NPORT-P false 0000035348 XXXXXXXX S000069413 C000221495 Fidelity Hastings Street Trust 811-00215 0000035348 5IETULY5BBOQWX17XY97 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Series Emerging Markets Debt Local Currency Fund S000069413 54930092TT4TRKVUCK15 2025-12-31 2025-12-31 N 474304982.90 12579.57 474292403.33 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2705563.13000000 BRL CLP CNY COP CZK HUF IDR INR MXN MYR PEN PLN RON THB TRY ZAR N J.P. Morgan GBI-EM Global Diversified Index 19808102 MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 249750000.00000000 PA 13994772.28000000 2.950663384389 Long DBT NUSS MX N 2 2029-05-31 Fixed 0.08500000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 23500000.00000000 PA 3516046.16000000 0.741324578532 Long DBT NUSS CN N 2 2030-05-21 Fixed 0.02680000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 4500000.00000000 PA 891653.31000000 0.187996540475 Long DBT NUSS RO N 2 2031-09-24 Fixed 0.03650000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 63307.94000000 0.013347871388 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1333771.10000000 USD 719036000.00000000 KZT 2026-02-12 63307.94000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 15729.27000000 0.003316365577 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 875592.64000000 USD 18312000.00000000 CZK 2026-02-12 15729.27000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -39309.08000000 -0.00828794214 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 901768000.00000000 CLP 963272.98000000 USD 2026-02-12 -39309.08000000 N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 136500000.00000000 PA 1575619.55000000 0.332204256053 Long DBT NUSS IN N 2 2030-11-13 Fixed 0.07320000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 23300000.00000000 PA 5864445.79000000 1.236462095708 Long DBT NUSS MY N 2 2034-07-05 Fixed 0.03828000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 49500000.00000000 PA 2553842.80000000 0.538453237300 Long DBT NUSS ZA N 2 2036-03-31 Fixed 0.06250000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 170000000.00000000 PA 1899300.04000000 0.400449180013 Long DBT CORP US N 2 2029-01-25 Fixed 0.07000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 222212.78000000 0.046851431403 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 20326602.90000000 USD 143455000.00000000 CNY 2026-02-12 222212.78000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 144000000.00000000 PA 9064557.39000000 1.911174905260 Long DBT NUSS ZA N 2 2035-02-28 Fixed 0.08875000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 1949.40000000 0.000411012275 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1089857.65000000 USD 3675000.00000000 PEN 2026-02-12 1949.40000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 N/A 88500000.00000000 PA 1401671.03000000 0.295528880530 Long DBT NUSS DO N 2 2026-06-05 Fixed 0.09750000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -127.74000000 -0.00002693275 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 272205.64000000 USD 977000.00000000 PLN 2026-02-12 -127.74000000 N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 190000000.00000000 PA 2181617.88000000 0.459973186305 Long DBT NUSS IN N 2 2033-08-14 Fixed 0.07180000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 11700000.00000000 PA 2814941.78000000 0.593503450663 Long DBT NUSS PL N 2 2030-10-25 Fixed 0.01250000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 30004.15000000 0.006326086985 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2435127.46000000 USD 8852000.00000000 PLN 2026-02-12 30004.15000000 N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 475000000.00000000 PA 4917192.47000000 1.036742826888 Long DBT NUSS IN N 2 2050-12-17 Fixed 0.06670000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -2614.08000000 -0.00055115367 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 31485000.00000000 MXN 1739307.59000000 USD 2026-02-12 -2614.08000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 16729.59000000 0.003527273446 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1226332.44000000 USD 5039000.00000000 MYR 2026-02-12 16729.59000000 N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 2500000.00000000 PA 687856.89000000 0.145028021779 Long DBT NUSS PL N 2 2035-10-25 Fixed 0.05000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 12000000.00000000 PA 221713.56000000 0.046746175659 Long DBT NUSS EG N 2 2029-05-07 Fixed 0.16100000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 21950000000.00000000 PA 5249456.83000000 1.106797577431 Long DBT NUSS CO N 2 2027-11-03 Fixed 0.05750000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 15871.17000000 0.003346283830 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 212122000.00000000 INR 2369019.43000000 USD 2026-02-12 15871.17000000 N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 55000000.00000000 PA 632752.16000000 0.133409718468 Long DBT NUSS IN N 2 2032-08-22 Fixed 0.07260000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 26000000.00000000 PA 1216851.88000000 0.256561537030 Long DBT NUSS CZ N 2 2029-07-23 Fixed 0.02750000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 9858.18000000 0.002078502613 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 7270000.00000000 BRL 1323984.70000000 USD 2026-02-12 9858.18000000 N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 50000000.00000000 PA 569373.04000000 0.120046839460 Long DBT CORP US N 2 2030-10-06 Fixed 0.07350000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -31761.05000000 -0.00669651248 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 32383000.00000000 CZK 1544455.50000000 USD 2026-02-12 -31761.05000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 48395.45000000 0.010203716032 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 4398142.79000000 USD 15967000.00000000 PLN 2026-02-12 48395.45000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -13387.36000000 -0.00282259633 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 9372000.00000000 CNY 1329078.92000000 USD 2026-02-12 -13387.36000000 N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 062269AB1 3240000.00000000 PA 1220636.35000000 0.257359456198 Long DBT CORP GE N 2 2028-11-17 Fixed 0.11500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 51000000000.00000000 PA 3535561.62000000 0.745439225924 Long DBT NUSS ID N 2 2036-05-15 Fixed 0.08250000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 11500000.00000000 PA 3426415.39000000 0.722426791140 Long DBT NUSS PL N 2 2033-10-25 Fixed 0.06000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 27500000.00000000 PA 464064.90000000 0.097843629107 Long DBT NUSS TR N 2 2027-08-11 Fixed 0.10500000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 71295.94000000 0.015032064502 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 3273056.49000000 USD 13557000.00000000 MYR 2026-02-12 71295.94000000 N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 461500000.00000000 PA 5262374.67000000 1.109521179983 Long DBT NUSS IN N 2 2037-07-24 Fixed 0.07180000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 N/A 172000000.00000000 PA 1933377.85000000 0.407634159102 Long DBT CORP US N 2 2029-07-22 Fixed 0.07050000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 3250000.00000000 PA 1053728.69000000 0.222168578413 Long DBT NUSS PE N 2 2039-08-12 Fixed 0.07600000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -60456.59000000 -0.01274669161 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 42645000.00000000 MXN 2298897.05000000 USD 2026-02-12 -60456.59000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 15854.23000000 0.003342712193 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 946861.54000000 USD 3457000.00000000 PLN 2026-02-12 15854.23000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 39886.71000000 0.008409729888 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1193698.76000000 USD 1109543000.00000000 CLP 2026-02-12 39886.71000000 N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 4500000.00000000 PA 1187992.24000000 0.250476758990 Long DBT NUSS MY N 2 2053-03-31 Fixed 0.04457000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 37490.48000000 0.007904507796 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2285325.96000000 USD 9416000.00000000 MYR 2026-02-12 37490.48000000 N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 72500000.00000000 PA 2671489.81000000 0.563257979938 Long DBT NUSS TH N 2 2037-06-17 Fixed 0.03390000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 34000000.00000000 PA 5746812.50000000 1.211660245800 Long DBT NUSS BR N 2 2029-01-01 Fixed 0.10000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 110000000.00000000 PA 285476.77000000 0.060190036356 Long DBT NUSS HU N 2 2031-10-22 Fixed 0.03250000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 65241.60000000 0.013755565035 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 4182910.05000000 USD 18452000.00000000 RON 2026-02-12 65241.60000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 4092.68000000 0.000862902287 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 714012.54000000 USD 2762400000.00000000 COP 2026-02-12 4092.68000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 4000000.00000000 PA 932753.51000000 0.196662123080 Long DBT NUSS RO N 2 2027-05-31 Fixed 0.07200000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -16976.69000000 -0.00357937210 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 4721000.00000000 RON 1069925.76000000 USD 2026-02-12 -16976.69000000 N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 44400000.00000000 PA 1519058.15000000 0.320278827856 Long DBT NUSS TH N 2 2046-06-17 Fixed 0.02875000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 15500000000.00000000 PA 992880.46000000 0.209339313265 Long DBT NUSS ID N 2 2038-06-15 Fixed 0.07125000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 13500000.00000000 PA 496070.75000000 0.104591755321 Long DBT NUSS CZ N 2 2037-07-30 Fixed 0.01950000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 7000000000.00000000 PA 1812483.79000000 0.382144807143 Long DBT NUSS CO N 2 2040-11-28 Fixed 0.12750000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -827.31000000 -0.00017443037 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1235855.22000000 USD 1049000.00000000 EUR 2026-02-12 -827.31000000 N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 264000000.00000000 PA 2933822.88000000 0.618568389331 Long DBT NUSS IN N 2 2032-01-17 Fixed 0.06540000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 13103.18000000 0.002762679711 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 1191885.81000000 USD 894000.00000000 GBP 2026-02-12 13103.18000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PES3 38500000.00000000 PA 736970.35000000 0.155383123327 Long DBT NUSS DO N 2 2033-02-03 Fixed 0.13625000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -6012.66000000 -0.00126771163 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 5024000.00000000 CNY 713636.36000000 USD 2026-02-12 -6012.66000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 215063.66000000 0.045344108083 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 6485290.45000000 USD 121108000.00000000 MXN 2026-02-12 215063.66000000 N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 680000000.00000000 PA 1869766.10000000 0.394222232292 Long DBT NUSS HU N 2 2032-11-24 Fixed 0.04750000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 42250000.00000000 PA 2608020.81000000 0.549876150595 Long DBT NUSS ZA N 2 2030-01-31 Fixed 0.08000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 91500000000.00000000 PA 5973317.54000000 1.259416659019 Long DBT NUSS ID N 2 2029-05-15 Fixed 0.08250000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 2000000.00000000 PA 547535.73000000 0.115442652287 Long DBT NUSS MY N 2 2038-06-08 Fixed 0.04893000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 50000000.00000000 PA 1142770.61000000 0.240942212436 Long DBT NUSS TR N 2 2027-02-10 Fixed 0.32600000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 12750000000.00000000 PA 2402678.47000000 0.506581689508 Long DBT NUSS CO N 2 2034-10-18 Fixed 0.07250000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 17000000.00000000 PA 4238270.08000000 0.893598558661 Long DBT NUSS MY N 2 2050-06-15 Fixed 0.04065000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 35500000.00000000 PA 1452484.27000000 0.306242364373 Long DBT NUSS CZ N 2 2033-10-13 Fixed 0.02000000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 9250000.00000000 PA 1352046.80000000 0.285066088030 Long DBT NUSS CN N 2 2044-05-25 Fixed 0.02490000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 89000000000.00000000 PA 5526384.41000000 1.165185099149 Long DBT NUSS ID N 2 2034-02-15 Fixed 0.06625000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 99250000.00000000 PA 5503876.16000000 1.160439450718 Long DBT NUSS MX N 2 2026-09-03 Fixed 0.07000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 5250000.00000000 PA 1142000.51000000 0.240779844244 Long DBT NUSS RO N 2 2029-07-25 Fixed 0.04850000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 175750000.00000000 PA 7529862.04000000 1.587599123901 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.00950000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 8750000.00000000 PA 2031011.73000000 0.428219325407 Long DBT NUSS RO N 2 2030-07-29 Fixed 0.06850000 N N N N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 90000000.00000000 PA 1025363.22000000 0.216187991374 Long DBT NUSS IN N 2 2027-06-20 Fixed 0.07380000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 7400000000.00000000 PA 1482034.32000000 0.312472708732 Long DBT NUSS CO N 2 2042-05-28 Fixed 0.09250000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -9027.60000000 -0.00190338279 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 10967000.00000000 BRL 1973369.32000000 USD 2026-02-12 -9027.60000000 N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 13250000.00000000 PA 2178343.04000000 0.459282717729 Long DBT NUSS CN N 2 2052-10-25 Fixed 0.03120000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 4000000.00000000 PA 1014056.19000000 0.213804012647 Long DBT NUSS MY N 2 2039-04-18 Fixed 0.04054000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 77500000.00000000 PA 1874213.69000000 0.395159963946 Long DBT NUSS TR N 2 2027-07-14 Fixed 0.37840000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 151250000.00000000 PA 7176070.21000000 1.513005512974 Long DBT NUSS MX N 2 2042-11-13 Fixed 0.07750000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 4250000.00000000 PA 1323485.99000000 0.279044315428 Long DBT NUSS PE N 2 2037-08-12 Fixed 0.06900000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 10500000.00000000 PA 2483795.69000000 0.523684476614 Long DBT NUSS RO N 2 2033-10-30 Fixed 0.07200000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 5935.10000000 0.001251358857 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 1092341.33000000 USD 360127000.00000000 HUF 2026-02-12 5935.10000000 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 92000000.00000000 PA 4349353.33000000 0.917019395517 Long DBT NUSS MX N 2 2053-07-31 Fixed 0.08000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -80770.63000000 -0.01702971193 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 6039000.00000000 EUR 7029175.58000000 USD 2026-02-12 -80770.63000000 N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 4750000.00000000 PA 708138.83000000 0.149304274120 Long DBT NUSS CN N 2 2054-05-20 Fixed 0.02570000 N N N N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 94500000.00000000 PA 1080316.45000000 0.227774352364 Long DBT NUSS IN N 2 2030-04-17 Fixed 0.07170000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 30487.27000000 0.006427948199 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2921630.86000000 USD 11967000.00000000 MYR 2026-02-12 30487.27000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 239000000.00000000 PA 5593297.14000000 1.179293005903 Long DBT NUSS TR N 2 2026-08-12 Fixed 0.36000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 32250000.00000000 PA 1997253.99000000 0.421101830005 Long DBT NUSS ZA N 2 2032-03-31 Fixed 0.08250000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 2650000000.00000000 PA 3055996.21000000 0.644327463088 Long DBT NUSS CL N 2 2033-04-01 Fixed 0.06000000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 17000000.00000000 PA 2574057.65000000 0.542715344358 Long DBT NUSS BR N 2 2027-07-01 Fixed 0.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 N/A 51000000.00000000 PA 878619.77000000 0.185248543689 Long DBT NUSS DO N 2 2036-06-01 Fixed 0.10750000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 18724.91000000 0.003947967512 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1194347.09000000 USD 4356000.00000000 PLN 2026-02-12 18724.91000000 N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 N/A 550000000.00000000 PA 1034257.98000000 0.218063366129 Long DBT CORP US N 2 2026-09-16 Fixed 0.10000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 1750000.00000000 PA 593467.17000000 0.125126855465 Long DBT NUSS PE N 2 2033-08-12 Fixed 0.07300000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 11000000000.00000000 PA 698979.91000000 0.147373203764 Long DBT NUSS ID N 2 2043-06-15 Fixed 0.07125000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 5036.14000000 0.001061821771 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2762400000.00000000 COP 723141.36000000 USD 2026-02-12 5036.14000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 1850000.00000000 PA 548729.40000000 0.115694326147 Long DBT NUSS PE N 2 2034-08-12 Fixed 0.05400000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 14700000.00000000 PA 2264868.75000000 0.477525833030 Long DBT NUSS BR N 2 2033-01-01 Fixed 0.10000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -21551.45000000 -0.00454391633 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1189985.27000000 USD 6464000.00000000 BRL 2026-02-12 -21551.45000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 335319.12000000 0.070698817363 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 16380180.18000000 USD 527278000.00000000 THB 2026-02-12 335319.12000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 4750000.00000000 PA 1522134.68000000 0.320927484672 Long DBT NUSS PE N 2 2035-08-12 Fixed 0.06850000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -9274.07000000 -0.00195534862 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 15321000.00000000 CZK 736463.32000000 USD 2026-02-12 -9274.07000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 65000000000.00000000 PA 4035964.02000000 0.850944268064 Long DBT NUSS ID N 2 2031-02-15 Fixed 0.06500000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -18157.69000000 -0.00382837462 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 23587000.00000000 THB 729585.40000000 USD 2026-02-12 -18157.69000000 N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 15750000.00000000 PA 572343.75000000 0.120673185145 Long DBT NUSS TH N 2 2038-06-17 Fixed 0.03300000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 917288BM3 31500000.00000000 PA 830247.41000000 0.175049695961 Long DBT NUSS UY N 2 2031-05-21 Fixed 0.08250000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 25500000.00000000 PA 3698733.49000000 0.779842448251 Long DBT NUSS CN N 2 2034-11-25 Fixed 0.02040000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 43500000.00000000 PA 7425454.56000000 1.565585809063 Long DBT NUSS BR N 2 2026-07-01 Fixed 0.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 55500000000.00000000 PA 3407550.22000000 0.718449251153 Long DBT NUSS ID N 2 2032-04-15 Fixed 0.06375000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 132000000.00000000 PA 2665943.40000000 0.562088572636 Long DBT NUSS EG N 2 2026-02-24 Fixed 0.00000000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 222350000.00000000 PA 7000089.60000000 1.475901690782 Long DBT NUSS TH N 2 2035-06-17 Fixed 0.01600000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 N/A 234500000.00000000 PA 2633616.99000000 0.555272859423 Long DBT CORP VE N 2 2031-03-05 Fixed 0.07650000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 38250000.00000000 PA 2122803.31000000 0.447572698844 Long DBT NUSS MX N 2 2027-06-03 Fixed 0.07500000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 1950000.00000000 PA 353424.58000000 0.074516179790 Long DBT NUSS CN N 2 2050-09-14 Fixed 0.03810000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 58250000000.00000000 PA 3825112.44000000 0.806488236611 Long DBT NUSS ID N 2 2040-04-15 Fixed 0.07500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 18000000.00000000 PA 1002394.84000000 0.211345328949 Long DBT NUSS MX N 2 2030-02-28 Fixed 0.08500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 8250000.00000000 PA 2725585.37000000 0.574663509443 Long DBT NUSS PE N 2 2031-08-12 Fixed 0.06950000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 34788000000.00000000 PA 2381924.45000000 0.502205903631 Long DBT NUSS ID N 2 2034-03-15 Fixed 0.08375000 N N N N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 85000000.00000000 PA 974214.25000000 0.205403722083 Long DBT NUSS IN N 2 2029-04-18 Fixed 0.07100000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 176237.06000000 0.037157892212 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 7824849.22000000 USD 32434000.00000000 MYR 2026-02-12 176237.06000000 N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 23500000.00000000 PA 3365598.38000000 0.709604108429 Long DBT NUSS CN N 2 2032-09-15 Fixed 0.01780000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -11122.81000000 -0.00234513770 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 810805.86000000 USD 4424000.00000000 BRL 2026-02-12 -11122.81000000 N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 6750000.00000000 PA 1732976.84000000 0.365381530008 Long DBT NUSS MY N 2 2044-05-16 Fixed 0.04180000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 21503.09000000 0.004533720095 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2329225.47000000 USD 3383200000.00000000 KRW 2026-02-12 21503.09000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -3236.15000000 -0.00068231116 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 280792.32000000 USD 25020000.00000000 INR 2026-02-12 -3236.15000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -64918.70000000 -0.01368748467 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1846320000.00000000 CLP 1987812.49000000 USD 2026-02-12 -64918.70000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -16845.29000000 -0.00355166768 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 5353000.00000000 RON 1215560.72000000 USD 2026-02-12 -16845.29000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 24500000000.00000000 PA 1536822.19000000 0.324024205154 Long DBT NUSS ID N 2 2029-04-15 Fixed 0.06875000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 38000000.00000000 PA 6715115.07000000 1.415817546908 Long DBT NUSS BR N 2 2027-01-01 Fixed 0.10000000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 66000000.00000000 PA 2030532.55000000 0.428118294904 Long DBT NUSS TH N 2 2042-06-17 Fixed 0.02000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 250000.00000000 PA 61146.81000000 0.012892217874 Long DBT NUSS MY N 2 2040-05-22 Fixed 0.03757000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 19500000.00000000 PA 2615216.98000000 0.551393393956 Long DBT NUSS BR N 2 2028-07-01 Fixed 0.00000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 6450000.00000000 PA 1703419.85000000 0.359149722416 Long DBT NUSS PL N 2 2029-10-25 Fixed 0.02750000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 4500000.00000000 PA 1229632.21000000 0.259256146918 Long DBT NUSS MY N 2 2046-03-15 Fixed 0.04736000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 50836.35000000 0.010718356364 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2488819.05000000 USD 10295000.00000000 MYR 2026-02-12 50836.35000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -12765.38000000 -0.00269145782 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 662645.97000000 USD 20500000.00000000 THB 2026-02-12 -12765.38000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -20933.59000000 -0.00441364648 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 719036000.00000000 KZT 1376145.45000000 USD 2026-02-12 -20933.59000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 55250000.00000000 PA 1254555.50000000 0.264510983349 Long DBT NUSS TR N 2 2029-09-12 Fixed 0.30000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 12700000.00000000 PA 3445680.88000000 0.726488734756 Long DBT NUSS MY N 2 2042-10-15 Fixed 0.04696000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 14400000.00000000 PA 4105072.98000000 0.865515228828 Long DBT NUSS PL N 2 2030-01-25 Fixed 0.05000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 49783879.69100000 NS USD 49793836.47000000 10.49855239518 Long STIV RF US N 1 N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 28000000.00000000 PA 4317127.82000000 0.910224956100 Long DBT NUSS CN N 2 2033-02-25 Fixed 0.02880000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 2250000.00000000 PA 594227.34000000 0.125287130012 Long DBT NUSS PE N 2 2040-08-12 Fixed 0.05350000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 1286.22000000 0.000271187139 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 177309.84000000 USD 58562000.00000000 HUF 2026-02-12 1286.22000000 N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 11000000.00000000 PA 1384353.74000000 0.291877696180 Long DBT NUSS BR N 2 2029-01-01 Fixed 0.00000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -5493.13000000 -0.00115817372 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3675000.00000000 PEN 1086313.92000000 USD 2026-02-12 -5493.13000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 29854.07000000 0.006294444058 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1746301.24000000 USD 7200000.00000000 MYR 2026-02-12 29854.07000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 7824.44000000 0.001649708058 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 105101000.00000000 INR 1173748.93000000 USD 2026-02-12 7824.44000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 7588.23000000 0.001599905447 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1187134.28000000 USD 1637000.00000000 CAD 2026-02-12 7588.23000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 46750000000.00000000 PA 2910629.21000000 0.613678226672 Long DBT NUSS ID N 2 2030-07-15 Fixed 0.06500000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 26500000.00000000 PA 2927103.99000000 0.617151775876 Long DBT NUSS BR N 2 2030-01-01 Fixed 0.00000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 61500000.00000000 PA 1383936.27000000 0.291789676639 Long DBT NUSS TR N 2 2033-10-05 Fixed 0.26200000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -25496.12000000 -0.00537561213 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 424873000.00000000 HUF 1270235.67000000 USD 2026-02-12 -25496.12000000 N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BF8 34298120.00000000 PA 986548.47000000 0.208004273961 Long DBT NUSS UY N 2 2033-07-20 Fixed 0.09750000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 30000000.00000000 PA 1440126.45000000 0.303636836662 Long DBT NUSS ZA N 2 2041-02-28 Fixed 0.06500000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 36000000.00000000 PA 658415.09000000 0.138820500892 Long DBT NUSS EG N 2 2027-10-13 Fixed 0.14556000 N N N N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 540000000.00000000 PA 6063208.72000000 1.278369351360 Long DBT NUSS IN N 2 2034-10-07 Fixed 0.06790000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 17000000.00000000 PA 1301649.96000000 0.274440398130 Long DBT NUSS ZA N 2 2053-03-31 Fixed 0.11625000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 275000000.00000000 PA 734089.28000000 0.154775677376 Long DBT NUSS HU N 2 2029-05-23 Fixed 0.02000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 80000000.00000000 PA 4799136.23000000 1.011851802032 Long DBT NUSS ZA N 2 2037-01-31 Fixed 0.08500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 1770000000.00000000 PA 1928562.01000000 0.406618785470 Long DBT NUSS CL N 2 2030-09-01 Fixed 0.04700000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 113000000.00000000 PA 5838898.10000000 1.231075610531 Long DBT NUSS MX N 2 2033-05-26 Fixed 0.07500000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 103500000.00000000 PA 3829810.76000000 0.807478832279 Long DBT NUSS TH N 2 2043-06-17 Fixed 0.03450000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -35640.39000000 -0.00751443408 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 894000.00000000 GBP 1169348.60000000 USD 2026-02-12 -35640.39000000 N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 8750000.00000000 PA 2364278.89000000 0.498485506704 Long DBT NUSS MY N 2 2037-04-07 Fixed 0.04762000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -11993.77000000 -0.00252877126 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 46978000.00000000 MXN 2587085.03000000 USD 2026-02-12 -11993.77000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 5750000.00000000 PA 1317778.25000000 0.277840893243 Long DBT NUSS RO N 2 2032-02-25 Fixed 0.06700000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 10000000.00000000 PA 590760.79000000 0.124556241224 Long DBT NUSS MX N 2 2036-11-20 Fixed 0.10000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 20500000.00000000 PA 4807250.00000000 1.013562512544 Long DBT NUSS PL N 2 2032-04-25 Fixed 0.01750000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 3150000000.00000000 PA 3410629.25000000 0.719098435069 Long DBT NUSS CL N 2 2035-03-01 Fixed 0.05000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 50500000.00000000 PA 1164346.08000000 0.245491193159 Long DBT NUSS TR N 2 2028-11-08 Fixed 0.31080000 N N N N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 175000000.00000000 PA 2000167.51000000 0.421716117727 Long DBT NUSS IN N 2 2034-04-08 Fixed 0.07100000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 17500000.00000000 PA 2620905.52000000 0.552592768005 Long DBT NUSS BR N 2 2035-01-01 Fixed 0.10000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 13250000.00000000 PA 2126965.03000000 0.448450157553 Long DBT NUSS BR N 2 2031-01-01 Fixed 0.10000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 14550000000.00000000 PA 2867501.10000000 0.604585078712 Long DBT NUSS CO N 2 2032-06-30 Fixed 0.07000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 26000000.00000000 PA 1351501.87000000 0.284951194771 Long DBT NUSS MX N 2 2038-11-18 Fixed 0.08500000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 29950000.00000000 PA 6602314.49000000 1.392034627509 Long DBT NUSS RO N 2 2029-02-12 Fixed 0.05000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -15841.18000000 -0.00333996072 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 13475000.00000000 CNY 1914348.02000000 USD 2026-02-12 -15841.18000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 29000000000.00000000 PA 1835652.17000000 0.387029637647 Long DBT NUSS ID N 2 2033-02-15 Fixed 0.07000000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -23966.66000000 -0.00505314017 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 1637000.00000000 CAD 1170755.85000000 USD 2026-02-12 -23966.66000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 13000000000.00000000 PA 2009946.08000000 0.423777835337 Long DBT NUSS CO N 2 2050-10-26 Fixed 0.07250000 N N N N N N CMEC CHICAGO MERCANTILE EXCH N/A N/A 1000000.00000000 NC 2128.03000000 0.000448674696 N/A DIR CORP US N 2 CMEC CHICAGO MERCANTILE EXCH N/A Y 2030-06-13 0.00000000 ZAR 0.00000000 ZAR 55807.46000000 ZAR 2128.03000000 N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 13500000.00000000 PA 1142800.53000000 0.240948520780 Long DBT NUSS BR N 2 2032-01-01 Fixed 0.00000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 24327.48000000 0.005129215612 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1178078.41000000 USD 37929000.00000000 THB 2026-02-12 24327.48000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 2500000.00000000 PA 470372.46000000 0.099173517580 Long DBT NUSS RO N 2 2036-04-28 Fixed 0.04250000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 3402.77000000 0.000717441387 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 1327391.42000000 USD 119963000.00000000 INR 2026-02-12 3402.77000000 N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 30000000.00000000 PA 614393.08000000 0.129538882699 Long DBT NUSS EG N 2 2026-02-03 Fixed 0.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 14500000000.00000000 PA 928704.70000000 0.195808470361 Long DBT NUSS ID N 2 2040-08-15 Fixed 0.07125000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 2250000.00000000 PA 598745.07000000 0.126239650012 Long DBT NUSS MY N 2 2033-11-07 Fixed 0.04642000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 21500000.00000000 PA 687623.28000000 0.144978767353 Long DBT NUSS CZ N 2 2040-04-24 Fixed 0.01500000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -37843.33000000 -0.00797890283 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 51542000.00000000 THB 1596114.97000000 USD 2026-02-12 -37843.33000000 N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 N/A 13410000000.00000000 PA 1172882.80000000 0.247291078618 Long DBT NUSS UZ N 2 2028-02-25 Fixed 0.15500000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 90876.48000000 0.019160433387 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1730851.30000000 USD 1638545000.00000000 CLP 2026-02-12 90876.48000000 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 100500000.00000000 PA 5176747.61000000 1.091467536408 Long DBT NUSS MX N 2 2034-11-23 Fixed 0.07750000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 24750000000.00000000 PA 1579176.16000000 0.332954133128 Long DBT NUSS ID N 2 2042-06-15 Fixed 0.07125000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -7445.71000000 -0.00156985647 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1178739.75000000 USD 69027000.00000000 PHP 2026-02-12 -7445.71000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -39647.13000000 -0.00835921674 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6612900000.00000000 KRW 4555154.50000000 USD 2026-02-12 -39647.13000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 3750000.00000000 PA 1200608.62000000 0.253136801595 Long DBT NUSS PE N 2 2032-08-12 Fixed 0.06150000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 15000000000.00000000 PA 898289.16000000 0.189395645743 Long DBT CORP US N 2 2026-11-17 Fixed 0.05100000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 27078.99000000 0.005709345081 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1820386.49000000 USD 7489070.00000000 MYR 2026-02-12 27078.99000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 185120000.00000000 PA 7809946.28000000 1.646652197076 Long DBT NUSS CZ N 2 2031-03-13 Fixed 0.01200000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 16250000.00000000 PA 4509261.84000000 0.950734569717 Long DBT NUSS PL N 2 2034-10-25 Fixed 0.05000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -2648.88000000 -0.00055849091 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1173669.94000000 USD 4205000.00000000 PLN 2026-02-12 -2648.88000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -7067.36000000 -0.00149008500 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 69027000.00000000 PHP 1164226.68000000 USD 2026-02-12 -7067.36000000 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 7371.56000000 0.001554222658 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 1139355.98000000 USD 974000.00000000 EUR 2026-02-12 7371.56000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 16500000.00000000 PA 3757964.31000000 0.792330698028 Long DBT NUSS RO N 2 2026-06-24 Fixed 0.03250000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912797RT6 2355000.00000000 PA USD 2345373.02000000 0.494499385512 Long DBT UST US N 2 2026-02-12 Fixed 0.00000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 675000000.00000000 PA 790455.99000000 0.166660057055 Long DBT NUSS CL N 2 2043-01-01 Fixed 0.06000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 23500000.00000000 PA 385101.17000000 0.081194884694 Long DBT NUSS TR N 2 2033-07-13 Fixed 0.17800000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 17185.02000000 0.003623296489 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 791251.16000000 USD 2903000.00000000 PLN 2026-02-12 17185.02000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 60155.25000000 0.012683156967 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2767878.70000000 USD 11464000.00000000 MYR 2026-02-12 60155.25000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 32645.19000000 0.006882924915 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 2361164.80000000 USD 784935000.00000000 HUF 2026-02-12 32645.19000000 N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 2053000000.00000000 PA 6351783.51000000 1.339212575492 Long DBT NUSS HU N 2 2028-10-22 Fixed 0.06750000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 16000000.00000000 PA 2092461.27000000 0.441175370996 Long DBT NUSS CN N 2 2055-04-25 Fixed 0.01880000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 5250000.00000000 PA 1051647.19000000 0.221729714120 Long DBT NUSS RO N 2 2034-10-11 Fixed 0.04750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 35500000.00000000 PA 628530.39000000 0.132519598793 Long DBT NUSS TR N 2 2028-07-19 Fixed 0.17300000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 10811.68000000 0.002279538935 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1054358.45000000 USD 33600000.00000000 THB 2026-02-12 10811.68000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 26000000.00000000 PA 1167039.53000000 0.246059081234 Long DBT NUSS CZ N 2 2035-05-30 Fixed 0.03500000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 6000000.00000000 PA 857425.63000000 0.180779962736 Long DBT NUSS CN N 2 2030-10-25 Fixed 0.01630000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 47000000000.00000000 PA 2958280.06000000 0.623724950943 Long DBT NUSS ID N 2 2035-07-15 Fixed 0.06750000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 5000000000.00000000 PA 1033626.99000000 0.217930327945 Long DBT NUSS CO N 2 2031-03-26 Fixed 0.07000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 15252.32000000 0.003215805248 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1226280.45000000 USD 25507000.00000000 CZK 2026-02-12 15252.32000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -25864.07000000 -0.00545319086 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1936586.46000000 USD 172240000.00000000 INR 2026-02-12 -25864.07000000 N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 680000000.00000000 PA 1562033.51000000 0.329339769946 Long DBT NUSS HU N 2 2033-04-20 Fixed 0.02250000 N N N N N N INDIA, FEDERAL REPUBLIC OF 335800IV7VCDQGIOI391 N/A 323500000.00000000 PA 3603101.40000000 0.759679340150 Long DBT NUSS IN N 2 2053-06-19 Fixed 0.07300000 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION and DEVELOPMENT 549300HTGDOVDU6OGK19 N/A 277000000.00000000 PA 3051879.70000000 0.643459536474 Long DBT CORP GB N 2 2028-04-11 Fixed 0.06250000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 5750000.00000000 PA 1315324.19000000 0.277323478252 Long DBT NUSS RO N 2 2027-07-26 Fixed 0.05800000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 43750000.00000000 PA 2582956.94000000 0.544591674221 Long DBT NUSS ZA N 2 2031-02-28 Fixed 0.07000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -18568.48000000 -0.00391498574 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 4643000.00000000 MYR 1126805.00000000 USD 2026-02-12 -18568.48000000 N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 N/A 60025000.00000000 PA 1566021.59000000 0.330180618328 Long DBT NUSS UY N 2 2028-03-15 Fixed 0.08500000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -2116.77000000 -0.00044630063 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 2441627.95000000 USD 8760000.00000000 PLN 2026-02-12 -2116.77000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 128750000.00000000 PA 7494517.29000000 1.580147022676 Long DBT NUSS ZA N 2 2048-02-28 Fixed 0.08750000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -38426.19000000 -0.00810179326 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 778751000.00000000 HUF 2336524.50000000 USD 2026-02-12 -38426.19000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 16250000000.00000000 PA 1027890.90000000 0.216720928436 Long DBT NUSS ID N 2 2030-09-15 Fixed 0.07000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 12148.21000000 0.002561333454 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1032311.23000000 USD 1503200000.00000000 KRW 2026-02-12 12148.21000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -27407.57000000 -0.00577862301 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 13666000.00000000 BRL 2442861.08000000 USD 2026-02-12 -27407.57000000 N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 225000000.00000000 PA 697037.11000000 0.146963583035 Long DBT NUSS HU N 2 2035-10-24 Fixed 0.07000000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 127750000.00000000 PA 4001070.24000000 0.843587249533 Long DBT NUSS TH N 2 2035-12-17 Fixed 0.01585000 N N N N N N 2026-01-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer