0001752724-24-037061.txt : 20240223
0001752724-24-037061.hdr.sgml : 20240223
20240223145035
ACCESSION NUMBER: 0001752724-24-037061
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240223
DATE AS OF CHANGE: 20240223
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY HANOVER STREET TRUST
CENTRAL INDEX KEY: 0000702533
ORGANIZATION NAME:
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: 24670289
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
2023-12-31
N
298055901.76
18899.34
298037002.42
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
1485105.32000000
BRL
CLP
CNY
COP
CZK
HUF
IDR
MXN
MYR
PEN
PLN
RON
THB
TRY
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
168987.98000000
0.056700335403
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
7530436.37000000
2.526678334855
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
4893520.70000000
1.641917164736
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
13750000.00000000
PA
2566662.60000000
0.861189241322
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
227197.48000000
0.076231299521
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
28000000.00000000
PA
6071277.48000000
2.037088492604
Long
DBT
NUSS
MY
N
2
2028-04-20
Fixed
0.03519000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
26041.30000000
0.008737606333
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
929213.16000000
USD
32476000.00000000
THB
2024-02-29
26041.30000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 08/15/2032
N/A
8000000000.00000000
PA
549717.48000000
0.184446050502
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
0.07500000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/TRY settle 2024-02-29
N/A
1.00000000
NC
N/A
-1859.33000000
-0.00062385877
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
24281000.00000000
TRY
778872.28000000
USD
2024-02-29
-1859.33000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/KRW settle 2024-02-29
N/A
1.00000000
NC
N/A
-14532.93000000
-0.00487621667
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1892600000.00000000
KRW
1452048.49000000
USD
2024-02-29
-14532.93000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
3650000.00000000
PA
790584.44000000
0.265263854347
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
0.03828000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 6.25% 03/31/2036
N/A
68000000.00000000
PA
2440644.44000000
0.818906518379
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
7208123.31000000
2.418533018206
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
0.05750000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: EUR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
2172.43000000
0.000728912847
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
745810.45000000
USD
676000.00000000
EUR
2024-02-29
2172.43000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035
N/A
71000000.00000000
PA
3274743.18000000
1.098770673912
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
0.08875000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 09/15/2026
N/A
18400000000.00000000
PA
1253594.86000000
0.420617188409
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 2.75% 04/25/2028
N/A
10500000.00000000
PA
2446375.25000000
0.820829370224
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
0.02750000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.25% 10/25/2030
N/A
6050000.00000000
PA
1217334.27000000
0.408450715889
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
0.01250000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/KRW settle 2024-02-29
N/A
1.00000000
NC
N/A
-6733.86000000
-0.00225940401
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1904300000.00000000
KRW
1468913.92000000
USD
2024-02-29
-6733.86000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2024
N/A
15275000.00000000
PA
2991739.38000000
1.003814746393
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
61092.55000000
0.020498310445
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
0.16100000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
110386.19000000
0.037037746690
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
5259543.35000000
USD
21145000.00000000
PLN
2024-02-29
110386.19000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 5.75% 11/03/2027
N/A
3350000000.00000000
PA
764826.51000000
0.256621326811
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
3143002.29000000
1.054567810197
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: PEN/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
10762.48000000
0.003611122079
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
872671.06000000
USD
3274000.00000000
PEN
2024-02-29
10762.48000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: KRW/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
10802.57000000
0.003624573429
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
721713.24000000
USD
945300000.00000000
KRW
2024-02-29
10802.57000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.25% 06/22/2034
N/A
520000000.00000000
PA
1089769.22000000
0.365648966789
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
0.02250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CNY/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
13635.83000000
0.004575213778
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
13792683.79000000
USD
97466000.00000000
CNY
2024-02-29
13635.83000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3% 06/26/2024
N/A
975000000.00000000
PA
2758561.25000000
0.925576766509
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
0.03000000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.94% 02/12/2029
N/A
3750000.00000000
PA
1011722.49000000
0.339462040546
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
18388.32000000
0.006169811080
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
7000000.00000000
PA
1885387.89000000
0.632601950325
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
19000000.00000000
PA
434884.41000000
0.145916247468
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
0.10500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: HUF/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
19097.20000000
0.006407660741
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1247564.07000000
USD
442505000.00000000
HUF
2024-02-29
19097.20000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: BRL/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
850.91000000
0.000285504817
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
588920.69000000
USD
2881000.00000000
BRL
2024-02-29
850.91000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/EUR settle 2024-02-29
N/A
1.00000000
NC
N/A
-81593.94000000
-0.02737711738
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
4035000.00000000
EUR
4383067.17000000
USD
2024-02-29
-81593.94000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/HUF settle 2024-02-29
N/A
1.00000000
NC
N/A
-26421.91000000
-0.00886531195
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
442505000.00000000
HUF
1240239.36000000
USD
2024-02-29
-26421.91000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.457% 03/31/2053
N/A
3250000.00000000
PA
732385.20000000
0.245736332755
Long
DBT
NUSS
MY
N
2
2053-03-31
Fixed
0.04457000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
18500000.00000000
PA
3794985.02000000
1.273326798077
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
572500000.00000000
PA
1400582.05000000
0.469935624981
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
245577.41000000
0.082398295515
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
15750000.00000000
PA
3372350.92000000
1.131520882513
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
12500000000.00000000
PA
849191.40000000
0.284928177744
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
0.07125000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.95% 07/30/2037
N/A
28000000.00000000
PA
1001645.97000000
0.336081077808
Long
DBT
NUSS
CZ
N
2
2037-07-30
Fixed
0.01950000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 12.6% 10/01/2025
N/A
14000000.00000000
PA
336356.31000000
0.112857231574
Long
DBT
NUSS
TR
N
2
2025-10-01
Fixed
0.12600000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.5% 03/01/2026
N/A
220000000.00000000
PA
245050.77000000
0.082221592624
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
353147.48000000
0.118491152820
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
0.13625000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.882% 03/14/2025
N/A
10000000.00000000
PA
2188400.44000000
0.734271389871
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
0.03882000
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
237303.27000000
0.079622083188
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.05700000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: EUR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
63445.11000000
0.021287662097
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2901930.80000000
USD
2680000.00000000
EUR
2024-02-29
63445.11000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
13464.99000000
0.004517892037
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1157085.47000000
USD
5358000.00000000
MYR
2024-02-29
13464.99000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8% 01/31/2030
N/A
188500000.00000000
PA
9480163.49000000
3.180867950295
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
0.08000000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8% 09/05/2024
N/A
83250000.00000000
PA
4811105.79000000
1.614264588267
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
2490095.47000000
0.835498763502
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
4250000.00000000
PA
1015532.64000000
0.340740455632
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
8000000000.00000000
PA
1696016.35000000
0.569062343342
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
3000000.00000000
PA
625743.20000000
0.209954869670
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
146750000.00000000
PA
5614608.57000000
1.883862917829
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
0.02000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CZK/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
3633.28000000
0.001219070105
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
484698.05000000
USD
10939000.00000000
CZK
2024-02-29
3633.28000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
20766.03000000
0.006967601281
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2993876.50000000
USD
46447000000.00000000
IDR
2024-02-29
20766.03000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 0.95% 05/15/2030 REGS
N/A
64250000.00000000
PA
2423852.89000000
0.813272469632
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
11625000000.00000000
PA
2732580.24000000
0.916859389207
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
11000000.00000000
PA
1610136.55000000
0.540247196464
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
0.03120000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/MXN settle 2024-02-29
N/A
1.00000000
NC
N/A
-15296.20000000
-0.00513231574
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
12853000.00000000
MXN
734527.85000000
USD
2024-02-29
-15296.20000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042
N/A
64000000.00000000
PA
3323450.92000000
1.115113523829
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
1017110.33000000
0.341269816076
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
36500000.00000000
PA
1913321.36000000
0.641974434202
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
1245683.93000000
0.417962843501
Long
DBT
NUSS
CL
N
2
2033-04-01
Fixed
0.06000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: USD/MXN settle 2024-02-29
N/A
1.00000000
NC
N/A
-21449.71000000
-0.00719699561
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
13537000.00000000
MXN
768277.83000000
USD
2024-02-29
-21449.71000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/BRL settle 2024-02-29
N/A
1.00000000
NC
N/A
-29644.23000000
-0.00994649313
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
9014000.00000000
BRL
1815618.26000000
USD
2024-02-29
-29644.23000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.125% 06/15/2043
N/A
23100000000.00000000
PA
1558053.52000000
0.522771839519
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
4100000.00000000
PA
998722.89000000
0.335100300261
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
9150000.00000000
PA
1847155.31000000
0.619773818351
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
0.10000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EGP/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
-63612.48000000
-0.02134381955
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
699481.87000000
USD
27000000.00000000
EGP
2024-02-29
-63612.48000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: MXN/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
12580.82000000
0.004221227531
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
577570.90000000
USD
10116000.00000000
MXN
2024-02-29
12580.82000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.5% 02/15/2031
N/A
38000000000.00000000
PA
2462830.42000000
0.826350553791
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
169000000.00000000
PA
5098236.72000000
1.710605286794
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031
917288BM3
6500000.00000000
PA
154856.49000000
0.051958813416
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
0.08250000
N
N
N
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2026
N/A
27750000.00000000
PA
4531740.21000000
1.520529388365
Long
DBT
NUSS
BR
N
2
2026-07-01
Fixed
0.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: INR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
8922.40000000
0.002993722231
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4161692.20000000
USD
347751000.00000000
INR
2024-02-29
8922.40000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/PEN settle 2024-02-29
N/A
1.00000000
NC
N/A
-15370.38000000
-0.00515720527
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2663000.00000000
PEN
703195.14000000
USD
2024-02-29
-15370.38000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.775% 06/25/2032
N/A
76500000.00000000
PA
2428681.93000000
0.814892751664
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
80000000000.00000000
PA
5141261.28000000
1.725041266102
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
2917843.09000000
0.979020412333
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2026
N/A
27825000.00000000
PA
4761039.88000000
1.597466033190
Long
DBT
NUSS
BR
N
2
2026-01-01
Fixed
0.00000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050
N/A
16550000.00000000
PA
2714211.89000000
0.910696278636
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
0.03810000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: EUR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
19118.36000000
0.006414760531
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
732183.97000000
USD
679000.00000000
EUR
2024-02-29
19118.36000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 04/15/2040
N/A
21700000000.00000000
PA
1506675.80000000
0.505533134398
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
488014.56000000
0.163742943338
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
2442836.27000000
0.819641940485
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: MXN/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
17052.92000000
0.005721745911
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
722620.24000000
USD
12679000.00000000
MXN
2024-02-29
17052.92000000
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 05/16/2024
912797FH5
1400000.00000000
PA
USD
1373156.75000000
0.460733646778
Long
DBT
UST
US
N
2
2024-05-16
Fixed
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CZK/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
1208.02000000
0.000405325509
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
305611.73000000
USD
6873000.00000000
CZK
2024-02-29
1208.02000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: RON/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
40379.52000000
0.013548492191
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1867924.21000000
USD
8606000.00000000
RON
2024-02-29
40379.52000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.91% 10/14/2028
N/A
9000000.00000000
PA
1296266.96000000
0.434934907234
Long
DBT
NUSS
CN
N
2
2028-10-14
Fixed
0.02910000
N
N
N
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF 10.5% 08/04/2026
N/A
90000000.00000000
PA
183281.61000000
0.061496260032
Long
DBT
NUSS
KZ
N
2
2026-08-04
Fixed
0.10500000
N
N
N
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZILIAN GOVERNMENT INTERNATIONAL BOND 10% 01/01/2025
N/A
13250000.00000000
PA
2729229.69000000
0.915735183161
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
0.10000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PHP/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
-711.42000000
-0.00023870190
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
341143.48000000
USD
18855000.00000000
PHP
2024-02-29
-711.42000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: CZK/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
3558.04000000
0.001193824918
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
364063.18000000
USD
8235000.00000000
CZK
2024-02-29
3558.04000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2027
N/A
30750000.00000000
PA
6357294.73000000
2.133055519408
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
97500000.00000000
PA
2401024.87000000
0.805613011305
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
0.02000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: BRL/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
16276.98000000
0.005461395688
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
853334.19000000
USD
4248000.00000000
BRL
2024-02-29
16276.98000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.757% 05/22/2040
N/A
5500000.00000000
PA
1145939.06000000
0.384495566220
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
0.03757000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
10950000.00000000
PA
2485794.01000000
0.834055499758
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: TRY/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
-4990.82000000
-0.00167456388
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
765304.64000000
USD
23646000.00000000
TRY
2024-02-29
-4990.82000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/HUF settle 2024-02-29
N/A
1.00000000
NC
N/A
-25343.48000000
-0.00850346762
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
316290000.00000000
HUF
880030.00000000
USD
2024-02-29
-25343.48000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.885% 08/15/2029
N/A
14925000.00000000
PA
3282038.36000000
1.101218416958
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.696% 10/15/2042
N/A
1550000.00000000
PA
363351.03000000
0.121914737784
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
40233573.48500000
NS
USD
40241620.20000000
13.50222283583
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
2846387.02000000
0.955044842381
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
426724.73000000
0.143178439769
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
0.05350000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CLP/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
-10258.33000000
-0.00344196523
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
828936.49000000
USD
723703000.00000000
CLP
2024-02-29
-10258.33000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: IDR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
1962.54000000
0.000658488705
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
920000.00000000
USD
14204800000.00000000
IDR
2024-02-29
1962.54000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: KRW/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
19860.74000000
0.006663850407
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1446720.68000000
USD
1892600000.00000000
KRW
2024-02-29
19860.74000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 26.2% 10/05/2033
N/A
12500000.00000000
PA
438600.21000000
0.147163005411
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
0.26200000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.75% 12/22/2026
N/A
1167000000.00000000
PA
3058370.09000000
1.026171269059
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
0.02750000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033
760942BF8
3680820.00000000
PA
95439.27000000
0.032022624447
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
0.09750000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: TRY/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
-17078.38000000
-0.00573028847
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3469390.56000000
USD
107368000.00000000
TRY
2024-02-29
-17078.38000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041
N/A
47750000.00000000
PA
1579346.03000000
0.529916090007
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
174833.58000000
0.058661702600
Long
DBT
NUSS
EG
N
2
2027-10-13
Fixed
0.14556000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.7% 09/01/2030 144A REGS
N/A
1800000000.00000000
PA
1964739.61000000
0.659226738306
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
11000000.00000000
PA
2578811.75000000
0.865265631133
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
284160.77000000
0.095344124284
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
29250000.00000000
PA
1262692.30000000
0.423669641603
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
11500000.00000000
PA
2273462.10000000
0.762812027211
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
0.01750000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PLN/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
16590.40000000
0.005566557127
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
935749.91000000
USD
3750000.00000000
PLN
2024-02-29
16590.40000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2027
N/A
15750000.00000000
PA
3696301.54000000
1.240215647717
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
2330000000.00000000
PA
2590594.98000000
0.869219244243
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
10750000.00000000
PA
2185540.33000000
0.733311740573
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
21550000000.00000000
PA
4651333.17000000
1.560656271614
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
24150000.00000000
PA
5076757.81000000
1.703398493736
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
0.05000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PHP settle 2024-02-29
N/A
1.00000000
NC
N/A
206.04000000
0.000069132355
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
18855000.00000000
PHP
340638.10000000
USD
2024-02-29
206.04000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CZK settle 2024-02-29
N/A
1.00000000
NC
N/A
-14136.59000000
-0.00474323318
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
19174000.00000000
CZK
841815.96000000
USD
2024-02-29
-14136.59000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/HUF settle 2024-01-02
N/A
1.00000000
NC
N/A
503.10000000
0.000168804543
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
32092500.00000000
HUF
93011.76000000
USD
2024-01-02
503.10000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.25% 10/26/2050
N/A
1650000000.00000000
PA
309065.79000000
0.103700475944
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
0.07250000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.25% 04/28/2036
N/A
2000000.00000000
PA
367868.79000000
0.123430576409
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
0.04250000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.125% 05/15/2024
N/A
34200000000.00000000
PA
2233672.92000000
0.749461611096
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.642% 11/07/2033
N/A
3000000.00000000
PA
699277.48000000
0.234627738945
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
0.04642000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.5% 04/24/2040
N/A
26000000.00000000
PA
828302.95000000
0.277919501026
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
0.01500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2024-02-29
N/A
1.00000000
NC
N/A
-13321.04000000
-0.00446959266
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2411600000.00000000
COP
601846.77000000
USD
2024-02-29
-13321.04000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.906% 07/15/2026
N/A
16500000.00000000
PA
3630251.36000000
1.218053909589
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
0.03906000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/ZAR settle 2024-02-29
N/A
1.00000000
NC
N/A
-1724.27000000
-0.00057854225
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
16219000.00000000
ZAR
880516.15000000
USD
2024-02-29
-1724.27000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
314222.43000000
0.105430677214
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
10444802.97000000
USD
365777000.00000000
THB
2024-02-29
314222.43000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034
N/A
110250000.00000000
PA
5939385.20000000
1.992834833182
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
18500000000.00000000
PA
1249370.11000000
0.419199663080
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
658561.75000000
0.220966438614
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
319358.14000000
0.107153855865
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
88630000.00000000
PA
3330439.07000000
1.117458249464
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
1023703.97000000
0.343482172242
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
21750000.00000000
PA
4518510.73000000
1.516090516717
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
0.03250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: ZAR/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
27577.85000000
0.009253163122
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
854662.57000000
USD
16219000.00000000
ZAR
2024-02-29
27577.85000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 6% 01/01/2043
N/A
225000000.00000000
PA
276525.41000000
0.092782241048
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
0.06000000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 17.8% 07/13/2033
N/A
18000000.00000000
PA
476436.90000000
0.159858304885
Long
DBT
NUSS
TR
N
2
2033-07-13
Fixed
0.17800000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 04/15/2039
N/A
19750000000.00000000
PA
1478331.82000000
0.496022912590
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
1742848.66000000
0.584775932467
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
0.06750000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/CLP settle 2024-02-29
N/A
1.00000000
NC
N/A
18359.78000000
0.006160235088
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
723703000.00000000
CLP
837037.94000000
USD
2024-02-29
18359.78000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 10/11/2034
N/A
3750000.00000000
PA
733912.76000000
0.246248873140
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 17.3% 07/19/2028
N/A
25000000.00000000
PA
683351.01000000
0.229283949459
Long
DBT
NUSS
TR
N
2
2028-07-19
Fixed
0.17300000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: HUF/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
7869.62000000
0.002640484213
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
897503.86000000
USD
316290000.00000000
HUF
2024-02-29
7869.62000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.25% 04/20/2033
N/A
350000000.00000000
PA
762585.02000000
0.255869242345
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
0.02250000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 10.6% 02/11/2026
N/A
18500000.00000000
PA
431601.27000000
0.144814659419
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
0.10600000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5.8% 07/26/2027
N/A
3250000.00000000
PA
712779.91000000
0.239158193181
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
0.05800000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 5.125% 04/15/2027
N/A
11000000000.00000000
PA
689777.23000000
0.231440131392
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
0.05125000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 7% 02/28/2031
N/A
101250000.00000000
PA
4635285.61000000
1.555271852945
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
0.07000000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS
N/A
74825000.00000000
PA
1841827.14000000
0.617986063825
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
337179.97000000
0.113133593232
Long
DBT
CORP
CN
N
2
2025-02-10
Fixed
0.02375000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048
N/A
78250000.00000000
PA
3148862.56000000
1.056534099602
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
2022884.50000000
0.678736023907
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
0.06350000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
-1391.50000000
-0.00046688833
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
535971.86000000
USD
2105000.00000000
PLN
2024-02-29
-1391.50000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: KRW/USD settle 2024-02-29
N/A
1.00000000
NC
N/A
10903.23000000
0.003658347759
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
732228.75000000
USD
959000000.00000000
KRW
2024-02-29
10903.23000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.585% 12/17/2035
N/A
58000000.00000000
PA
1497901.98000000
0.502589265036
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
0.01585000
N
N
N
N
N
N
2024-01-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer