0001752724-21-181160.txt : 20210824
0001752724-21-181160.hdr.sgml : 20210824
20210824101835
ACCESSION NUMBER: 0001752724-21-181160
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
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: 211199485
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
2021-12-31
2021-06-30
N
159477798.76
278551.64
159199247.12
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
0.00000000
BRL
CLP
CNY
COP
CZK
DOP
HUF
IDR
MXN
MYR
PEN
PLN
RON
RUB
THB
TRY
ZAR
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINE GOVT 6.25% 1/14/36
718286BM8
10000000.00000000
PA
242951.49000000
0.152608441556
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
43000000.00000000
PA
2373504.44000000
1.490901799435
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
0.08500000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.68% 05/21/2030
N/A
19000000.00000000
PA
2828459.78000000
1.776679118254
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
0.02680000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.65% 09/24/2031
N/A
1000000.00000000
PA
243060.15000000
0.152676695648
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
0.03650000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: MXN/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
25952.01000000
0.016301590911
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
703868.90000000
USD
14650000.00000000
MXN
2021-08-26
25952.01000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
4600000.00000000
PA
1103654.29000000
0.693253460657
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
3175165.55000000
1.994460154454
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
14250000.00000000
PA
3679311.01000000
2.311135935980
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
40250000.00000000
PA
2557872.84000000
1.606711643599
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
393458.44000000
0.247148430107
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
3091034.48000000
1.941613755038
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
0.08375000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.25% 10/25/2030
N/A
2000000.00000000
PA
507852.08000000
0.319004071430
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
0.01250000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTL FIN CORP MTN BK ENTRY 5.85% 11/25/2022
45950VLJ3
105000000.00000000
PA
1430309.96000000
0.898440153377
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
2038134.83000000
1.280241500428
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
8400000000.00000000
PA
2364668.27000000
1.485351415146
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
11150000.00000000
PA
2710120.69000000
1.702345167472
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
3297152.08000000
2.071085221599
Long
DBT
NUSS
BR
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/TRY settle 2021-08-26
N/A
1.00000000
NC
N/A
-6543.22000000
-0.00411008225
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
5265000.00000000
TRY
581113.00000000
USD
2021-08-26
-6543.22000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: RUB/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-4350.94000000
-0.00273301543
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
426123.29000000
USD
31107000.00000000
RUB
2021-08-26
-4350.94000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-5512.51000000
-0.00346264828
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
811050.17000000
USD
3031300000.00000000
COP
2021-08-26
-5512.51000000
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA 10.5% 12/21/26
N/A
34500000.00000000
PA
2744538.78000000
1.723964672980
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
41750000000.00000000
PA
3152844.83000000
1.980439535385
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
0.08250000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.36% 07/02/2023
N/A
32000000.00000000
PA
4921323.17000000
3.091298017440
Long
DBT
NUSS
CN
N
2
2023-07-02
Fixed
0.02360000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: ZAR/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-890.21000000
-0.00055917978
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
748099.16000000
USD
10746000.00000000
ZAR
2021-08-26
-890.21000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2026
N/A
10200000.00000000
PA
2836819.83000000
1.781930430777
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
8750000.00000000
PA
982858.13000000
0.617376116897
Long
DBT
NUSS
TR
N
2
2021-09-22
Fixed
0.09200000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: RUB/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
829.64000000
0.000521133117
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4236594.71000000
USD
312523000.00000000
RUB
2021-08-26
829.64000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
5000000.00000000
PA
1068410.97000000
0.671115592145
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
223000000.00000000
PA
796449.53000000
0.500284734009
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
2025000000.00000000
PA
2873966.06000000
1.805263600168
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
0.04500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: PHP/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-2281.70000000
-0.00143323542
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
363404.61000000
USD
17676000.00000000
PHP
2021-08-26
-2281.70000000
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA REPUBLIC OF 8.0% 01/31/2030
N/A
43500000.00000000
PA
2889261.78000000
1.814871509927
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
35250000000.00000000
PA
2702094.83000000
1.697303774284
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
3550000.00000000
PA
977046.03000000
0.613725283049
Long
DBT
NUSS
PL
N
2
2024-10-25
Fixed
0.02250000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.065% 06/15/2050
N/A
3250000.00000000
PA
752318.44000000
0.472564068995
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
0.04065000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 2% 10/13/2033
N/A
36000000.00000000
PA
1699913.28000000
1.067789773351
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
0.02000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/CNY settle 2021-08-26
N/A
1.00000000
NC
N/A
-737.00000000
-0.00046294188
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1777000.00000000
CNY
273426.68000000
USD
2021-08-26
-737.00000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 8.9% 02/15/2023 REGS
N/A
77000000.00000000
PA
1413956.73000000
0.888167975401
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
34000000.00000000
PA
1469484.09000000
0.923047135324
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.00950000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-5110.60000000
-0.00321019106
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1668072.80000000
USD
6920000.00000000
MYR
2021-08-26
-5110.60000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 7.75% 11/13/42
N/A
50000000.00000000
PA
2570984.25000000
1.614947492849
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
0.07750000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 8.5% 09/17/2031
N/A
141500000.00000000
PA
2131778.53000000
1.339063198202
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
4000000.00000000
PA
376259.80000000
0.236345213188
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
10000000.00000000
PA
2538222.57000000
1.594368450804
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
0.03899000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: BRL/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
20429.61000000
0.012832730285
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1763695.59000000
USD
8934000.00000000
BRL
2021-08-26
20429.61000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.4% 08/12/2034
N/A
6000000.00000000
PA
1472991.35000000
0.925250198507
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
0.05400000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.3% 06/17/2038
N/A
93000000.00000000
PA
3253508.81000000
2.043670977631
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.05% 01/19/2028
N/A
320000000.00000000
PA
4399436.58000000
2.763478257333
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
0.07050000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.88% 11/05/2023
N/A
41500000.00000000
PA
6450420.86000000
4.051791058495
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
0.02880000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/TRY settle 2021-08-26
N/A
1.00000000
NC
N/A
-1611.53000000
-0.00101227237
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3769000.00000000
TRY
419067.73000000
USD
2021-08-26
-1611.53000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 06/17/2035
N/A
56750000.00000000
PA
1645902.99000000
1.033863551351
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050
N/A
2500000.00000000
PA
395812.62000000
0.248627193382
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
0.03810000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3% 10/27/2038
N/A
70000000.00000000
PA
229349.25000000
0.144064280547
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
0.03000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: PLN/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-11021.62000000
-0.00692316088
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4008907.40000000
USD
15241000.00000000
PLN
2021-08-26
-11021.62000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU GOVT 6.95% 8/12/31
N/A
1750000.00000000
PA
509830.39000000
0.320246734342
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
56500000.00000000
PA
1329318.22000000
0.835002830759
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
2737241.38000000
1.719380857333
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: PEN/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
10802.94000000
0.006785798422
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
438276.30000000
USD
1729000.00000000
PEN
2021-08-26
10802.94000000
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZIL GOVT 10% 1/01/23
N/A
19750000.00000000
PA
4122194.05000000
2.589330115922
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
4243485.87000000
2.665518805375
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
0.10000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/CLP settle 2021-08-26
N/A
1.00000000
NC
N/A
-13378.73000000
-0.00840376461
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
591800000.00000000
CLP
791282.26000000
USD
2021-08-26
-13378.73000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-9563.09000000
-0.00600699448
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2646196.78000000
USD
38406900000.00000000
IDR
2021-08-26
-9563.09000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.0% 01/01/2027
N/A
7000000.00000000
PA
1491817.12000000
0.937075486842
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
0.10000000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
6500000.00000000
PA
1867254.13000000
1.172903869697
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
1417530.96000000
0.890413105365
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
11000000.00000000
PA
2782871.76000000
1.748043291877
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: MXN/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-2426.08000000
-0.00152392680
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
437877.59000000
USD
8741000.00000000
MXN
2021-08-26
-2426.08000000
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
14494033.20400000
NS
USD
14496932.01000000
9.106156135947
Long
STIV
RF
US
N
1
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/RUB settle 2021-08-26
N/A
1.00000000
NC
N/A
1422.71000000
0.000893666286
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
29884000.00000000
RUB
406612.69000000
USD
2021-08-26
1422.71000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-11370.02000000
-0.00714200613
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2720933.80000000
USD
58295000.00000000
CZK
2021-08-26
-11370.02000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2021-08-26
N/A
1.00000000
NC
N/A
10980.73000000
0.006897476086
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
5997000.00000000
BRL
1208585.25000000
USD
2021-08-26
10980.73000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2024
N/A
2500000.00000000
PA
415615.32000000
0.261066134117
Long
DBT
NUSS
BR
N
2
2024-01-01
Fixed
0.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-267.80000000
-0.00016821687
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
69335.39000000
USD
287000.00000000
RON
2021-08-26
-267.80000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: HUF/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
825.50000000
0.000518532602
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
604001.00000000
USD
179404000.00000000
HUF
2021-08-26
825.50000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11% 02/24/2027
N/A
12300000.00000000
PA
1089895.77000000
0.684611133354
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
0.11000000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA GOVT 6.5 2/28/41
N/A
44000000.00000000
PA
2071044.57000000
1.300913545425
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
0.06500000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/BRL settle 2021-08-26
N/A
1.00000000
NC
N/A
-10587.51000000
-0.00665047743
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
4188000.00000000
BRL
825758.62000000
USD
2021-08-26
-10587.51000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 8.0% 03/12/2025
N/A
15500000.00000000
PA
1330720.42000000
0.835883613819
Long
DBT
NUSS
TR
N
2
2025-03-12
Fixed
0.08000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: KZT/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
12459.45000000
0.007826324700
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
792033.77000000
USD
343410000.00000000
KZT
2021-08-26
12459.45000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.762% 04/07/2037
N/A
2200000.00000000
PA
572129.57000000
0.359379570161
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
0.04762000
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 5.0% 03/01/2035
N/A
675000000.00000000
PA
920610.42000000
0.578275611634
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
0.05000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2031
N/A
2000000.00000000
PA
423845.95000000
0.266236152285
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
0.10000000
N
N
N
N
N
N
TITULOS DE TESORERIA B
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 7% 06/30/2032
N/A
8100000000.00000000
PA
2097906.47000000
1.317786677985
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
0.07000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.125% 05/15/2024
N/A
12000000000.00000000
PA
901241.38000000
0.566109071684
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/BRL settle 2021-08-26
N/A
1.00000000
NC
N/A
39.97000000
0.000025106902
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2020000.00000000
BRL
403435.19000000
USD
2021-08-26
39.97000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.7% 03/16/2039
N/A
69000000.00000000
PA
997695.18000000
0.626695915997
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
0.07700000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
-41789.55000000
-0.02624984147
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4044427.64000000
USD
128358000.00000000
THB
2021-08-26
-41789.55000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/COP settle 2021-08-26
N/A
1.00000000
NC
N/A
-1561.27000000
-0.00098070187
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1757300000.00000000
COP
465423.63000000
USD
2021-08-26
-1561.27000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICAN BONOS 7.75% 11/23/2034
N/A
28000000.00000000
PA
1480573.39000000
0.930012808970
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
64250000.00000000
PA
2484187.66000000
1.560426763907
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
1097939.47000000
0.689663732625
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
0.01200000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.5% 06/15/2025
N/A
16000000000.00000000
PA
1155862.07000000
0.726047447403
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
0.06500000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY GOVT 6.75% 10/22/28
N/A
685000000.00000000
PA
2981952.93000000
1.873094869445
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
0.06750000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/HUF settle 2021-08-26
N/A
1.00000000
NC
N/A
1614.77000000
0.001014307560
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
94553000.00000000
HUF
320382.24000000
USD
2021-08-26
1614.77000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EGP/USD settle 2021-08-26
N/A
1.00000000
NC
N/A
35644.97000000
0.022390162419
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2331032.32000000
USD
37145000.00000000
EGP
2021-08-26
35644.97000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/INR settle 2021-08-26
N/A
1.00000000
NC
N/A
220.63000000
0.000138587338
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
18852000.00000000
INR
252187.17000000
USD
2021-08-26
220.63000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/HUF settle 2021-08-26
N/A
1.00000000
NC
N/A
1368.56000000
0.000859652306
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
119275000.00000000
HUF
403481.56000000
USD
2021-08-26
1368.56000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.28% 12/03/2027
N/A
33000000.00000000
PA
5176239.50000000
3.251422097554
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
0.03280000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS
N/A
10000000.00000000
PA
237047.90000000
0.148900138843
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
0.08500000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INVESTMENT BANK
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK 2.375% 02/10/2025 REGS
N/A
19400000.00000000
PA
397052.80000000
0.249406204603
Long
DBT
CORP
CN
N
2
2025-02-10
Fixed
0.02375000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 8% 12/07/23
N/A
75500000.00000000
PA
3973322.90000000
2.495817644793
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
0.08000000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA 8.75% 2/28/48
N/A
33000000.00000000
PA
1953558.40000000
1.227115350946
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
1233066.28000000
0.774542783528
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
0.06350000
N
N
N
N
N
N
2021-07-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer