0001752724-21-030990.txt : 20210219
0001752724-21-030990.hdr.sgml : 20210219
20210219153057
ACCESSION NUMBER: 0001752724-21-030990
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210219
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY HANOVER STREET TRUST
CENTRAL INDEX KEY: 0000702533
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03466
FILM NUMBER: 21655126
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY ADVISOR SERIES III
DATE OF NAME CHANGE: 19930630
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FRANKLIN STREET TRUST
DATE OF NAME CHANGE: 19920819
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY ADVISOR EQUITY PORTFOLIO INCOME
DATE OF NAME CHANGE: 19920703
0000702533
S000069653
Fidelity Emerging Markets Debt Local Currency Central Fund
C000222143
Fidelity Emerging Markets Debt Local Currency Central Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000702533
XXXXXXXX
S000069653
C000222143
Fidelity Hanover Street Trust
811-03466
0000702533
13LNM41WRMGAYS9Y7N22
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Emerging Markets Debt Local Currency Central Fund
S000069653
549300KILRIY7MLU0D16
2020-12-31
2020-12-31
N
164859083.16
192318.95
164666764.21
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
1130552.35000000
BRL
CLP
COP
CZK
HUF
IDR
KRW
MXN
MYR
PEN
PLN
RON
RUB
SGD
THB
TRY
ZAR
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINE GOVT 6.25% 1/14/36
718286BM8
10000000.00000000
PA
266461.33000000
0.161818525601
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
0.06250000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 8.5% 5/31/29
N/A
40000000.00000000
PA
2447925.83000000
1.486593752992
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
0.08500000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.65% 09/24/2031
N/A
1000000.00000000
PA
258938.70000000
0.157250129522
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
0.03650000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: MXN/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
-1693.40000000
-0.00102837995
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
414669.39000000
USD
8272000.00000000
MXN
2021-03-04
-1693.40000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2021-03-04
N/A
1.00000000
NC
N/A
16724.14000000
0.010156354307
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
203761000.00000000
HUF
703083.08000000
USD
2021-03-04
16724.14000000
N
N
N
KOREA REPUBLIC OF
549300O0QCVSQGPGDT58
KOREA REPUBLIC OF 2.25% 09/10/2023
N/A
2500000000.00000000
PA
2371759.43000000
1.440338881606
Long
DBT
NUSS
KR
N
2
2023-09-10
Fixed
0.02250000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
3750000.00000000
PA
993144.03000000
0.603123547586
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
0.03828000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.75% 03/05/26
N/A
65000000.00000000
PA
3417485.36000000
2.075394738213
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
0.05750000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 02/24/2025
N/A
13500000.00000000
PA
3646131.83000000
2.214248787539
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
0.04750000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA GOVT 8.875% 2/28/35
N/A
45000000.00000000
PA
2697394.32000000
1.638092746244
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
0.08875000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.75% 06/05/2026 REGS
N/A
20000000.00000000
PA
367381.97000000
0.223106327353
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
0.09750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.375% 9/15/26
N/A
40000000000.00000000
PA
3238434.16000000
1.966659256065
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
0.08375000
N
N
N
N
N
N
SINGAPORE REPUBLIC OF
54930035WQZLGC45RZ35
SINGAPORE REPUBLIC OF 2.375% 06/01/2025
N/A
3250000.00000000
PA
2671146.87000000
1.622153008723
Long
DBT
NUSS
SG
N
2
2025-06-01
Fixed
0.02375000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
1323.82000000
0.000803938795
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
77707.82000000
USD
56154000.00000000
CLP
2021-03-04
1323.82000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: TRY/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
13059.79000000
0.007931041860
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
388990.57000000
USD
3054000.00000000
TRY
2021-03-04
13059.79000000
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTL FIN CORP MTN BK ENTRY 5.85% 11/25/2022
45950VLJ3
105000000.00000000
PA
1463991.16000000
0.889062930837
Long
DBT
CORP
US
N
2
2022-11-25
Fixed
0.05850000
N
N
N
N
N
N
TITULOS DE TESORERIA B
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 5.75% 11/03/2027
N/A
8000000000.00000000
PA
2474624.51000000
1.502807516666
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
0.05750000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVT 7.5% 8/26/26
N/A
10150000000.00000000
PA
3424729.76000000
2.079794168805
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
0.07500000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.4% 03/08/2022
N/A
9500000.00000000
PA
2411294.49000000
1.464348013133
Long
DBT
NUSS
RO
N
2
2022-03-08
Fixed
0.03400000
N
N
N
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2023
N/A
19000000.00000000
PA
3243994.13000000
1.970035754065
Long
DBT
NUSS
BR
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
967.59000000
0.000587604915
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
823937.55000000
USD
3325000.00000000
MYR
2021-03-04
967.59000000
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA 10.5% 12/21/26
N/A
24500000.00000000
PA
1976189.34000000
1.200114272895
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
0.10500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2036
N/A
44000000000.00000000
PA
3617081.85000000
2.196607109730
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
0.08250000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/PLN settle 2021-03-04
N/A
1.00000000
NC
N/A
13489.96000000
0.008192278547
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3032000.00000000
PLN
825340.12000000
USD
2021-03-04
13489.96000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: IDR/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
2374.05000000
0.001441729915
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
513460.18000000
USD
7286000000.00000000
IDR
2021-03-04
2374.05000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: INR/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
1359.41000000
0.000825552142
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
184273.61000000
USD
13645000.00000000
INR
2021-03-04
1359.41000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2026
N/A
10200000.00000000
PA
3012135.88000000
1.829231232210
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
0.02500000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 9.2% 09/22/2021
N/A
12250000.00000000
PA
1578013.59000000
0.958307280507
Long
DBT
NUSS
TR
N
2
2021-09-22
Fixed
0.09200000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT 4.059% 09/30/2024
N/A
10500000.00000000
PA
2793854.88000000
1.696671998993
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
0.04059000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CNY/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
-8136.80000000
-0.00494137359
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
11986775.19000000
USD
78493000.00000000
CNY
2021-03-04
-8136.80000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
5000000.00000000
PA
1159951.87000000
0.704423795272
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
0.10000000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3.25% 10/22/2031
N/A
295000000.00000000
PA
1099539.80000000
0.667736325101
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
0.03250000
N
N
N
N
N
N
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 4.5% 03/01/2026
N/A
1725000000.00000000
PA
2780215.88000000
1.688389210377
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
0.04500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
715.33000000
0.000434410673
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
362230.01000000
USD
1241000000.00000000
COP
2021-03-04
715.33000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/TRY settle 2021-03-04
N/A
1.00000000
NC
N/A
-5889.49000000
-0.00357661124
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1077000.00000000
TRY
135894.48000000
USD
2021-03-04
-5889.49000000
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA REPUBLIC OF 8.0% 01/31/2030
N/A
42000000.00000000
PA
2725232.09000000
1.654998264570
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
0.08000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.25% 05/15/2029
N/A
31000000000.00000000
PA
2518612.10000000
1.529520612178
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
0.08250000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.25% 10/25/2024
N/A
6750000.00000000
PA
1939100.44000000
1.177590662756
Long
DBT
NUSS
PL
N
2
2024-10-25
Fixed
0.02250000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 8.9% 02/15/2023 REGS
N/A
35000000.00000000
PA
616067.60000000
0.374129899834
Long
DBT
NUSS
DO
N
2
2023-02-15
Fixed
0.08900000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 0.95% 05/15/2030 REGS
N/A
45000000.00000000
PA
2033428.01000000
1.234874578215
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.00950000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 6.5% 02/28/2024
N/A
205000000.00000000
PA
2887333.71000000
1.753440485608
Long
DBT
NUSS
RU
N
2
2024-02-28
Fixed
0.06500000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 7.75% 11/13/42
N/A
40000000.00000000
PA
2312872.18000000
1.404577414936
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
0.07750000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 8.5% 09/17/2031
N/A
117000000.00000000
PA
1894720.83000000
1.150639498559
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
0.08500000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 12.4% 03/08/2028
N/A
1500000.00000000
PA
199986.55000000
0.121449249919
Long
DBT
NUSS
TR
N
2
2028-03-08
Fixed
0.12400000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT 3.899% 11/16/2027
N/A
7000000.00000000
PA
1899549.41000000
1.153571832854
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
0.03899000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.4% 08/12/2034
N/A
5000000.00000000
PA
1522633.98000000
0.924675958324
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
0.05400000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2021-03-04
N/A
1.00000000
NC
N/A
17703.72000000
0.010751240594
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3482000.00000000
BRL
687327.28000000
USD
2021-03-04
17703.72000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.3% 06/17/2038
N/A
69000000.00000000
PA
2845298.51000000
1.727913051337
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.05% 01/19/2028
N/A
340000000.00000000
PA
4955136.33000000
3.009190320689
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
0.07050000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: RUB/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
-3547.24000000
-0.00215419305
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
293482.11000000
USD
21568000.00000000
RUB
2021-03-04
-3547.24000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 06/17/2035
N/A
59000000.00000000
PA
1982272.54000000
1.203808521719
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU GOVT 6.95% 8/12/31
N/A
4250000.00000000
PA
1523114.30000000
0.924967650458
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
0.06950000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 9.875% 06/20/2022 RGS
N/A
40000000.00000000
PA
979399.65000000
0.594776763057
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
0.09875000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA TREASURY BOND 8.375% 03/15/2034
N/A
36000000000.00000000
PA
2972241.99000000
1.805004187857
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
-22510.19000000
-0.01367014777
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
3651420.88000000
USD
108575000.00000000
THB
2021-03-04
-22510.19000000
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZIL GOVT 10% 1/01/23
N/A
20000000.00000000
PA
4252041.12000000
2.582209676858
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
0.10000000
N
N
N
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
NOTAS DO TESOURO 10% 01/01/2025
N/A
20000000.00000000
PA
4451305.30000000
2.703220240802
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
0.10000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.0% 01/01/2027
N/A
5250000.00000000
PA
1193078.02000000
0.724540878497
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
0.10000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/BRL settle 2021-03-04
N/A
1.00000000
NC
N/A
4833.08000000
0.002935067087
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2102000.00000000
BRL
409068.79000000
USD
2021-03-04
4833.08000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
9250000.00000000
PA
2816499.59000000
1.710423839025
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
0.02750000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 5.5% 06/24/2025
N/A
370000000.00000000
PA
1483147.98000000
0.900696620301
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
0.05500000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.885% 08/15/2029
N/A
7000000.00000000
PA
1906075.20000000
1.157534860871
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
20792695.68900000
NS
USD
20796854.23000000
12.62966107931
Long
STIV
RF
US
N
1
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/RON settle 2021-03-04
N/A
1.00000000
NC
N/A
-104.90000000
-0.00006370441
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
632000.00000000
RON
158537.60000000
USD
2021-03-04
-104.90000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: SGD/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
1067.61000000
0.000648345769
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
345497.41000000
USD
458000.00000000
SGD
2021-03-04
1067.61000000
N
N
N
SINGAPORE REPUBLIC OF
54930035WQZLGC45RZ35
SINGAPORE REPUBLIC OF 2.875% 07/01/2029
N/A
1250000.00000000
PA
1106018.72000000
0.671670889572
Long
DBT
NUSS
SG
N
2
2029-07-01
Fixed
0.02875000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11% 02/24/2027
N/A
7800000.00000000
PA
977492.26000000
0.593618429735
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
0.11000000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.5% 10/27/2021
N/A
450000000.00000000
PA
1541740.47000000
0.936279083029
Long
DBT
NUSS
HU
N
2
2021-10-27
Fixed
0.02500000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA GOVT 6.5 2/28/41
N/A
50750000.00000000
PA
2264616.27000000
1.375272223793
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
0.06500000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PLN/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
-145251.45000000
-0.08820933033
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
4688881.17000000
USD
16969000.00000000
PLN
2021-03-04
-145251.45000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 8.0% 03/12/2025
N/A
13500000.00000000
PA
1531077.63000000
0.929803677958
Long
DBT
NUSS
TR
N
2
2025-03-12
Fixed
0.08000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/KRW settle 2021-03-04
N/A
1.00000000
NC
N/A
-64728.79000000
-0.03930895849
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
801600000.00000000
KRW
672032.19000000
USD
2021-03-04
-64728.79000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.762% 04/07/2037
N/A
1000000.00000000
PA
290087.01000000
0.176166096049
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
0.04762000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: ZAR/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
80.92000000
0.000049141671
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
165884.50000000
USD
2457000.00000000
ZAR
2021-03-04
80.92000000
N
N
N
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 5.0% 03/01/2035
N/A
950000000.00000000
PA
1607457.23000000
0.976188022951
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
0.05000000
N
N
N
N
N
N
TITULOS DE TESORERIA B
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 7% 06/30/2032
N/A
6250000000.00000000
PA
2012790.95000000
1.222341958109
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
0.07000000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5% 02/12/2029
N/A
5500000.00000000
PA
1582420.05000000
0.960983266776
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
0.05000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.125% 05/15/2024
N/A
17000000000.00000000
PA
1321886.12000000
0.802764374670
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.7% 03/16/2039
N/A
90000000.00000000
PA
1386118.97000000
0.841772155206
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
0.07700000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICAN BONOS 7.75% 11/23/2034
N/A
25000000.00000000
PA
1477738.13000000
0.897411288239
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
0.07750000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND GOVT 4.875% 6/22/29
N/A
71500000.00000000
PA
3099957.58000000
1.882564216812
Long
DBT
NUSS
TH
N
2
2029-06-22
Fixed
0.04875000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.2% 03/13/2031
N/A
25000000.00000000
PA
1152974.04000000
0.700186249199
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
0.01200000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.6% 7/20/22
N/A
130000000.00000000
PA
1840063.56000000
1.117446844132
Long
DBT
NUSS
RU
N
2
2022-07-20
Fixed
0.07600000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY GOVT 6.75% 10/22/28
N/A
455000000.00000000
PA
2090557.44000000
1.269568543494
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
0.06750000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EGP/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
27795.74000000
0.016879994049
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2429038.34000000
USD
38646000.00000000
EGP
2021-03-04
27795.74000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: CZK/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
-25249.83000000
-0.01533389577
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2792257.63000000
USD
59410000.00000000
CZK
2021-03-04
-25249.83000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 8% 12/07/23
N/A
125000000.00000000
PA
6894017.44000000
4.186647787168
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
0.08000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: PHP/USD settle 2021-03-04
N/A
1.00000000
NC
N/A
1154.98000000
0.000701404442
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
401007.76000000
USD
19339000.00000000
PHP
2021-03-04
1154.98000000
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA 8.75% 2/28/48
N/A
33000000.00000000
PA
1839510.95000000
1.117111251214
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
0.08750000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 6.35% 08/12/2028
N/A
4250000.00000000
PA
1489169.48000000
0.904353399512
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
0.06350000
N
N
N
N
N
N
2021-01-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer