# EDGAR Filing Document

**Accession Number:** 0000035348
**File Stem:** 0000035402-26-001259
**Filing Date:** 2026-2
**Character Count:** 99715
**Document Hash:** db0a6642ca4346306a93d05750542e0f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001259.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001259

**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 HASTINGS STREET TRUST
- **CENTRAL INDEX KEY:** 0000035348

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00215
- **FILM NUMBER:** 26670368

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FUND INC
- **DATE OF NAME CHANGE:** 19851205

## Series and Classes Contracts Data

### Fidelity Series Emerging Markets Debt Local Currency Fund (Series ID: S000069413)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000221495 | Fidelity Series Emerging Markets Debt Local Currency Fund | FSEDX           |

## 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 Hastings Street Trust

- **b. Investment Company Act file number:** 811-00215

- **c. CIK number of Registrant:** 0000035348

- **d. LEI of Registrant:** 5IETULY5BBOQWX17XY97

- **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 Series Emerging Markets Debt Local Currency Fund

- **b. EDGAR series identifier (if any):** S000069413

- **c. LEI of Series:** 54930092TT4TRKVUCK15

**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:** $474304982.90

**Total Liabilities:** $12579.57

**Net Assets:** $474292403.33

**Cash Not Reported:** $2705563.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 539.98409962 | **1-Year:** 10723.47732871 | **5-Year:** 38445.95877516 | **10-Year:** 33201.48072037 | **30-Year:** 6119.08707539

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

- **3-Month:** 509.39376766 | **1-Year:** 9388.04055270 | **5-Year:** 40006.20488311 | **10-Year:** 74993.27570818 | **30-Year:** 27271.72223248

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221495 | 0.51%                | 1.51%                | 1.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-330325.24              | $1051971.06                                |
| Month 2  | $859744.15               | $450038.69                                 |
| Month 3  | $1838372.96              | $93812.38                                  |

**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        |   249750000 | PA      | $13994772.28  | 2.95%             | 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        |    23500000 | PA      | $3516046.16   | 0.74%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 3.65% 09/24/2031                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4500000 | PA      | $891653.31    | 0.19%             | 2031-09-24      | 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      | $63307.94     | 0.01%             |  |  |  | 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      | $15729.27     | 0.00%             |  |  |  | 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      | $-39309.08    | -0.01%            |  |  |  | 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        |   136500000 | PA      | $1575619.55   | 0.33%             | 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        |    23300000 | PA      | $5864445.79   | 1.24%             | 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        |    49500000 | PA      | $2553842.80   | 0.54%             | 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        |   170000000 | PA      | $1899300.04   | 0.40%             | 2029-01-25      | Fixed         | 0.07%                 | 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      | $222212.78    | 0.05%             |  |  |  | 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        |   144000000 | PA      | $9064557.39   | 1.91%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: PEN/USD settle 2026-02-12                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1949.40      | 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        |    88500000 | PA      | $1401671.03   | 0.30%             | 2026-06-05      | Fixed         | 0.10%                 | 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      | $-127.74      | -0.00%            |  |  |  | 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        |   190000000 | PA      | $2181617.88   | 0.46%             | 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        |    11700000 | PA      | $2814941.78   | 0.59%             | 2030-10-25      | Fixed         | 0.01%                 | 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      | $30004.15     | 0.01%             |  |  |  | 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        |   475000000 | PA      | $4917192.47   | 1.04%             | 2050-12-17      | Fixed         | 0.07%                 | 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      | $-2614.08     | -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      | $16729.59     | 0.00%             |  |  |  | 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    | 0.15%             | 2035-10-25      | Fixed         | 0.05%                 | 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        |    12000000 | PA      | $221713.56    | 0.05%             | 2029-05-07      | Fixed         | 0.16%                 | 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        | 21950000000 | PA      | $5249456.83   | 1.11%             | 2027-11-03      | Fixed         | 0.06%                 | 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      | $15871.17     | 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        |    55000000 | PA      | $632752.16    | 0.13%             | 2032-08-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2.75% 07/23/2029                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26000000 | PA      | $1216851.88   | 0.26%             | 2029-07-23      | Fixed         | 0.03%                 | 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      | $9858.18      | 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        |    50000000 | PA      | $569373.04    | 0.12%             | 2030-10-06      | Fixed         | 0.07%                 | 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      | $-31761.05    | -0.01%            |  |  |  | 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      | $48395.45     | 0.01%             |  |  |  | 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      | $-13387.36    | -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        |     3240000 | PA      | $1220636.35   | 0.26%             | 2028-11-17      | Fixed         | 0.12%                 | 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        | 51000000000 | PA      | $3535561.62   | 0.75%             | 2036-05-15      | Fixed         | 0.08%                 | 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        |    11500000 | PA      | $3426415.39   | 0.72%             | 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        |    27500000 | PA      | $464064.90    | 0.10%             | 2027-08-11      | Fixed         | 0.10%                 | 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      | $71295.94     | 0.02%             |  |  |  | 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        |   461500000 | PA      | $5262374.67   | 1.11%             | 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        |   172000000 | PA      | $1933377.85   | 0.41%             | 2029-07-22      | Fixed         | 0.07%                 | 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        |     3250000 | PA      | $1053728.69   | 0.22%             | 2039-08-12      | Fixed         | 0.08%                 | 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      | $-60456.59    | -0.01%            |  |  |  | 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      | $15854.23     | 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      | $39886.71     | 0.01%             |  |  |  | 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        |     4500000 | PA      | $1187992.24   | 0.25%             | 2053-03-31      | Fixed         | 0.04%                 | 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      | $37490.48     | 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        |    72500000 | PA      | $2671489.81   | 0.56%             | 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        |    34000000 | PA      | $5746812.50   | 1.21%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 3.25% 10/22/2031                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   110000000 | PA      | $285476.77    | 0.06%             | 2031-10-22      | Fixed         | 0.03%                 | 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      | $65241.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: COP/USD settle 2026-02-12                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $4092.68      | 0.00%             |  |  |  | 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        |     4000000 | PA      | $932753.51    | 0.20%             | 2027-05-31      | Fixed         | 0.07%                 | 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      | $-16976.69    | -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        |    44400000 | PA      | $1519058.15   | 0.32%             | 2046-06-17      | Fixed         | 0.03%                 | 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        | 15500000000 | PA      | $992880.46    | 0.21%             | 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        |    13500000 | PA      | $496070.75    | 0.10%             | 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        |  7000000000 | PA      | $1812483.79   | 0.38%             | 2040-11-28      | Fixed         | 0.13%                 | 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      | $-827.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 6.54% 01/17/2032             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   264000000 | PA      | $2933822.88   | 0.62%             | 2032-01-17      | Fixed         | 0.07%                 | 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      | $13103.18     | 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        |    38500000 | PA      | $736970.35    | 0.16%             | 2033-02-03      | Fixed         | 0.14%                 | 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      | $-6012.66     | -0.00%            |  |  |  | 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      | $215063.66    | 0.05%             |  |  |  | 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        |   680000000 | PA      | $1869766.10   | 0.39%             | 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        |    42250000 | PA      | $2608020.81   | 0.55%             | 2030-01-31      | Fixed         | 0.08%                 | 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        | 91500000000 | PA      | $5973317.54   | 1.26%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.893% 06/08/2038                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $547535.73    | 0.12%             | 2038-06-08      | Fixed         | 0.05%                 | 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   | 0.24%             | 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        | 12750000000 | PA      | $2402678.47   | 0.51%             | 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        |    17000000 | PA      | $4238270.08   | 0.89%             | 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        |    35500000 | PA      | $1452484.27   | 0.31%             | 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        |     9250000 | PA      | $1352046.80   | 0.29%             | 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        | 89000000000 | PA      | $5526384.41   | 1.17%             | 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        |    99250000 | PA      | $5503876.16   | 1.16%             | 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        |     5250000 | PA      | $1142000.51   | 0.24%             | 2029-07-25      | Fixed         | 0.05%                 | 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        |   175750000 | PA      | $7529862.04   | 1.59%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 6.85% 07/29/2030                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     8750000 | PA      | $2031011.73   | 0.43%             | 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        |    90000000 | PA      | $1025363.22   | 0.22%             | 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        |  7400000000 | PA      | $1482034.32   | 0.31%             | 2042-05-28      | Fixed         | 0.09%                 | 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      | $-9027.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 3.12% 10/25/2052             | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    13250000 | PA      | $2178343.04   | 0.46%             | 2052-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.054% 04/18/2039                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $1014056.19   | 0.21%             | 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        |    77500000 | PA      | $1874213.69   | 0.40%             | 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        |   151250000 | PA      | $7176070.21   | 1.51%             | 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        |     4250000 | PA      | $1323485.99   | 0.28%             | 2037-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 7.2% 10/30/2033                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    10500000 | PA      | $2483795.69   | 0.52%             | 2033-10-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: HUF/USD settle 2026-02-12                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $5935.10      | 0.00%             |  |  |  | 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        |    92000000 | PA      | $4349353.33   | 0.92%             | 2053-07-31      | Fixed         | 0.08%                 | 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      | $-80770.63    | -0.02%            |  |  |  | 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        |     4750000 | PA      | $708138.83    | 0.15%             | 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        |    94500000 | PA      | $1080316.45   | 0.23%             | 2030-04-17      | 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      | $30487.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 36% 08/12/2026                      | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   239000000 | PA      | $5593297.14   | 1.18%             | 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        |    32250000 | PA      | $1997253.99   | 0.42%             | 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        |  2650000000 | PA      | $3055996.21   | 0.64%             | 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        |    17000000 | PA      | $2574057.65   | 0.54%             | 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        |    51000000 | PA      | $878619.77    | 0.19%             | 2036-06-01      | Fixed         | 0.11%                 | 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      | $18724.91     | 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        |   550000000 | PA      | $1034257.98   | 0.22%             | 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        |     1750000 | PA      | $593467.17    | 0.13%             | 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        | 11000000000 | PA      | $698979.91    | 0.15%             | 2043-06-15      | Fixed         | 0.07%                 | 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      | $5036.14      | 0.00%             |  |  |  | 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        |     1850000 | PA      | $548729.40    | 0.12%             | 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        |    14700000 | PA      | $2264868.75   | 0.48%             | 2033-01-01      | Fixed         | 0.10%                 | 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      | $-21551.45    | -0.00%            |  |  |  | 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      | $335319.12    | 0.07%             |  |  |  | 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        |     4750000 | PA      | $1522134.68   | 0.32%             | 2035-08-12      | Fixed         | 0.07%                 | 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      | $-9274.07     | -0.00%            |  |  |  | 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        | 65000000000 | PA      | $4035964.02   | 0.85%             | 2031-02-15      | Fixed         | 0.07%                 | 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      | $-18157.69    | -0.00%            |  |  |  | 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        |    15750000 | PA      | $572343.75    | 0.12%             | 2038-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031         | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    31500000 | PA      | $830247.41    | 0.18%             | 2031-05-21      | Fixed         | 0.08%                 | 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        |    25500000 | PA      | $3698733.49   | 0.78%             | 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        |    43500000 | PA      | $7425454.56   | 1.57%             | 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        | 55500000000 | PA      | $3407550.22   | 0.72%             | 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        |   132000000 | PA      | $2665943.40   | 0.56%             | 2026-02-24      | Fixed         | 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        |   222350000 | PA      | $7000089.60   | 1.48%             | 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        |   234500000 | PA      | $2633616.99   | 0.56%             | 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        |    38250000 | PA      | $2122803.31   | 0.45%             | 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        |     1950000 | PA      | $353424.58    | 0.07%             | 2050-09-14      | Fixed         | 0.04%                 | 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        | 58250000000 | PA      | $3825112.44   | 0.81%             | 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        |    18000000 | PA      | $1002394.84   | 0.21%             | 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        |     8250000 | PA      | $2725585.37   | 0.57%             | 2031-08-12      | Fixed         | 0.07%                 | 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        | 34788000000 | PA      | $2381924.45   | 0.50%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.1% 04/18/2029              | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    85000000 | PA      | $974214.25    | 0.21%             | 2029-04-18      | 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      | $176237.06    | 0.04%             |  |  |  | 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        |    23500000 | PA      | $3365598.38   | 0.71%             | 2032-09-15      | 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      | $-11122.81    | -0.00%            |  |  |  | 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        |     6750000 | PA      | $1732976.84   | 0.37%             | 2044-05-16      | Fixed         | 0.04%                 | 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      | $21503.09     | 0.00%             |  |  |  | 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      | $-3236.15     | -0.00%            |  |  |  | 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      | $-64918.70    | -0.01%            |  |  |  | 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      | $-16845.29    | -0.00%            |  |  |  | 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        | 24500000000 | PA      | $1536822.19   | 0.32%             | 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        |    38000000 | PA      | $6715115.07   | 1.42%             | 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        |    66000000 | PA      | $2030532.55   | 0.43%             | 2042-06-17      | Fixed         | 0.02%                 | 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        |      250000 | PA      | $61146.81     | 0.01%             | 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        |    19500000 | PA      | $2615216.98   | 0.55%             | 2028-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 2.75% 10/25/2029                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     6450000 | PA      | $1703419.85   | 0.36%             | 2029-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.736% 03/15/2046                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4500000 | PA      | $1229632.21   | 0.26%             | 2046-03-15      | 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      | $50836.35     | 0.01%             |  |  |  | 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      | $-12765.38    | -0.00%            |  |  |  | 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      | $-20933.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 30% 09/12/2029                      | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    55250000 | PA      | $1254555.50   | 0.26%             | 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        |    12700000 | PA      | $3445680.88   | 0.73%             | 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        |    14400000 | PA      | $4105072.98   | 0.87%             | 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        |    49783880 | NS      | $49793836.47  | 10.50%            |  |  |  | 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        |    28000000 | PA      | $4317127.82   | 0.91%             | 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        |     2250000 | PA      | $594227.34    | 0.13%             | 2040-08-12      | Fixed         | 0.05%                 | 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      | $1286.22      | 0.00%             |  |  |  | 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        |    11000000 | PA      | $1384353.74   | 0.29%             | 2029-01-01      | Fixed         | 0.00%                 | 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      | $-5493.13     | -0.00%            |  |  |  | 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      | $29854.07     | 0.01%             |  |  |  | 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      | $7824.44      | 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      | $7588.23      | 0.00%             |  |  |  | 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        | 46750000000 | PA      | $2910629.21   | 0.61%             | 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        |    26500000 | PA      | $2927103.99   | 0.62%             | 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        |    61500000 | PA      | $1383936.27   | 0.29%             | 2033-10-05      | Fixed         | 0.26%                 | 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      | $-25496.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033         | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    34298120 | PA      | $986548.47    | 0.21%             | 2033-07-20      | Fixed         | 0.10%                 | 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        |    30000000 | PA      | $1440126.45   | 0.30%             | 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        |    36000000 | PA      | $658415.09    | 0.14%             | 2027-10-13      | Fixed         | 0.15%                 | 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        |   540000000 | PA      | $6063208.72   | 1.28%             | 2034-10-07      | Fixed         | 0.07%                 | 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        |    17000000 | PA      | $1301649.96   | 0.27%             | 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        |   275000000 | PA      | $734089.28    | 0.15%             | 2029-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.5% 01/31/2037               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    80000000 | PA      | $4799136.23   | 1.01%             | 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        |  1770000000 | PA      | $1928562.01   | 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        |   113000000 | PA      | $5838898.10   | 1.23%             | 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        |   103500000 | PA      | $3829810.76   | 0.81%             | 2043-06-17      | Fixed         | 0.03%                 | 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      | $-35640.39    | -0.01%            |  |  |  | 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        |     8750000 | PA      | $2364278.89   | 0.50%             | 2037-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/MXN settle 2026-02-12                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11993.77    | -0.00%            |  |  |  | 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        |     5750000 | PA      | $1317778.25   | 0.28%             | 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        |    10000000 | PA      | $590760.79    | 0.12%             | 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        |    20500000 | PA      | $4807250.00   | 1.01%             | 2032-04-25      | Fixed         | 0.02%                 | 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        |  3150000000 | PA      | $3410629.25   | 0.72%             | 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        |    50500000 | PA      | $1164346.08   | 0.25%             | 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        |   175000000 | PA      | $2000167.51   | 0.42%             | 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        |    17500000 | PA      | $2620905.52   | 0.55%             | 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        |    13250000 | PA      | $2126965.03   | 0.45%             | 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        | 14550000000 | PA      | $2867501.10   | 0.60%             | 2032-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8.5% 11/18/2038           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    26000000 | PA      | $1351501.87   | 0.28%             | 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        |    29950000 | PA      | $6602314.49   | 1.39%             | 2029-02-12      | Fixed         | 0.05%                 | 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      | $-15841.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | INDONESIA REPUBLIC OF 7% 02/15/2033                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 29000000000 | PA      | $1835652.17   | 0.39%             | 2033-02-15      | Fixed         | 0.07%                 | 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      | $-23966.66    | -0.01%            |  |  |  | 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        | 13000000000 | PA      | $2009946.08   | 0.42%             | 2050-10-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                          | RECEIVE ZAR 5Y vs 3M JIBAR 7.49% 06.13.2025-06.13.2030 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     1000000 | NC      | $2128.03      | 0.00%             |  |  |  | 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        |    13500000 | PA      | $1142800.53   | 0.24%             | 2032-01-01      | Fixed         | 0.00%                 | 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      | $24327.48     | 0.01%             |  |  |  | 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        |     2500000 | PA      | $470372.46    | 0.10%             | 2036-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: INR/USD settle 2026-02-12                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $3402.77      | 0.00%             |  |  |  | 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        |    30000000 | PA      | $614393.08    | 0.13%             | 2026-02-03      | Fixed         | 0.00%                 | 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        | 14500000000 | PA      | $928704.70    | 0.20%             | 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        |     2250000 | PA      | $598745.07    | 0.13%             | 2033-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.5% 04/24/2040                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    21500000 | PA      | $687623.28    | 0.14%             | 2040-04-24      | Fixed         | 0.01%                 | 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      | $-37843.33    | -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        | 13410000000 | PA      | $1172882.80   | 0.25%             | 2028-02-25      | Fixed         | 0.15%                 | 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      | $90876.48     | 0.02%             |  |  |  | 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        |   100500000 | PA      | $5176747.61   | 1.09%             | 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        | 24750000000 | PA      | $1579176.16   | 0.33%             | 2042-06-15      | Fixed         | 0.07%                 | 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      | $-7445.71     | -0.00%            |  |  |  | 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      | $-39647.13    | -0.01%            |  |  |  | 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        |     3750000 | PA      | $1200608.62   | 0.25%             | 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        | 15000000000 | PA      | $898289.16    | 0.19%             | 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      | $27078.99     | 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        |   185120000 | PA      | $7809946.28   | 1.65%             | 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        |    16250000 | PA      | $4509261.84   | 0.95%             | 2034-10-25      | 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      | $-2648.88     | -0.00%            |  |  |  | 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      | $-7067.36     | -0.00%            |  |  |  | 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      | $7371.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 3.25% 06/24/2026                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    16500000 | PA      | $3757964.31   | 0.79%             | 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        |     2355000 | PA      | $2345373.02   | 0.49%             | 2026-02-12      | Fixed         | 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        |   675000000 | PA      | $790455.99    | 0.17%             | 2043-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 17.8% 07/13/2033                    | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    23500000 | PA      | $385101.17    | 0.08%             | 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      | $17185.02     | 0.00%             |  |  |  | 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      | $60155.25     | 0.01%             |  |  |  | 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      | $32645.19     | 0.01%             |  |  |  | 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        |  2053000000 | PA      | $6351783.51   | 1.34%             | 2028-10-22      | Fixed         | 0.07%                 | 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        |    16000000 | PA      | $2092461.27   | 0.44%             | 2055-04-25      | Fixed         | 0.02%                 | 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        |     5250000 | PA      | $1051647.19   | 0.22%             | 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        |    35500000 | PA      | $628530.39    | 0.13%             | 2028-07-19      | Fixed         | 0.17%                 | 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      | $10811.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 3.5% 05/30/2035                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26000000 | PA      | $1167039.53   | 0.25%             | 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        |     6000000 | PA      | $857425.63    | 0.18%             | 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        | 47000000000 | PA      | $2958280.06   | 0.62%             | 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        |  5000000000 | PA      | $1033626.99   | 0.22%             | 2031-03-26      | Fixed         | 0.07%                 | 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      | $15252.32     | 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      | $-25864.07    | -0.01%            |  |  |  | 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        |   680000000 | PA      | $1562033.51   | 0.33%             | 2033-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.3% 06/19/2053              | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   323500000 | PA      | $3603101.40   | 0.76%             | 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        |   277000000 | PA      | $3051879.70   | 0.64%             | 2028-04-11      | Fixed         | 0.06%                 | 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        |     5750000 | PA      | $1315324.19   | 0.28%             | 2027-07-26      | Fixed         | 0.06%                 | 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        |    43750000 | PA      | $2582956.94   | 0.54%             | 2031-02-28      | Fixed         | 0.07%                 | 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      | $-18568.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS     | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |    60025000 | PA      | $1566021.59   | 0.33%             | 2028-03-15      | Fixed         | 0.09%                 | 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      | $-2116.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   128750000 | PA      | $7494517.29   | 1.58%             | 2048-02-28      | Fixed         | 0.09%                 | 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      | $-38426.19    | -0.01%            |  |  |  | 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        | 16250000000 | PA      | $1027890.90   | 0.22%             | 2030-09-15      | Fixed         | 0.07%                 | 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      | $12148.21     | 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      | $-27407.57    | -0.01%            |  |  |  | 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        |   225000000 | PA      | $697037.11    | 0.15%             | 2035-10-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 1.585% 12/17/2035                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   127750000 | PA      | $4001070.24   | 0.84%             | 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