ASSETS (LIABILITIES) - (0.7)%  
(48,135,271)
NET ASSETS - 100.0%
7,379,831,528