# EDGAR Filing Document

**Accession Number:** 0000035348
**File Stem:** 0000035402-26-003397
**Filing Date:** 2026-5
**Character Count:** 143589
**Document Hash:** e25298333da5e1d8b2072ec5345e3e86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003397.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003397

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**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:** 261017527

**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           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Series Emerging Markets Debt Local Currency Fund**

**March 31, 2026**

LCC-NPRT1-0526

1.9899866.105 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 84.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 84.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 84.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 84.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 8.5%  |  |  |  |
| Brazilian Federative Republic 10% 1/1/2027  | BRL | 38000000 | 7148223 |
| Brazilian Federative Republic 10% 1/1/2029  | BRL | 34000000 | 6052200 |
| Brazilian Federative Republic 10% 1/1/2031  | BRL | 23250000 | 3921924 |
| Brazilian Federative Republic 10% 1/1/2033  | BRL | 14700000 | 2379897 |
| Brazilian Federative Republic 10% 1/1/2035  | BRL | 17500000 | 2747377 |
| Brazilian Federative Republic Treasury Bills 0% 1/1/2029 (d) | BRL | 11000000 | 1493591 |
| Brazilian Federative Republic Treasury Bills 0% 1/1/2030 (d) | BRL | 26500000 | 3159500 |
| Brazilian Federative Republic Treasury Bills 0% 1/1/2032 (d) | BRL | 750000 | 68534 |
| Brazilian Federative Republic Treasury Bills 0% 7/1/2026 (d) | BRL | 27000000 | 5047400 |
| Brazilian Federative Republic Treasury Bills 0% 7/1/2027 (d) | BRL | 17000000 | 2797697 |
| Brazilian Federative Republic Treasury Bills 0% 7/1/2028 (d) | BRL | 19500000 | 2824664 |
| TOTAL BRAZIL |  |  | 37641007 |
| CHILE - 1.6%  |  |  |  |
| Chilean Republic 4.7% 9/1/2030 (b)(c) | CLP | 700000000 | 736073 |
| Chilean Republic 5% 3/1/2035  | CLP | 2400000000 | 2482418 |
| Chilean Republic 6% 1/1/2043  | CLP | 675000000 | 752641 |
| Chilean Republic 6% 4/1/2033 (b)(c) | CLP | 2650000000 | 2937327 |
| TOTAL CHILE |  |  | 6908459 |
| CHINA - 4.7%  |  |  |  |
| Peoples Republic of China 1.63% 10/25/2030  | CNY | 6000000 | 872727 |
| Peoples Republic of China 1.78% 9/15/2032  | CNY | 23500000 | 3428291 |
| Peoples Republic of China 1.88% 4/25/2055  | CNY | 16000000 | 2110316 |
| Peoples Republic of China 2.04% 11/25/2034  | CNY | 25500000 | 3779238 |
| Peoples Republic of China 2.49% 5/25/2044  | CNY | 9250000 | 1380344 |
| Peoples Republic of China 2.57% 5/20/2054  | CNY | 4750000 | 715708 |
| Peoples Republic of China 2.68% 5/21/2030  | CNY | 9750000 | 1483224 |
| Peoples Republic of China 2.88% 2/25/2033  | CNY | 28000000 | 4396357 |
| Peoples Republic of China 3.12% 10/25/2052  | CNY | 13250000 | 2200145 |
| Peoples Republic of China 3.81% 9/14/2050  | CNY | 1950000 | 357547 |
| TOTAL CHINA |  |  | 20723897 |
| COLOMBIA - 4.0%  |  |  |  |
| Colombian Republic 11.75% 1/24/2035  | COP | 2000000000 | 492528 |
| Colombian Republic 12.75% 11/28/2040  | COP | 7000000000 | 1848298 |
| Colombian Republic 5.75% 11/3/2027  | COP | 21950000000 | 5302425 |
| Colombian Republic 7% 3/26/2031  | COP | 5000000000 | 1042900 |
| Colombian Republic 7% 6/30/2032  | COP | 14550000000 | 2891266 |
| Colombian Republic 7.25% 10/18/2034  | COP | 12750000000 | 2431633 |
| Colombian Republic 7.25% 10/26/2050  | COP | 13000000000 | 2056878 |
| Colombian Republic 9.25% 5/28/2042  | COP | 7400000000 | 1501946 |
| TOTAL COLOMBIA |  |  | 17567874 |
| CZECH REPUBLIC - 4.5%  |  |  |  |
| Czech Republic 0.95% 5/15/2030 (c) | CZK | 175750000 | 7212555 |
| Czech Republic 1.2% 3/13/2031  | CZK | 185120000 | 7460755 |
| Czech Republic 1.5% 4/24/2040  | CZK | 21500000 | 652721 |
| Czech Republic 1.95% 7/30/2037  | CZK | 13500000 | 471933 |
| Czech Republic 2% 10/13/2033  | CZK | 55500000 | 2157381 |
| Czech Republic 3.5% 5/30/2035  | CZK | 26000000 | 1107642 |
| Czech Republic 3.6% 6/3/2036  | CZK | 26060000 | 1099140 |
| TOTAL CZECH REPUBLIC |  |  | 20162127 |
| DOMINICAN REPUBLIC - 0.5%  |  |  |  |
| Dominican Republic 10.75% 6/1/2036 (c) | DOP | 51000000 | 883183 |
| Dominican Republic 13.625% 2/3/2033 (b) | DOP | 38500000 | 747473 |
| Dominican Republic 9.75% 6/5/2026 (c) | DOP | 43500000 | 721300 |
| TOTAL DOMINICAN REPUBLIC |  |  | 2351956 |
| EGYPT - 0.3%  |  |  |  |
| Arab Republic of Egypt 14.556% 10/13/2027  | EGP | 36000000 | 572597 |
| Arab Republic of Egypt 16.1% 5/7/2029  | EGP | 12000000 | 188463 |
| Arab Republic of Egypt Treasury Bills 0% 7/14/2026 (d) | EGP | 28000000 | 481140 |
| TOTAL EGYPT |  |  | 1242200 |
| HUNGARY - 2.0%  |  |  |  |
| Hungary Government 2% 5/23/2029  | HUF | 275000000 | 710496 |
| Hungary Government 2.25% 4/20/2033  | HUF | 990000000 | 2181380 |
| Hungary Government 3% 8/21/2030  | HUF | 250000000 | 636715 |
| Hungary Government 3.25% 10/22/2031  | HUF | 110000000 | 272727 |
| Hungary Government 4.75% 11/24/2032  | HUF | 255000000 | 668877 |
| Hungary Government 6.75% 10/22/2028  | HUF | 1313000000 | 3910792 |
| Hungary Government 7% 10/24/2035  | HUF | 225000000 | 667659 |
| TOTAL HUNGARY |  |  | 9048646 |
| INDIA - 6.8%  |  |  |  |
| Republic of India 6.54% 1/17/2032  | INR | 264000000 | 2764441 |
| Republic of India 6.67% 12/17/2050  | INR | 475000000 | 4541060 |
| Republic of India 6.79% 10/7/2034  | INR | 540000000 | 5678573 |
| Republic of India 7.1% 4/18/2029  | INR | 85000000 | 924625 |
| Republic of India 7.1% 4/8/2034  | INR | 175000000 | 1874603 |
| Republic of India 7.17% 4/17/2030  | INR | 94500000 | 1023007 |
| Republic of India 7.18% 7/24/2037  | INR | 421500000 | 4495571 |
| Republic of India 7.18% 8/14/2033  | INR | 190000000 | 2045383 |
| Republic of India 7.26% 2/6/2033  | INR | 100000000 | 1085905 |
| Republic of India 7.26% 8/22/2032  | INR | 55000000 | 597109 |
| Republic of India 7.3% 6/19/2053  | INR | 279500000 | 2832581 |
| Republic of India 7.32% 11/13/2030  | INR | 136500000 | 1485185 |
| Republic of India 7.38% 6/20/2027  | INR | 90000000 | 979077 |
| TOTAL INDIA |  |  | 30327120 |
| INDONESIA - 8.4%  |  |  |  |
| Indonesia Government 6.375% 4/15/2032  | IDR | 37500000000 | 2166457 |
| Indonesia Government 6.5% 2/15/2031  | IDR | 65000000000 | 3804127 |
| Indonesia Government 6.5% 7/15/2030  | IDR | 46750000000 | 2741690 |
| Indonesia Government 6.625% 2/15/2034  | IDR | 89000000000 | 5170023 |
| Indonesia Government 6.75% 7/15/2035  | IDR | 12000000000 | 699997 |
| Indonesia Government 6.875% 4/15/2029  | IDR | 5500000000 | 326246 |
| Indonesia Government 7% 2/15/2033  | IDR | 29000000000 | 1714113 |
| Indonesia Government 7% 9/15/2030  | IDR | 16250000000 | 969754 |
| Indonesia Government 7.125% 6/15/2038  | IDR | 15500000000 | 926348 |
| Indonesia Government 7.125% 6/15/2042  | IDR | 24750000000 | 1475286 |
| Indonesia Government 7.125% 6/15/2043  | IDR | 11000000000 | 656998 |
| Indonesia Government 7.125% 8/15/2040  | IDR | 32000000000 | 1905985 |
| Indonesia Government 7.5% 4/15/2040  | IDR | 58250000000 | 3569035 |
| Indonesia Government 8.25% 5/15/2029  | IDR | 91500000000 | 5637819 |
| Indonesia Government 8.25% 5/15/2036  | IDR | 51000000000 | 3280468 |
| Indonesia Government 8.375% 3/15/2034  | IDR | 34788000000 | 2223843 |
| TOTAL INDONESIA |  |  | 37268189 |
| MALAYSIA - 4.7%  |  |  |  |
| Malaysia Government 3.757% 5/22/2040  | MYR | 250000 | 60486 |
| Malaysia Government 3.828% 7/5/2034  | MYR | 19300000 | 4818947 |
| Malaysia Government 4.054% 4/18/2039  | MYR | 4000000 | 999738 |
| Malaysia Government 4.065% 6/15/2050  | MYR | 17000000 | 4177534 |
| Malaysia Government 4.18% 5/16/2044  | MYR | 6750000 | 1703812 |
| Malaysia Government 4.457% 3/31/2053  | MYR | 4500000 | 1171867 |
| Malaysia Government 4.642% 11/7/2033  | MYR | 2250000 | 592646 |
| Malaysia Government 4.696% 10/15/2042  | MYR | 12700000 | 3411482 |
| Malaysia Government 4.736% 3/15/2046  | MYR | 4500000 | 1211638 |
| Malaysia Government 4.762% 4/7/2037  | MYR | 8750000 | 2343742 |
| Malaysia Government 4.893% 6/8/2038  | MYR | 2000000 | 541862 |
| TOTAL MALAYSIA |  |  | 21033754 |
| MEXICO - 10.1%  |  |  |  |
| United Mexican States 10% 11/20/2036  | MXN | 10000000 | 582397 |
| United Mexican States 7% 9/3/2026  | MXN | 99250000 | 5539196 |
| United Mexican States 7.5% 5/26/2033  | MXN | 113000000 | 5754344 |
| United Mexican States 7.5% 6/3/2027  | MXN | 38250000 | 2136847 |
| United Mexican States 7.75% 11/13/2042  | MXN | 101250000 | 4688765 |
| United Mexican States 7.75% 11/23/2034  | MXN | 100500000 | 5125806 |
| United Mexican States 8% 7/31/2053  | MXN | 92000000 | 4242417 |
| United Mexican States 8.5% 11/18/2038  | MXN | 26000000 | 1331594 |
| United Mexican States 8.5% 2/28/2030  | MXN | 18000000 | 997007 |
| United Mexican States 8.5% 5/31/2029  | MXN | 249750000 | 13905043 |
| TOTAL MEXICO |  |  | 44303416 |
| PERU - 2.0%  |  |  |  |
| Peruvian Republic 5.35% 8/12/2040  | PEN | 2250000 | 540838 |
| Peruvian Republic 5.4% 8/12/2034  | PEN | 1850000 | 503701 |
| Peruvian Republic 6.15% 8/12/2032  | PEN | 3750000 | 1123650 |
| Peruvian Republic 6.85% 8/12/2035 (b)(c) | PEN | 4750000 | 1384603 |
| Peruvian Republic 6.9% 8/12/2037  | PEN | 4250000 | 1209868 |
| Peruvian Republic 6.95% 8/12/2031  | PEN | 8250000 | 2566861 |
| Peruvian Republic 7.3% 8/12/2033 (b)(c) | PEN | 1750000 | 549687 |
| Peruvian Republic 7.6% 8/12/2039 (b)(c) | PEN | 3250000 | 966847 |
| TOTAL PERU |  |  | 8846055 |
| POLAND - 7.0%  |  |  |  |
| Republic of Poland 1.25% 10/25/2030  | PLN | 16700000 | 3790644 |
| Republic of Poland 1.75% 4/25/2032  | PLN | 24000000 | 5236189 |
| Republic of Poland 2.75% 10/25/2029  | PLN | 6450000 | 1614507 |
| Republic of Poland 2.75% 4/25/2028  | PLN | 14000000 | 3641944 |
| Republic of Poland 4.5% 7/25/2030  | PLN | 13250000 | 3477135 |
| Republic of Poland 5% 1/25/2030  | PLN | 22400000 | 6021818 |
| Republic of Poland 5% 10/25/2034  | PLN | 11250000 | 2883650 |
| Republic of Poland 5% 10/25/2035  | PLN | 5000000 | 1261212 |
| Republic of Poland 6% 10/25/2033  | PLN | 11500000 | 3165079 |
| TOTAL POLAND |  |  | 31092178 |
| ROMANIA - 4.9%  |  |  |  |
| Romanian Republic 3.25% 6/24/2026  | RON | 12000000 | 2701425 |
| Romanian Republic 3.65% 9/24/2031  | RON | 4500000 | 863138 |
| Romanian Republic 4.25% 4/28/2036  | RON | 2500000 | 450264 |
| Romanian Republic 4.75% 10/11/2034  | RON | 8750000 | 1679777 |
| Romanian Republic 4.85% 7/25/2029  | RON | 5250000 | 1119719 |
| Romanian Republic 5% 2/12/2029  | RON | 33450000 | 7230677 |
| Romanian Republic 5.8% 7/26/2027  | RON | 5750000 | 1290528 |
| Romanian Republic 6.7% 2/25/2032  | RON | 5750000 | 1267890 |
| Romanian Republic 6.85% 7/29/2030  | RON | 8750000 | 1969521 |
| Romanian Republic 7.2% 10/30/2033  | RON | 10500000 | 2379983 |
| Romanian Republic 7.2% 5/31/2027  | RON | 4000000 | 913124 |
| TOTAL ROMANIA |  |  | 21866046 |
| SOUTH AFRICA - 6.9%  |  |  |  |
| South African Republic 11.625% 3/31/2053  | ZAR | 17000000 | 1182907 |
| South African Republic 6.25% 3/31/2036  | ZAR | 49500000 | 2349884 |
| South African Republic 6.5% 2/28/2041  | ZAR | 46000000 | 2028886 |
| South African Republic 7% 2/28/2031  | ZAR | 43750000 | 2422581 |
| South African Republic 8% 1/31/2030  | ZAR | 42250000 | 2469308 |
| South African Republic 8.25% 3/31/2032  | ZAR | 32250000 | 1860661 |
| South African Republic 8.5% 1/31/2037  | ZAR | 80000000 | 4416364 |
| South African Republic 8.75% 1/31/2044  | ZAR | 27000000 | 1449029 |
| South African Republic 8.75% 2/28/2048  | ZAR | 93750000 | 5007830 |
| South African Republic 8.875% 2/28/2035  | ZAR | 126000000 | 7314609 |
| TOTAL SOUTH AFRICA |  |  | 30502059 |
| THAILAND - 4.5%  |  |  |  |
| Kingdom of Thailand 1.585% 12/17/2035  | THB | 127750000 | 3692669 |
| Kingdom of Thailand 1.6% 6/17/2035  | THB | 222350000 | 6466719 |
| Kingdom of Thailand 2% 6/17/2042  | THB | 53000000 | 1406892 |
| Kingdom of Thailand 2.875% 6/17/2046  | THB | 44400000 | 1278426 |
| Kingdom of Thailand 3.3% 6/17/2038  | THB | 15750000 | 513060 |
| Kingdom of Thailand 3.39% 6/17/2037  | THB | 72500000 | 2429596 |
| Kingdom of Thailand 3.45% 6/17/2043  | THB | 88500000 | 2799828 |
| Kingdom of Thailand 3.775% 6/25/2032  | THB | 35000000 | 1188114 |
| TOTAL THAILAND |  |  | 19775304 |
| TURKEY - 1.9%  |  |  |  |
| Turkish Republic 10.5% 8/11/2027  | TRY | 27500000 | 441208 |
| Turkish Republic 17.3% 7/19/2028  | TRY | 35500000 | 560453 |
| Turkish Republic 17.8% 7/13/2033  | TRY | 23500000 | 327325 |
| Turkish Republic 26.2% 10/5/2033  | TRY | 47000000 | 897368 |
| Turkish Republic 31.08% 11/8/2028  | TRY | 15500000 | 311113 |
| Turkish Republic 36% 8/12/2026  | TRY | 197000000 | 4353102 |
| Turkish Republic 37.84% 7/14/2027  | TRY | 77500000 | 1695075 |
| TOTAL TURKEY |  |  | 8585644 |
| URUGUAY - 0.4%  |  |  |  |
| Uruguay Republic 8.25% 5/21/2031  | UYU | 31500000 | 803388 |
| Uruguay Republic 8.5% 3/15/2028 (c) | UYU | 6525000 | 164124 |
| Uruguay Republic 9.75% 7/20/2033  | UYU | 34298120 | 934559 |
| TOTAL URUGUAY |  |  | 1902071 |
| UZBEKISTAN - 0.3%  |  |  |  |
| Republic of Uzbekistan 15.5% 2/25/2028 (c) | UZS | 13410000000 | 1160175 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $369,692,314) |  |  | <br> **372308177** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 3.9%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 3.9%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 3.9%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 3.9%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GEORGIA - 0.3%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| Bank of Georgia JSC 11.5% 11/17/2028 (b) | GEL | 3240000 | 1204344 |
| MULTI-NATIONAL - 3.6%  |  |  |  |
| Financials - 3.6% |  |  |  |
| Banks - 2.7% |  |  |  |
| Corp Andina de Fomento 7.65% 3/5/2031 (c) | INR | 234500000 | 2491679 |
| European Bank for Reconstruction & Development 6.25% 4/11/2028  | INR | 487000000 | 5056261 |
| Inter-American Development Bank 5.1% 11/17/2026  | IDR | 15000000000 | 878402 |
| Inter-American Development Bank 7% 1/25/2029  | INR | 280000000 | 2923492 |
| Inter-American Development Bank 7.35% 10/6/2030  | INR | 50000000 | 524353 |
|  |  |  | 11874187 |
| Financial Services - 0.9% |  |  |  |
| IBRD Discount Notes 1.9% 9/25/2029  | CNY | 9000000 | 1310942 |
| IBRD Discount Notes 10% 9/16/2026  | KZT | 550000000 | 1113092 |
| IBRD Discount Notes 7.05% 7/22/2029  | INR | 176500000 | 1830239 |
|  |  |  | 4254273 |
| TOTAL MULTI-NATIONAL |  |  | 16128460 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $18,678,893) |  |  | <br> **17332804** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.5%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/14/2026 (g)<br>(Cost $2,344,866)<br>| 3.64 | 2355000 | **2344760** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 11.2%** | &nbsp;&nbsp;**Money Market Funds - 11.2%** | &nbsp;&nbsp;**Money Market Funds - 11.2%** | &nbsp;&nbsp;**Money Market Funds - 11.2%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $49,825,631)<br>| 3.69 | 49815667 | **49825631** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.6%**<br> (Cost $440,541,704)<br>| <br>**441811372** |
| **NET OTHER ASSETS (LIABILITIES) - 0.4%** (e)  | **1563252** |
| **NET ASSETS - 100.0%** | **443374624** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 1626000 | USD | 1114581 | Goldman Sachs Bank USA | 5/2026 | 6667 |
| BRL | 5246000 | USD | 981500 | BNP Paribas SA | 5/2026 | 22676 |
| BRL | 6206000 | USD | 1190029 | JPMorgan Chase Bank NA | 5/2026 | (2092) |
| BRL | 6441000 | USD | 1227605 | JPMorgan Chase Bank NA | 5/2026 | 5315 |
| BRL | 8251000 | USD | 1561211 | State Street Bank & Trust Co | 5/2026 | 18175 |
| CAD | 3287000 | USD | 2408778 | JPMorgan Chase Bank NA | 5/2026 | (41624) |
| CAD | 3215000 | USD | 2367086 | Royal Bank of Canada | 5/2026 | (51783) |
| CNY | 18173000 | USD | 2643855 | Citibank NA | 5/2026 | (2174) |
| CNY | 113694000 | USD | 16482169 | Goldman Sachs Bank USA | 5/2026 | 44727 |
| COP | 2943700000 | USD | 793332 | BNP Paribas SA | 5/2026 | (688) |
| COP | 4948700000 | USD | 1293819 | BNP Paribas SA | 5/2026 | 38707 |
| EUR | 1016000 | USD | 1176780 | JPMorgan Chase Bank NA | 5/2026 | (83) |
| EUR | 2024000 | USD | 2331875 | JPMorgan Chase Bank NA | 5/2026 | 12252 |
| EUR | 950000 | USD | 1125152 | JPMorgan Chase Bank NA | 5/2026 | (24894) |
| GBP | 858000 | USD | 1132491 | JPMorgan Chase Bank NA | 5/2026 | 3072 |
| HUF | 390804000 | USD | 1220433 | Bank of America NA | 5/2026 | (48756) |
| HUF | 136682000 | USD | 429373 | Bank of America NA | 5/2026 | (19585) |
| HUF | 793039000 | USD | 2349393 | Citibank NA | 5/2026 | 28231 |
| INR | 68554000 | USD | 727147 | Bank of America NA | 5/2026 | 3194 |
| KZT | 650219000 | USD | 1278926 | Goldman Sachs Bank USA | 5/2026 | 64011 |
| MXN | 21477000 | USD | 1199493 | BNP Paribas SA | 5/2026 | (5461) |
| MXN | 48994000 | USD | 2729275 | Bank of America NA | 5/2026 | (5411) |
| MXN | 16178000 | USD | 905370 | Goldman Sachs Bank USA | 5/2026 | (5940) |
| MXN | 41691000 | USD | 2312628 | Royal Bank of Canada | 5/2026 | 5220 |
| MYR | 94219000 | USD | 24031168 | Goldman Sachs Bank USA | 5/2026 | (730671) |
| MYR | 4791000 | USD | 1226669 | Goldman Sachs Bank USA | 5/2026 | (41847) |
| MYR | 13728000 | USD | 3510997 | Goldman Sachs Bank USA | 5/2026 | (116043) |
| NOK | 11486000 | USD | 1188604 | Bank of America NA | 5/2026 | (2675) |
| NZD | 3965000 | USD | 2349297 | JPMorgan Chase Bank NA | 5/2026 | (67475) |
| PHP | 69919000 | USD | 1212503 | JPMorgan Chase Bank NA | 5/2026 | (61608) |
| PLN | 3286000 | USD | 929312 | Bank of America NA | 5/2026 | (44214) |
| PLN | 7722000 | USD | 2106912 | Bank of America NA | 5/2026 | (26959) |
| PLN | 5387000 | USD | 1450729 | Canadian Imperial Bank of Commerce | 5/2026 | 283 |
| PLN | 5117000 | USD | 1431524 | Goldman Sachs Bank USA | 5/2026 | (53238) |
| RON | 1568000 | USD | 365134 | Bank of America NA | 5/2026 | (10464) |
| RON | 4240000 | USD | 955164 | Goldman Sachs Bank USA | 5/2026 | 3893 |
| RON | 1643000 | USD | 381196 | Goldman Sachs Bank USA | 5/2026 | (9561) |
| SEK | 10598000 | USD | 1115903 | Goldman Sachs Bank USA | 5/2026 | 6059 |
| THB | 645701000 | USD | 20817675 | JPMorgan Chase Bank NA | 5/2026 | (923130) |
| THB | 47147000 | USD | 1476296 | JPMorgan Chase Bank NA | 5/2026 | (23661) |
| USD | 1132868 | AUD | 1626000 | State Street Bank & Trust Co | 5/2026 | 11621 |
| USD | 4940502 | BRL | 26144000 | Goldman Sachs Bank USA | 5/2026 | (63917) |
| USD | 802728 | BRL | 4225000 | JPMorgan Chase Bank NA | 5/2026 | (6011) |
| USD | 3614206 | CAD | 4891000 | BNP Paribas SA | 5/2026 | 91921 |
| USD | 1189708 | CAD | 1611000 | JPMorgan Chase Bank NA | 5/2026 | 29536 |
| USD | 917987 | CNY | 6303000 | Bank of America NA | 5/2026 | 1764 |
| USD | 2916920 | CNY | 20118000 | Goldman Sachs Bank USA | 5/2026 | (7491) |
| USD | 902997 | COP | 3364900000 | Citibank NA | 5/2026 | (3063) |
| USD | 805752 | CZK | 16376000 | Goldman Sachs Bank USA | 5/2026 | 34152 |
| USD | 1033861 | EUR | 891000 | BNP Paribas SA | 5/2026 | 1935 |
| USD | 1190289 | EUR | 999000 | JPMorgan Chase Bank NA | 5/2026 | 33282 |
| USD | 6037607 | EUR | 5048000 | JPMorgan Chase Bank NA | 5/2026 | 191187 |
| USD | 1135665 | GBP | 858000 | JPMorgan Chase Bank NA | 5/2026 | 102 |
| USD | 1088068 | HUF | 370411000 | Bank of America NA | 5/2026 | (22467) |
| USD | 802528 | HUF | 256310000 | Canadian Imperial Bank of Commerce | 5/2026 | 34081 |
| USD | 1181771 | HUF | 387690000 | Goldman Sachs Bank USA | 5/2026 | 19431 |
| USD | 1674031 | IDR | 28163000000 | BNP Paribas SA | 5/2026 | 18329 |
| USD | 980182 | IDR | 16514500000 | Goldman Sachs Bank USA | 5/2026 | 9295 |
| USD | 748856 | INR | 68554000 | JPMorgan Chase Bank NA | 5/2026 | 18515 |
| USD | 985093 | INR | 93308000 | JPMorgan Chase Bank NA | 5/2026 | (8964) |
| USD | 1327481 | MXN | 22984000 | Goldman Sachs Bank USA | 5/2026 | 49665 |
| USD | 1777157 | MXN | 31708000 | JPMorgan Chase Bank NA | 5/2026 | 14323 |
| USD | 1926210 | MXN | 33370000 | State Street Bank & Trust Co | 5/2026 | 70976 |
| USD | 1085130 | MXN | 18801000 | State Street Bank & Trust Co | 5/2026 | 39872 |
| USD | 2332220 | MYR | 9077000 | Goldman Sachs Bank USA | 5/2026 | 87464 |
| USD | 1264198 | MYR | 5053000 | Goldman Sachs Bank USA | 5/2026 | 14584 |
| USD | 2028956 | MYR | 8016000 | Goldman Sachs Bank USA | 5/2026 | 46588 |
| USD | 1201282 | NOK | 11486000 | BNP Paribas SA | 5/2026 | 15352 |
| USD | 1176005 | NZD | 1981000 | BNP Paribas SA | 5/2026 | 35958 |
| USD | 1144245 | NZD | 1956000 | Bank of America NA | 5/2026 | 18584 |
| USD | 1135339 | NZD | 1952000 | Bank of America NA | 5/2026 | 11981 |
| USD | 1199482 | NZD | 1984000 | Bank of America NA | 5/2026 | 57708 |
| USD | 1195176 | PHP | 69919000 | Goldman Sachs Bank USA | 5/2026 | 44281 |
| USD | 1032878 | PLN | 3808000 | BNP Paribas SA | 5/2026 | 7177 |
| USD | 1010213 | PLN | 3749000 | Goldman Sachs Bank USA | 5/2026 | 404 |
| USD | 852514 | PLN | 3096000 | Goldman Sachs Bank USA | 5/2026 | 18594 |
| USD | 1487910 | PLN | 5307000 | Goldman Sachs Bank USA | 5/2026 | 58447 |
| USD | 631943 | PLN | 2312000 | Goldman Sachs Bank USA | 5/2026 | 9197 |
| USD | 872440 | RON | 3871000 | Goldman Sachs Bank USA | 5/2026 | (3152) |
| USD | 1124977 | SEK | 10598000 | Goldman Sachs Bank USA | 5/2026 | 3015 |
| USD | 1048989 | THB | 32650000 | JPMorgan Chase Bank NA | 5/2026 | 43017 |
| USD | 1068629 | THB | 34909000 | JPMorgan Chase Bank NA | 5/2026 | (6944) |
| USD | 2193551 | THB | 67862000 | JPMorgan Chase Bank NA | 5/2026 | 102671 |
| USD | 2503911 | THB | 79855000 | JPMorgan Chase Bank NA | 5/2026 | 43517 |
| USD | 1189862 | THB | 37147000 | JPMorgan Chase Bank NA | 5/2026 | 45334 |
| USD | 1184703 | THB | 37652000 | JPMorgan Chase Bank NA | 5/2026 | 24616 |
| USD | 1630718 | ZAR | 26543000 | BNP Paribas SA | 5/2026 | 67074 |
| USD | 412120 | ZAR | 6965000 | Royal Bank of Canada | 5/2026 | 1813 |
| ZAR | 38483000 | USD | 2304355 | State Street Bank & Trust Co | 5/2026 | (37327) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(789528)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 1689845 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (2479373) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(1) | Maturity<br> Date | Notional<br> Amount(2) | Notional<br> Amount(2) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(3) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| 7.49% | Quarterly | 3M JIBAR(4) | Quarterly | CME | 6/2030 | ZAR | 1000000 | (251) | 0 | (251) |

---

(1)Swaps with CME Group (CME) are centrally cleared swaps.

(2)Notional amount is stated in U.S. Dollars unless otherwise noted.

(3)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(4)Represents floating rate.

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| BRL | - | Brazilian Real |
| CAD | - | Canadian Dollar |
| CLP | - | Chilean Peso |
| CNY | - | Chinese (Peoples Rep) Yuan |
| COP | - | Colombian Peso |
| CZK | - | Czech Koruna |
| DOP | - | Dominican Republic Peso |
| EGP | - | Egyptian Pound |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| GEL | - | Georgia Lari |
| HUF | - | Hungarian Forint |
| IDR | - | Indonesian Rupiah |
| INR | - | Indian Rupee |
| KZT | - | Kazakhstan Tenge |
| MXN | - | Mexican Peso |
| MYR | - | Malaysian Ringgit |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| PEN | - | Peruvian New Sol |
| PHP | - | Philippines |
| PLN | - | Polish Zloty |
| RON | - | Romanian Leu |
| SEK | - | Swedish Krona |
| THB | - | Thai Baht |
| TRY | - | New Turkish Lira |
| USD | - | United States Dollar |
| UYU | - | Uruguay Peso |
| UZS | - | Uzbekistan Sum |
| ZAR | - | South African Rand |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,526,354 or 1.9% of net assets.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $19,207,553 or 4.3% of net assets.

(d) Zero coupon bond which is issued at a discount.

(e) Includes $2,044 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

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

(g) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $1,108,160.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 49793829 | 48092321 | 48060519 | 312107 | (1591) | 1591 | 49825631 | 49815667 | 0.1% |
| Total | 49793829 | 48092321 | 48060519 | 312107 | (1591) | 1591 | 49825631 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Foreign Government and Government Agency Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

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

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

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

**Credit Risk**

The Fund's relatively large investment in countries with limited or developing capital markets may involve greater risks than investments in more developed markets and the prices of such investments may be volatile. The yields of emerging market debt obligations reflect, among other things, perceived credit risk. The consequences of political, social or economic changes in these markets may have disruptive effects on the market prices of the Fund's investments and the income they generate, as well as the Fund's ability to repatriate such amounts.

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $451223310.02

**Total Liabilities:** $785688.88

**Net Assets:** $450437621.14

**Cash Not Reported:** $1643039.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 516.57278892 | **1-Year:** 11850.68674583 | **5-Year:** 37949.85296671 | **10-Year:** 29552.57994056 | **30-Year:** 5141.31550688

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

- **3-Month:** 546.86531821 | **1-Year:** 8809.34066763 | **5-Year:** 37211.04945652 | **10-Year:** 65337.56045036 | **30-Year:** 24400.55206277

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221495 | 2.10%                | 1.56%                | -5.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $125855.24               | $1161768.70                                |
| Month 2  | $-402815.27              | $1576607.73                                |
| Month 3  | $-977085.94              | $-14303261.57                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.775% 06/25/2032                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    35000000 | PA      | $1188114.06   | 0.26%             | 2032-06-25      | Fixed         | 0.04%                 | 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      | $1209868.10   | 0.27%             | 2037-08-12      | Fixed         | 0.07%                 | 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      | $2566860.94   | 0.57%             | 2031-08-12      | Fixed         | 0.07%                 | 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      | $7212555.43   | 1.60%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    49815667 | NS      | $49825630.60  | 11.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 6.75% 10/22/2028                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |  1313000000 | PA      | $3910791.37   | 0.87%             | 2028-10-22      | Fixed         | 0.07%                 | 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      | $272726.74    | 0.06%             | 2031-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 8.25% 05/15/2036                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 51000000000 | PA      | $3280468.13   | 0.73%             | 2036-05-15      | Fixed         | 0.08%                 | 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      | $582398.32    | 0.13%             | 2036-11-20      | Fixed         | 0.10%                 | 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      | $2136846.93   | 0.47%             | 2027-06-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 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      | $13905042.71  | 3.09%             | 2029-05-31      | Fixed         | 0.09%                 | 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      | $1331593.71   | 0.30%             | 2038-11-18      | Fixed         | 0.09%                 | 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        |   101250000 | PA      | $4688765.31   | 1.04%             | 2042-11-13      | Fixed         | 0.08%                 | 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      | $5125805.60   | 1.14%             | 2034-11-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 8.375% 03/15/2034                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 34788000000 | PA      | $2223843.34   | 0.49%             | 2034-03-15      | Fixed         | 0.08%                 | 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      | $752641.47    | 0.17%             | 2043-01-01      | Fixed         | 0.06%                 | 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        |  2400000000 | PA      | $2482417.64   | 0.55%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/IDR settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $9294.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-730670.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: CNY/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $44726.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-923130.23   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/CAD settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $91920.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/MXN settle 2026-05-13                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $70975.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: HUF/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19584.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/EUR settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $191187.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: KZT/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $64010.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/BRL settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63917.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: RON/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10463.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/CZK settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $34152.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/COP settle 2026-05-13                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3063.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44213.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $102670.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/CAD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $29536.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/EUR settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $33281.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: HUF/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48756.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: RON/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9561.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $43016.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/NZD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $57708.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/PLN settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $58446.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $45333.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: EUR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24894.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: BRL/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5314.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/MXN settle 2026-05-13                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $39872.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/NOK settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $15352.19     | 0.00%             |  |  |  | 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      | $2349884.24   | 0.52%             | 2036-03-31      | 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      | $2422580.70   | 0.54%             | 2031-02-28      | Fixed         | 0.07%                 | 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        |    46000000 | PA      | $2028886.46   | 0.45%             | 2041-02-28      | Fixed         | 0.07%                 | 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        |    93750000 | PA      | $5007830.39   | 1.11%             | 2048-02-28      | Fixed         | 0.09%                 | 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      | $4416364.04   | 0.98%             | 2037-01-31      | Fixed         | 0.09%                 | 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      | $2469307.60   | 0.55%             | 2030-01-31      | Fixed         | 0.08%                 | 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      | $1860660.86   | 0.41%             | 2032-03-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.75% 01/31/2044              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    27000000 | PA      | $1449028.59   | 0.32%             | 2044-01-31      | Fixed         | 0.09%                 | 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        |   126000000 | PA      | $7314608.55   | 1.62%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: PHP/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-61608.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HUF settle 2026-05-13                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $34080.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: PLN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53238.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/IDR settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $18328.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: COP/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $38707.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $87464.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/INR settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $18515.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: BRL/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2091.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MXN settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $49665.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CNY settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1764.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/PHP settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $44281.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/NZD settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $35957.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/PLN settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $18593.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/HUF settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $19431.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: ZAR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37327.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: CAD/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41623.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: PLN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $282.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: HUF/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $28230.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: NZD/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67475.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26958.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: NOK/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2674.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $43516.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/HUF settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22467.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/PLN settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $7177.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: CAD/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-51783.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/MXN settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $14323.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23660.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41847.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/PLN settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $9196.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/ZAR settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $67074.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/EUR settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $1935.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $24616.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/GBP settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $102.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MXN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $5219.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/NZD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11980.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MYR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-116042.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: CNY/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2174.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: EUR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12252.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/NZD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $18584.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6943.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/PLN settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $403.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/ZAR settle 2026-05-13                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $1812.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: RON/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3892.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: MXN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5411.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: BRL/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $22676.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: INR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3193.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: EUR/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-83.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: BRL/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $18174.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $46587.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/AUD settle 2026-05-13                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11620.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: MXN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5939.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $14583.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/SEK settle 2026-05-13                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3015.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: MXN/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-5460.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: COP/USD settle 2026-05-13                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-687.67      | -0.00%            |  |  |  | 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      | $1290528.32   | 0.29%             | 2027-07-26      | Fixed         | 0.06%                 | 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      | $7148223.40   | 1.59%             | 2027-01-01      | Fixed         | 0.10%                 | 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      | $1211638.06   | 0.27%             | 2046-03-15      | Fixed         | 0.05%                 | 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      | $1278425.54   | 0.28%             | 2046-06-17      | 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      | $863138.09    | 0.19%             | 2031-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 2.75% 04/25/2028                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    14000000 | PA      | $3641944.13   | 0.81%             | 2028-04-25      | Fixed         | 0.03%                 | 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      | $2891266.18   | 0.64%             | 2032-06-30      | Fixed         | 0.07%                 | 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      | $2343742.28   | 0.52%             | 2037-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.15% 08/12/2032                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3750000 | PA      | $1123650.29   | 0.25%             | 2032-08-12      | 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      | $441207.91    | 0.10%             | 2027-08-11      | Fixed         | 0.10%                 | 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        |     6525000 | PA      | $164124.34    | 0.04%             | 2028-03-15      | Fixed         | 0.09%                 | 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      | $6052199.54   | 1.34%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2% 10/13/2033                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    55500000 | PA      | $2157380.74   | 0.48%             | 2033-10-13      | Fixed         | 0.02%                 | 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      | $592646.33    | 0.13%             | 2033-11-07      | Fixed         | 0.05%                 | 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      | $541862.19    | 0.12%             | 2038-06-08      | Fixed         | 0.05%                 | 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        |   700000000 | PA      | $736073.06    | 0.16%             | 2030-09-01      | Fixed         | 0.05%                 | 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        |    33450000 | PA      | $7230676.35   | 1.61%             | 2029-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 8.25% 05/15/2029                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 91500000000 | PA      | $5637819.25   | 1.25%             | 2029-05-15      | Fixed         | 0.08%                 | 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      | $513059.76    | 0.11%             | 2038-06-17      | Fixed         | 0.03%                 | 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      | $2431633.05   | 0.54%             | 2034-10-18      | Fixed         | 0.07%                 | 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      | $1614506.83   | 0.36%             | 2029-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 3% 08/21/2030                      | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   250000000 | PA      | $636715.33    | 0.14%             | 2030-08-21      | Fixed         | 0.03%                 | 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        |    43500000 | PA      | $721299.92    | 0.16%             | 2026-06-05      | Fixed         | 0.10%                 | 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      | $503700.90    | 0.11%             | 2034-08-12      | 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      | $188463.60    | 0.04%             | 2029-05-07      | Fixed         | 0.16%                 | 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        |    19300000 | PA      | $4818946.41   | 1.07%             | 2034-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7% 09/15/2030                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16250000000 | PA      | $969754.14    | 0.22%             | 2030-09-15      | Fixed         | 0.07%                 | 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      | $6466718.99   | 1.44%             | 2035-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7.5% 04/15/2040                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 58250000000 | PA      | $3569034.69   | 0.79%             | 2040-04-15      | Fixed         | 0.07%                 | 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      | $60485.92     | 0.01%             | 2040-05-22      | Fixed         | 0.04%                 | 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      | $540838.28    | 0.12%             | 2040-08-12      | Fixed         | 0.05%                 | 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        |    23250000 | PA      | $3921924.02   | 0.87%             | 2031-01-01      | Fixed         | 0.10%                 | 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        |     8750000 | PA      | $1679777.22   | 0.37%             | 2034-10-11      | Fixed         | 0.05%                 | 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      | $5302424.87   | 1.18%             | 2027-11-03      | Fixed         | 0.06%                 | 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      | $7460754.57   | 1.66%             | 2031-03-13      | Fixed         | 0.01%                 | 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        |    16700000 | PA      | $3790644.03   | 0.84%             | 2030-10-25      | Fixed         | 0.01%                 | 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        |     9750000 | PA      | $1483224.30   | 0.33%             | 2030-05-21      | Fixed         | 0.03%                 | 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      | $652721.79    | 0.14%             | 2040-04-24      | Fixed         | 0.01%                 | 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      | $4177532.72   | 0.93%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 6.5% 02/15/2031                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 65000000000 | PA      | $3804126.86   | 0.84%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 1.585% 12/17/2035                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   127750000 | PA      | $3692669.25   | 0.82%             | 2035-12-17      | Fixed         | 0.02%                 | 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      | $710495.66    | 0.16%             | 2029-05-23      | Fixed         | 0.02%                 | 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      | $2056878.04   | 0.46%             | 2050-10-26      | 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      | $357547.44    | 0.08%             | 2050-09-14      | Fixed         | 0.04%                 | 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      | $572596.93    | 0.13%             | 2027-10-13      | Fixed         | 0.15%                 | 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        |    53000000 | PA      | $1406892.08   | 0.31%             | 2042-06-17      | Fixed         | 0.02%                 | 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      | $4541060.18   | 1.01%             | 2050-12-17      | Fixed         | 0.07%                 | 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        |    12000000 | PA      | $2701424.96   | 0.60%             | 2026-06-24      | Fixed         | 0.03%                 | 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        |   990000000 | PA      | $2181379.80   | 0.48%             | 2033-04-20      | Fixed         | 0.02%                 | 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      | $450263.85    | 0.10%             | 2036-04-28      | Fixed         | 0.04%                 | 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      | $803387.56    | 0.18%             | 2031-05-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 6.375% 04/15/2032                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 37500000000 | PA      | $2166456.72   | 0.48%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7.125% 06/15/2042                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24750000000 | PA      | $1475286.12   | 0.33%             | 2042-06-15      | Fixed         | 0.07%                 | 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        |    24000000 | PA      | $5236188.78   | 1.16%             | 2032-04-25      | Fixed         | 0.02%                 | 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      | $1042900.11   | 0.23%             | 2031-03-26      | 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      | $471933.83    | 0.10%             | 2037-07-30      | Fixed         | 0.02%                 | 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      | $1119718.89   | 0.25%             | 2029-07-25      | 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      | $2379897.32   | 0.53%             | 2033-01-01      | Fixed         | 0.10%                 | 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      | $2764441.00   | 0.61%             | 2032-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 4.75% 11/24/2032                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   255000000 | PA      | $668877.36    | 0.15%             | 2032-11-24      | Fixed         | 0.05%                 | 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      | $1501946.29   | 0.33%             | 2042-05-28      | Fixed         | 0.09%                 | 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      | $1107641.53   | 0.25%             | 2035-05-30      | Fixed         | 0.04%                 | 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      | $878401.84    | 0.20%             | 2026-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 6.7% 02/25/2032                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5750000 | PA      | $1267890.22   | 0.28%             | 2032-02-25      | Fixed         | 0.07%                 | 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      | $924624.92    | 0.21%             | 2029-04-18      | Fixed         | 0.07%                 | 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      | $3411482.22   | 0.76%             | 2042-10-15      | Fixed         | 0.05%                 | 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      | $979077.32    | 0.22%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8% 07/31/2053             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    92000000 | PA      | $4242416.54   | 0.94%             | 2053-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7.125% 06/15/2043                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11000000000 | PA      | $656998.03    | 0.15%             | 2043-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7% 02/15/2033                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 29000000000 | PA      | $1714113.39   | 0.38%             | 2033-02-15      | 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        |    88500000 | PA      | $2799828.06   | 0.62%             | 2043-06-17      | Fixed         | 0.03%                 | 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      | $597109.56    | 0.13%             | 2032-08-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7.125% 06/15/2038                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15500000000 | PA      | $926347.57    | 0.21%             | 2038-06-15      | Fixed         | 0.07%                 | 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      | $2429595.87   | 0.54%             | 2037-06-17      | Fixed         | 0.03%                 | 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      | $2200144.54   | 0.49%             | 2052-10-25      | Fixed         | 0.03%                 | 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      | $5754343.58   | 1.28%             | 2033-05-26      | Fixed         | 0.07%                 | 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        |    27000000 | PA      | $5047400.02   | 1.12%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 6% 10/25/2033                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    11500000 | PA      | $3165079.00   | 0.70%             | 2033-10-25      | Fixed         | 0.06%                 | 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      | $747472.56    | 0.17%             | 2033-02-03      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.26% 02/06/2033             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   100000000 | PA      | $1085905.23   | 0.24%             | 2033-02-06      | Fixed         | 0.07%                 | No            |                  2 | 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      | $4396356.75   | 0.98%             | 2033-02-25      | Fixed         | 0.03%                 | 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      | $1171867.13   | 0.26%             | 2053-03-31      | Fixed         | 0.04%                 | 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      | $1182907.14   | 0.26%             | 2053-03-31      | Fixed         | 0.12%                 | 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      | $1023007.05   | 0.23%             | 2030-04-17      | Fixed         | 0.07%                 | 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      | $2937326.99   | 0.65%             | 2033-04-01      | Fixed         | 0.06%                 | 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      | $913123.92    | 0.20%             | 2027-05-31      | Fixed         | 0.07%                 | 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      | $549686.77    | 0.12%             | 2033-08-12      | 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      | $5539196.05   | 1.23%             | 2026-09-03      | Fixed         | 0.07%                 | 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        |   279500000 | PA      | $2832580.82   | 0.63%             | 2053-06-19      | 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      | $2379982.54   | 0.53%             | 2033-10-30      | Fixed         | 0.07%                 | 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      | $2797696.84   | 0.62%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033         | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    34298120 | PA      | $934559.43    | 0.21%             | 2033-07-20      | Fixed         | 0.10%                 | 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        |   421500000 | PA      | $4495570.89   | 1.00%             | 2037-07-24      | Fixed         | 0.07%                 | 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      | $560452.74    | 0.12%             | 2028-07-19      | Fixed         | 0.17%                 | 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      | $327325.30    | 0.07%             | 2033-07-13      | Fixed         | 0.18%                 | 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      | $2045382.76   | 0.45%             | 2033-08-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 6.625% 02/15/2034                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 89000000000 | PA      | $5170022.54   | 1.15%             | 2034-02-15      | Fixed         | 0.07%                 | 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      | $524353.55    | 0.12%             | 2030-10-06      | Fixed         | 0.07%                 | 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        |    47000000 | PA      | $897368.39    | 0.20%             | 2033-10-05      | Fixed         | 0.26%                 | 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      | $667659.46    | 0.15%             | 2035-10-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 6.875% 04/15/2029                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5500000000 | PA      | $326245.75    | 0.07%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.32% 11/13/2030             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   136500000 | PA      | $1485184.74   | 0.33%             | 2030-11-13      | Fixed         | 0.07%                 | 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        |    15500000 | PA      | $311112.61    | 0.07%             | 2028-11-08      | Fixed         | 0.31%                 | 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      | $3159500.28   | 0.70%             | 2030-01-01      | Fixed         | 0.00%                 | 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      | $2747376.85   | 0.61%             | 2035-01-01      | Fixed         | 0.10%                 | 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        |   176500000 | PA      | $1830238.42   | 0.41%             | 2029-07-22      | Fixed         | 0.07%                 | 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        |   280000000 | PA      | $2923492.00   | 0.65%             | 2029-01-25      | Fixed         | 0.07%                 | 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      | $1874602.52   | 0.42%             | 2034-04-08      | Fixed         | 0.07%                 | 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      | $999738.21    | 0.22%             | 2039-04-18      | Fixed         | 0.04%                 | 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      | $2491678.56   | 0.55%             | 2031-03-05      | Fixed         | 0.08%                 | 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      | $1703812.36   | 0.38%             | 2044-05-16      | Fixed         | 0.04%                 | 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        |    11250000 | PA      | $2883649.69   | 0.64%             | 2034-10-25      | Fixed         | 0.05%                 | 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      | $1380344.29   | 0.31%             | 2044-05-25      | Fixed         | 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      | $715708.30    | 0.16%             | 2054-05-20      | Fixed         | 0.03%                 | 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        |   487000000 | PA      | $5056261.29   | 1.12%             | 2028-04-11      | Fixed         | 0.06%                 | 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      | $883183.10    | 0.20%             | 2036-06-01      | Fixed         | 0.11%                 | 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      | $966846.75    | 0.21%             | 2039-08-12      | Fixed         | 0.08%                 | 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      | $2824664.32   | 0.63%             | 2028-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 6.75% 07/15/2035                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12000000000 | PA      | $699997.29    | 0.16%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 3.6% 06/03/2036                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26060000 | PA      | $1099139.50   | 0.24%             | 2036-06-03      | Fixed         | 0.04%                 | 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        |   197000000 | PA      | $4353101.34   | 0.97%             | 2026-08-12      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 6.5% 07/15/2030                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 46750000000 | PA      | $2741690.19   | 0.61%             | 2030-07-15      | Fixed         | 0.07%                 | 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      | $5678573.34   | 1.26%             | 2034-10-07      | Fixed         | 0.07%                 | 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        |    22400000 | PA      | $6021817.79   | 1.34%             | 2030-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | INTERNATIONAL BK RECON and DEVEL 1.9% 09/25/2029       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     9000000 | PA      | $1310942.17   | 0.29%             | 2029-09-25      | Fixed         | 0.02%                 | 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      | $1113091.94   | 0.25%             | 2026-09-16      | Fixed         | 0.10%                 | 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      | $3779237.87   | 0.84%             | 2034-11-25      | Fixed         | 0.02%                 | 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      | $1969521.22   | 0.44%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | REPUBLIC OF INDONESIA 7.125% 08/15/2040                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 32000000000 | PA      | $1905985.30   | 0.42%             | 2040-08-15      | Fixed         | 0.07%                 | 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      | $1493590.55   | 0.33%             | 2029-01-01      | Fixed         | 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        |      750000 | PA      | $68533.60     | 0.02%             | 2032-01-01      | Fixed         | 0.00%                 | 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      | $997007.48    | 0.22%             | 2030-02-28      | Fixed         | 0.09%                 | 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      | $1160174.86   | 0.26%             | 2028-02-25      | Fixed         | 0.15%                 | 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      | $1848298.01   | 0.41%             | 2040-11-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 4.5% 07/25/2030                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    13250000 | PA      | $3477134.52   | 0.77%             | 2030-07-25      | Fixed         | 0.04%                 | 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      | $2110316.05   | 0.47%             | 2055-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 05/14/2026                                | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2355000 | PA      | $2344759.68   | 0.52%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.85% 08/12/2035 144A REGS            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4750000 | PA      | $1384603.37   | 0.31%             | 2035-08-12      | 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      | $-251.18      | -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        |     5000000 | PA      | $1261213.03   | 0.28%             | 2035-10-25      | Fixed         | 0.05%                 | 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      | $1695075.44   | 0.38%             | 2027-07-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 11.75% 01/24/2035                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2000000000 | PA      | $492527.87    | 0.11%             | 2035-01-24      | Fixed         | 0.12%                 | 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      | $3428290.64   | 0.76%             | 2032-09-15      | Fixed         | 0.02%                 | 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      | $872727.18    | 0.19%             | 2030-10-25      | Fixed         | 0.02%                 | 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      | $1204344.68   | 0.27%             | 2028-11-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 07/14/2026                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    28000000 | PA      | $481139.92    | 0.11%             | 2026-07-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer