Nonconvertible Bonds - 32.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Azerbaijan - 1.1%
|
|||
Southern Gas Corridor CJSC 6.875% 3/24/26 (b)
|
31,439,000
|
31,248,480
|
|
State Oil Co. of Azerbaijan Republic 6.95% 3/18/30 (Reg. S)
|
11,845,000
|
11,934,667
|
|
TOTAL AZERBAIJAN
|
43,183,147
|
||
Bahrain - 0.8%
|
|||
The Oil and Gas Holding Co. 7.5% 10/25/27 (b)
|
28,868,000
|
29,280,524
|
|
Brazil - 1.8%
|
|||
Adecoagro SA 6% 9/21/27 (b)
|
6,168,000
|
5,794,836
|
|
Aegea Finance SARL 9% 1/20/31 (b)
|
3,505,000
|
3,524,278
|
|
Azul Secured Finance LLP:
|
|||
11.5% 5/28/29 (b)
|
18,120,325
|
15,538,179
|
|
11.93% 8/28/28 (b)
|
5,755,000
|
5,702,514
|
|
Braskem Netherlands BV 7.25% 2/13/33 (b)
|
2,660,000
|
2,440,816
|
|
Embraer Netherlands Finance BV:
|
|||
5.4% 2/1/27
|
3,820,000
|
3,714,912
|
|
6.95% 1/17/28 (b)
|
3,270,000
|
3,267,809
|
|
7% 7/28/30 (b)
|
7,350,000
|
7,269,701
|
|
MARB BondCo PLC 3.95% 1/29/31 (b)
|
2,935,000
|
2,164,709
|
|
MC Brazil Downstream Trading SARL 7.25% 6/30/31 (b)
|
12,957,434
|
9,857,368
|
|
NBM U.S. Holdings, Inc. 6.625% 8/6/29 (b)
|
4,930,000
|
4,472,743
|
|
Nexa Resources SA 6.5% 1/18/28 (b)
|
4,920,000
|
4,658,305
|
|
TOTAL BRAZIL
|
68,406,170
|
||
Burkina Faso - 0.2%
|
|||
Endeavour Mining PLC 5% 10/14/26 (b)
|
6,890,000
|
6,114,462
|
|
Cambodia - 0.2%
|
|||
NagaCorp Ltd. 7.95% 7/6/24 (Reg. S)
|
7,185,000
|
6,905,360
|
|
Chile - 1.7%
|
|||
Antofagasta PLC:
|
|||
2.375% 10/14/30 (b)
|
15,695,000
|
12,208,984
|
|
5.625% 5/13/32 (b)
|
5,445,000
|
5,161,860
|
|
Chile Electricity LUX MPC SARL 6.01% 1/20/33 (b)
|
3,515,000
|
3,488,638
|
|
Corporacion Nacional del Cobre de Chile (Codelco):
|
|||
3.15% 1/14/30 (b)
|
7,740,000
|
6,541,384
|
|
3.15% 1/15/51 (b)
|
8,130,000
|
4,764,180
|
|
3.7% 1/30/50 (b)
|
14,035,000
|
9,087,522
|
|
4.5% 8/1/47 (b)
|
6,855,000
|
5,152,424
|
|
5.125% 2/2/33 (b)
|
5,740,000
|
5,290,214
|
|
5.95% 1/8/34 (b)
|
3,995,000
|
3,865,737
|
|
VTR Comunicaciones SpA:
|
|||
4.375% 4/15/29 (b)
|
4,050,000
|
2,236,694
|
|
5.125% 1/15/28 (b)
|
16,142,000
|
9,038,390
|
|
TOTAL CHILE
|
66,836,027
|
||
China - 1.5%
|
|||
ENN Clean Energy International Investment Ltd. 3.375% 5/12/26 (b)
|
12,435,000
|
11,346,813
|
|
ENN Energy Holdings Ltd. 4.625% 5/17/27 (b)
|
10,930,000
|
10,464,742
|
|
Meituan:
|
|||
2.125% 10/28/25 (b)
|
11,635,000
|
10,684,770
|
|
3.05% 10/28/30 (b)
|
10,295,000
|
7,978,625
|
|
Prosus NV:
|
|||
3.061% 7/13/31 (b)
|
6,215,000
|
4,614,327
|
|
3.832% 2/8/51 (b)
|
7,355,000
|
4,031,717
|
|
4.193% 1/19/32 (b)
|
11,350,000
|
9,037,892
|
|
TOTAL CHINA
|
58,158,886
|
||
Colombia - 0.9%
|
|||
Ecopetrol SA 8.875% 1/13/33
|
9,845,000
|
9,591,245
|
|
EnfraGen Energia Sur SA 5.375% 12/30/30 (b)
|
11,545,000
|
8,182,519
|
|
Gcm Mining Corp. 6.875% 8/9/26 (b)
|
6,230,000
|
4,952,850
|
|
GeoPark Ltd. 5.5% 1/17/27 (b)
|
2,535,000
|
2,161,088
|
|
Oleoducto Central SA 4% 7/14/27 (b)
|
4,398,000
|
3,918,618
|
|
Termocandelaria Power Ltd. 7.875% 1/30/29 (b)
|
5,438,950
|
5,071,821
|
|
TOTAL COLOMBIA
|
33,878,141
|
||
Costa Rica - 0.1%
|
|||
Liberty Costa Rica SR SF 10.875% 1/15/31 (b)
|
4,280,000
|
4,276,961
|
|
Georgia - 0.2%
|
|||
JSC Georgian Railway 4% 6/17/28 (b)
|
6,755,000
|
5,842,400
|
|
Ghana - 1.1%
|
|||
Kosmos Energy Ltd. 7.125% 4/4/26 (b)
|
26,024,000
|
24,442,261
|
|
Tullow Oil PLC 10.25% 5/15/26 (b)
|
22,535,000
|
19,493,000
|
|
TOTAL GHANA
|
43,935,261
|
||
Guatemala - 0.5%
|
|||
CT Trust 5.125% 2/3/32 (b)
|
8,720,000
|
6,749,280
|
|
Investment Energy Resources Ltd. 6.25% 4/26/29 (b)
|
6,260,000
|
5,696,600
|
|
Millicom International Cellular SA 4.5% 4/27/31 (b)
|
7,595,000
|
5,411,438
|
|
TOTAL GUATEMALA
|
17,857,318
|
||
Hungary - 0.1%
|
|||
Magyar Export-Import Bank 6.125% 12/4/27 (b)
|
3,730,000
|
3,664,166
|
|
India - 0.2%
|
|||
CA Magnum Holdings 5.375% 10/31/26 (b)
|
8,295,000
|
7,319,010
|
|
Indonesia - 1.5%
|
|||
Medco Laurel Tree PTE Ltd. 6.95% 11/12/28 (b)
|
15,125,000
|
14,039,933
|
|
PT Adaro Indonesia 4.25% 10/31/24 (b)
|
12,520,000
|
12,042,362
|
|
PT Freeport Indonesia:
|
|||
4.763% 4/14/27 (b)
|
4,870,000
|
4,619,926
|
|
5.315% 4/14/32 (b)
|
8,260,000
|
7,435,652
|
|
6.2% 4/14/52 (b)
|
5,635,000
|
4,711,649
|
|
PT Indonesia Asahan Aluminium 5.45% 5/15/30 (b)
|
13,335,000
|
12,409,884
|
|
PT Pertamina Geothermal Energy 5.15% 4/27/28 (b)
|
3,980,000
|
3,875,963
|
|
TOTAL INDONESIA
|
59,135,369
|
||
Israel - 0.8%
|
|||
Energean Israel Finance Ltd. 4.875% 3/30/26 (Reg. S) (b)
|
15,080,000
|
14,006,304
|
|
Leviathan Bond Ltd.:
|
|||
6.125% 6/30/25 (Reg. S) (b)
|
16,920,000
|
16,442,856
|
|
6.5% 6/30/27 (Reg. S) (b)
|
2,365,000
|
2,240,838
|
|
TOTAL ISRAEL
|
32,689,998
|
||
Kazakhstan - 0.6%
|
|||
KazMunaiGaz National Co.:
|
|||
3.5% 4/14/33 (b)
|
10,395,000
|
7,775,252
|
|
5.75% 4/19/47 (b)
|
5,240,000
|
4,074,519
|
|
Nostrum Oil & Gas Finance BV:
|
|||
5% 6/30/26 (b)
|
9,429,000
|
5,664,566
|
|
14% 6/30/26 pay-in-kind (b)(c)
|
6,183,257
|
1,592,189
|
|
Tengizchevroil Finance Co. International Ltd. 3.25% 8/15/30 (b)
|
7,000,000
|
5,301,100
|
|
TOTAL KAZAKHSTAN
|
24,407,626
|
||
Kuwait - 0.2%
|
|||
Meglobal BV 4.25% 11/3/26 (b)
|
5,000,000
|
4,740,150
|
|
MEGlobal Canada, Inc. 5% 5/18/25 (b)
|
3,000,000
|
2,923,590
|
|
TOTAL KUWAIT
|
7,663,740
|
||
Luxembourg - 0.2%
|
|||
TMS Issuer SARL 5.78% 8/23/32 (b)
|
5,860,000
|
5,849,393
|
|
Malaysia - 1.1%
|
|||
GENM Capital Labuan Ltd. 3.882% 4/19/31 (b)
|
15,305,000
|
12,015,802
|
|
MISC Capital Two (Labuan) Ltd.:
|
|||
3.625% 4/6/25 (b)
|
3,770,000
|
3,624,252
|
|
3.75% 4/6/27 (b)
|
12,315,000
|
11,377,829
|
|
Petronas Capital Ltd.:
|
|||
3.404% 4/28/61 (b)
|
9,610,000
|
5,932,541
|
|
3.5% 4/21/30 (b)
|
8,990,000
|
7,939,069
|
|
TOTAL MALAYSIA
|
40,889,493
|
||
Mauritius - 0.1%
|
|||
AXIAN Telecom 7.375% 2/16/27 (b)
|
5,500,000
|
4,910,015
|
|
Mexico - 4.5%
|
|||
Braskem Idesa SAPI:
|
|||
6.99% 2/20/32 (b)
|
1,995,000
|
1,197,180
|
|
7.45% 11/15/29 (b)
|
4,800,000
|
2,982,528
|
|
Comision Federal de Electricidad:
|
|||
3.348% 2/9/31 (b)
|
2,970,000
|
2,316,600
|
|
4.688% 5/15/29 (b)
|
12,425,000
|
11,120,375
|
|
Petroleos Mexicanos:
|
|||
6.5% 3/13/27
|
9,810,000
|
8,602,536
|
|
6.5% 6/2/41
|
11,163,000
|
6,678,990
|
|
6.625% 6/15/35
|
65,174,000
|
43,480,182
|
|
6.7% 2/16/32
|
14,394,000
|
10,658,757
|
|
6.875% 10/16/25
|
11,570,000
|
11,052,474
|
|
6.95% 1/28/60
|
35,910,000
|
21,155,479
|
|
7.69% 1/23/50
|
65,975,000
|
42,167,262
|
|
TV Azteca SA de CV 8.25% (Reg. S) (d)
|
27,098,000
|
9,924,643
|
|
TOTAL MEXICO
|
171,337,006
|
||
Morocco - 0.4%
|
|||
OCP SA:
|
|||
3.75% 6/23/31 (b)
|
14,540,000
|
11,441,526
|
|
5.125% 6/23/51 (b)
|
4,000,000
|
2,638,520
|
|
6.875% 4/25/44 (b)
|
1,750,000
|
1,464,873
|
|
TOTAL MOROCCO
|
15,544,919
|
||
Nigeria - 0.3%
|
|||
Access Bank PLC 6.125% 9/21/26 (b)
|
5,825,000
|
4,911,757
|
|
IHS Holding Ltd. 5.625% 11/29/26 (b)
|
5,980,000
|
4,911,015
|
|
IHS Netherlands Holdco BV 8% 9/18/27 (b)
|
2,200,000
|
1,833,898
|
|
TOTAL NIGERIA
|
11,656,670
|
||
Oman - 0.2%
|
|||
Lamar Funding Ltd. 3.958% 5/7/25 (b)
|
6,200,000
|
5,900,788
|
|
Panama - 0.7%
|
|||
Aeropuerto Internacional de Tocumen SA:
|
|||
4% 8/11/41 (b)
|
11,735,000
|
9,101,666
|
|
5.125% 8/11/61 (b)
|
5,020,000
|
3,660,433
|
|
C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (b)
|
5,000,000
|
4,379,350
|
|
Cable Onda SA 4.5% 1/30/30 (b)
|
11,160,000
|
9,039,600
|
|
TOTAL PANAMA
|
26,181,049
|
||
Paraguay - 0.1%
|
|||
Telefonica Celular del Paraguay SA 5.875% 4/15/27 (b)
|
4,950,000
|
4,507,668
|
|
Peru - 0.1%
|
|||
Camposol SA 6% 2/3/27 (b)
|
4,435,000
|
2,561,390
|
|
Qatar - 2.0%
|
|||
Qatar Petroleum:
|
|||
1.375% 9/12/26 (b)
|
12,840,000
|
11,437,487
|
|
2.25% 7/12/31 (b)
|
28,970,000
|
23,161,805
|
|
3.125% 7/12/41 (b)
|
11,965,000
|
8,233,715
|
|
3.3% 7/12/51 (b)
|
36,535,000
|
23,602,706
|
|
Qtel International Finance Ltd. 2.625% 4/8/31 (b)
|
11,930,000
|
9,926,595
|
|
TOTAL QATAR
|
76,362,308
|
||
Saudi Arabia - 3.0%
|
|||
EIG Pearl Holdings SARL 3.545% 8/31/36 (b)
|
23,470,000
|
18,977,138
|
|
Greensaif Pipelines Bidco SARL:
|
|||
6.129% 2/23/38 (b)
|
6,165,000
|
6,032,576
|
|
6.51% 2/23/42 (b)
|
6,145,000
|
6,041,641
|
|
Saudi Arabian Oil Co.:
|
|||
2.25% 11/24/30 (b)
|
18,280,000
|
14,618,333
|
|
3.25% 11/24/50 (b)
|
20,230,000
|
12,648,808
|
|
3.5% 4/16/29 (b)
|
34,376,000
|
30,914,337
|
|
4.25% 4/16/39 (b)
|
18,255,000
|
14,793,122
|
|
4.375% 4/16/49 (b)
|
16,534,000
|
12,704,891
|
|
TOTAL SAUDI ARABIA
|
116,730,846
|
||
South Africa - 2.2%
|
|||
Eskom Holdings SOC Ltd.:
|
|||
6.35% 8/10/28 (b)
|
13,265,000
|
12,063,058
|
|
7.125% 2/11/25 (b)
|
24,935,000
|
24,262,752
|
|
8.45% 8/10/28 (b)
|
8,165,000
|
7,743,114
|
|
Liquid Telecommunications Financing PLC 5.5% 9/4/26 (b)
|
11,930,000
|
7,524,370
|
|
Sasol Financing U.S.A. LLC 4.375% 9/18/26
|
23,115,000
|
20,418,173
|
|
Stillwater Mining Co.:
|
|||
4% 11/16/26 (b)
|
5,790,000
|
5,015,993
|
|
4.5% 11/16/29 (b)
|
2,530,000
|
1,940,788
|
|
The Bidvest Group UK PLC 3.625% 9/23/26 (b)
|
6,255,000
|
5,547,184
|
|
TOTAL SOUTH AFRICA
|
84,515,432
|
||
Tanzania - 0.1%
|
|||
HTA Group Ltd. 7% 12/18/25 (b)
|
3,050,000
|
2,934,192
|
|
Ukraine - 0.3%
|
|||
NAK Naftogaz Ukraine:
|
|||
7.625% 11/8/28 (b)
|
7,055,000
|
3,527,500
|
|
7.65% (Reg. S) (d)
|
12,084,000
|
8,096,280
|
|
TOTAL UKRAINE
|
11,623,780
|
||
United Arab Emirates - 2.1%
|
|||
Abu Dhabi National Energy Co. PJSC:
|
|||
4% 10/3/49 (b)
|
4,435,000
|
3,403,729
|
|
4.696% 4/24/33 (b)
|
6,820,000
|
6,496,050
|
|
4.875% 4/23/30 (b)
|
1,990,000
|
1,949,941
|
|
DAE Funding LLC 1.55% 8/1/24 (b)
|
6,275,000
|
5,995,135
|
|
DP World Crescent Ltd.:
|
|||
3.7495% 1/30/30 (b)
|
4,770,000
|
4,258,084
|
|
3.875% 7/18/29 (Reg. S)
|
11,147,000
|
10,103,362
|
|
Galaxy Pipeline Assets BidCo Ltd.:
|
|||
2.16% 3/31/34 (b)
|
9,398,825
|
7,822,360
|
|
2.625% 3/31/36 (b)
|
10,620,000
|
8,219,455
|
|
GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (b)
|
6,960,000
|
6,758,230
|
|
MDGH GMTN RSC Ltd.:
|
|||
2.875% 11/7/29 (b)
|
5,705,000
|
4,978,525
|
|
3.375% 3/28/32 (Reg. S)
|
2,140,000
|
1,855,680
|
|
4.375% 11/22/33 (b)
|
5,955,000
|
5,433,044
|
|
5.084% 5/22/53 (b)
|
10,540,000
|
9,327,900
|
|
5.5% 4/28/33 (b)
|
5,925,000
|
5,897,271
|
|
TOTAL UNITED ARAB EMIRATES
|
82,498,766
|
||
United States of America - 0.2%
|
|||
LCPR Senior Secured Financing DAC 5.125% 7/15/29 (b)
|
9,500,000
|
7,633,214
|
|
Uzbekistan - 0.1%
|
|||
Uzbekneftegaz JSC 4.75% 11/16/28 (b)
|
4,640,000
|
3,741,510
|
|
Venezuela - 1.2%
|
|||
Petroleos de Venezuela SA:
|
|||
5.375% (d)
|
152,515,000
|
8,007,038
|
|
5.5% (d)
|
184,250,000
|
9,673,125
|
|
6% (b)(d)
|
105,540,000
|
5,540,850
|
|
6% (Reg. S) (d)
|
89,700,000
|
4,709,250
|
|
8.5% (Reg. S) (d)
|
20,540,000
|
9,859,200
|
|
9% (Reg. S) (d)
|
48,700,000
|
2,751,550
|
|
9.75% (b)(d)
|
71,700,000
|
3,764,250
|
|
12.75% (b)(d)
|
53,000,000
|
2,782,500
|
|
TOTAL VENEZUELA
|
47,087,763
|
||
|
TOTAL NONCONVERTIBLE BONDS
(Cost $1,722,115,593)
|
1,242,020,768
|
||
Government Obligations - 63.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Angola - 1.7%
|
|||
Angola Republic:
|
|||
8% 11/26/29 (b)
|
10,895,000
|
8,937,169
|
|
8.25% 5/9/28 (b)
|
18,775,000
|
16,215,968
|
|
8.75% 4/14/32 (b)
|
9,205,000
|
7,379,741
|
|
9.125% 11/26/49 (b)
|
7,695,000
|
5,498,616
|
|
9.375% 5/8/48 (b)
|
13,330,000
|
9,796,350
|
|
9.5% 11/12/25 (b)
|
16,180,000
|
15,792,974
|
|
TOTAL ANGOLA
|
63,620,818
|
||
Argentina - 1.6%
|
|||
Argentine Republic:
|
|||
0.75% 7/9/30 (e)
|
54,613,473
|
15,579,585
|
|
1% 7/9/29
|
30,551,997
|
8,374,913
|
|
3.625% 7/9/35 (e)
|
65,085,665
|
16,139,943
|
|
4.25% 1/9/38 (e)
|
53,139,088
|
15,549,029
|
|
Buenos Aires Province 6.375% 9/1/37 (b)(e)
|
13,320,000
|
4,327,402
|
|
Provincia de Cordoba 6.875% 12/10/25 (b)
|
3,229,393
|
2,664,250
|
|
TOTAL ARGENTINA
|
62,635,122
|
||
Armenia - 0.3%
|
|||
Republic of Armenia 3.6% 2/2/31 (b)
|
13,465,000
|
10,124,334
|
|
Bahrain - 0.3%
|
|||
Bahrain Kingdom 5.625% 5/18/34 (b)
|
11,770,000
|
10,033,219
|
|
Barbados - 0.2%
|
|||
Barbados Government 6.5% 10/1/29 (b)
|
10,230,000
|
9,510,115
|
|
Benin - 0.1%
|
|||
Republic of Benin 4.875% 1/19/32 (b)
|
EUR
|
7,255,000
|
5,677,822
|
Bermuda - 0.4%
|
|||
Bermuda Government:
|
|||
2.375% 8/20/30 (b)
|
5,325,000
|
4,265,591
|
|
3.375% 8/20/50 (b)
|
5,015,000
|
3,118,929
|
|
3.717% 1/25/27 (b)
|
5,600,000
|
5,231,800
|
|
5% 7/15/32 (b)
|
3,830,000
|
3,549,529
|
|
TOTAL BERMUDA
|
16,165,849
|
||
Brazil - 1.9%
|
|||
Brazilian Federative Republic:
|
|||
3.875% 6/12/30
|
9,340,000
|
8,126,641
|
|
4.75% 1/14/50
|
9,500,000
|
6,571,625
|
|
5% 1/27/45
|
14,450,000
|
10,712,219
|
|
5.625% 2/21/47
|
8,822,000
|
6,999,287
|
|
7.125% 1/20/37
|
8,510,000
|
8,529,913
|
|
8.25% 1/20/34
|
11,336,000
|
12,361,341
|
|
12.25% 3/6/30
|
13,881,000
|
18,753,786
|
|
TOTAL BRAZIL
|
72,054,812
|
||
Chile - 1.5%
|
|||
Chilean Republic:
|
|||
2.45% 1/31/31
|
31,325,000
|
25,713,440
|
|
3.1% 1/22/61
|
20,165,000
|
11,446,662
|
|
3.5% 1/31/34
|
7,100,000
|
5,860,411
|
|
4% 1/31/52
|
3,960,000
|
2,872,940
|
|
4.34% 3/7/42
|
5,555,000
|
4,478,274
|
|
5.33% 1/5/54
|
9,740,000
|
8,658,860
|
|
TOTAL CHILE
|
59,030,587
|
||
Colombia - 2.6%
|
|||
Colombian Republic:
|
|||
3% 1/30/30
|
45,595,000
|
34,897,957
|
|
3.125% 4/15/31
|
19,000,000
|
14,031,500
|
|
3.875% 2/15/61
|
6,730,000
|
3,476,920
|
|
4.125% 5/15/51
|
6,805,000
|
3,776,775
|
|
5% 6/15/45
|
27,005,000
|
17,706,098
|
|
5.2% 5/15/49
|
16,120,000
|
10,580,846
|
|
6.125% 1/18/41
|
6,410,000
|
5,023,902
|
|
7.375% 9/18/37
|
3,680,000
|
3,386,704
|
|
7.5% 2/2/34
|
4,055,000
|
3,822,446
|
|
8% 4/20/33
|
4,165,000
|
4,114,895
|
|
TOTAL COLOMBIA
|
100,818,043
|
||
Costa Rica - 1.0%
|
|||
Costa Rican Republic:
|
|||
5.625% 4/30/43 (b)
|
17,578,000
|
14,508,354
|
|
6.125% 2/19/31 (b)
|
11,155,000
|
10,747,396
|
|
6.55% 4/3/34 (b)
|
9,800,000
|
9,517,662
|
|
7% 4/4/44 (b)
|
4,575,000
|
4,318,480
|
|
TOTAL COSTA RICA
|
39,091,892
|
||
Dominican Republic - 3.6%
|
|||
Dominican Republic:
|
|||
4.5% 1/30/30 (b)
|
26,505,000
|
22,401,231
|
|
4.875% 9/23/32 (b)
|
10,930,000
|
8,871,772
|
|
5.3% 1/21/41 (b)
|
6,000,000
|
4,402,440
|
|
5.875% 1/30/60 (b)
|
18,130,000
|
12,925,058
|
|
5.95% 1/25/27 (b)
|
15,654,000
|
15,128,652
|
|
6% 7/19/28 (b)
|
18,101,000
|
17,187,986
|
|
6.4% 6/5/49 (b)
|
6,013,000
|
4,742,694
|
|
6.5% 2/15/48 (b)
|
17,655,000
|
14,257,825
|
|
6.85% 1/27/45 (b)
|
16,129,000
|
13,687,876
|
|
7.05% 2/3/31 (b)
|
4,425,000
|
4,268,222
|
|
7.45% 4/30/44 (b)
|
20,824,000
|
18,955,671
|
|
TOTAL DOMINICAN REPUBLIC
|
136,829,427
|
||
Ecuador - 1.1%
|
|||
Ecuador Republic:
|
|||
2.5% 7/31/40 (b)(e)
|
10,200,000
|
3,343,254
|
|
3.5% 7/31/35 (b)(e)
|
48,400,000
|
17,874,120
|
|
6% 7/31/30 (b)(e)
|
42,390,000
|
21,542,598
|
|
TOTAL ECUADOR
|
42,759,972
|
||
Egypt - 2.0%
|
|||
Arab Republic of Egypt:
|
|||
7.0529% 1/15/32 (b)
|
4,740,000
|
2,715,214
|
|
7.5% 1/31/27 (b)
|
17,344,000
|
12,481,956
|
|
7.5% 2/16/61 (b)
|
21,325,000
|
10,704,937
|
|
7.6003% 3/1/29 (b)
|
18,329,000
|
11,751,455
|
|
7.903% 2/21/48 (b)
|
12,840,000
|
6,555,847
|
|
8.5% 1/31/47 (b)
|
34,441,000
|
18,330,189
|
|
8.7002% 3/1/49 (b)
|
25,240,000
|
13,501,381
|
|
TOTAL EGYPT
|
76,040,979
|
||
El Salvador - 0.4%
|
|||
El Salvador Republic:
|
|||
6.375% 1/18/27 (b)
|
2,515,000
|
2,041,853
|
|
7.1246% 1/20/50 (b)
|
8,578,000
|
5,533,668
|
|
7.625% 2/1/41 (b)
|
11,695,000
|
7,971,078
|
|
TOTAL EL SALVADOR
|
15,546,599
|
||
Gabon - 0.5%
|
|||
Gabonese Republic:
|
|||
6.95% 6/16/25 (b)
|
9,000,000
|
7,997,040
|
|
7% 11/24/31 (b)
|
13,095,000
|
9,713,216
|
|
TOTAL GABON
|
17,710,256
|
||
Georgia - 0.4%
|
|||
Georgia Republic 2.75% 4/22/26 (b)
|
15,425,000
|
13,731,027
|
|
Ghana - 0.8%
|
|||
Ghana Republic:
|
|||
7.75% (b)(d)
|
12,265,000
|
5,404,695
|
|
8.125% (b)(d)
|
17,605,000
|
7,706,941
|
|
8.125% (b)(d)
|
6,566,924
|
3,063,798
|
|
8.627% (b)(d)
|
12,885,000
|
5,424,585
|
|
10.75% 10/14/30 (b)
|
15,335,000
|
10,253,748
|
|
TOTAL GHANA
|
31,853,767
|
||
Guatemala - 0.8%
|
|||
Guatemalan Republic:
|
|||
3.7% 10/7/33 (b)
|
2,500,000
|
1,913,150
|
|
4.9% 6/1/30 (b)
|
2,500,000
|
2,266,725
|
|
5.25% 8/10/29 (b)
|
9,000,000
|
8,280,540
|
|
5.375% 4/24/32 (b)
|
5,270,000
|
4,810,561
|
|
6.125% 6/1/50 (b)
|
5,650,000
|
4,860,469
|
|
6.6% 6/13/36 (b)
|
7,680,000
|
7,372,800
|
|
TOTAL GUATEMALA
|
29,504,245
|
||
Honduras - 0.0%
|
|||
Republic of Honduras 6.25% 1/19/27 (b)
|
2,045,000
|
1,920,255
|
|
Hungary - 1.0%
|
|||
Hungarian Republic:
|
|||
2.125% 9/22/31 (b)
|
11,240,000
|
8,266,458
|
|
3.125% 9/21/51 (b)
|
20,505,000
|
11,323,476
|
|
5.25% 6/16/29 (b)
|
6,100,000
|
5,821,474
|
|
5.5% 6/16/34 (b)
|
6,365,000
|
5,796,542
|
|
6.25% 9/22/32 (b)
|
4,105,000
|
4,001,267
|
|
6.75% 9/25/52 (b)
|
4,190,000
|
3,972,162
|
|
TOTAL HUNGARY
|
39,181,379
|
||
Indonesia - 2.6%
|
|||
Indonesian Republic:
|
|||
3.85% 10/15/30
|
10,555,000
|
9,448,836
|
|
5.125% 1/15/45 (b)
|
20,042,000
|
18,095,321
|
|
5.95% 1/8/46 (b)
|
6,230,000
|
6,183,773
|
|
6.625% 2/17/37 (b)
|
15,086,000
|
16,001,720
|
|
6.75% 1/15/44 (b)
|
6,465,000
|
6,993,514
|
|
7.75% 1/17/38 (b)
|
17,722,000
|
20,734,740
|
|
8.5% 10/12/35 (b)
|
19,301,000
|
23,578,681
|
|
TOTAL INDONESIA
|
101,036,585
|
||
Ivory Coast - 0.8%
|
|||
Ivory Coast:
|
|||
5.875% 10/17/31 (b)
|
EUR
|
17,545,000
|
15,295,136
|
6.375% 3/3/28 (b)
|
18,040,000
|
16,838,536
|
|
TOTAL IVORY COAST
|
32,133,672
|
||
Jamaica - 0.2%
|
|||
Jamaican Government 7.875% 7/28/45
|
7,490,000
|
8,214,433
|
|
Jordan - 0.8%
|
|||
Jordanian Kingdom:
|
|||
5.85% 7/7/30 (b)
|
8,860,000
|
7,839,594
|
|
6.125% 1/29/26 (b)
|
4,385,000
|
4,284,145
|
|
7.375% 10/10/47 (b)
|
7,320,000
|
5,997,862
|
|
7.5% 1/13/29 (b)
|
5,010,000
|
4,892,916
|
|
7.75% 1/15/28 (b)
|
6,645,000
|
6,600,279
|
|
TOTAL JORDAN
|
29,614,796
|
||
Kenya - 0.9%
|
|||
Republic of Kenya:
|
|||
6.3% 1/23/34 (b)
|
13,130,000
|
8,713,068
|
|
6.875% 6/24/24 (b)
|
8,460,000
|
7,814,248
|
|
7% 5/22/27 (b)
|
18,115,000
|
15,316,776
|
|
7.25% 2/28/28 (b)
|
1,965,000
|
1,577,286
|
|
8% 5/22/32 (b)
|
2,365,000
|
1,832,875
|
|
TOTAL KENYA
|
35,254,253
|
||
Lebanon - 0.2%
|
|||
Lebanese Republic:
|
|||
5.8% (d)
|
8,540,000
|
679,682
|
|
6% (d)
|
5,256,000
|
420,480
|
|
6.1% (d)
|
22,896,000
|
1,812,905
|
|
6.2% (Reg. S) (d)
|
5,669,000
|
455,447
|
|
6.375% (d)
|
35,061,000
|
2,803,478
|
|
6.65% (Reg. S) (d)
|
3,000,000
|
241,410
|
|
6.75% (d)
|
3,000,000
|
237,480
|
|
TOTAL LEBANON
|
6,650,882
|
||
Mexico - 2.2%
|
|||
United Mexican States:
|
|||
3.25% 4/16/30
|
19,910,000
|
16,918,523
|
|
3.75% 1/11/28
|
4,480,000
|
4,142,790
|
|
4.5% 4/22/29
|
10,460,000
|
9,735,854
|
|
4.75% 4/27/32
|
5,375,000
|
4,832,286
|
|
5.75% 10/12/2110
|
10,595,000
|
8,405,225
|
|
6.05% 1/11/40
|
30,348,000
|
28,004,224
|
|
6.338% 5/4/53
|
5,935,000
|
5,386,013
|
|
6.35% 2/9/35
|
9,065,000
|
8,850,975
|
|
TOTAL MEXICO
|
86,275,890
|
||
Mongolia - 0.1%
|
|||
Mongolia Government:
|
|||
3.5% 7/7/27 (b)
|
2,675,000
|
2,234,856
|
|
5.125% 4/7/26 (b)
|
2,010,000
|
1,877,340
|
|
TOTAL MONGOLIA
|
4,112,196
|
||
Morocco - 0.3%
|
|||
Moroccan Kingdom 6.5% 9/8/33 (b)
|
9,915,000
|
9,726,417
|
|
Nigeria - 2.3%
|
|||
Republic of Nigeria:
|
|||
6.125% 9/28/28 (b)
|
13,115,000
|
10,423,015
|
|
6.5% 11/28/27 (b)
|
20,043,000
|
16,692,612
|
|
7.143% 2/23/30 (b)
|
6,415,000
|
5,050,786
|
|
7.625% 11/21/25 (b)
|
26,862,000
|
25,647,838
|
|
7.625% 11/28/47 (b)
|
18,415,000
|
12,194,229
|
|
7.696% 2/23/38 (b)
|
3,500,000
|
2,440,025
|
|
7.875% 2/16/32 (b)
|
9,000,000
|
7,076,070
|
|
8.375% 3/24/29 (b)
|
10,100,000
|
8,640,954
|
|
TOTAL NIGERIA
|
88,165,529
|
||
Oman - 2.9%
|
|||
Sultanate of Oman:
|
|||
5.625% 1/17/28 (b)
|
21,625,000
|
21,030,745
|
|
6% 8/1/29 (b)
|
11,510,000
|
11,269,096
|
|
6.25% 1/25/31 (b)
|
15,885,000
|
15,667,217
|
|
6.5% 3/8/47 (b)
|
27,725,000
|
24,704,361
|
|
6.75% 10/28/27 (b)
|
6,520,000
|
6,622,625
|
|
6.75% 1/17/48 (b)
|
30,140,000
|
27,623,611
|
|
7% 1/25/51 (b)
|
2,880,000
|
2,707,373
|
|
TOTAL OMAN
|
109,625,028
|
||
Pakistan - 0.6%
|
|||
Islamic Republic of Pakistan:
|
|||
6% 4/8/26 (b)
|
24,660,000
|
12,680,665
|
|
6.875% 12/5/27 (b)
|
22,905,000
|
11,566,567
|
|
7.875% 3/31/36 (b)
|
1,293,000
|
604,387
|
|
TOTAL PAKISTAN
|
24,851,619
|
||
Panama - 2.1%
|
|||
Panamanian Republic:
|
|||
2.252% 9/29/32
|
22,155,000
|
15,979,737
|
|
3.16% 1/23/30
|
14,515,000
|
12,165,602
|
|
3.298% 1/19/33
|
16,210,000
|
12,626,780
|
|
3.87% 7/23/60
|
17,120,000
|
9,818,320
|
|
4.3% 4/29/53
|
7,000,000
|
4,545,730
|
|
4.5% 5/15/47
|
8,025,000
|
5,639,569
|
|
4.5% 4/16/50
|
10,760,000
|
7,310,882
|
|
6.4% 2/14/35
|
9,790,000
|
9,461,056
|
|
6.853% 3/28/54
|
3,685,000
|
3,420,270
|
|
TOTAL PANAMA
|
80,967,946
|
||
Paraguay - 0.9%
|
|||
Republic of Paraguay:
|
|||
2.739% 1/29/33 (b)
|
5,873,000
|
4,450,736
|
|
4.95% 4/28/31 (b)
|
17,130,000
|
15,796,943
|
|
5.4% 3/30/50 (b)
|
10,075,000
|
7,922,980
|
|
5.6% 3/13/48 (b)
|
7,470,000
|
6,040,840
|
|
TOTAL PARAGUAY
|
34,211,499
|
||
Peru - 1.1%
|
|||
Peruvian Republic:
|
|||
2.783% 1/23/31
|
12,415,000
|
10,144,172
|
|
3% 1/15/34
|
21,165,000
|
16,243,291
|
|
3.3% 3/11/41
|
24,840,000
|
17,162,204
|
|
TOTAL PERU
|
43,549,667
|
||
Philippines - 0.8%
|
|||
Philippine Republic:
|
|||
2.65% 12/10/45
|
7,890,000
|
4,736,446
|
|
2.95% 5/5/45
|
3,200,000
|
2,039,264
|
|
5% 7/17/33
|
4,140,000
|
3,975,766
|
|
5.5% 1/17/48
|
3,675,000
|
3,451,670
|
|
5.609% 4/13/33
|
6,190,000
|
6,193,466
|
|
5.95% 10/13/47
|
9,890,000
|
9,805,144
|
|
TOTAL PHILIPPINES
|
30,201,756
|
||
Poland - 0.2%
|
|||
Bank Gospodarstwa Krajowego 5.375% 5/22/33 (b)
|
3,640,000
|
3,421,600
|
|
Polish Government 5.5% 4/4/53
|
6,960,000
|
6,281,957
|
|
TOTAL POLAND
|
9,703,557
|
||
Qatar - 2.6%
|
|||
State of Qatar:
|
|||
3.75% 4/16/30 (b)
|
27,950,000
|
26,029,835
|
|
4.4% 4/16/50 (b)
|
28,995,000
|
23,577,284
|
|
4.817% 3/14/49 (b)
|
38,811,000
|
33,644,868
|
|
5.103% 4/23/48 (b)
|
11,510,000
|
10,390,883
|
|
9.75% 6/15/30 (b)
|
3,827,000
|
4,840,772
|
|
TOTAL QATAR
|
98,483,642
|
||
Romania - 1.7%
|
|||
Romanian Republic:
|
|||
3% 2/27/27 (b)
|
10,504,000
|
9,540,783
|
|
3% 2/14/31 (b)
|
22,614,000
|
18,142,534
|
|
3.375% 1/28/50 (Reg. S)
|
EUR
|
14,940,000
|
9,294,279
|
3.624% 5/26/30 (b)
|
EUR
|
5,110,000
|
4,632,198
|
3.625% 3/27/32 (b)
|
10,504,000
|
8,520,530
|
|
4% 2/14/51 (b)
|
10,990,000
|
6,968,869
|
|
7.125% 1/17/33 (b)
|
4,210,000
|
4,301,694
|
|
7.625% 1/17/53 (b)
|
4,154,000
|
4,232,511
|
|
TOTAL ROMANIA
|
65,633,398
|
||
Rwanda - 0.3%
|
|||
Rwanda Republic 5.5% 8/9/31 (b)
|
12,780,000
|
9,871,783
|
|
Saudi Arabia - 1.6%
|
|||
Kingdom of Saudi Arabia:
|
|||
2.25% 2/2/33 (b)
|
18,170,000
|
13,879,336
|
|
3.45% 2/2/61 (b)
|
9,925,000
|
6,058,121
|
|
3.625% 3/4/28 (b)
|
9,976,000
|
9,282,868
|
|
3.75% 1/21/55 (b)
|
19,480,000
|
12,890,111
|
|
4.5% 10/26/46 (b)
|
14,169,000
|
11,146,611
|
|
4.5% 4/22/60 (b)
|
10,670,000
|
8,172,687
|
|
TOTAL SAUDI ARABIA
|
61,429,734
|
||
Senegal - 0.3%
|
|||
Republic of Senegal:
|
|||
6.25% 5/23/33 (b)
|
9,965,000
|
7,977,580
|
|
6.75% 3/13/48 (b)
|
5,110,000
|
3,417,261
|
|
TOTAL SENEGAL
|
11,394,841
|
||
Serbia - 0.6%
|
|||
Republic of Serbia:
|
|||
2.125% 12/1/30 (b)
|
18,590,000
|
13,644,131
|
|
6.25% 5/26/28 (b)
|
3,140,000
|
3,074,688
|
|
6.5% 9/26/33 (b)
|
4,750,000
|
4,513,403
|
|
TOTAL SERBIA
|
21,232,222
|
||
South Africa - 1.1%
|
|||
South African Republic:
|
|||
4.85% 9/30/29
|
8,535,000
|
7,307,582
|
|
5% 10/12/46
|
3,190,000
|
1,967,496
|
|
5.65% 9/27/47
|
22,135,000
|
14,727,965
|
|
5.75% 9/30/49
|
25,420,000
|
16,839,479
|
|
TOTAL SOUTH AFRICA
|
40,842,522
|
||
Sri Lanka - 1.0%
|
|||
Democratic Socialist Republic of Sri Lanka:
|
|||
6.2% (b)(d)
|
14,360,000
|
6,600,718
|
|
6.825% (b)(d)
|
13,445,000
|
6,402,021
|
|
6.85% (b)(d)
|
14,285,000
|
6,838,944
|
|
7.55% (b)(d)
|
12,490,000
|
5,760,513
|
|
7.85% (b)(d)
|
26,015,000
|
11,989,273
|
|
TOTAL SRI LANKA
|
37,591,469
|
||
Turkey - 3.2%
|
|||
Turkish Republic:
|
|||
4.75% 1/26/26
|
8,400,000
|
7,829,472
|
|
4.875% 4/16/43
|
23,555,000
|
14,901,835
|
|
5.125% 2/17/28
|
11,310,000
|
10,080,603
|
|
5.75% 5/11/47
|
13,175,000
|
8,902,084
|
|
6% 3/25/27
|
7,000,000
|
6,520,570
|
|
6% 1/14/41
|
22,183,000
|
16,353,308
|
|
6.125% 10/24/28
|
8,780,000
|
8,007,799
|
|
6.375% 10/14/25
|
17,175,000
|
16,678,814
|
|
6.625% 2/17/45
|
530,000
|
404,152
|
|
9.125% 7/13/30
|
8,800,000
|
8,824,728
|
|
9.375% 3/14/29
|
20,365,000
|
20,860,277
|
|
9.375% 1/19/33
|
2,175,000
|
2,209,496
|
|
TOTAL TURKEY
|
121,573,138
|
||
Ukraine - 1.5%
|
|||
Ukraine Government:
|
|||
6.876% 5/21/31 (b)
|
7,670,000
|
1,994,200
|
|
7.253% 3/15/35 (b)
|
15,850,000
|
4,144,775
|
|
7.375% 9/25/34 (b)
|
11,640,000
|
3,043,860
|
|
7.75% 9/1/24 (b)
|
29,964,000
|
10,112,850
|
|
7.75% 9/1/25 (b)
|
43,671,000
|
14,302,253
|
|
7.75% 9/1/26 (b)
|
35,377,000
|
10,436,215
|
|
7.75% 9/1/27 (b)
|
7,275,000
|
2,073,375
|
|
7.75% 9/1/28 (b)
|
7,360,000
|
2,097,600
|
|
7.75% 9/1/29 (b)
|
10,846,000
|
3,080,264
|
|
7.75% 8/1/41 (b)(c)
|
8,905,000
|
4,074,038
|
|
9.75% 11/1/30 (b)
|
3,105,000
|
915,975
|
|
TOTAL UKRAINE
|
56,275,405
|
||
United Arab Emirates - 1.8%
|
|||
Abu Dhabi National Energy Co. PJSC 4.375% 1/24/29 (b)
|
6,105,000
|
5,830,275
|
|
Emirate of Abu Dhabi:
|
|||
3.125% 9/30/49 (b)
|
42,178,000
|
27,378,583
|
|
3.875% 4/16/50 (b)
|
34,465,000
|
25,774,306
|
|
Emirate of Dubai 3.9% 9/9/50 (Reg. S)
|
15,155,000
|
10,298,277
|
|
TOTAL UNITED ARAB EMIRATES
|
69,281,441
|
||
United States of America - 3.5%
|
|||
U.S. Treasury Bonds:
|
|||
2.875% 5/15/52
|
130,074,000
|
92,225,493
|
|
3.625% 2/15/53
|
16,800,000
|
13,894,125
|
|
U.S. Treasury Notes:
|
|||
3.625% 3/31/30
|
6,132,000
|
5,783,961
|
|
3.75% 5/31/30
|
14,574,000
|
13,836,191
|
|
4% 2/28/30
|
9,933,000
|
9,579,137
|
|
TOTAL UNITED STATES OF AMERICA
|
135,318,907
|
||
Uruguay - 0.6%
|
|||
Uruguay Republic 5.1% 6/18/50
|
24,210,000
|
21,451,271
|
|
Uzbekistan - 0.5%
|
|||
Republic of Uzbekistan:
|
|||
3.7% 11/25/30 (b)
|
7,400,000
|
5,775,182
|
|
3.9% 10/19/31 (b)
|
13,255,000
|
10,311,330
|
|
5.375% 2/20/29 (b)
|
4,250,000
|
3,798,650
|
|
TOTAL UZBEKISTAN
|
19,885,162
|
||
Venezuela - 1.3%
|
|||
Venezuelan Republic:
|
|||
6% (d)
|
17,250,000
|
1,121,250
|
|
7% (d)
|
18,925,000
|
1,750,563
|
|
7.65% (d)
|
34,825,000
|
3,134,460
|
|
7.75% (Reg. S) (d)
|
29,380,000
|
1,909,700
|
|
8.25% (d)
|
30,860,000
|
2,777,746
|
|
9% (Reg. S) (d)
|
43,195,000
|
3,563,588
|
|
9.25% (d)
|
62,675,000
|
6,110,813
|
|
9.25% (Reg. S) (d)
|
70,265,000
|
6,850,838
|
|
9.375% (d)
|
46,005,000
|
4,272,087
|
|
11.75% (Reg. S) (d)
|
65,000,000
|
6,337,500
|
|
11.95% (Reg. S) (d)
|
87,250,000
|
8,506,875
|
|
12.75% (d)
|
42,425,000
|
4,136,438
|
|
TOTAL VENEZUELA
|
50,471,858
|
||
Zambia - 0.2%
|
|||
Republic of Zambia:
|
|||
8.5% (b)(d)
|
2,190,000
|
1,195,565
|
|
8.97% (b)(d)
|
15,380,000
|
8,328,116
|
|
TOTAL ZAMBIA
|
9,523,681
|
||
|
TOTAL GOVERNMENT OBLIGATIONS
(Cost $3,187,392,657)
|
2,418,396,718
|
||
Common Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
Kazakhstan - 0.0%
|
|||
Nostrum Oil & Gas LP warrants (f)(g)
(Cost $0)
|
709,143
|
7
|
|
Preferred Securities - 1.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Brazil - 0.2%
|
|||
Cosan Overseas Ltd. 8.25% (h)
|
7,030,000
|
6,996,537
|
|
Mexico - 0.8%
|
|||
Banco Mercantil del Norte SA:
|
|||
6.75% (b)(c)(h)
|
12,025,000
|
11,619,156
|
|
7.625% (b)(c)(h)
|
5,385,000
|
4,957,754
|
|
CEMEX S.A.B. de CV 5.125% (b)(c)(h)
|
16,320,000
|
15,172,704
|
|
TOTAL MEXICO
|
31,749,614
|
||
Russia - 0.0%
|
|||
Tinkoff Credit Systems 6% (b)(c)(d)(g)(h)
|
6,660,000
|
333,000
|
|
United Arab Emirates - 0.4%
|
|||
DP World Salaam 6% (Reg. S) (c)(h)
|
13,905,000
|
13,691,141
|
|
|
TOTAL PREFERRED SECURITIES
(Cost $62,322,338)
|
52,770,292
|
||
Money Market Funds - 1.3%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.39% (i)
(Cost $50,830,330)
|
50,820,166
|
50,830,330
|
|
|
TOTAL INVESTMENT IN SECURITIES - 98.1%
(Cost $5,022,660,918)
|
3,764,018,115
|
NET OTHER ASSETS (LIABILITIES) - 1.9% (j)
|
71,781,474
|
NET ASSETS - 100.0%
|
3,835,799,589
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Treasury Contracts
|
|||||
CBOT 10-Year U.S. Treasury Note Contracts (United States)
|
1
|
Dec 2023
|
108,063
|
(1,881)
|
(1,881)
|
CBOT Ultra Long Term U.S. Treasury Bond Contracts (United States)
|
189
|
Dec 2023
|
22,431,938
|
(2,068,518)
|
(2,068,518)
|
TOTAL PURCHASED
|
(2,070,399)
|
||||
Sold
|
|||||
Treasury Contracts
|
|||||
CBOT Long Term U.S. Treasury Bond Contracts (United States)
|
1
|
Dec 2023
|
113,781
|
6,170
|
6,170
|
TOTAL FUTURES CONTRACTS
|
(2,064,229)
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 0.6%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 0.0%
|
|||||
EUR
|
-
|
European Monetary Unit
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $2,482,771,404 or 64.7% of net assets.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Non-income producing - Security is in default.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Non-income producing
|
(g)
|
Level 3 security
|
(h)
|
Security is perpetual in nature with no stated maturity date.
|
(i)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(j)
|
Includes $1,133,465 of cash collateral to cover margin requirements for futures contracts.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
% ownership,
end
of period
|
Fidelity Cash Central Fund 5.39%
|
81,144,900
|
1,732,122,575
|
1,762,437,145
|
2,044,032
|
28,387
|
(28,387)
|
50,830,330
|
0.1%
|
Total
|
81,144,900
|
1,732,122,575
|
1,762,437,145
|
2,044,032
|
28,387
|
(28,387)
|
50,830,330
|
|