# EDGAR Filing Document

**Accession Number:** 0000035348
**File Stem:** 0001752724-25-198573
**Filing Date:** 2025-8
**Character Count:** 96721
**Document Hash:** 9a16adb29665308c7078c6df7e7c9727
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198573.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198573

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY 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:** 251243382

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $454140411.05

**Total Liabilities:** $13112.48

**Net Assets:** $454127298.57

**Cash Not Reported:** $1652775.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 375.84073080 | **1-Year:** 10110.23217819 | **5-Year:** 38038.39675223 | **10-Year:** 32287.70474239 | **30-Year:** 6331.18383992

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

- **3-Month:** 430.88108993 | **1-Year:** 10502.97980599 | **5-Year:** 41402.70413654 | **10-Year:** 71789.74351825 | **30-Year:** 33780.25424638

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221495 | 2.91%                | 1.52%                | 3.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36988.76                | $3874570.14                                |
| Month 2  | $-694452.43              | $1362854.06                                |
| Month 3  | $877615.13               | $1646767.40                                |

**Designated Index Information**

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

- **Index Identifier:** 19808102

### Schedule of Portfolio Investments

| Name                                                  | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   249750000 | PA      | $13275967.05  | 2.92%             | 2029-05-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.68% 05/21/2030             | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    23500000 | PA      | $3454911.52   | 0.76%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 3.65% 09/24/2031                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4500000 | PA      | $851002.09    | 0.19%             | 2031-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/ZAR settle 2025-07-31                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-32789.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 6% 04/28/2028                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1850000000 | PA      | $406431.67    | 0.09%             | 2028-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.519% 04/20/2028                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    31250000 | PA      | $7493248.46   | 1.65%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 08/19/2025                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   118725000 | PA      | $2299399.26   | 0.51%             | 2025-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: SGD/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $104489.05    | 0.02%             |  |  |  | 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      | $1676186.55   | 0.37%             | 2030-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: IDR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4598.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.828% 07/05/2034                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    23300000 | PA      | $5665905.03   | 1.25%             | 2034-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: INR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $21629.11     | 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      | $2082359.69   | 0.46%             | 2036-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                               | INTER AMERICAN DEV BANK 7% 01/25/2029                  | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |   170000000 | PA      | $2011455.08   | 0.44%             | 2029-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 5.75% 03/05/2026          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    58000000 | PA      | $3042245.20   | 0.67%             | 2026-03-05      | Fixed         | 0.06%                 | 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        |    91000000 | PA      | $4795429.50   | 1.06%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/IDR settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5594.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 4.75% 07/25/2029                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    10500000 | PA      | $2898930.46   | 0.64%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | DOMINICAN REPUBLIC 9.75% 06/05/2026 REGS               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    88500000 | PA      | $1483093.76   | 0.33%             | 2026-06-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.375% 09/15/2026                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 66750000000 | PA      | $4225296.38   | 0.93%             | 2026-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 2.75% 04/25/2028                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    10500000 | PA      | $2772645.55   | 0.61%             | 2028-04-25      | Fixed         | 0.03%                 | 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      | $2320405.48   | 0.51%             | 2033-08-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 1.25% 10/25/2030                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    11700000 | PA      | $2696386.87   | 0.59%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2191.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 6.67% 12/17/2050             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   475000000 | PA      | $5315344.22   | 1.17%             | 2050-12-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $187978.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/IDR settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2305.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: IDR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $6222.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: ZAR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $46474.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 0% 12/09/2025                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   100525000 | PA      | $1798708.42   | 0.40%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                             | EGYPT (ARAB) REPUBLIC OF 16.1% 05/07/2029              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    12000000 | PA      | $197890.55    | 0.04%             | 2029-05-07      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 5.75% 11/03/2027                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 31100000000 | PA      | $6996595.99   | 1.54%             | 2027-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 2.632% 04/15/2031                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1139601.14   | 0.25%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/RON settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-17996.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2.75% 07/23/2029                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26000000 | PA      | $1193233.06   | 0.26%             | 2029-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2025-07-31                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9804.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/PLN settle 2025-07-31                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-9908.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CZK settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72694.29    | -0.02%            |  |  |  | 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        |   170000000 | PA      | $2047071.37   | 0.45%             | 2030-10-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/EUR settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-6208.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.25% 05/15/2036                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 51000000000 | PA      | $3494046.91   | 0.77%             | 2036-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: IDR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $6493.75      | 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        |    17000000 | PA      | $4907176.74   | 1.08%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/TRY settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-22087.14    | -0.00%            |  |  |  | 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      | $447150.61    | 0.10%             | 2027-08-11      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/INR settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2319.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.18% 07/24/2037             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   396500000 | PA      | $4823061.62   | 1.06%             | 2037-07-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | INTERNATIONAL BK RECON and DEVEL 7.05% 07/22/2029      | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |   172000000 | PA      | $2043022.60   | 0.45%             | 2029-07-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21958.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF STEP 08/12/2039 144A REGS             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3250000 | PA      | $975435.78    | 0.21%             | 2039-08-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/MYR settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-38747.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: RON/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $16262.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.457% 03/31/2053                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4500000 | PA      | $1147916.67   | 0.25%             | 2053-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.39% 06/17/2037                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    72500000 | PA      | $2643440.92   | 0.58%             | 2037-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2029                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    34000000 | PA      | $5742243.99   | 1.26%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 3.25% 10/22/2031                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   742000000 | PA      | $1814501.14   | 0.40%             | 2031-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/MYR settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2490.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2.875% 06/17/2046                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    44400000 | PA      | $1528759.51   | 0.34%             | 2046-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.582% 07/15/2032                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    20500000 | PA      | $4923017.57   | 1.08%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2038                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 34000000000 | PA      | $2141049.01   | 0.47%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.95% 07/30/2037                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    38500000 | PA      | $1406853.17   | 0.31%             | 2037-07-30      | Fixed         | 0.02%                 | 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      | $3123640.61   | 0.69%             | 2032-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CZK/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $82650.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 12.6% 10/01/2025                    | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    47000000 | PA      | $1103210.88   | 0.24%             | 2025-10-01      | Fixed         | 0.13%                 | 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      | $755937.55    | 0.17%             | 2033-02-03      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CNY settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6296.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: RON/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $54499.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/IDR settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4765.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: MXN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $39413.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: INR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $3542.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $23297.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 4.75% 11/24/2032                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   425000000 | PA      | $1108783.64   | 0.24%             | 2032-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8% 01/31/2030                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   206750000 | PA      | $11478135.21  | 2.53%             | 2030-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.25% 05/15/2029                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 91500000000 | PA      | $6013581.77   | 1.32%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.893% 06/08/2038                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $531930.20    | 0.12%             | 2038-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/RON settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-56347.23    | -0.01%            |  |  |  | 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        |  5250000000 | PA      | $935721.50    | 0.21%             | 2034-10-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.065% 06/15/2050                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    17000000 | PA      | $4072089.27   | 0.90%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 2% 10/13/2033                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    43500000 | PA      | $1760388.13   | 0.39%             | 2033-10-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: ZAR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $5531.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: HUF/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $61669.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.625% 02/15/2034                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 89000000000 | PA      | $5474219.24   | 1.21%             | 2034-02-15      | 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      | $7328059.03   | 1.61%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 6.85% 07/29/2030                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1132188.01   | 0.25%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2025-07-31                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22169.66    | -0.00%            |  |  |  | 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        | 16650000000 | PA      | $3122957.59   | 0.69%             | 2042-05-28      | Fixed         | 0.09%                 | 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        |    17750000 | PA      | $3077016.02   | 0.68%             | 2052-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: MXN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $85018.65     | 0.02%             |  |  |  | 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        |     9000000 | PA      | $2214273.50   | 0.49%             | 2039-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/INR settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-8773.84     | -0.00%            |  |  |  | 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        |   141750000 | PA      | $6266193.04   | 1.38%             | 2042-11-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/ZAR settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28567.64    | -0.01%            |  |  |  | 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      | $1217938.43   | 0.27%             | 2037-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 7.2% 10/30/2033                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    10500000 | PA      | $2401068.20   | 0.53%             | 2033-10-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 8% 07/31/2053             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    92000000 | PA      | $4040091.66   | 0.89%             | 2053-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: INR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-1598.91     | -0.00%            |  |  |  | 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        |    14500000 | PA      | $2297298.24   | 0.51%             | 2054-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: THB/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $298456.92    | 0.07%             |  |  |  | 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      | $1149809.73   | 0.25%             | 2030-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 36% 08/12/2026                      | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    35000000 | PA      | $856924.36    | 0.19%             | 2026-08-12      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.25% 03/31/2032              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    17750000 | PA      | $956733.20    | 0.21%             | 2032-03-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 6% 04/01/2033 144A REGS              | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2650000000 | PA      | $2905954.51   | 0.64%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2027        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    12000000 | PA      | $1713179.29   | 0.38%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | DOMINICAN REPUBLIC 10.75% 06/01/2036 REGS              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    51000000 | PA      | $882095.69    | 0.19%             | 2036-06-01      | Fixed         | 0.11%                 | 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      | $978024.77    | 0.22%             | 2026-09-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 7.3% 08/12/2033 144A REGS             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1750000 | PA      | $537772.41    | 0.12%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2043                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11000000000 | PA      | $684745.97    | 0.15%             | 2043-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: KZT/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3898.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 5.4% 08/12/2034                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1850000 | PA      | $492812.84    | 0.11%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2033                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    19450000 | PA      | $3043817.07   | 0.67%             | 2033-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.5% 02/15/2031                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 65000000000 | PA      | $4011714.72   | 0.88%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2.8% 06/17/2034                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    60250000 | PA      | $2036117.70   | 0.45%             | 2034-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.3% 06/17/2038                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    66750000 | PA      | $2431166.42   | 0.54%             | 2038-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031         | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    31500000 | PA      | $770322.15    | 0.17%             | 2031-05-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EGP settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9944.76     | -0.00%            |  |  |  | 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      | $3659873.01   | 0.81%             | 2034-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: ZAR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $31056.06     | 0.01%             |  |  |  | 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        |    39250000 | PA      | $6299759.73   | 1.39%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: CNY/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $33727.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.375% 04/15/2032                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 51500000000 | PA      | $3146932.96   | 0.69%             | 2032-04-15      | Fixed         | 0.06%                 | 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        |   135750000 | PA      | $4169957.25   | 0.92%             | 2035-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: COP/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $31272.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2026        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    23500000 | PA      | $4027161.06   | 0.89%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                | CORP ANDINA DE FOMENTO 7.65% 03/05/2031 REGS           | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | VE        |   234500000 | PA      | $2786336.11   | 0.61%             | 2031-03-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    59250000 | PA      | $3120914.69   | 0.69%             | 2027-06-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050             | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    14450000 | PA      | $2751412.04   | 0.61%             | 2050-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.5% 04/15/2040                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 58250000000 | PA      | $3751178.01   | 0.83%             | 2040-04-15      | 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        |    11500000 | PA      | $3523366.27   | 0.78%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 8.375% 03/15/2034                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 34788000000 | PA      | $2380644.94   | 0.52%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.1% 04/18/2029              | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    85000000 | PA      | $1027240.37   | 0.23%             | 2029-04-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/THB settle 2025-07-31                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16888.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: BRL/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $67776.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CLP settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6230.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/ZAR settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16597.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/IDR settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8361.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CNY settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1877.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.18% 05/16/2044                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1251632.24   | 0.28%             | 2044-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: COP/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $32687.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.875% 04/15/2029                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24500000000 | PA      | $1540776.10   | 0.34%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SGD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22551.45    | -0.00%            |  |  |  | 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      | $6634840.15   | 1.46%             | 2027-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 2% 06/17/2042                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    66000000 | PA      | $2035516.87   | 0.45%             | 2042-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.757% 05/22/2040                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1188259.73   | 0.26%             | 2040-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2028        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    19500000 | PA      | $2483440.62   | 0.55%             | 2028-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 2.75% 10/25/2029                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    15750000 | PA      | $4027833.04   | 0.89%             | 2029-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.736% 03/15/2046                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4500000 | PA      | $1191436.97   | 0.26%             | 2046-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CNY/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1174.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 30% 09/12/2029                      | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    55250000 | PA      | $1296859.60   | 0.29%             | 2029-09-12      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 3.885% 08/15/2029                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    13000000 | PA      | $3156828.70   | 0.70%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.696% 10/15/2042                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9700000 | PA      | $2563464.51   | 0.56%             | 2042-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1179.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    41616558 | NS      | $41624881.26  | 9.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 2.88% 02/25/2033             | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    28000000 | PA      | $4253194.86   | 0.94%             | 2033-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 5.35% 08/12/2040                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2250000 | PA      | $544131.62    | 0.12%             | 2040-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CZK/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12548.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.504% 04/30/2029                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9750000 | PA      | $2416319.44   | 0.53%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 6.5% 07/15/2030                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 46750000000 | PA      | $2901997.54   | 0.64%             | 2030-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                     | BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2030        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    17750000 | PA      | $1876183.27   | 0.41%             | 2030-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SGD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28006.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PLN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $83221.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 26.2% 10/05/2033                    | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    61500000 | PA      | $1443563.17   | 0.32%             | 2033-10-05      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 2.75% 12/22/2026                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   969000000 | PA      | $2720245.94   | 0.60%             | 2026-12-22      | Fixed         | 0.03%                 | 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      | $905545.62    | 0.20%             | 2033-07-20      | Fixed         | 0.10%                 | 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      | $601430.52    | 0.13%             | 2027-10-13      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/ZAR settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42490.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: PEN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $24159.72     | 0.01%             |  |  |  | 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        |   355000000 | PA      | $4251352.83   | 0.94%             | 2034-10-07      | Fixed         | 0.07%                 | 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      | $690080.34    | 0.15%             | 2029-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.5% 01/31/2037               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    80000000 | PA      | $3930376.33   | 0.87%             | 2037-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 4.7% 09/01/2030 144A REGS            | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1725000000 | PA      | $1788885.13   | 0.39%             | 2030-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 7.5% 05/26/2033           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   113000000 | PA      | $5509401.13   | 1.21%             | 2033-05-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 3.45% 06/17/2043                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    91000000 | PA      | $3378818.36   | 0.74%             | 2043-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: MXN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $34684.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: TRY/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $19532.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.762% 04/07/2037                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     8750000 | PA      | $2283600.43   | 0.50%             | 2037-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 6.7% 02/25/2032                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3750000 | PA      | $836699.72    | 0.18%             | 2032-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                          | MEXICO UNITED MEXICAN STATES 10% 11/20/2036            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    10000000 | PA      | $560129.50    | 0.12%             | 2036-11-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 1.75% 04/25/2032                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     9750000 | PA      | $2178064.01   | 0.48%             | 2032-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/MXN settle 2025-07-31                  | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19223.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: CZK/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $138339.94    | 0.03%             |  |  |  | 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        |  1000000000 | PA      | $1022766.67   | 0.23%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 31.08% 11/08/2028                   | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    27500000 | PA      | $658877.01    | 0.15%             | 2028-11-08      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.1% 04/08/2034              | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   175000000 | PA      | $2128792.30   | 0.47%             | 2034-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2035                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     5500000 | PA      | $834690.37    | 0.18%             | 2035-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                              | NOTA DO TESOURO NACIONAL 10% 01/01/2031                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    12000000 | PA      | $1938396.13   | 0.43%             | 2031-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | COLOMBIA REPUBLIC OF 7% 06/30/2032                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 14550000000 | PA      | $2730068.29   | 0.60%             | 2032-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/PLN settle 2025-07-31                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48917.84    | -0.01%            |  |  |  | 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      | $1274085.91   | 0.28%             | 2038-11-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: CNY/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $151.54       | 0.00%             |  |  |  | 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        |    24700000 | PA      | $5305142.89   | 1.17%             | 2029-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HUF settle 2025-07-31                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-27050.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7% 02/15/2033                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 29000000000 | PA      | $1828037.64   | 0.40%             | 2033-02-15      | Fixed         | 0.07%                 | 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      | $1920509.15   | 0.42%             | 2050-10-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CNY/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $623.17       | 0.00%             |  |  |  | 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      | $431.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: TRY/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $58488.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 4.25% 04/28/2036                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2500000 | PA      | $446914.58    | 0.10%             | 2036-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.642% 11/07/2033                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4250000 | PA      | $1092145.06   | 0.24%             | 2033-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: PLN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $26132.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.5% 04/24/2040                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    21500000 | PA      | $687721.29    | 0.15%             | 2040-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/INR settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $896.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: MYR/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $5653.08      | 0.00%             |  |  |  | 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      | $1075137.01   | 0.24%             | 2028-02-25      | Fixed         | 0.15%                 | 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        |    42500000 | PA      | $2068320.50   | 0.46%             | 2034-11-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7.125% 06/15/2042                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24750000000 | PA      | $1540118.79   | 0.34%             | 2042-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: MXN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $27836.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                     | PERU REPUBLIC OF 6.15% 08/12/2032                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3750000 | PA      | $1092816.69   | 0.24%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                               | INTER AMERICAN DEV BANK 5.1% 11/17/2026                | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        | 15000000000 | PA      | $914043.73    | 0.20%             | 2026-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                        | CZECH REPUBLIC 1.2% 03/13/2031                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   185120000 | PA      | $7630468.55   | 1.68%             | 2031-03-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                    | POLAND REPUBLIC OF 5% 10/25/2034                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    10500000 | PA      | $2818789.80   | 0.62%             | 2034-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 11/13/2025                                | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $2165901.72   | 0.48%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 3.25% 06/24/2026                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    16500000 | PA      | $3695678.50   | 0.81%             | 2026-06-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                     | CHILE REPUBLIC OF 6% 01/01/2043                        | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   675000000 | PA      | $750549.64    | 0.17%             | 2043-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 17.8% 07/13/2033                    | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    23500000 | PA      | $399816.19    | 0.09%             | 2033-07-13      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/INR settle 2025-07-31                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-315.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CLP settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5090.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: PLN/USD settle 2025-07-31                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $68917.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/COP settle 2025-07-31                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-160114.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 6.75% 10/22/2028                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |  1653000000 | PA      | $4914689.49   | 1.08%             | 2028-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                             | CHINA PEOPLES REPUBLIC OF 1.88% 04/25/2055             | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2232040.03   | 0.49%             | 2055-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                      | MALAYSIA GOVT OF 4.127% 04/15/2032                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $494520.42    | 0.11%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                  | ROMANIA REPUBLIC OF 4.75% 10/11/2034                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2750000 | PA      | $525933.51    | 0.12%             | 2034-10-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                    | TURKEY REPUBLIC OF 17.3% 07/19/2028                    | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    35500000 | PA      | $629331.45    | 0.14%             | 2028-07-19      | Fixed         | 0.17%                 | 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      | $984762.25    | 0.22%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/IDR settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5596.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                   | HUNGARY REPUBLIC OF 2.25% 04/20/2033                   | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   680000000 | PA      | $1460942.47   | 0.32%             | 2033-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDIA, FEDERAL REPUBLIC OF                            | INDIA FEDERAL REPUBLIC OF 7.3% 06/19/2053              | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   340500000 | PA      | $4074974.47   | 0.90%             | 2053-06-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION and DEVELOPMENT      | EUROPEAN BANK FOR RECON and DEV 6.25% 04/11/2028       | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | GB        |    75000000 | PA      | $870124.81    | 0.19%             | 2028-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CZK settle 2025-07-31                  | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26296.79    | -0.01%            |  |  |  | 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      | $2273183.15   | 0.50%             | 2031-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/HUF settle 2025-07-31                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-168418.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                        | URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS     | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |    60025000 | PA      | $1497124.61   | 0.33%             | 2028-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                              | SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   156250000 | PA      | $7079803.01   | 1.56%             | 2048-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                 | INDONESIA REPUBLIC OF 7% 09/15/2030                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16250000000 | PA      | $1026700.22   | 0.23%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                   | THAILAND KINGDOM OF 1.585% 12/17/2035                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   127750000 | PA      | $3927264.48   | 0.86%             | 2035-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer