0001752724-23-189161.txt : 20230824 0001752724-23-189161.hdr.sgml : 20230824 20230824151325 ACCESSION NUMBER: 0001752724-23-189161 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230824 DATE AS OF CHANGE: 20230824 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY HASTINGS STREET TRUST CENTRAL INDEX KEY: 0000035348 IRS NUMBER: 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: 231201805 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 0000035348 S000069413 Fidelity Series Emerging Markets Debt Local Currency Fund C000221495 Fidelity Series Emerging Markets Debt Local Currency Fund FSEDX NPORT-P 1 primary_doc.xml 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 2023-12-31 2023-06-30 N 406324257.09 791631.56 405532625.53 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 6715990.50000000 BRL CLP CNY COP CZK HUF IDR MXN MYR PEN PLN RON THB ZAR N J.P. Morgan GBI-EM Global Diversified Index 19808102 PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286BM8 30000000.00000000 PA 529891.38000000 0.130665536295 Long DBT NUSS PH N 2 2036-01-14 Fixed 0.06250000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 205250000.00000000 PA 11863778.55000000 2.925480664963 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 48750000.00000000 PA 6733137.75000000 1.660319620696 Long DBT NUSS CN N 2 2030-05-21 Fixed 0.02680000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -3308.83000000 -0.00081592202 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1249538.83000000 USD 18695600000.00000000 IDR 2023-09-14 -3308.83000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 17750000.00000000 PA 3155041.16000000 0.777999342439 Long DBT NUSS RO N 2 2031-09-24 Fixed 0.03650000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -13855.51000000 -0.00341662029 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 22825000.00000000 CZK 1030557.37000000 USD 2023-09-14 -13855.51000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 1850000000.00000000 PA 379367.11000000 0.093547864245 Long DBT NUSS CO N 2 2028-04-28 Fixed 0.06000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 12250000.00000000 PA 2612406.00000000 0.644191326551 Long DBT NUSS MY N 2 2028-04-20 Fixed 0.03519000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -7959.64000000 -0.00196276193 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1870009.44000000 USD 7925100000.00000000 COP 2023-09-14 -7959.64000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 52521.63000000 0.012951271166 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 3270273.04000000 USD 57666000.00000000 MXN 2023-09-14 52521.63000000 N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 14300000.00000000 PA 3017016.60000000 0.743963964935 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 33000000.00000000 PA 1118500.34000000 0.275810198634 Long DBT NUSS ZA N 2 2036-03-31 Fixed 0.06250000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 275000000.00000000 PA 14640090.99000000 3.610089563291 Long DBT NUSS MX N 2 2026-03-05 Fixed 0.05750000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -11317.45000000 -0.00279076189 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5293000.00000000 PEN 1439293.00000000 USD 2023-09-14 -11317.45000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 15550000.00000000 PA 3340203.04000000 0.823658277958 Long DBT NUSS RO N 2 2025-02-24 Fixed 0.04750000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 1596.69000000 0.000393726644 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1023669.45000000 USD 3741000.00000000 PEN 2023-09-14 1596.69000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 173250000.00000000 PA 7536254.64000000 1.858359640029 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 169274.88000000 0.041741371555 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 11087906.20000000 USD 45935000.00000000 PLN 2023-09-14 169274.88000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 N/A 26500000.00000000 PA 485444.82000000 0.119705490862 Long DBT NUSS DO N 2 2026-06-05 Fixed 0.09750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 112250000000.00000000 PA 8014915.79000000 1.976392350559 Long DBT NUSS ID N 2 2026-09-15 Fixed 0.08375000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 10500000.00000000 PA 2277283.29000000 0.561553657248 Long DBT NUSS PL N 2 2028-04-25 Fixed 0.02750000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 15700000.00000000 PA 2873451.96000000 0.708562463068 Long DBT NUSS PL N 2 2030-10-25 Fixed 0.01250000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 44500000.00000000 PA 2039626.31000000 0.502949992576 Long DBT NUSS CZ N 2 2024-05-25 Fixed 0.05700000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 1270000.00000000 PA 237688.29000000 0.058611385382 Long DBT NUSS BR N 2 2024-07-01 Fixed 0.00000000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -10540.44000000 -0.00259915955 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 433962.62000000 USD 8028000.00000000 ZAR 2023-09-14 -10540.44000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -175423.05000000 -0.04325744439 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 13656157.96000000 USD 62593000.00000000 MYR 2023-09-14 -175423.05000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -658.80000000 -0.00016245302 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 16605000.00000000 MYR 3575581.40000000 USD 2023-09-14 -658.80000000 N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 12000000.00000000 PA 289275.50000000 0.071332238589 Long DBT NUSS EG N 2 2029-05-07 Fixed 0.16100000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 9437.56000000 0.002327201168 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1747850.90000000 USD 144563000.00000000 INR 2023-09-14 9437.56000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 31100000000.00000000 PA 6410344.49000000 1.580722261648 Long DBT NUSS CO N 2 2027-11-03 Fixed 0.05750000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 5075000000.00000000 PA 1139877.95000000 0.281081688189 Long DBT NUSS CO N 2 2026-08-26 Fixed 0.07500000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 470000000.00000000 PA 904075.09000000 0.222935229642 Long DBT NUSS HU N 2 2034-06-22 Fixed 0.02250000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 5675.89000000 0.001399613654 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 30528700000.00000000 IDR 2040688.50000000 USD 2023-09-14 5675.89000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 57500000.00000000 PA 3173103.34000000 0.782453282483 Long DBT NUSS ZA N 2 2026-12-21 Fixed 0.10500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 5250000.00000000 PA 1419425.47000000 0.350015111150 Long DBT NUSS PE N 2 2029-02-12 Fixed 0.05940000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 44750000000.00000000 PA 3434403.48000000 0.846887097064 Long DBT NUSS ID N 2 2036-05-15 Fixed 0.08250000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -7295.25000000 -0.00179893047 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2980006.68000000 USD 44595800000.00000000 IDR 2023-09-14 -7295.25000000 N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 7750000.00000000 PA 1935427.14000000 0.477255593793 Long DBT NUSS PL N 2 2033-10-25 Fixed 0.06000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 19000000.00000000 PA 657281.51000000 0.162078577313 Long DBT NUSS TR N 2 2027-08-11 Fixed 0.10500000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 19500000.00000000 PA 4380935.57000000 1.080291767961 Long DBT NUSS PL N 2 2026-07-25 Fixed 0.02500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -14460.29000000 -0.00356575256 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 989350.45000000 USD 7014000.00000000 CNY 2023-09-14 -14460.29000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 12250000.00000000 PA 2498477.33000000 0.616097737323 Long DBT NUSS BR N 2 2029-01-01 Fixed 0.10000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 892000000.00000000 PA 2018297.78000000 0.497690605623 Long DBT NUSS HU N 2 2031-10-22 Fixed 0.03250000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 44400000.00000000 PA 1185683.89000000 0.292376942163 Long DBT NUSS TH N 2 2046-06-17 Fixed 0.02875000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 25750000.00000000 PA 5397762.72000000 1.331030447413 Long DBT NUSS MY N 2 2032-07-15 Fixed 0.03582000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 14250000000.00000000 PA 1009404.70000000 0.248908382816 Long DBT NUSS ID N 2 2038-06-15 Fixed 0.07125000 N N N N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 N/A 1.00000000 NC N/A 11903.66000000 0.002935315003 N/A DFE CORP US N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 792948.56000000 USD 44576000.00000000 PHP 2023-09-14 11903.66000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 41352.68000000 0.010197127776 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 3664000.00000000 ILS 1032507.36000000 USD 2023-09-14 41352.68000000 N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 2825000000.00000000 PA 3425539.28000000 0.844701280328 Long DBT NUSS CL N 2 2026-03-01 Fixed 0.04500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PES3 38500000.00000000 PA 858673.60000000 0.211739708704 Long DBT NUSS DO N 2 2033-02-03 Fixed 0.13625000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 105000000.00000000 PA 1252661.61000000 0.308892930220 Long DBT CORP US N 2 2024-11-12 Fixed 0.05700000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 94500000.00000000 PA 2568303.12000000 0.633316028924 Long DBT NUSS TH N 2 2031-12-17 Fixed 0.02000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -170.34000000 -0.00004200401 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 10280000.00000000 RON 2257742.38000000 USD 2023-09-14 -170.34000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -6863.28000000 -0.00169241130 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 4333500000.00000000 COP 1011318.55000000 USD 2023-09-14 -6863.28000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -5339.82000000 -0.00131674239 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5018000.00000000 PLN 1224409.49000000 USD 2023-09-14 -5339.82000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -15389.51000000 -0.00379488826 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 845491000.00000000 HUF 2417022.15000000 USD 2023-09-14 -15389.51000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 249000000.00000000 PA 11687377.68000000 2.881982100632 Long DBT NUSS ZA N 2 2030-01-31 Fixed 0.08000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 60000000.00000000 PA 3392933.93000000 0.836661150398 Long DBT NUSS MX N 2 2024-09-05 Fixed 0.08000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 123500000000.00000000 PA 9065315.99000000 2.235409784392 Long DBT NUSS ID N 2 2029-05-15 Fixed 0.08250000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 12000000.00000000 PA 2818091.06000000 0.694911058343 Long DBT NUSS MY N 2 2038-06-08 Fixed 0.04893000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -108658.18000000 -0.02679394286 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 4795580.74000000 USD 3791530000.00000000 CLP 2023-09-14 -108658.18000000 N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 N/A 1.00000000 NC N/A -3358.69000000 -0.00082821696 N/A DFE CORP US N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 494515.44000000 USD 170723000.00000000 HUF 2023-09-14 -3358.69000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -58959.91000000 -0.01453888202 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 4981362.97000000 USD 35415000.00000000 CNY 2023-09-14 -58959.91000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 6500000000.00000000 PA 1252023.41000000 0.308735556939 Long DBT NUSS CO N 2 2034-10-18 Fixed 0.07250000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 14500000.00000000 PA 3020007.50000000 0.744701488826 Long DBT NUSS MY N 2 2050-06-15 Fixed 0.04065000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 133500000.00000000 PA 4928353.07000000 1.215279057648 Long DBT NUSS CZ N 2 2033-10-13 Fixed 0.02000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -8934.13000000 -0.00220306072 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 56892000.00000000 PHP 1018292.46000000 USD 2023-09-14 -8934.13000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 175750000.00000000 PA 6424505.47000000 1.584214207575 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.00950000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 12000000000.00000000 PA 2574480.71000000 0.634839356423 Long DBT NUSS CO N 2 2042-05-28 Fixed 0.09250000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 7500000.00000000 PA 1044703.58000000 0.257612708381 Long DBT NUSS CN N 2 2052-10-25 Fixed 0.03120000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 120750000.00000000 PA 6327823.44000000 1.560373454966 Long DBT NUSS MX N 2 2042-11-13 Fixed 0.07750000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 2500000.00000000 PA 682086.69000000 0.168195268903 Long DBT NUSS PE N 2 2037-08-12 Fixed 0.06900000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -17424.14000000 -0.00429660621 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 57666000.00000000 MXN 3305370.53000000 USD 2023-09-14 -17424.14000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 7507.54000000 0.001851278917 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1654085000.00000000 CLP 2052214.64000000 USD 2023-09-14 7507.54000000 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 22000000.00000000 PA 1166544.96000000 0.287657487107 Long DBT NUSS MX N 2 2053-07-31 Fixed 0.08000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 1500000000.00000000 PA 1974404.90000000 0.486867091746 Long DBT NUSS CL N 2 2033-04-01 Fixed 0.06000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 2445.65000000 0.000603071083 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 14419000.00000000 ZAR 762949.45000000 USD 2023-09-14 2445.65000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 6000000000.00000000 PA 423211.61000000 0.104359448132 Long DBT NUSS ID N 2 2043-06-15 Fixed 0.07125000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 13100000.00000000 PA 3195110.85000000 0.787880098629 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 12550000.00000000 PA 2514657.04000000 0.620087480437 Long DBT NUSS BR N 2 2033-01-01 Fixed 0.10000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -2583.67000000 -0.00063710533 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2036022.96000000 USD 9258000.00000000 RON 2023-09-14 -2583.67000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 48500000000.00000000 PA 3264065.37000000 0.804883544384 Long DBT NUSS ID N 2 2031-02-15 Fixed 0.06500000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 164250000.00000000 PA 4864812.35000000 1.199610596962 Long DBT NUSS TH N 2 2038-06-17 Fixed 0.03300000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 42500000.00000000 PA 1910501.87000000 0.471109289296 Long DBT NUSS CZ N 2 2023-10-25 Fixed 0.00450000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 917288BM3 31500000.00000000 PA 774249.43000000 0.190921613023 Long DBT NUSS UY N 2 2031-05-21 Fixed 0.08250000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 60000000.00000000 PA 1861906.18000000 0.459126112866 Long DBT NUSS TH N 2 2032-06-25 Fixed 0.03775000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 51000000000.00000000 PA 3413606.80000000 0.841758858621 Long DBT NUSS ID N 2 2032-04-15 Fixed 0.06375000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 180750000.00000000 PA 4515923.58000000 1.113578364773 Long DBT NUSS TH N 2 2035-06-17 Fixed 0.01600000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 40500000.00000000 PA 6621093.64000000 1.632690743771 Long DBT NUSS BR N 2 2026-01-01 Fixed 0.00000000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 32250000.00000000 PA 5004348.60000000 1.234018741022 Long DBT NUSS CN N 2 2050-09-14 Fixed 0.03810000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 495000000.00000000 PA 930175.64000000 0.229371345593 Long DBT NUSS HU N 2 2038-10-27 Fixed 0.03000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 61750000000.00000000 PA 4435867.93000000 1.093837499314 Long DBT NUSS ID N 2 2040-04-15 Fixed 0.07500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 11500000.00000000 PA 3220754.46000000 0.794203538073 Long DBT NUSS PE N 2 2031-08-12 Fixed 0.06950000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -48783.42000000 -0.01202946863 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 6140665.50000000 USD 43829000.00000000 CNY 2023-09-14 -48783.42000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 19788000000.00000000 PA 1515859.13000000 0.373794618378 Long DBT NUSS ID N 2 2034-03-15 Fixed 0.08375000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -8327.56000000 -0.00205348706 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 3077554.42000000 USD 12524000.00000000 PLN 2023-09-14 -8327.56000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 5709.02000000 0.001407783157 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1031769.83000000 USD 85348000.00000000 INR 2023-09-14 5709.02000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 7480.24000000 0.001844547030 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 14067100000.00000000 IDR 945179.06000000 USD 2023-09-14 7480.24000000 N N N KAZAKHSTAN REPUBLIC OF 5493007OEK8EF02UO833 N/A 440000000.00000000 PA 891890.01000000 0.219930519482 Long DBT NUSS KZ N 2 2026-08-04 Fixed 0.10500000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -13940.02000000 -0.00343745955 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2137445000.00000000 CLP 2628275.44000000 USD 2023-09-14 -13940.02000000 N N N BRAZILIAN GOVERNMENT INTERNATIONAL BOND 254900ZFY40OYEADAP90 N/A 28750000.00000000 PA 5931265.74000000 1.462586575432 Long DBT NUSS BR N 2 2025-01-01 Fixed 0.10000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 38000000.00000000 PA 7876362.27000000 1.942226537188 Long DBT NUSS BR N 2 2027-01-01 Fixed 0.10000000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 45000000.00000000 PA 1084279.35000000 0.267371669192 Long DBT NUSS TH N 2 2042-06-17 Fixed 0.02000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 10000000.00000000 PA 2041585.43000000 0.503433090576 Long DBT NUSS MY N 2 2040-05-22 Fixed 0.03757000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 7000000.00000000 PA 1468124.30000000 0.362023720799 Long DBT NUSS PL N 2 2029-10-25 Fixed 0.02750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 400000000.00000000 PA 1085882.21000000 0.267766917293 Long DBT NUSS HU N 2 2025-06-24 Fixed 0.05500000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 9131.46000000 0.002251720188 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2899489.11000000 USD 10613000.00000000 PEN 2023-09-14 9131.46000000 N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 13000000.00000000 PA 2798558.11000000 0.690094442177 Long DBT NUSS MY N 2 2029-08-15 Fixed 0.03885000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 6450000.00000000 PA 1489462.88000000 0.367285585975 Long DBT NUSS MY N 2 2042-10-15 Fixed 0.04696000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -23963.88000000 -0.00590923602 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1975690.09000000 USD 14042000.00000000 CNY 2023-09-14 -23963.88000000 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 62572727.15000000 NS USD 62585241.70000000 15.43284997556 Long STIV RF US N 1 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 23119.42000000 0.005701001237 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2409292.24000000 USD 845491000.00000000 HUF 2023-09-14 23119.42000000 N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 28000000.00000000 PA 3917895.84000000 0.966111132212 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 519867.69000000 0.128193801749 Long DBT NUSS PE N 2 2040-08-12 Fixed 0.05350000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 39555.30000000 0.009753913128 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3405703.13000000 USD 75294000.00000000 CZK 2023-09-14 39555.30000000 N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 57500000.00000000 PA 11308260.88000000 2.788495960151 Long DBT NUSS BR N 2 2024-01-01 Fixed 0.00000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 1144000000.00000000 PA 2780728.24000000 0.685697787290 Long DBT NUSS HU N 2 2026-12-22 Fixed 0.02750000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 70500000.00000000 PA 2215253.56000000 0.546257790505 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 879146.56000000 0.216788121264 Long DBT NUSS EG N 2 2027-10-13 Fixed 0.14556000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -11662.79000000 -0.00287591904 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1260282.31000000 USD 5095000.00000000 PLN 2023-09-14 -11662.79000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 31287.50000000 0.007715162241 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1314200000.00000000 KRW 1032567.28000000 USD 2023-09-14 31287.50000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 2096.34000000 0.000516934980 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 44825000.00000000 CZK 2053172.24000000 USD 2023-09-14 2096.34000000 N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 1000000000.00000000 PA 1204653.54000000 0.297054654585 Long DBT NUSS CL N 2 2030-09-01 Fixed 0.04700000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 20000000.00000000 PA 4597621.85000000 1.133724282723 Long DBT NUSS MY N 2 2037-04-07 Fixed 0.04762000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 3750000.00000000 PA 818894.65000000 0.201930645883 Long DBT NUSS RO N 2 2032-02-25 Fixed 0.06700000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 18750000.00000000 PA 3359962.00000000 0.828530625768 Long DBT NUSS PL N 2 2032-04-25 Fixed 0.01750000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 15000000.00000000 PA 3272187.31000000 0.806886327758 Long DBT NUSS PL N 2 2027-07-25 Fixed 0.02500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 950000000.00000000 PA 1171546.20000000 0.288890739300 Long DBT NUSS CL N 2 2035-03-01 Fixed 0.05000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 10000000.00000000 PA 2023041.85000000 0.498860442450 Long DBT NUSS BR N 2 2031-01-01 Fixed 0.10000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 20800000000.00000000 PA 4077598.44000000 1.005492082091 Long DBT NUSS CO N 2 2032-06-30 Fixed 0.07000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 24200000.00000000 PA 4904024.12000000 1.209279799274 Long DBT NUSS RO N 2 2029-02-12 Fixed 0.05000000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -31827.59000000 -0.00784834264 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 9332000.00000000 PLN 2255143.43000000 USD 2023-09-14 -31827.59000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -42802.52000000 -0.01055464278 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1033957.20000000 USD 3664000.00000000 ILS 2023-09-14 -42802.52000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 8500000000.00000000 PA 1436924.48000000 0.354330179507 Long DBT NUSS CO N 2 2050-10-26 Fixed 0.07250000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 27000000.00000000 PA 802050.20000000 0.197776985008 Long DBT NUSS CZ N 2 2040-04-24 Fixed 0.01500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 64000000.00000000 PA 3486050.13000000 0.859622607538 Long DBT NUSS MX N 2 2034-11-23 Fixed 0.07750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 28000000000.00000000 PA 1951930.85000000 0.481325231835 Long DBT NUSS ID N 2 2042-06-15 Fixed 0.07125000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 15000000000.00000000 PA 978428.31000000 0.241269936967 Long DBT CORP US N 2 2026-11-17 Fixed 0.05100000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 45000000.00000000 PA 1636765.49000000 0.403608831191 Long DBT NUSS CZ N 2 2031-03-13 Fixed 0.01200000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -33948.06000000 -0.00837122782 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2130225.99000000 USD 15082000.00000000 CNY 2023-09-14 -33948.06000000 N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 1275000000.00000000 PA 1753518.07000000 0.432398766365 Long DBT NUSS CL N 2 2043-01-01 Fixed 0.06000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 17250000000.00000000 PA 1335817.91000000 0.329398382745 Long DBT NUSS ID N 2 2039-04-15 Fixed 0.08375000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 1653000000.00000000 PA 4634337.70000000 1.142778017907 Long DBT NUSS HU N 2 2028-10-22 Fixed 0.06750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 13000000.00000000 PA 460212.37000000 0.113483439069 Long DBT NUSS TR N 2 2030-11-13 Fixed 0.11700000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 11500000.00000000 PA 2130753.19000000 0.525420904721 Long DBT NUSS RO N 2 2034-10-11 Fixed 0.04750000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -24037.17000000 -0.00592730855 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1025316.95000000 USD 1314200000.00000000 KRW 2023-09-14 -24037.17000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -34117.02000000 -0.00841289155 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2104125.46000000 USD 14893000.00000000 CNY 2023-09-14 -34117.02000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 26000000.00000000 PA 920424.73000000 0.226966875672 Long DBT NUSS TR N 2 2026-02-11 Fixed 0.10600000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 2750000.00000000 PA 587306.45000000 0.144823477329 Long DBT NUSS RO N 2 2027-07-26 Fixed 0.05800000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -521165.76000000 -0.12851389190 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 21414380.46000000 USD 732950000.00000000 THB 2023-09-14 -521165.76000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 98750000.00000000 PA 4199556.47000000 1.035565625456 Long DBT NUSS ZA N 2 2031-02-28 Fixed 0.07000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 26875.78000000 0.006627279362 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1858744.91000000 USD 8585000.00000000 RON 2023-09-14 26875.78000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 28301.71000000 0.006978898421 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1236520.89000000 USD 6136000.00000000 BRL 2023-09-14 28301.71000000 N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 N/A 34750000.00000000 PA 888380.86000000 0.219065200694 Long DBT NUSS UY N 2 2028-03-15 Fixed 0.08500000 N N N N N N ASIAN INFRASTRUCTURE INVESTMENT BANK 25490065OSV2524LCR32 N/A 57900000.00000000 PA 977336.16000000 0.241000624480 Long DBT CORP CN N 2 2025-02-10 Fixed 0.02375000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 22443.20000000 0.005534252631 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 24801000.00000000 ZAR 1330526.61000000 USD 2023-09-14 22443.20000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 163750000.00000000 PA 6315104.83000000 1.557237182026 Long DBT NUSS ZA N 2 2048-02-28 Fixed 0.08750000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 9900000.00000000 PA 2762928.92000000 0.681308665705 Long DBT NUSS PE N 2 2028-08-12 Fixed 0.06350000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -3088.43000000 -0.00076157374 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3591600000.00000000 COP 840779.54000000 USD 2023-09-14 -3088.43000000 N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 82750000.00000000 PA 2047080.31000000 0.504788069104 Long DBT NUSS TH N 2 2035-12-17 Fixed 0.01585000 N N N N N N 2023-07-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer