0001752724-23-189070.txt : 20230824
0001752724-23-189070.hdr.sgml : 20230824
20230824150650
ACCESSION NUMBER: 0001752724-23-189070
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 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: 231201694
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
2023-12-31
2023-06-30
N
284915812.58
676895.72
284238916.86
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
2361694.55000000
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
PHILIPPINES REPUBLIC OF 6.25% 01/14/2036
718286BM8
10000000.00000000
PA
176630.46000000
0.062141546960
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
0.06250000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029
N/A
130500000.00000000
PA
7543108.90000000
2.653791740880
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
34500000.00000000
PA
4764989.79000000
1.676403021317
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
0.02680000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-09-14
N/A
1.00000000
NC
N/A
-15267.05000000
-0.00537120327
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3310000.00000000
BRL
667028.06000000
USD
2023-09-14
-15267.05000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-371541.16000000
-0.13071438777
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
15266397.87000000
USD
522523000.00000000
THB
2023-09-14
-371541.16000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.65% 09/24/2031
N/A
6500000.00000000
PA
1155367.19000000
0.406477481255
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
0.03650000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 6% 04/28/2028
N/A
1000000000.00000000
PA
205063.30000000
0.072144695126
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
0.06000000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.519% 04/20/2028
N/A
8500000.00000000
PA
1812689.88000000
0.637734586109
Long
DBT
NUSS
MY
N
2
2028-04-20
Fixed
0.03519000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CNY/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-20431.41000000
-0.00718811140
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1282062.15000000
USD
9077000.00000000
CNY
2023-09-14
-20431.41000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 08/15/2032
N/A
8000000000.00000000
PA
574153.74000000
0.201996878662
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
0.07500000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-19019.10000000
-0.00669123715
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2403191.56000000
USD
35766700000.00000000
IDR
2023-09-14
-19019.10000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
3650000.00000000
PA
770077.66000000
0.270926187204
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
0.03828000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-09-14
N/A
1.00000000
NC
N/A
-4860.44000000
-0.00170998399
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3068900000.00000000
COP
716196.03000000
USD
2023-09-14
-4860.44000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 6.25% 03/31/2036
N/A
23000000.00000000
PA
779560.84000000
0.274262528372
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
0.06250000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.75% 03/05/2026
N/A
132750000.00000000
PA
7067171.20000000
2.486348906079
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
500000.00000000
PA
107402.03000000
0.037785828621
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
0.04750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PEN settle 2023-09-14
N/A
1.00000000
NC
N/A
-8078.09000000
-0.00284200703
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3778000.00000000
PEN
1027328.35000000
USD
2023-09-14
-8078.09000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035
N/A
83500000.00000000
PA
3632191.99000000
1.277865828551
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
0.08875000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/CLP settle 2023-09-14
N/A
1.00000000
NC
N/A
5251.26000000
0.001847481005
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1156974000.00000000
CLP
1435451.61000000
USD
2023-09-14
5251.26000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 09/15/2026
N/A
32400000000.00000000
PA
2313436.72000000
0.813905690873
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
0.08375000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
16478.49000000
0.005797408103
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1418794.19000000
USD
31367000.00000000
CZK
2023-09-14
16478.49000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 04/25/2028
N/A
7500000.00000000
PA
1626630.92000000
0.572275935318
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
0.02750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CNY/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-12062.61000000
-0.00424382773
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
825305.03000000
USD
5851000.00000000
CNY
2023-09-14
-12062.61000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.25% 10/25/2030
N/A
13550000.00000000
PA
2479953.76000000
0.872489167703
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
0.01250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-118939.48000000
-0.04184489629
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
9259081.49000000
USD
42439000.00000000
MYR
2023-09-14
-118939.48000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 5.7% 05/25/2024 REGS
N/A
15500000.00000000
PA
710431.64000000
0.249941720805
Long
DBT
NUSS
CZ
N
2
2024-05-25
Fixed
0.05700000
N
N
N
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2024
N/A
275000.00000000
PA
51467.94000000
0.018107281215
Long
DBT
NUSS
BR
N
2
2024-07-01
Fixed
0.00000000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REPUBLIC OF 16.1% 05/07/2029
N/A
2500000.00000000
PA
60265.73000000
0.021202490730
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
0.16100000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 5.75% 11/03/2027
N/A
3350000000.00000000
PA
690503.35000000
0.242930615423
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
0.05750000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.5% 08/26/2026
N/A
12750000000.00000000
PA
2863732.79000000
1.007509042616
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
0.07500000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/PLN settle 2023-09-14
N/A
1.00000000
NC
N/A
-22857.75000000
-0.00804173835
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
6702000.00000000
PLN
1619585.43000000
USD
2023-09-14
-22857.75000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CNY/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-24449.03000000
-0.00860157724
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3077548.16000000
USD
21966000.00000000
CNY
2023-09-14
-24449.03000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: INR/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
3991.93000000
0.001404427670
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
721445.84000000
USD
59678000.00000000
INR
2023-09-14
3991.93000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: COP/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
1275.58000000
0.000448770356
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
347258.15000000
USD
1483400000.00000000
COP
2023-09-14
1275.58000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.25% 06/22/2034
N/A
520000000.00000000
PA
1000253.29000000
0.351905819600
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
0.02250000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: CNY/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-42969.22000000
-0.01511728952
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3630353.75000000
USD
25810000.00000000
CNY
2023-09-14
-42969.22000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3% 06/26/2024
N/A
150000000.00000000
PA
408539.13000000
0.143730891783
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
0.03000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: KRW/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-16838.09000000
-0.00592392139
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
718236.79000000
USD
920600000.00000000
KRW
2023-09-14
-16838.09000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/RON settle 2023-09-14
N/A
1.00000000
NC
N/A
-1490.68000000
-0.00052444613
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
1219000.00000000
RON
266252.08000000
USD
2023-09-14
-1490.68000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.94% 02/12/2029
N/A
3750000.00000000
PA
1013875.34000000
0.356698284387
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
0.05940000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2036
N/A
250000000.00000000
PA
19186.61000000
0.006750169966
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
0.08250000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 6% 10/25/2033
N/A
5250000.00000000
PA
1311095.81000000
0.461265411676
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
0.06000000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 10.5% 08/11/2027
N/A
13000000.00000000
PA
449718.93000000
0.158218633453
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
0.10500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PLN/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-9941.41000000
-0.00349755413
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1074270.08000000
USD
4343000.00000000
PLN
2023-09-14
-9941.41000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/KRW settle 2023-09-14
N/A
1.00000000
NC
N/A
21916.96000000
0.007710752715
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
920600000.00000000
KRW
723315.66000000
USD
2023-09-14
21916.96000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2026
N/A
8950000.00000000
PA
2010737.10000000
0.707410907068
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
0.02500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-09-14
N/A
1.00000000
NC
N/A
-5607.36000000
-0.00197276293
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
308065000.00000000
HUF
880671.62000000
USD
2023-09-14
-5607.36000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ILS settle 2023-09-14
N/A
1.00000000
NC
N/A
28960.42000000
0.010188759625
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2566000.00000000
ILS
723093.31000000
USD
2023-09-14
28960.42000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
7000000.00000000
PA
1427701.33000000
0.502289181851
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
687500000.00000000
PA
1555582.65000000
0.547279966861
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
0.03250000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2.875% 06/17/2046
N/A
9200000.00000000
PA
245682.25000000
0.086435120395
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
0.02875000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.582% 07/15/2032
N/A
20250000.00000000
PA
4244842.53000000
1.493406524656
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
0.03582000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.125% 06/15/2038
N/A
24000000000.00000000
PA
1700050.03000000
0.598106004899
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
0.07125000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CNY/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-36304.75000000
-0.01277261762
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2239050.58000000
USD
15848000.00000000
CNY
2023-09-14
-36304.75000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.5% 03/01/2026
N/A
1500000000.00000000
PA
1818870.42000000
0.639909003345
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
0.04500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 13.625% 02/03/2033 144A
25714PES3
17000000.00000000
PA
379154.58000000
0.133392916138
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
0.13625000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.7% 11/12/2024
N/A
20000000.00000000
PA
238602.21000000
0.083944244030
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.05700000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2% 12/17/2031
N/A
38750000.00000000
PA
1053140.17000000
0.370512307615
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
0.02000000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8% 01/31/2030
N/A
191500000.00000000
PA
8988485.24000000
3.162299286563
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
0.08000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/CZK settle 2023-09-14
N/A
1.00000000
NC
N/A
-9736.19000000
-0.00342535431
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
16039000.00000000
CZK
724166.91000000
USD
2023-09-14
-9736.19000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8% 09/05/2024
N/A
103250000.00000000
PA
5838673.80000000
2.054142995090
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
0.08000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2029
N/A
35500000000.00000000
PA
2605819.58000000
0.916770866138
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
0.08250000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.893% 06/08/2038
N/A
13750000.00000000
PA
3229062.67000000
1.136038198312
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
0.04893000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.25% 10/18/2034
N/A
4500000000.00000000
PA
866785.44000000
0.304949599996
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
0.07250000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.065% 06/15/2050
N/A
6250000.00000000
PA
1301727.37000000
0.457969437957
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
111750000.00000000
PA
4125419.14000000
1.451391380734
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
0.02000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 0.95% 05/15/2030 REGS
N/A
64250000.00000000
PA
2348645.67000000
0.826292787752
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.00950000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 9.25% 05/28/2042
N/A
18125000000.00000000
PA
3888538.57000000
1.368052838420
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
0.09250000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.12% 10/25/2052
N/A
5500000.00000000
PA
766115.96000000
0.269532394952
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
0.03120000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-1833.51000000
-0.00064505945
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1444876.95000000
USD
6570000.00000000
RON
2023-09-14
-1833.51000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042
N/A
66500000.00000000
PA
3484888.27000000
1.226041918713
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
0.07750000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.9% 08/12/2037
N/A
3750000.00000000
PA
1023130.04000000
0.359954242474
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
0.06900000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8% 07/31/2053
N/A
13000000.00000000
PA
689322.02000000
0.242515003791
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
0.08000000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 6% 04/01/2033 144A REGS
N/A
1050000000.00000000
PA
1382083.43000000
0.486240042450
Long
DBT
NUSS
CL
N
2
2033-04-01
Fixed
0.06000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.125% 06/15/2043
N/A
13100000000.00000000
PA
924012.01000000
0.325082863461
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
0.07125000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.4% 08/12/2034
N/A
9600000.00000000
PA
2341455.28000000
0.823763088413
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
0.05400000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2033
N/A
5400000.00000000
PA
1082003.83000000
0.380667025456
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
0.10000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.5% 02/15/2031
N/A
38000000000.00000000
PA
2557412.04000000
0.899740284775
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
0.06500000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.3% 06/17/2038
N/A
112750000.00000000
PA
3339467.84000000
1.174880581762
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 0.45% 10/25/2023
N/A
9250000.00000000
PA
415815.11000000
0.146290703114
Long
DBT
NUSS
CZ
N
2
2023-10-25
Fixed
0.00450000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031
917288BM3
6500000.00000000
PA
159765.76000000
0.056208263725
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
0.08250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/CZK settle 2023-09-14
N/A
1.00000000
NC
N/A
716.85000000
0.000252199807
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
15328000.00000000
CZK
702086.43000000
USD
2023-09-14
716.85000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CNY/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-14765.38000000
-0.00519470738
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1217324.50000000
USD
8652000.00000000
CNY
2023-09-14
-14765.38000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-76063.25000000
-0.02676032221
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3357017.82000000
USD
2654159000.00000000
CLP
2023-09-14
-76063.25000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.775% 06/25/2032
N/A
79500000.00000000
PA
2467025.68000000
0.867940853157
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
0.03775000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.375% 04/15/2032
N/A
68500000000.00000000
PA
4584942.47000000
1.613059365920
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
0.06375000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 06/17/2035
N/A
112250000.00000000
PA
2804494.73000000
0.986668103362
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PEN/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
7321.17000000
0.002575709927
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2324672.84000000
USD
8509000.00000000
PEN
2023-09-14
7321.17000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2026
N/A
27825000.00000000
PA
4548936.55000000
1.600391881679
Long
DBT
NUSS
BR
N
2
2026-01-01
Fixed
0.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PLN settle 2023-09-14
N/A
1.00000000
NC
N/A
-3596.77000000
-0.00126540378
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3380000.00000000
PLN
824731.78000000
USD
2023-09-14
-3596.77000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050
N/A
25550000.00000000
PA
3964685.48000000
1.394842593617
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
410000000.00000000
PA
770448.51000000
0.271056658430
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
0.03000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PHP/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
16781.18000000
0.005903899503
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1117858.95000000
USD
62841000.00000000
PHP
2023-09-14
16781.18000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PLN/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-4397.17000000
-0.00154699787
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1625029.33000000
USD
6613000.00000000
PLN
2023-09-14
-4397.17000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 04/15/2040
N/A
31700000000.00000000
PA
2277198.60000000
0.801156514792
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
0.07500000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.95% 08/12/2031
N/A
1750000.00000000
PA
490114.81000000
0.172430578970
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
0.06950000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 03/15/2034
N/A
33300000000.00000000
PA
2550945.47000000
0.897465237406
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ZAR settle 2023-09-14
N/A
1.00000000
NC
N/A
11643.75000000
0.004096465793
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
12867000.00000000
ZAR
690290.14000000
USD
2023-09-14
11643.75000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: RON/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
84.20000000
0.000029622966
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
168161.05000000
USD
766000.00000000
RON
2023-09-14
84.20000000
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF 10.5% 08/04/2026
N/A
90000000.00000000
PA
182432.05000000
0.064182643254
Long
DBT
NUSS
KZ
N
2
2026-08-04
Fixed
0.10500000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: ILS/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-29975.78000000
-0.01054598023
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
724108.67000000
USD
2566000.00000000
ILS
2023-09-14
-29975.78000000
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZILIAN GOVERNMENT INTERNATIONAL BOND 10% 01/01/2025
N/A
13250000.00000000
PA
2733539.86000000
0.961704994586
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: PLN/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
126833.63000000
0.044622190163
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
8307903.68000000
USD
34418000.00000000
PLN
2023-09-14
126833.63000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2027
N/A
30750000.00000000
PA
6373635.26000000
2.242351374825
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
0.10000000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2% 06/17/2042
N/A
63000000.00000000
PA
1517991.08000000
0.534054624457
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
0.02000000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.757% 05/22/2040
N/A
5500000.00000000
PA
1122871.99000000
0.395045126967
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
0.03757000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/CLP settle 2023-09-14
N/A
1.00000000
NC
N/A
-9764.36000000
-0.00343526499
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1497185000.00000000
CLP
1840989.86000000
USD
2023-09-14
-9764.36000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
10950000.00000000
PA
2296565.87000000
0.807970243965
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
0.02750000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/PHP settle 2023-09-14
N/A
1.00000000
NC
N/A
-6286.02000000
-0.00221152686
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
40029000.00000000
PHP
716466.80000000
USD
2023-09-14
-6286.02000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.885% 08/15/2029
N/A
14925000.00000000
PA
3212959.99000000
1.130373006446
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2023-09-14
N/A
1.00000000
NC
N/A
-25507.72000000
-0.00897404207
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
8148000.00000000
RON
1764129.71000000
USD
2023-09-14
-25507.72000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.696% 10/15/2042
N/A
1550000.00000000
PA
357932.94000000
0.125926788616
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
0.04696000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
45994453.11400000
NS
USD
46003652.00000000
16.18485340016
Long
STIV
RF
US
N
1
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.88% 02/25/2033
N/A
19750000.00000000
PA
2763515.82000000
0.972251038150
Long
DBT
NUSS
CN
N
2
2033-02-25
Fixed
0.02880000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.35% 08/12/2040
N/A
1850000.00000000
PA
427446.76000000
0.150382911925
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
0.05350000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/IDR settle 2023-09-14
N/A
1.00000000
NC
N/A
-974.55000000
-0.00034286297
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
21360500000.00000000
IDR
1422895.02000000
USD
2023-09-14
-974.55000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2024
N/A
64000000.00000000
PA
12586586.02000000
4.428171257843
Long
DBT
NUSS
BR
N
2
2024-01-01
Fixed
0.00000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: ZAR/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-2182.42000000
-0.00076781181
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
680828.81000000
USD
12867000.00000000
ZAR
2023-09-14
-2182.42000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.75% 12/22/2026
N/A
1167000000.00000000
PA
2836634.49000000
0.997975407919
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
0.02750000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: COP/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-1592.41000000
-0.00056023644
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
374115.15000000
USD
1585500000.00000000
COP
2023-09-14
-1592.41000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PEN/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
1125.93000000
0.000396120985
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
721849.77000000
USD
2638000.00000000
PEN
2023-09-14
1125.93000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/MXN settle 2023-09-14
N/A
1.00000000
NC
N/A
-9066.01000000
-0.00318957379
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
9954000.00000000
MXN
564497.24000000
USD
2023-09-14
-9066.01000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041
N/A
100250000.00000000
PA
3150059.14000000
1.108243436471
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
0.06500000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REPUBLIC OF 14.556% 10/13/2027
N/A
7000000.00000000
PA
170945.17000000
0.060141366948
Long
DBT
NUSS
EG
N
2
2027-10-13
Fixed
0.14556000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: IDR/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
-2228.57000000
-0.00078404816
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
841592.03000000
USD
12591900000.00000000
IDR
2023-09-14
-2228.57000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: INR/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
10221.16000000
0.003595974862
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1892974.16000000
USD
156566000.00000000
INR
2023-09-14
10221.16000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.7% 09/01/2030 144A REGS
N/A
1100000000.00000000
PA
1325118.90000000
0.466198969035
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
0.04700000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.762% 04/07/2037
N/A
16050000.00000000
PA
3689591.54000000
1.298059949270
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
0.04762000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 6.7% 02/25/2032
N/A
1250000.00000000
PA
272964.88000000
0.096033605466
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
0.06700000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 2.4% 09/17/2025 REGS
N/A
63500000.00000000
PA
2739410.58000000
0.963770411969
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
0.02400000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.75% 04/25/2032
N/A
9500000.00000000
PA
1702380.75000000
0.598925991136
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
0.01750000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2027
N/A
10250000.00000000
PA
2235994.66000000
0.786660280267
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
0.02500000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 5% 03/01/2035
N/A
1530000000.00000000
PA
1886805.99000000
0.663809871935
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
8250000.00000000
PA
1669009.53000000
0.587185438376
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
0.10000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7% 06/30/2032
N/A
17550000000.00000000
PA
3440473.68000000
1.210416123874
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
0.07000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: HUF/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
3003.19000000
0.001056572419
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
800967.05000000
USD
279455000.00000000
HUF
2023-09-14
3003.19000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5% 02/12/2029
N/A
17150000.00000000
PA
3475372.47000000
1.222694101283
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
0.05000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.25% 10/26/2050
N/A
1650000000.00000000
PA
278932.40000000
0.098133078707
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
0.07250000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.125% 05/15/2024
N/A
34200000000.00000000
PA
2322696.11000000
0.817163298980
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.5% 04/24/2040
N/A
16650000.00000000
PA
494597.63000000
0.174007709944
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
0.01500000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: HUF/USD settle 2023-09-14
N/A
1.00000000
NC
N/A
8423.85000000
0.002963651175
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
877855.13000000
USD
308065000.00000000
HUF
2023-09-14
8423.85000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034
N/A
80750000.00000000
PA
4398414.81000000
1.547435818637
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
0.07750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.125% 06/15/2042
N/A
3000000000.00000000
PA
209135.45000000
0.073577345533
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
0.07125000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.15% 08/12/2032
N/A
2500000.00000000
PA
658876.03000000
0.231803595819
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
0.06150000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.1% 11/17/2026
N/A
5000000000.00000000
PA
326142.77000000
0.114742475661
Long
DBT
CORP
US
N
2
2026-11-17
Fixed
0.05100000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.2% 03/13/2031
N/A
49250000.00000000
PA
1791348.89000000
0.630226469263
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
15750000000.00000000
PA
1063424.14000000
0.374130380085
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
0.06500000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.25% 06/24/2026
N/A
30250000.00000000
PA
6085387.71000000
2.140941070711
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
0.03250000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 6% 01/01/2043
N/A
225000000.00000000
PA
309444.37000000
0.108867699546
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
0.06000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 04/15/2039
N/A
29750000000.00000000
PA
2303801.90000000
0.810516000219
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
0.08375000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 6.75% 10/22/2028
N/A
583000000.00000000
PA
1634494.18000000
0.575042361565
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
0.06750000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11.7% 11/13/2030
N/A
9000000.00000000
PA
318608.56000000
0.112091814702
Long
DBT
NUSS
TR
N
2
2030-11-13
Fixed
0.11700000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 10/11/2034
N/A
5750000.00000000
PA
1065376.59000000
0.374817284617
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
0.04750000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 10.6% 02/11/2026
N/A
18500000.00000000
PA
654917.60000000
0.230410954008
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
0.10600000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 7% 02/28/2031
N/A
103250000.00000000
PA
4390928.67000000
1.544802069507
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
0.07000000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 12/17/2029
N/A
11000000.00000000
PA
294404.30000000
0.103576351631
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
0.01600000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS
N/A
60500000.00000000
PA
1546677.46000000
0.544146972232
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
327466.69000000
0.115208252837
Long
DBT
CORP
CN
N
2
2025-02-10
Fixed
0.02375000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/MYR settle 2023-09-14
N/A
1.00000000
NC
N/A
-456.90000000
-0.00016074505
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
11516000.00000000
MYR
2479758.83000000
USD
2023-09-14
-456.90000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048
N/A
86750000.00000000
PA
3345559.35000000
1.177023676757
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
0.08750000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.35% 08/12/2028
N/A
7325000.00000000
PA
2044288.32000000
0.719214786836
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
0.06350000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.585% 12/17/2035
N/A
28000000.00000000
PA
692667.66000000
0.243692055842
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