# EDGAR Filing Document

**Accession Number:** 0000702533
**File Stem:** 0000035402-26-001143
**Filing Date:** 2026-2
**Character Count:** 117047
**Document Hash:** c41ee8fc3c6f0348c17b39919ac6f216
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001143.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001143

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**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:** 26670204

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $607438514.30

**Total Liabilities:** $12570.65

**Net Assets:** $607425943.65

**Cash Not Reported:** $1537345.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 422.95009930 | **1-Year:** 14064.61920328 | **5-Year:** 46372.55727048 | **10-Year:** 38259.22268670 | **30-Year:** 6024.96246025

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

- **3-Month:** 689.61181598 | **1-Year:** 11950.54086737 | **5-Year:** 55869.50133003 | **10-Year:** 98342.61674100 | **30-Year:** 32235.94980417

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222143 | 0.45%                | 1.42%                | 1.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-123114.49              | $852066.00                                 |
| Month 2  | $315013.65               | $440595.30                                 |
| Month 3  | $2031664.40              | $-153301.39                                |

**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        |    265000000 | PA      | $14849307.93  | 2.44%             | 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      | $2431308.52   | 0.40%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $38850.86     | 0.01%             |  |  |  | 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      | $594435.54    | 0.10%             | 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        |  18350000000 | PA      | $4235181.48   | 0.70%             | 2028-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $23395.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/IDR settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-33206.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CLP settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-44107.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7.5% 08/15/2032              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  43000000000 | PA      | $2786272.10   | 0.46%             | 2032-08-15      | Fixed         | 0.07%                 | 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        |    241000000 | PA      | $2781863.09   | 0.46%             | 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        |     15650000 | PA      | $3938994.70   | 0.65%             | 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      | $1986322.18   | 0.33%             | 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      | $1173097.08   | 0.19%             | 2029-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $4946.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: EUR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1050.50     | -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        |    182250000 | PA      | $11472330.45  | 1.89%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $44906.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/CNY settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-24231.68    | -0.00%            |  |  |  | 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      | $633523.63    | 0.10%             | 2026-06-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 13.25% 02/09/2033             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   5250000000 | PA      | $1403536.49   | 0.23%             | 2033-02-09      | Fixed         | 0.13%                 | 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      | $1377863.92   | 0.23%             | 2033-08-14      | Fixed         | 0.07%                 | 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        |     26050000 | PA      | $6267455.85   | 1.03%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: CZK/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $19189.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/RON settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-28275.31    | -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      | $3747418.26   | 0.62%             | 2050-12-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2.41% 03/17/2035               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     45000000 | PA      | $1518181.10   | 0.25%             | 2035-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 5% 10/25/2035                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      2500000 | PA      | $687856.89    | 0.11%             | 2035-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/HUF settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8946.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: CAD/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9706.63      | 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      | $46190.32     | 0.01%             | 2029-05-07      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $13776.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $21321.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: HUF/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $3584.79      | 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        |  12500000000 | PA      | $2989440.11   | 0.49%             | 2027-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2.7% 06/17/2040                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     60000000 | PA      | $2066197.85   | 0.34%             | 2040-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: KRW/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $26081.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: IDR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11986.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: IDR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8612.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.26% 08/22/2032         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    306000000 | PA      | $3520402.95   | 0.58%             | 2032-08-22      | Fixed         | 0.07%                 | 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      | $273698.02    | 0.05%             | 2034-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11950.73     | 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        |     77000000 | PA      | $3603753.65   | 0.59%             | 2029-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/KZT settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24562.75    | -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      | $1309557.99   | 0.22%             | 2030-10-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: MXN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $2381.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: COP/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7981.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                   | BANK OF GEORGIA JSC 11.5% 11/17/2028 144A          | CUSIP: 062269AB1<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      3250000 | PA      | $1224403.75   | 0.20%             | 2028-11-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $18628.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 8.25% 05/15/2036             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  15750000000 | PA      | $1091864.62   | 0.18%             | 2036-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/CAD settle 2026-02-12              | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-30657.41    | -0.01%            |  |  |  | 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        |     13500000 | PA      | $4022313.72   | 0.66%             | 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      | $257345.08    | 0.04%             | 2027-08-11      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: EUR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9672.33      | 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        |    743000000 | PA      | $8472252.18   | 1.39%             | 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      | $1298285.70   | 0.21%             | 2029-07-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $54446.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/COP settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $77367.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 7.6% 08/12/2039 144A REGS         | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      6500000 | PA      | $2107457.38   | 0.35%             | 2039-08-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/ZAR settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-31343.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: RON/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $93509.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23759.51    | -0.00%            |  |  |  | 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      | $857994.39    | 0.14%             | 2053-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: KZT/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $27204.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/HUF settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-50272.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/PHP settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7328.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: CLP/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $62291.52     | 0.01%             |  |  |  | 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      | $1658166.09   | 0.27%             | 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      | $3887549.63   | 0.64%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/GBP settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-45606.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 7.2% 05/31/2027                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     23000000 | PA      | $5363332.68   | 0.88%             | 2027-05-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CNY settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24548.49    | -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      | $314759.80    | 0.05%             | 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        |      5500000 | PA      | $1371828.49   | 0.23%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2038            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  46500000000 | PA      | $2978641.37   | 0.49%             | 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        |     32500000 | PA      | $1194244.39   | 0.20%             | 2037-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 12.75% 11/28/2040             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7250000000 | PA      | $1877215.35   | 0.31%             | 2040-11-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $47061.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $186099.25    | 0.03%             |  |  |  | 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      | $3111630.32   | 0.51%             | 2032-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: INR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-9214.90     | -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      | $325415.48    | 0.05%             | 2033-02-03      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/INR settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $38979.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CZK/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $44253.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: PHP/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7720.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/IDR settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-18931.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $157961.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 7.5% 07/27/2033                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      6250000 | PA      | $1501130.43   | 0.25%             | 2033-07-27      | Fixed         | 0.07%                 | 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        |    815000000 | PA      | $2240969.67   | 0.37%             | 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        |     39250000 | PA      | $2422835.90   | 0.40%             | 2030-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: CNY/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $265493.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 8.25% 05/15/2029             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  67500000000 | PA      | $4406545.73   | 0.73%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/ZAR settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-95713.50    | -0.02%            |  |  |  | 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      | $1095071.46   | 0.18%             | 2038-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3509.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 32.6% 02/10/2027                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     50000000 | PA      | $1142770.61   | 0.19%             | 2027-02-10      | Fixed         | 0.33%                 | 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        |  17050000000 | PA      | $3212993.56   | 0.53%             | 2034-10-18      | Fixed         | 0.07%                 | 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      | $1807497.54   | 0.30%             | 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        |     53000000 | PA      | $2168497.64   | 0.36%             | 2033-10-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.49% 05/25/2044         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1461672.22   | 0.24%             | 2044-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 6.625% 02/15/2034            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  62250000000 | PA      | $3865364.38   | 0.64%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7% 09/03/2026         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     27500000 | PA      | $1525003.47   | 0.25%             | 2026-09-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 4.85% 07/25/2029               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     14500000 | PA      | $3154096.64   | 0.52%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-35868.88    | -0.01%            |  |  |  | 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        |    130750000 | PA      | $5601874.60   | 0.92%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11230.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/IDR settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-20107.48    | -0.00%            |  |  |  | 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        |     17250000 | PA      | $4003994.56   | 0.66%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.38% 06/20/2027         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    100000000 | PA      | $1139292.47   | 0.19%             | 2027-06-20      | 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        |   6925000000 | PA      | $1386903.74   | 0.23%             | 2042-05-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $353683.26    | 0.06%             |  |  |  | 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        |     12000000 | PA      | $1972838.98   | 0.32%             | 2052-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/COP settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1620.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $20292.80     | 0.00%             |  |  |  | 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        |      4500000 | PA      | $1140813.21   | 0.19%             | 2039-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 37.84% 07/14/2027               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    105750000 | PA      | $2557394.81   | 0.42%             | 2027-07-14      | Fixed         | 0.38%                 | 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        |    182350000 | PA      | $8651612.59   | 1.42%             | 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      | $1167781.75   | 0.19%             | 2037-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $51139.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: CLP/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $89793.53     | 0.01%             |  |  |  | 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        |     14750000 | PA      | $3489141.57   | 0.57%             | 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        |    113200000 | PA      | $5351595.61   | 0.88%             | 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        |      9250000 | PA      | $1379007.20   | 0.23%             | 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        |    336500000 | PA      | $3846841.10   | 0.63%             | 2030-04-17      | Fixed         | 0.07%                 | 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        |    351270000 | PA      | $8220742.63   | 1.35%             | 2026-08-12      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.25% 03/31/2032          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     53000000 | PA      | $3282308.88   | 0.54%             | 2032-03-31      | Fixed         | 0.08%                 | 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      | $3038698.12   | 0.50%             | 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        |     24500000 | PA      | $3709671.32   | 0.61%             | 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      | $944085.55    | 0.16%             | 2036-06-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $40826.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: ZAR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $33711.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: KRW/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $27534.14     | 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      | $658164.17    | 0.11%             | 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      | $508686.14    | 0.08%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2043            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  14100000000 | PA      | $895965.16    | 0.15%             | 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        |      5350000 | PA      | $1586866.09   | 0.26%             | 2034-08-12      | Fixed         | 0.05%                 | 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        |     18500000 | PA      | $2850345.02   | 0.47%             | 2033-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/CZK settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17116.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.85% 08/12/2035 144A REGS        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      6000000 | PA      | $1922696.44   | 0.32%             | 2035-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 6.5% 02/15/2031              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  77250000000 | PA      | $4796588.01   | 0.79%             | 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        |     44750000 | PA      | $1551399.34   | 0.26%             | 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        |    109500000 | PA      | $3979151.79   | 0.66%             | 2038-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/KRW settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39846.95    | -0.01%            |  |  |  | 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      | $171320.89    | 0.03%             | 2031-05-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $58639.40     | 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      | $3336112.56   | 0.55%             | 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        |     61750000 | PA      | $10540731.48  | 1.74%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 6.375% 04/15/2032            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 108000000000 | PA      | $6630908.55   | 1.09%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 02/24/2026             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     84000000 | PA      | $1696509.43   | 0.28%             | 2026-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/RON settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12899.10    | -0.00%            |  |  |  | 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        |    174500000 | PA      | $5493661.50   | 0.90%             | 2035-06-17      | Fixed         | 0.02%                 | 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      | $1690231.80   | 0.28%             | 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        |    161850000 | PA      | $8982371.66   | 1.48%             | 2027-06-03      | Fixed         | 0.07%                 | 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        |      5050000 | PA      | $915279.05    | 0.15%             | 2050-09-14      | Fixed         | 0.04%                 | 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        |    515000000 | PA      | $1042230.70   | 0.17%             | 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        |   7500000000 | PA      | $1761401.69   | 0.29%             | 2046-07-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7.5% 04/15/2040              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  32700000000 | PA      | $2147316.34   | 0.35%             | 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        |     66250000 | PA      | $3689369.88   | 0.61%             | 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      | $578154.47    | 0.10%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/KRW settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-40764.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 8.375% 03/15/2034            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  33300000000 | PA      | $2280041.51   | 0.38%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2.5% 08/25/2028 REGS                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     30750000 | PA      | $1450507.12   | 0.24%             | 2028-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: CZK/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $14712.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.35% 06/17/2033               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     24900000 | PA      | $891922.09    | 0.15%             | 2033-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CNY/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $115841.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 1.78% 09/15/2032         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     57000000 | PA      | $8163366.29   | 1.34%             | 2032-09-15      | Fixed         | 0.02%                 | 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        |     12250000 | PA      | $3145032.04   | 0.52%             | 2044-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 4.5% 11/11/2032                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     27250000 | PA      | $1338895.09   | 0.22%             | 2032-11-11      | 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      | $1909882.60   | 0.31%             | 2028-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 6.33% 05/05/2035         | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    125000000 | PA      | $1362069.62   | 0.22%             | 2035-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 6.875% 04/15/2029            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  51000000000 | PA      | $3199099.25   | 0.53%             | 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      | $5831547.30   | 0.96%             | 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      | $2168977.96   | 0.36%             | 2042-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/PEN settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2400.54     | -0.00%            |  |  |  | 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        |     13750000 | PA      | $3363074.48   | 0.55%             | 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      | $3922825.47   | 0.65%             | 2028-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 11% 08/22/2029                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   3500000000 | PA      | $872945.47    | 0.14%             | 2029-08-22      | Fixed         | 0.11%                 | 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      | $888067.71    | 0.15%             | 2046-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: INR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-113844.39   | -0.02%            |  |  |  | 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        |     64750000 | PA      | $1470270.93   | 0.24%             | 2029-09-12      | Fixed         | 0.30%                 | 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        |     14100000 | PA      | $3825519.71   | 0.63%             | 2042-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 5% 01/25/2030                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     13500000 | PA      | $3848505.92   | 0.63%             | 2030-01-25      | 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        |     74219455 | NS      | $74234299.36  | 12.22%            |  |  |  | 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      | $3045116.94   | 0.50%             | 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      | $488586.92    | 0.08%             | 2040-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/CNY settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-81809.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2029    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     32500000 | PA      | $4090136.05   | 0.67%             | 2029-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-520.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: PEN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $130.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/EUR settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-83739.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 6.5% 07/15/2030              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  49750000000 | PA      | $3097407.55   | 0.51%             | 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        |     41250000 | PA      | $4556341.12   | 0.75%             | 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        |     67000000 | PA      | $1507702.93   | 0.25%             | 2033-10-05      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $20776.69     | 0.00%             |  |  |  | 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        |     41930820 | PA      | $1206094.86   | 0.20%             | 2033-07-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: GBP/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $16767.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: COP/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-78469.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12181.24    | -0.00%            |  |  |  | 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        |     96500000 | PA      | $4632406.75   | 0.76%             | 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      | $128025.16    | 0.02%             | 2027-10-13      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/INR settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9983.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: INR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11862.87    | -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        |    774750000 | PA      | $8699020.29   | 1.43%             | 2034-10-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/INR settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3093.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 11.625% 03/31/2053        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     14000000 | PA      | $1071947.03   | 0.18%             | 2053-03-31      | Fixed         | 0.12%                 | 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        |    755000000 | PA      | $2015408.74   | 0.33%             | 2029-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: HUF/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $41784.85     | 0.01%             |  |  |  | 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        |    122000000 | PA      | $7318682.75   | 1.20%             | 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        |   2260000000 | PA      | $2462457.71   | 0.41%             | 2030-09-01      | Fixed         | 0.05%                 | 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        |    102400000 | PA      | $5291178.45   | 0.87%             | 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        |    152600000 | PA      | $5646658.19   | 0.93%             | 2043-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: BRL/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27436.09    | -0.00%            |  |  |  | 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      | $2229177.24   | 0.37%             | 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        |      3250000 | PA      | $744831.19    | 0.12%             | 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      | $295380.40    | 0.05%             | 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        |     30000000 | PA      | $7035000.00   | 1.16%             | 2032-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: BRL/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-92821.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: MXN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $57201.02     | 0.01%             |  |  |  | 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        |   4820000000 | PA      | $5218804.12   | 0.86%             | 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        |     52250000 | PA      | $1204694.71   | 0.20%             | 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      | $1314395.79   | 0.22%             | 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        |     18750000 | PA      | $2808113.05   | 0.46%             | 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        |     16500000 | PA      | $2648673.43   | 0.44%             | 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      | $2325533.54   | 0.38%             | 2032-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/EUR settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-112919.62   | -0.02%            |  |  |  | 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      | $831693.46    | 0.14%             | 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        |     24750000 | PA      | $5456002.79   | 0.90%             | 2029-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 4.5% 07/25/2030                 | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      8500000 | PA      | $2372080.08   | 0.39%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-3955.18     | -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      | $1306464.95   | 0.22%             | 2050-10-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $94342.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2032    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     17250000 | PA      | $1460245.12   | 0.24%             | 2032-01-01      | Fixed         | 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      | $376297.97    | 0.06%             | 2036-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 02/03/2026             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     54000000 | PA      | $1105907.55   | 0.18%             | 2026-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $65079.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-34388.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7.125% 08/15/2040            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  68004000000 | PA      | $4355560.97   | 0.72%             | 2040-08-15      | Fixed         | 0.07%                 | 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        |     19500000 | PA      | $5189123.95   | 0.85%             | 2033-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: KZT/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $85032.74     | 0.01%             |  |  |  | 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      | $383789.74    | 0.06%             | 2040-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/MXN settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-78221.44    | -0.01%            |  |  |  | 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      | $898248.05    | 0.15%             | 2028-02-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CZK settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11851.50    | -0.00%            |  |  |  | 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        |    178500000 | PA      | $9194521.87   | 1.51%             | 2034-11-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2042            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  32000000000 | PA      | $2041763.12   | 0.34%             | 2042-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: RON/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $81395.45     | 0.01%             |  |  |  | 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      | $801389.70    | 0.13%             | 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      | $4322191.02   | 0.71%             | 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      | $299429.72    | 0.05%             | 2026-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $36894.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.2% 03/13/2031                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    174380000 | PA      | $7356841.14   | 1.21%             | 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        |     15000000 | PA      | $4162395.54   | 0.69%             | 2034-10-25      | Fixed         | 0.05%                 | 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      | $1822043.30   | 0.30%             | 2026-06-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 02/12/2026                            | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2987736.33   | 0.49%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $139381.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MXN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $25782.85     | 0.00%             |  |  |  | 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      | $263485.33    | 0.04%             | 2043-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $23756.55     | 0.00%             |  |  |  | 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      | $294971.11    | 0.05%             | 2033-07-13      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: PLN/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $35371.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 8.375% 04/15/2039            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  19750000000 | PA      | $1387289.39   | 0.23%             | 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        |   2149250000 | PA      | $6649571.70   | 1.09%             | 2028-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/BRL settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5130.75     | -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        |     22250000 | PA      | $2909828.96   | 0.48%             | 2055-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/CNY settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-17916.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/ZAR settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19238.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 02/17/2026             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     55000000 | PA      | $1115958.07   | 0.18%             | 2026-02-17      | Fixed         | 0.00%                 | 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        |      4500000 | PA      | $901411.88    | 0.15%             | 2034-10-11      | Fixed         | 0.05%                 | 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      | $442627.03    | 0.07%             | 2028-07-19      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 3.5% 05/30/2035                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     16000000 | PA      | $718178.17    | 0.12%             | 2035-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 1.63% 10/25/2030         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     21500000 | PA      | $3072441.83   | 0.51%             | 2030-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 6.75% 07/15/2035             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  77300000000 | PA      | $4865426.57   | 0.80%             | 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      | $671857.55    | 0.11%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17622.46    | -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      | $1320837.16   | 0.22%             | 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        |    491500000 | PA      | $5474263.79   | 0.90%             | 2053-06-19      | Fixed         | 0.07%                 | 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        |    440500000 | PA      | $4853259.95   | 0.80%             | 2028-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/IDR settle 2026-02-12              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-816.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: ZAR/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $98538.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 5.8% 07/26/2027                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3750000 | PA      | $857820.12    | 0.14%             | 2027-07-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 5.125% 04/15/2027            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  25000000000 | PA      | $1502586.96   | 0.25%             | 2027-04-15      | Fixed         | 0.05%                 | 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      | $4324607.90   | 0.71%             | 2031-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $83346.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/RON settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-98625.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/CLP settle 2026-02-12              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-82275.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/CZK settle 2026-02-12              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-48067.74    | -0.01%            |  |  |  | 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        |    104825000 | PA      | $2734830.70   | 0.45%             | 2028-03-15      | Fixed         | 0.09%                 | 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        |    119500000 | PA      | $6956076.24   | 1.15%             | 2048-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7% 09/15/2030                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  43000000000 | PA      | $2719957.46   | 0.45%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 7% 10/24/2035                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    400000000 | PA      | $1239177.08   | 0.20%             | 2035-10-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: BRL/USD settle 2026-02-12              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-212397.64   | -0.03%            |  |  |  | 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      | $2317645.39   | 0.38%             | 2035-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer