# EDGAR Filing Document

**Accession Number:** 0000702533
**File Stem:** 0001752724-25-198447
**Filing Date:** 2025-8
**Character Count:** 103995
**Document Hash:** 28879db3442d13a789a5843ba9782938
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198447.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY HANOVER STREET TRUST
- **CENTRAL INDEX KEY:** 0000702533

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03466
- **FILM NUMBER:** 251243252

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ADVISOR SERIES III
- **DATE OF NAME CHANGE:** 19930630

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FRANKLIN STREET TRUST
- **DATE OF NAME CHANGE:** 19920819

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ADVISOR EQUITY PORTFOLIO INCOME
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Emerging Markets Debt Local Currency Central Fund (Series ID: S000069653)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000222143 | Fidelity Emerging Markets Debt Local Currency Central Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-03466

- **c. CIK number of Registrant:** 0000702533

- **d. LEI of Registrant:** 13LNM41WRMGAYS9Y7N22

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Emerging Markets Debt Local Currency Central Fund

- **b. EDGAR series identifier (if any):** S000069653

- **c. LEI of Series:** 549300KILRIY7MLU0D16

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $382523412.99

**Total Liabilities:** $4285773.43

**Net Assets:** $378237639.56

**Cash Not Reported:** $506833.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 215.79424249 | **1-Year:** 7747.37203184 | **5-Year:** 30253.89663643 | **10-Year:** 27448.70173630 | **30-Year:** 4234.64871764

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

- **3-Month:** 332.69730717 | **1-Year:** 8066.57479826 | **5-Year:** 34382.64028031 | **10-Year:** 61346.55347152 | **30-Year:** 25588.67864285

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222143 | 2.90%                | 1.54%                | 3.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31382.47               | $2429868.16                                |
| Month 2  | $-125661.30              | $547332.65                                 |
| Month 3  | $841903.54               | $1208878.96                                |

**Designated Index Information**

- **Index Name:** J.P. Morgan GBI-EM Global Diversified Index

- **Index Identifier:** 19808102

### Schedule of Portfolio Investments

| Name                                                  | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   206000000 | PA      | $10950347.20  | 2.90%             | 2029-05-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.68% 05/21/2030         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    16250000 | PA      | $2389034.56   | 0.63%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 3.65% 09/24/2031               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3000000 | PA      | $567334.73    | 0.15%             | 2031-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 6% 04/28/2028                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  6100000000 | PA      | $1340126.06   | 0.35%             | 2028-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/HUF settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-98177.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-10191.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.519% 04/20/2028                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    17600000 | PA      | $4220197.53   | 1.12%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 08/19/2025             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    76300000 | PA      | $1477735.64   | 0.39%             | 2025-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.5% 08/15/2032              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  8000000000 | PA      | $517420.29    | 0.14%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/PLN settle 2025-07-31              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-18344.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.32% 11/13/2030         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   147000000 | PA      | $1805123.98   | 0.48%             | 2030-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.828% 07/05/2034                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10400000 | PA      | $2528987.65   | 0.67%             | 2034-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 6.25% 03/31/2036          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    38500000 | PA      | $1619613.10   | 0.43%             | 2036-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                               | INTER AMERICAN DEV BANK 7% 01/25/2029              | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |   105000000 | PA      | $1242369.31   | 0.33%             | 2029-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/ZAR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2777.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: MXN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $23314.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $15154.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3383.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   100500000 | PA      | $5296051.26   | 1.40%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/CLP settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5599.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 4.75% 07/25/2029                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    11250000 | PA      | $3105996.92   | 0.82%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | DOMINICAN REPUBLIC 9.75% 06/05/2026 REGS           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    40000000 | PA      | $670324.86    | 0.18%             | 2026-06-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.375% 09/15/2026            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 18400000000 | PA      | $1164725.89   | 0.31%             | 2026-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 2.75% 04/25/2028                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1250000 | PA      | $330076.85    | 0.09%             | 2028-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: COP/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $20118.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.18% 08/14/2033         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   120000000 | PA      | $1465519.25   | 0.39%             | 2033-08-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CLP settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4538.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 1.25% 10/25/2030                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     6800000 | PA      | $1567130.83   | 0.41%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3633.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 6.67% 12/17/2050         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   362000000 | PA      | $4050851.81   | 1.07%             | 2050-12-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: CNY/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $22777.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CNY settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1158.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-313.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $28223.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 12/09/2025             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    80675000 | PA      | $1443529.49   | 0.38%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 16.1% 05/07/2029          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2500000 | PA      | $41227.20     | 0.01%             | 2029-05-07      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19305.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7105.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 5.75% 11/03/2027              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  9850000000 | PA      | $2215963.68   | 0.59%             | 2027-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/ZAR settle 2025-07-31              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-26512.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/MXN settle 2025-07-31              | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11906.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 2.632% 04/15/2031                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3250000 | PA      | $740740.74    | 0.20%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 2.25% 06/22/2034               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   125000000 | PA      | $255534.41    | 0.07%             | 2034-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/EUR settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-4038.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2.75% 07/23/2029                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    17500000 | PA      | $803137.64    | 0.21%             | 2029-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/RON settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-12009.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SGD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18252.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                               | INTER AMERICAN DEV BANK 7.35% 10/06/2030           | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |   115000000 | PA      | $1384783.57   | 0.37%             | 2030-10-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.25% 05/15/2036             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2250000000 | PA      | $154149.13    | 0.04%             | 2036-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CZK/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $10115.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 6% 10/25/2033                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8750000 | PA      | $2525752.74   | 0.67%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 10.5% 08/11/2027                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    15250000 | PA      | $247965.34    | 0.07%             | 2027-08-11      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2025-07-31              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10698.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.18% 07/24/2037         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   382000000 | PA      | $4646682.32   | 1.23%             | 2037-07-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | INTERNATIONAL BK RECON and DEVEL 7.05% 07/22/2029  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |   115500000 | PA      | $1371913.43   | 0.36%             | 2029-07-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/RON settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36336.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: RON/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $55714.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF STEP 08/12/2039 144A REGS         | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2000000 | PA      | $600268.17    | 0.16%             | 2039-08-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.457% 03/31/2053                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3250000 | PA      | $829050.93    | 0.22%             | 2053-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.39% 06/17/2037               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    45000000 | PA      | $1640756.43   | 0.43%             | 2037-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2029            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    23000000 | PA      | $3884459.17   | 1.03%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 3.25% 10/22/2031               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   427500000 | PA      | $1045416.76   | 0.28%             | 2031-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CNY/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $330.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2.875% 06/17/2046              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9200000 | PA      | $316769.99    | 0.08%             | 2046-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.582% 07/15/2032                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    20500000 | PA      | $4923017.57   | 1.30%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: INR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $32672.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2038            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 46500000000 | PA      | $2928199.37   | 0.77%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.95% 07/30/2037                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    43500000 | PA      | $1589561.37   | 0.42%             | 2037-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: INR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-1513.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 6.54% 01/17/2032         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   280000000 | PA      | $3312952.16   | 0.88%             | 2032-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 12.6% 10/01/2025                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    30000000 | PA      | $704177.16    | 0.19%             | 2025-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: SGD/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $68098.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/COP settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $25531.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: ZAR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4900.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | DOMINICAN REPUBLIC 13.625% 02/03/2033 144A         | CUSIP: 25714PES3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17000000 | PA      | $333790.61    | 0.09%             | 2033-02-03      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/ZAR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19514.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 4.75% 11/24/2032               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   265000000 | PA      | $691359.21    | 0.18%             | 2032-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8% 01/31/2030             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   133250000 | PA      | $7397637.32   | 1.96%             | 2030-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.25% 05/15/2029             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 25500000000 | PA      | $1675916.23   | 0.44%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.893% 06/08/2038                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $1063860.40   | 0.28%             | 2038-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 7.25% 10/18/2034              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  9800000000 | PA      | $1746680.13   | 0.46%             | 2034-10-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/INR settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $567.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.065% 06/15/2050                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     7250000 | PA      | $1736626.31   | 0.46%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2% 10/13/2033                       | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    78250000 | PA      | $3166675.20   | 0.84%             | 2033-10-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/CLP settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $583.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.625% 02/15/2034            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 44750000000 | PA      | $2752486.64   | 0.73%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/MYR settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-26522.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: COP/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $19821.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: MYR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $10834.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 0.95% 05/15/2030 REGS               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    64250000 | PA      | $2678963.26   | 0.71%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 6.85% 07/29/2030               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3250000 | PA      | $735922.21    | 0.19%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 9.25% 05/28/2042              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 14125000000 | PA      | $2649355.91   | 0.70%             | 2042-05-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/ZAR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10707.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 3.12% 10/25/2052         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    11750000 | PA      | $2036897.93   | 0.54%             | 2052-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.054% 04/18/2039                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9500000 | PA      | $2337288.70   | 0.62%             | 2039-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   136000000 | PA      | $6012008.85   | 1.59%             | 2042-11-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.9% 08/12/2037                   | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3750000 | PA      | $1074651.55   | 0.28%             | 2037-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 7.2% 10/30/2033                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    11750000 | PA      | $2686909.65   | 0.71%             | 2033-10-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8% 07/31/2053         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    59000000 | PA      | $2590928.35   | 0.69%             | 2053-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.57% 05/20/2054         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1584343.61   | 0.42%             | 2054-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.17% 04/17/2030         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   126500000 | PA      | $1539163.29   | 0.41%             | 2030-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: IDR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $21514.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 36% 08/12/2026                  | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    22000000 | PA      | $538638.17    | 0.14%             | 2026-08-12      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 6% 04/01/2033 144A REGS          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2635000000 | PA      | $2889505.72   | 0.76%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2027    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     5000000 | PA      | $713824.70    | 0.19%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | DOMINICAN REPUBLIC 10.75% 06/01/2036 REGS          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    54800000 | PA      | $947820.47    | 0.25%             | 2036-06-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: PLN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $16649.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HUF settle 2025-07-31              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-17839.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | INTERNATIONAL BK RECON and DEVEL 10% 09/16/2026    | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |   350000000 | PA      | $622379.40    | 0.16%             | 2026-09-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 7.3% 08/12/2033 144A REGS         | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1500000 | PA      | $460947.78    | 0.12%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2043            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 14100000000 | PA      | $877719.83    | 0.23%             | 2043-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 5.4% 08/12/2034                   | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      850000 | PA      | $226427.52    | 0.06%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: ZAR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $31449.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2033            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    12500000 | PA      | $1956180.63   | 0.52%             | 2033-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.5% 02/15/2031              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 49500000000 | PA      | $3055075.06   | 0.81%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2.8% 06/17/2034                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   115000000 | PA      | $3886365.74   | 1.03%             | 2034-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.3% 06/17/2038                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   104000000 | PA      | $3787884.76   | 1.00%             | 2038-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031     | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     6500000 | PA      | $158955.37    | 0.04%             | 2031-05-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1406.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: HUF/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $19711.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.04% 11/25/2034         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    23000000 | PA      | $3301061.93   | 0.87%             | 2034-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2026    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    27750000 | PA      | $4453970.26   | 1.18%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2025-07-31              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10971.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.375% 04/15/2032            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 97000000000 | PA      | $5927232.95   | 1.57%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: CZK/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $89239.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2159.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: COP/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-23894.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 1.6% 06/17/2035                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    67000000 | PA      | $2058100.45   | 0.54%             | 2035-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CNY settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3302.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2026    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    17075000 | PA      | $2926118.09   | 0.77%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1715.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                | CORP ANDINA DE FOMENTO 7.65% 03/05/2031 REGS       | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | VE        |   150500000 | PA      | $1788245.57   | 0.47%             | 2031-03-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    90250000 | PA      | $4753798.33   | 1.26%             | 2027-06-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: TRY/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12682.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    17550000 | PA      | $3341680.36   | 0.88%             | 2050-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $1440.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 3% 10/27/2038                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    10000000 | PA      | $19161.41     | 0.01%             | 2038-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 11.5% 07/25/2046              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   750000000 | PA      | $166318.62    | 0.04%             | 2046-07-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.5% 04/15/2040              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 32700000000 | PA      | $2105811.52   | 0.56%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8.5% 02/28/2030       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    21000000 | PA      | $1111633.54   | 0.29%             | 2030-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.95% 08/12/2031                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1750000 | PA      | $536164.43    | 0.14%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.375% 03/15/2034            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 33300000000 | PA      | $2278816.74   | 0.60%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $139409.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.18% 05/16/2044                  | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1501958.69   | 0.40%             | 2044-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 5.5% 12/12/2028                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    37500000 | PA      | $1890444.63   | 0.50%             | 2028-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $202666.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.875% 04/15/2029            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 51000000000 | PA      | $3207329.84   | 0.85%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2027            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    33000000 | PA      | $5761834.86   | 1.52%             | 2027-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2% 06/17/2042                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    70500000 | PA      | $2174302.11   | 0.57%             | 2042-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/BRL settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40827.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.757% 05/22/2040                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9500000 | PA      | $2257693.49   | 0.60%             | 2040-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2028    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    29250000 | PA      | $3725160.94   | 0.98%             | 2028-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 2.75% 10/25/2029                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    17200000 | PA      | $4398649.41   | 1.16%             | 2029-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.736% 03/15/2046                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3250000 | PA      | $860482.25    | 0.23%             | 2046-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CNY/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $876.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/COP settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6786.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 30% 09/12/2029                  | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    35250000 | PA      | $827408.16    | 0.22%             | 2029-09-12      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: INR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2274.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.885% 08/15/2029                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    11175000 | PA      | $2713658.52   | 0.72%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.696% 10/15/2042                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2550000 | PA      | $673900.46    | 0.18%             | 2042-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    54964136 | NS      | $54975128.87  | 14.53%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.88% 02/25/2033         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    19750000 | PA      | $3000021.38   | 0.79%             | 2033-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 5.35% 08/12/2040                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1850000 | PA      | $447397.11    | 0.12%             | 2040-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14071.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/COP settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-44904.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.504% 04/30/2029                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6500000 | PA      | $1610879.63   | 0.43%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11473.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.5% 07/15/2030              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 25000000000 | PA      | $1551870.34   | 0.41%             | 2030-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2030    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    14500000 | PA      | $1532656.75   | 0.41%             | 2030-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 26.2% 10/05/2033                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    37500000 | PA      | $880221.45    | 0.23%             | 2033-10-05      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CZK/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $16565.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 2.75% 12/22/2026               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   967000000 | PA      | $2714631.40   | 0.72%             | 2026-12-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CZK settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47408.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3680820 | PA      | $97181.72     | 0.03%             | 2033-07-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: IDR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3015.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: ZAR/USD settle 2025-07-01              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6914.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/PLN settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31418.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    66250000 | PA      | $2524296.48   | 0.67%             | 2041-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 14.556% 10/13/2027        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     7000000 | PA      | $116944.82    | 0.03%             | 2027-10-13      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1203.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 6.79% 10/07/2034         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   357750000 | PA      | $4284285.84   | 1.13%             | 2034-10-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SGD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14701.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: TRY/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $40988.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CZK/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $53601.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2025-07-31              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14667.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 2% 05/23/2029                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   180000000 | PA      | $451688.95    | 0.12%             | 2029-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.5% 01/31/2037           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    55000000 | PA      | $2702133.73   | 0.71%             | 2037-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 4.7% 09/01/2030 144A REGS        | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1725000000 | PA      | $1788885.13   | 0.47%             | 2030-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12436.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7.5% 05/26/2033       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    72500000 | PA      | $3534792.76   | 0.93%             | 2033-05-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.45% 06/17/2043               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    65000000 | PA      | $2413441.69   | 0.64%             | 2043-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.762% 04/07/2037                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     8250000 | PA      | $2153108.97   | 0.57%             | 2037-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 6.7% 02/25/2032                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1250000 | PA      | $278899.91    | 0.07%             | 2032-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 10% 11/20/2036        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $280064.75    | 0.07%             | 2036-11-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 1.75% 04/25/2032                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    19000000 | PA      | $4244432.42   | 1.12%             | 2032-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/TRY settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-14378.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/INR settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5918.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 5% 03/01/2035                    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   755000000 | PA      | $772188.84    | 0.20%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 31.08% 11/08/2028               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    99250000 | PA      | $2377947.02   | 0.63%             | 2028-11-08      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.1% 04/08/2034          | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   115000000 | PA      | $1398920.65   | 0.37%             | 2034-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2035            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     3750000 | PA      | $569107.07    | 0.15%             | 2035-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2031            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    14500000 | PA      | $2342228.65   | 0.62%             | 2031-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 7% 06/30/2032                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 11800000000 | PA      | $2214076.01   | 0.59%             | 2032-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8.5% 11/18/2038       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    16000000 | PA      | $784052.87    | 0.21%             | 2038-11-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 5% 02/12/2029                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    23750000 | PA      | $5101098.93   | 1.35%             | 2029-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/HUF settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9825.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 7.25% 10/26/2050              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8450000000 | PA      | $1248330.95   | 0.33%             | 2050-10-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: KZT/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2598.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: RON/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $10511.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 4.25% 04/28/2036               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $357531.66    | 0.09%             | 2036-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.642% 11/07/2033                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     8500000 | PA      | $2184290.12   | 0.58%             | 2033-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.5% 04/24/2040                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    12000000 | PA      | $383844.44    | 0.10%             | 2040-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/BRL settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-57632.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                | UZBEKISTAN REPUBLIC OF 15.5% 02/25/2028 REGS       | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        | 10270000000 | PA      | $823389.79    | 0.22%             | 2028-02-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: HUF/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $40200.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    84500000 | PA      | $4112307.82   | 1.09%             | 2034-11-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2042            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13500000000 | PA      | $840064.80    | 0.22%             | 2042-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 5.3% 11/01/2037 144A REGS        | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   725000000 | PA      | $749289.73    | 0.20%             | 2037-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.15% 08/12/2032                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    13500000 | PA      | $3934140.08   | 1.04%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                               | INTER AMERICAN DEV BANK 5.1% 11/17/2026            | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |  5000000000 | PA      | $304681.24    | 0.08%             | 2026-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.2% 03/13/2031                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   119630000 | PA      | $4931033.67   | 1.30%             | 2031-03-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 5% 10/25/2034                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7250000 | PA      | $1946307.24   | 0.51%             | 2034-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: MXN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $115817.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 11/13/2025                            | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1440000 | PA      | $1417681.12   | 0.37%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 3.25% 06/24/2026               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     8000000 | PA      | $1791844.12   | 0.47%             | 2026-06-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 6% 01/01/2043                    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   225000000 | PA      | $250183.21    | 0.07%             | 2043-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 17.8% 07/13/2033                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    18000000 | PA      | $306242.19    | 0.08%             | 2033-07-13      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.375% 04/15/2039            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19750000000 | PA      | $1369799.05   | 0.36%             | 2039-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 6.75% 10/22/2028               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |  1174250000 | PA      | $3491272.92   | 0.92%             | 2028-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PEN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $16634.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 1.88% 04/25/2055         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    10250000 | PA      | $1429900.65   | 0.38%             | 2055-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.127% 04/15/2032                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1500000 | PA      | $370890.31    | 0.10%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 4.75% 10/11/2034               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $382497.10    | 0.10%             | 2034-10-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/INR settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-243.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 17.3% 07/19/2028                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    25000000 | PA      | $443191.16    | 0.12%             | 2028-07-19      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.75% 07/15/2035             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 18250000000 | PA      | $1133265.08   | 0.30%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 7% 03/26/2031                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3250000000 | PA      | $640095.47    | 0.17%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: MXN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $18430.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 2.25% 04/20/2033               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   575000000 | PA      | $1235355.77   | 0.33%             | 2033-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.3% 06/19/2053          | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   267000000 | PA      | $3195354.43   | 0.84%             | 2053-06-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: BRL/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $155309.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION and DEVELOPMENT      | EUROPEAN BANK FOR RECON and DEV 6.25% 04/11/2028   | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | GB        |    44500000 | PA      | $516274.06    | 0.14%             | 2028-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $3795.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $56834.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 7% 02/28/2031             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    73250000 | PA      | $3805958.08   | 1.01%             | 2031-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: ZAR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $3925.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |    84325000 | PA      | $2103207.55   | 0.56%             | 2028-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CZK settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17037.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: COP/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $15013.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/IDR settle 2025-07-31              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2188.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    91000000 | PA      | $4123277.27   | 1.09%             | 2048-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: BRL/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $45913.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: CNY/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-2009.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: IDR/USD settle 2025-07-31              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $43841.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7% 09/15/2030                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10500000000 | PA      | $663406.30    | 0.18%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 1.585% 12/17/2035              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    74000000 | PA      | $2274892.93   | 0.60%             | 2035-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/ZAR settle 2025-07-31              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20605.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer