0001752724-24-194470.txt : 20240827 0001752724-24-194470.hdr.sgml : 20240827 20240827134508 ACCESSION NUMBER: 0001752724-24-194470 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240827 DATE AS OF CHANGE: 20240827 PERIOD START: 20241231 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: 241247083 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 2024-12-31 2024-06-30 N 260027829.77 367716.37 259660113.40 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 1098309.32000000 BRL CLP CNY COP CZK HUF IDR INR MXN MYR PEN PLN RON THB TRY ZAR N J.P. Morgan GBI-EM Global Diversified Index 19808102 REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 12750000000.00000000 PA 2954951.94000000 1.138007644419 Long DBT NUSS CO N 2 2026-08-26 Fixed 0.07500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 1000000000.00000000 PA 210626.33000000 0.081116166530 Long DBT NUSS CO N 2 2028-04-28 Fixed 0.06000000 N N N N N N BRAZILIAN GOVERNMENT INTERNATIONAL BOND 254900ZFY40OYEADAP90 N/A 13250000.00000000 PA 2358854.83000000 0.908439420715 Long DBT NUSS BR N 2 2025-01-01 Fixed 0.10000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 3750000.00000000 PA 935012.07000000 0.360090757782 Long DBT NUSS PE N 2 2037-08-12 Fixed 0.06900000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 1750000.00000000 PA 466809.33000000 0.179777064674 Long DBT NUSS PE N 2 2031-08-12 Fixed 0.06950000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 29250000.00000000 PA 1222414.89000000 0.470774996588 Long DBT NUSS CZ N 2 2025-09-17 Fixed 0.02400000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 64250000.00000000 PA 2304463.42000000 0.887492264339 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.00950000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 33765011.96000000 NS USD 33771764.96000000 13.00614272935 Long STIV RF US N 1 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 46212.70000000 0.017797381120 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 638206.28000000 USD 35580000.00000000 EGP 2025-03-13 46212.70000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -140282.68000000 -0.05402550209 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 8760081.64000000 USD 62236000.00000000 CNY 2024-08-29 -140282.68000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -4968.64000000 -0.00191351684 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 15345746.03000000 USD 560742000.00000000 THB 2024-08-29 -4968.64000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 18729.78000000 0.007213191026 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1854000.00000000 EUR 2010019.66000000 USD 2024-08-29 18729.78000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -5119.31000000 -0.00197154269 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 261266.23000000 USD 5984000.00000000 CZK 2024-08-29 -5119.31000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -21596.46000000 -0.00831720348 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 2905360.76000000 USD 13411000.00000000 RON 2024-08-29 -21596.46000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 59953.00000000 0.023089029429 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 2904623.30000000 USD 103436000.00000000 TRY 2024-08-29 59953.00000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 12915.82000000 0.004974125533 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1209277.49000000 USD 22338000.00000000 ZAR 2024-08-29 12915.82000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -39763.77000000 -0.01531377672 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2999784.65000000 USD 11924000.00000000 PLN 2024-08-29 -39763.77000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -120737.28000000 -0.04649820044 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1611307.48000000 USD 27526000.00000000 MXN 2024-08-29 -120737.28000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 11578.49000000 0.004459094563 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3068125.97000000 USD 257201000.00000000 INR 2024-08-29 11578.49000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -66543.46000000 -0.02562713969 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1128901.44000000 USD 509699000.00000000 KZT 2024-08-29 -66543.46000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -26593.39000000 -0.01024161533 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 981626.07000000 USD 353000000.00000000 HUF 2024-08-29 -26593.39000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 20420.32000000 0.007864249819 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 9753000.00000000 CNY 1371228.52000000 USD 2024-08-29 20420.32000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 1919.73000000 0.000739324178 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1080093.48000000 USD 5084000.00000000 MYR 2024-08-29 1919.73000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -23517.90000000 -0.00905718621 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1059580.69000000 USD 975397000.00000000 CLP 2024-08-29 -23517.90000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -143075.20000000 -0.05510095413 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1917371.56000000 USD 9985000.00000000 BRL 2024-08-29 -143075.20000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -21048.37000000 -0.00810612370 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1608456.97000000 USD 26018400000.00000000 IDR 2024-08-29 -21048.37000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 41239.76000000 0.015882208268 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 2728200000.00000000 COP 692436.55000000 USD 2024-08-29 41239.76000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 105959.88000000 0.040807145391 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 7048000.00000000 BRL 1358362.56000000 USD 2024-08-29 105959.88000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -42966.36000000 -0.01654715444 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 694163.15000000 USD 2728200000.00000000 COP 2024-08-29 -42966.36000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -39660.54000000 -0.01527402090 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 48854000.00000000 TRY 1360542.59000000 USD 2024-08-29 -39660.54000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -29635.63000000 -0.01141323925 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1286779.49000000 USD 20605200000.00000000 IDR 2024-08-29 -29635.63000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 44449.67000000 0.017118405063 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2937000.00000000 BRL 566343.35000000 USD 2024-08-29 44449.67000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -57714.41000000 -0.02222690625 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 702061.38000000 USD 11899000.00000000 MXN 2024-08-29 -57714.41000000 N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 N/A 1.00000000 NC N/A -37684.38000000 -0.01451296446 N/A DFE CORP US N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 1393884.73000000 USD 31683000.00000000 CZK 2024-08-29 -37684.38000000 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 21090.75000000 0.008122445039 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 1234000.00000000 EUR 1346469.23000000 USD 2024-08-29 21090.75000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 17048.60000000 0.006565736946 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 2556000.00000000 PLN 651551.57000000 USD 2024-08-29 17048.60000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 46428.68000000 0.017880559086 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 484035000.00000000 HUF 1355973.27000000 USD 2024-08-29 46428.68000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -39176.96000000 -0.01508778513 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1356724.12000000 USD 30780000.00000000 CZK 2024-08-29 -39176.96000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 6051.27000000 0.002330458044 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 21619000.00000000 TWD 675403.79000000 USD 2024-08-29 6051.27000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 68576.79000000 0.026410213375 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 13538000.00000000 MXN 801677.83000000 USD 2024-08-29 68576.79000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 44272.19000000 0.017050054172 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 6667000.00000000 PLN 1699292.25000000 USD 2024-08-29 44272.19000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 28045.40000000 0.010800811735 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 22239800000.00000000 IDR 1384917.84000000 USD 2024-08-29 28045.40000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 46078.46000000 0.017745682768 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2346400000.00000000 COP 606143.02000000 USD 2024-08-29 46078.46000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 35548.53000000 0.013690408409 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 617299000.00000000 CLP 691241.06000000 USD 2024-08-29 35548.53000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 18107.81000000 0.006973658665 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 2701000.00000000 PLN 688605.66000000 USD 2024-08-29 18107.81000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -24078.47000000 -0.00927307228 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 662892.52000000 USD 236119000.00000000 HUF 2024-08-29 -24078.47000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -9834.89000000 -0.00378760136 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 24995000.00000000 TRY 706546.11000000 USD 2024-08-29 -9834.89000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 152.85000000 0.000058865413 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2937000.00000000 MYR 625226.18000000 USD 2024-08-29 152.85000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -24695.46000000 -0.00951068674 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1070257.74000000 USD 24426000.00000000 CZK 2024-08-29 -24695.46000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -23011.39000000 -0.00886211967 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 772969.06000000 USD 277200000.00000000 HUF 2024-08-29 -23011.39000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -3565.25000000 -0.00137304492 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 779301.23000000 USD 28355000.00000000 THB 2024-08-29 -3565.25000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -9405.88000000 -0.00362238153 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 655378.35000000 USD 4664000.00000000 CNY 2024-08-29 -9405.88000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 379.19000000 0.000146033210 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 21513000.00000000 TWD 666449.81000000 USD 2024-08-29 379.19000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 11164.41000000 0.004299624556 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2562000.00000000 PLN 647156.82000000 USD 2024-08-29 11164.41000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -2029.12000000 -0.00078145232 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 33251000.00000000 THB 907651.61000000 USD 2024-08-29 -2029.12000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -19565.42000000 -0.00753501172 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1361054.66000000 USD 1249000.00000000 EUR 2024-08-29 -19565.42000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -15169.90000000 -0.00584221419 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 601881.91000000 USD 216861000.00000000 HUF 2024-08-29 -15169.90000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 713.19000000 0.000274662900 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 758630.60000000 USD 26494000.00000000 TRY 2024-08-29 713.19000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -6449.34000000 -0.00248376229 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 415306.70000000 USD 2952000.00000000 CNY 2024-08-29 -6449.34000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -31442.60000000 -0.01210913743 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 512466.16000000 USD 2707000.00000000 BRL 2024-08-29 -31442.60000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -22957.95000000 -0.00884153892 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 593035.36000000 USD 536697000.00000000 CLP 2024-08-29 -22957.95000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -46578.79000000 -0.01793836927 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 708277.98000000 USD 2772200000.00000000 COP 2024-08-29 -46578.79000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 40825.30000000 0.015722591916 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 4919000.00000000 PEN 1318943.56000000 USD 2024-08-29 40825.30000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 33779.78000000 0.013009229472 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 24439000.00000000 CZK 1079898.53000000 USD 2024-08-29 33779.78000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 14207.59000000 0.005471610488 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 245547000.00000000 HUF 678528.86000000 USD 2024-08-29 14207.59000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 17371.77000000 0.006690195799 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 12224000.00000000 MXN 679317.93000000 USD 2024-08-29 17371.77000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 35950.91000000 0.013845372525 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2635100000.00000000 COP 664925.56000000 USD 2024-08-29 35950.91000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -46531.48000000 -0.01792014930 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 94057000.00000000 TRY 2649233.56000000 USD 2024-08-29 -46531.48000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -3189.04000000 -0.00122815936 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 584207.15000000 USD 2730000.00000000 MYR 2024-08-29 -3189.04000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -1807.40000000 -0.00069606377 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 116693000.00000000 INR 1395465.36000000 USD 2024-08-29 -1807.40000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 2140.58000000 0.000824377672 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 594953.45000000 USD 20833000.00000000 TRY 2024-08-29 2140.58000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -43936.23000000 -0.01692066964 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 751344.72000000 USD 3981000.00000000 BRL 2024-08-29 -43936.23000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -25022.44000000 -0.00963661290 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 733407.37000000 USD 16549000.00000000 CZK 2024-08-29 -25022.44000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -2003.22000000 -0.00077147774 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1337426.36000000 USD 43132000.00000000 TWD 2024-08-29 -2003.22000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 4584.66000000 0.001765638911 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1201000.00000000 EUR 1294519.47000000 USD 2024-08-29 4584.66000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -27306.80000000 -0.01051636296 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 16305000.00000000 ZAR 864799.12000000 USD 2024-08-29 -27306.80000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 20304.88000000 0.007819791701 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 209891000.00000000 KZT 457777.54000000 USD 2024-08-29 20304.88000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 10932.47000000 0.004210300094 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 597369000.00000000 CLP 645455.43000000 USD 2024-08-29 10932.47000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -8931.62000000 -0.00343973507 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 829486.86000000 USD 13449300000.00000000 IDR 2024-08-29 -8931.62000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -19509.27000000 -0.00751338730 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 684960.48000000 USD 15546000.00000000 CZK 2024-08-29 -19509.27000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -495.53000000 -0.00019083793 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 594608.82000000 USD 20729000.00000000 TRY 2024-08-29 -495.53000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -4142.31000000 -0.00159528159 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4960000.00000000 MXN 264448.41000000 USD 2024-08-29 -4142.31000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 3281.78000000 0.001263875285 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 675878.65000000 USD 12413000.00000000 ZAR 2024-08-29 3281.78000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -1263.08000000 -0.00048643589 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 214301000.00000000 HUF 578522.92000000 USD 2024-08-29 -1263.08000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 19928.51000000 0.007674844526 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2298142.18000000 USD 9338000.00000000 PLN 2024-08-29 19928.51000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 4060.83000000 0.001563902112 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1217968000.00000000 CLP 1297781.57000000 USD 2024-08-29 4060.83000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -1120.64000000 -0.00043157956 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 649847.22000000 USD 604000.00000000 EUR 2024-08-29 -1120.64000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -976.87000000 -0.00037621103 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 113321000.00000000 INR 1355919.83000000 USD 2024-08-29 -976.87000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 1135.30000000 0.000437225411 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 139297000.00000000 HUF 377999.85000000 USD 2024-08-29 1135.30000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -2390.30000000 -0.00092054954 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 732201.35000000 USD 3394000.00000000 RON 2024-08-29 -2390.30000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 9432.42000000 0.003632602588 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 2355059.27000000 USD 9525000.00000000 PLN 2024-08-29 9432.42000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -4222.05000000 -0.00162599097 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 288479.29000000 USD 1094000.00000000 PEN 2024-08-29 -4222.05000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 1027.95000000 0.000395882904 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 4877000.00000000 MYR 1038985.94000000 USD 2024-08-29 1027.95000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 3433.99000000 0.001322494223 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 14962000.00000000 CZK 643886.90000000 USD 2024-08-29 3433.99000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 34391.30000000 0.013244737341 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 6688000.00000000 BRL 1222823.35000000 USD 2024-08-29 34391.30000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 15825.82000000 0.006094821338 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 2905469.53000000 USD 11768000.00000000 PLN 2024-08-29 15825.82000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -2964.68000000 -0.00114175410 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 980760.71000000 USD 920542000.00000000 CLP 2024-08-29 -2964.68000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 476.71000000 0.000183589999 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 3092000.00000000 MXN 167912.70000000 USD 2024-08-29 476.71000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -13645.90000000 -0.00525529309 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1007506.91000000 USD 3825000.00000000 PEN 2024-08-29 -13645.90000000 N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 N/A 1.00000000 NC N/A -9627.62000000 -0.00370777778 N/A DFE CORP US N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 726536.04000000 USD 3003500000.00000000 COP 2024-08-29 -9627.62000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 5886.66000000 0.002267063632 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 16352000.00000000 CZK 705838.94000000 USD 2024-08-29 5886.66000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -3560.59000000 -0.00137125026 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 660405.21000000 USD 2646000.00000000 PLN 2024-08-29 -3560.59000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 1322.24000000 0.000509219526 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 11655000.00000000 ZAR 639009.73000000 USD 2024-08-29 1322.24000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 2218.56000000 0.000854409239 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 48508000.00000000 THB 1329300.23000000 USD 2024-08-29 2218.56000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -12464.31000000 -0.00480024052 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 35580000.00000000 EGP 671954.67000000 USD 2025-03-13 -12464.31000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -5511.64000000 -0.00212263636 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 38721000.00000000 PHP 656288.14000000 USD 2024-08-29 -5511.64000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 1933.18000000 0.000744504026 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 14533000.00000000 CZK 624022.62000000 USD 2024-08-29 1933.18000000 N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 583000000.00000000 PA 1584340.21000000 0.610159253669 Long DBT NUSS HU N 2 2028-10-22 Fixed 0.06750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 347500000.00000000 PA 755466.02000000 0.290944192432 Long DBT NUSS HU N 2 2031-10-22 Fixed 0.03250000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 18400000000.00000000 PA 1164062.09000000 0.448302234316 Long DBT NUSS ID N 2 2026-09-15 Fixed 0.08375000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 250000000.00000000 PA 16641.22000000 0.006408847235 Long DBT NUSS ID N 2 2036-05-15 Fixed 0.08250000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 5000000.00000000 PA 275325.91000000 0.106033193313 Long DBT NUSS MX N 2 2036-11-20 Fixed 0.10000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 51250000.00000000 PA 2608455.52000000 1.004565347309 Long DBT NUSS MX N 2 2027-06-03 Fixed 0.07500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 130500000.00000000 PA 6722658.10000000 2.589022246032 Long DBT NUSS MX N 2 2029-05-31 Fixed 0.08500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 83500000.00000000 PA 3685273.30000000 1.419268154721 Long DBT NUSS MX N 2 2042-11-13 Fixed 0.07750000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 66250000.00000000 PA 3115506.29000000 1.199840148417 Long DBT NUSS MX N 2 2034-11-23 Fixed 0.07750000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 82750000.00000000 PA 4184947.25000000 1.611702003516 Long DBT NUSS MX N 2 2026-03-05 Fixed 0.05750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 33300000000.00000000 PA 2219661.07000000 0.854833282222 Long DBT NUSS ID N 2 2034-03-15 Fixed 0.08375000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 225000000.00000000 PA 236628.37000000 0.091130041846 Long DBT NUSS CL N 2 2043-01-01 Fixed 0.06000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 220000000.00000000 PA 233052.02000000 0.089752722105 Long DBT NUSS CL N 2 2026-03-01 Fixed 0.04500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 580000000.00000000 PA 561246.53000000 0.216146608984 Long DBT NUSS CL N 2 2035-03-01 Fixed 0.05000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 45500000.00000000 PA 1665415.66000000 0.641382936405 Long DBT NUSS ZA N 2 2036-03-31 Fixed 0.06250000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 101250000.00000000 PA 4664553.76000000 1.796407503224 Long DBT NUSS ZA N 2 2031-02-28 Fixed 0.07000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 30750000.00000000 PA 1032536.62000000 0.397649298723 Long DBT NUSS ZA N 2 2041-02-28 Fixed 0.06500000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 70250000.00000000 PA 2874839.47000000 1.107154823417 Long DBT NUSS ZA N 2 2048-02-28 Fixed 0.08750000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 55000000.00000000 PA 2378478.87000000 0.915997008110 Long DBT NUSS ZA N 2 2037-01-31 Fixed 0.08500000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 118000000.00000000 PA 5945108.35000000 2.289573193261 Long DBT NUSS ZA N 2 2030-01-31 Fixed 0.08000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 N/A 71000000.00000000 PA 3298448.78000000 1.270294746778 Long DBT NUSS ZA N 2 2035-02-28 Fixed 0.08875000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 3250000.00000000 PA 690744.32000000 0.266018646820 Long DBT NUSS RO N 2 2027-07-26 Fixed 0.05800000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 30750000.00000000 PA 5280935.83000000 2.033787847063 Long DBT NUSS BR N 2 2027-01-01 Fixed 0.10000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 3250000.00000000 PA 738561.21000000 0.284433831723 Long DBT NUSS MY N 2 2046-03-15 Fixed 0.04736000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 9200000.00000000 PA 230413.29000000 0.088736497486 Long DBT NUSS TH N 2 2046-06-17 Fixed 0.02875000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 13750000.00000000 PA 2431602.15000000 0.936455783739 Long DBT NUSS RO N 2 2031-09-24 Fixed 0.03650000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 11750000.00000000 PA 2662222.25000000 1.025271927652 Long DBT NUSS PL N 2 2028-04-25 Fixed 0.02750000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 2575000.00000000 PA 686983.78000000 0.264570392042 Long DBT NUSS PE N 2 2028-08-12 Fixed 0.06350000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 8000000000.00000000 PA 499840.00000000 0.192497797776 Long DBT NUSS ID N 2 2032-08-15 Fixed 0.07500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 18800000000.00000000 PA 3666289.31000000 1.411957062636 Long DBT NUSS CO N 2 2032-06-30 Fixed 0.07000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 11000000.00000000 PA 2504292.53000000 0.964450218098 Long DBT NUSS MY N 2 2037-04-07 Fixed 0.04762000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 1567000000.00000000 PA 3882063.24000000 1.495055666874 Long DBT NUSS HU N 2 2026-12-22 Fixed 0.02750000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 2500000.00000000 PA 626139.90000000 0.241138267946 Long DBT NUSS PE N 2 2032-08-12 Fixed 0.06150000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 35250000.00000000 PA 692483.48000000 0.266688430091 Long DBT NUSS TR N 2 2027-08-11 Fixed 0.10500000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 N/A 74825000.00000000 PA 1841208.12000000 0.709083923553 Long DBT NUSS UY N 2 2028-03-15 Fixed 0.08500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 18500000.00000000 PA 3069902.60000000 1.182277308517 Long DBT NUSS BR N 2 2029-01-01 Fixed 0.10000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 75000000.00000000 PA 2668432.63000000 1.027663661953 Long DBT NUSS CZ N 2 2033-10-13 Fixed 0.02000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 17500000.00000000 PA 702526.09000000 0.270556028340 Long DBT NUSS CZ N 2 2029-07-23 Fixed 0.02750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 310000000.00000000 PA 550885.06000000 0.212156211744 Long DBT NUSS HU N 2 2038-10-27 Fixed 0.03000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 3000000.00000000 PA 674244.83000000 0.259664382477 Long DBT NUSS MY N 2 2033-11-07 Fixed 0.04642000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 6750000.00000000 PA 1561707.47000000 0.601442959240 Long DBT NUSS MY N 2 2038-06-08 Fixed 0.04893000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 1050000000.00000000 PA 1040780.91000000 0.400824330072 Long DBT NUSS CL N 2 2030-09-01 Fixed 0.04700000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 24150000.00000000 PA 4876456.80000000 1.878015354821 Long DBT NUSS RO N 2 2029-02-12 Fixed 0.05000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 35500000000.00000000 PA 2280671.76000000 0.878329647991 Long DBT NUSS ID N 2 2029-05-15 Fixed 0.08250000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 3750000.00000000 PA 978382.62000000 0.376793573409 Long DBT NUSS PE N 2 2029-02-12 Fixed 0.05940000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 94000000.00000000 PA 2668494.42000000 1.027687458446 Long DBT NUSS TH N 2 2038-06-17 Fixed 0.03300000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 19750000000.00000000 PA 1344809.16000000 0.517911335087 Long DBT NUSS ID N 2 2039-04-15 Fixed 0.08375000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 8000000000.00000000 PA 1506542.75000000 0.580197986619 Long DBT NUSS CO N 2 2034-10-18 Fixed 0.07250000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 16500000.00000000 PA 3527519.87000000 1.358514337766 Long DBT NUSS MY N 2 2026-07-15 Fixed 0.03906000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 11175000.00000000 PA 2392788.39000000 0.921507873761 Long DBT NUSS MY N 2 2029-08-15 Fixed 0.03885000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 10950000.00000000 PA 2384803.73000000 0.918432830816 Long DBT NUSS PL N 2 2029-10-25 Fixed 0.02750000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 16250000.00000000 PA 882671.67000000 0.339933483984 Long DBT NUSS MX N 2 2024-09-05 Fixed 0.08000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 4100000.00000000 PA 938635.51000000 0.361486212768 Long DBT NUSS PE N 2 2034-08-12 Fixed 0.05400000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 2500000.00000000 PA 38322.01000000 0.014758527791 Long DBT NUSS EG N 2 2029-05-07 Fixed 0.16100000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 3650000.00000000 PA 769521.36000000 0.296357168578 Long DBT NUSS MY N 2 2034-07-05 Fixed 0.03828000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 15750000000.00000000 PA 959427.48000000 0.369493592002 Long DBT NUSS ID N 2 2025-06-15 Fixed 0.06500000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 87000000.00000000 PA 2109980.94000000 0.812593398489 Long DBT NUSS TH N 2 2035-06-17 Fixed 0.01600000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 32700000000.00000000 PA 2063135.36000000 0.794552283361 Long DBT NUSS ID N 2 2040-04-15 Fixed 0.07500000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 5500000.00000000 PA 1121918.39000000 0.432071901729 Long DBT NUSS MY N 2 2040-05-22 Fixed 0.03757000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 1850000.00000000 PA 389066.52000000 0.149836844367 Long DBT NUSS PE N 2 2040-08-12 Fixed 0.05350000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 525000000.00000000 PA 1320243.33000000 0.508450571292 Long DBT NUSS HU N 2 2025-11-26 Fixed 0.01000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 14500000.00000000 PA 2333025.12000000 0.898491912928 Long DBT NUSS BR N 2 2031-01-01 Fixed 0.10000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 2000000.00000000 PA 363885.87000000 0.140139301810 Long DBT NUSS RO N 2 2034-10-11 Fixed 0.04750000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 3350000000.00000000 PA 714147.18000000 0.275031528966 Long DBT NUSS CO N 2 2027-11-03 Fixed 0.05750000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 108630000.00000000 PA 3868673.03000000 1.489898844818 Long DBT NUSS CZ N 2 2031-03-13 Fixed 0.01200000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 11050000.00000000 PA 2131983.13000000 0.821066856238 Long DBT NUSS PL N 2 2030-10-25 Fixed 0.01250000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 28500000.00000000 PA 4043715.97000000 1.557311177697 Long DBT NUSS CN N 2 2030-05-21 Fixed 0.02680000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 12000000.00000000 PA 350256.93000000 0.134890540335 Long DBT NUSS CZ N 2 2040-04-24 Fixed 0.01500000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 7250000.00000000 PA 1496719.66000000 0.576414929656 Long DBT NUSS MY N 2 2050-06-15 Fixed 0.04065000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 49500000000.00000000 PA 2924608.73000000 1.126321902777 Long DBT NUSS ID N 2 2031-02-15 Fixed 0.06500000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 58000000.00000000 PA 1391810.51000000 0.536012440176 Long DBT NUSS TH N 2 2035-12-17 Fixed 0.01585000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 1650000000.00000000 PA 256823.24000000 0.098907466625 Long DBT NUSS CO N 2 2050-10-26 Fixed 0.07250000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 16550000.00000000 PA 2856829.81000000 1.100218964165 Long DBT NUSS CN N 2 2050-09-14 Fixed 0.03810000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 78000000.00000000 PA 1802517.24000000 0.694183336977 Long DBT NUSS TR N 2 2025-10-01 Fixed 0.12600000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 7000000.00000000 PA 111550.39000000 0.042960156082 Long DBT NUSS EG N 2 2027-10-13 Fixed 0.14556000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 42500000.00000000 PA 975683.37000000 0.375754041398 Long DBT NUSS TH N 2 2042-06-17 Fixed 0.02000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 14750000.00000000 PA 3011683.81000000 1.159856156020 Long DBT NUSS RO N 2 2026-06-24 Fixed 0.03250000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 350000000.00000000 PA 669066.02000000 0.257669925210 Long DBT NUSS HU N 2 2033-04-20 Fixed 0.02250000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 125000000.00000000 PA 229201.99000000 0.088270003043 Long DBT NUSS HU N 2 2034-06-22 Fixed 0.02250000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 2000000.00000000 PA 339379.43000000 0.130701410222 Long DBT NUSS RO N 2 2036-04-28 Fixed 0.04250000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 917288BM3 6500000.00000000 PA 152459.98000000 0.058715209665 Long DBT NUSS UY N 2 2031-05-21 Fixed 0.08250000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 70000000000.00000000 PA 4108091.60000000 1.582103445234 Long DBT NUSS ID N 2 2032-04-15 Fixed 0.06375000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 11000000000.00000000 PA 645557.25000000 0.248616255129 Long DBT NUSS ID N 2 2027-04-15 Fixed 0.05125000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 7500000000.00000000 PA 458144.15000000 0.176439940659 Long DBT NUSS ID N 2 2042-06-15 Fixed 0.07125000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 15750000.00000000 PA 2977159.44000000 1.146560170916 Long DBT NUSS PL N 2 2032-04-25 Fixed 0.01750000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 N/A 28000000.00000000 PA 921661.38000000 0.354949155621 Long DBT NUSS CZ N 2 2037-07-30 Fixed 0.01950000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 9000000.00000000 PA 1285756.80000000 0.495169159084 Long DBT NUSS CN N 2 2028-10-14 Fixed 0.02910000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 20000000.00000000 PA 238144.17000000 0.091713804974 Long DBT CORP US N 2 2024-11-12 Fixed 0.05700000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 1900000.00000000 PA 300289.80000000 0.115647257512 Long DBT NUSS BR N 2 2033-01-01 Fixed 0.10000000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 13500000.00000000 PA 2806368.84000000 1.080785494257 Long DBT NUSS MY N 2 2032-07-15 Fixed 0.03582000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 N/A 10375000000.00000000 PA 2067938.82000000 0.796402186274 Long DBT NUSS CO N 2 2042-05-28 Fixed 0.09250000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 N/A 5000000000.00000000 PA 295816.80000000 0.113924620969 Long DBT CORP US N 2 2026-11-17 Fixed 0.05100000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 1250000.00000000 PA 266724.58000000 0.102720659136 Long DBT NUSS RO N 2 2032-02-25 Fixed 0.06700000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 1550000.00000000 PA 352746.16000000 0.135849189689 Long DBT NUSS MY N 2 2042-10-15 Fixed 0.04696000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 6500000.00000000 PA 1429793.32000000 0.550640335659 Long DBT NUSS MY N 2 2029-04-30 Fixed 0.04504000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 36500000.00000000 PA 1616708.60000000 0.622624930271 Long DBT NUSS MX N 2 2053-07-31 Fixed 0.08000000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 35325000.00000000 PA 5350788.67000000 2.060689491326 Long DBT NUSS BR N 2 2026-01-01 Fixed 0.00000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 14100000000.00000000 PA 861848.57000000 0.331914116001 Long DBT NUSS ID N 2 2043-06-15 Fixed 0.07125000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 65000000.00000000 PA 1822583.72000000 0.701911316349 Long DBT NUSS TH N 2 2043-06-17 Fixed 0.03450000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 24000000000.00000000 PA 1472277.40000000 0.567001754994 Long DBT NUSS ID N 2 2038-06-15 Fixed 0.07125000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 N/A 45000000.00000000 PA 1288497.14000000 0.496224515628 Long DBT NUSS TH N 2 2037-06-17 Fixed 0.03390000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 7500000.00000000 PA 1164300.63000000 0.448394100562 Long DBT NUSS CN N 2 2052-10-25 Fixed 0.03120000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 25000000.00000000 PA 678997.70000000 0.261494802227 Long DBT NUSS TR N 2 2024-12-04 Fixed 0.09300000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 30000000.00000000 PA 1409114.51000000 0.542676536472 Long DBT NUSS MX N 2 2033-05-26 Fixed 0.07500000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 27750000.00000000 PA 3967117.68000000 1.527811733598 Long DBT NUSS BR N 2 2026-07-01 Fixed 0.00000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 7500000.00000000 PA 1908493.04000000 0.734996613461 Long DBT NUSS PL N 2 2033-10-25 Fixed 0.06000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PES3 17000000.00000000 PA 340053.93000000 0.130961172876 Long DBT NUSS DO N 2 2033-02-03 Fixed 0.13625000 N N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 N/A 19750000.00000000 PA 2856942.10000000 1.100262209159 Long DBT NUSS CN N 2 2033-02-25 Fixed 0.02880000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 3250000.00000000 PA 715103.34000000 0.275399764190 Long DBT NUSS MY N 2 2053-03-31 Fixed 0.04457000 N N N N N N MALAYSIA GOVT OF 254900GSIL471JOBYY43 N/A 28000000.00000000 PA 5911902.49000000 2.276784991190 Long DBT NUSS MY N 2 2028-04-20 Fixed 0.03519000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 1050000000.00000000 PA 1105141.60000000 0.425610843933 Long DBT NUSS CL N 2 2033-04-01 Fixed 0.06000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 N/A 2750000.00000000 PA 733484.18000000 0.282478571851 Long DBT NUSS PE N 2 2033-08-12 Fixed 0.07300000 N N N N N N BRAZIL LETRAS DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 5000000.00000000 PA 634604.03000000 0.244397963819 Long DBT NUSS BR N 2 2027-07-01 Fixed 0.00000000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BF8 3680820.00000000 PA 93130.95000000 0.035866482834 Long DBT NUSS UY N 2 2033-07-20 Fixed 0.09750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 25000000.00000000 PA 575337.43000000 0.221573279956 Long DBT NUSS TR N 2 2028-07-19 Fixed 0.17300000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 18000000.00000000 PA 400806.93000000 0.154358297372 Long DBT NUSS TR N 2 2033-07-13 Fixed 0.17800000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 12750000000.00000000 PA 754270.85000000 0.290483909955 Long DBT NUSS ID N 2 2034-02-15 Fixed 0.06625000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 25500000.00000000 PA 770110.97000000 0.296584238493 Long DBT NUSS TR N 2 2033-10-05 Fixed 0.26200000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 N/A 3750000.00000000 PA 585675.46000000 0.225554650011 Long DBT NUSS BR N 2 2035-01-01 Fixed 0.10000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 N/A 60000000.00000000 PA 727233.14000000 0.280071178617 Long DBT CORP US N 2 2029-07-22 Fixed 0.07050000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AP5 5000000000.00000000 PA 685853.08000000 0.264134938177 Long DBT NUSS PY N 2 2031-02-09 Fixed 0.07900000 N N N N N N ASIAN INFRASTRUCTURE INVESTMENT BANK 25490065OSV2524LCR32 N/A 45000000.00000000 PA 516179.73000000 0.198790535535 Long DBT CORP CN N 2 2033-06-30 Fixed 0.06650000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 39450000.00000000 PA 676750.46000000 0.260629347780 Long DBT NUSS EG N 2 2025-04-29 Fixed 0.00000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 N/A 62000000.00000000 PA 729715.39000000 0.281027139842 Long DBT CORP VE N 2 2031-03-05 Fixed 0.07650000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 28200000.00000000 PA 536081.82000000 0.206455205222 Long DBT NUSS EG N 2 2024-11-12 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912797LD7 1360000.00000000 PA USD 1333498.06000000 0.513555217449 Long DBT UST US N 2 2024-11-14 Fixed 0.00000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 N/A 1000000.00000000 PA 234515.54000000 0.090316351221 Long DBT NUSS PL N 2 2034-10-25 Fixed 0.05000000 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION and DEVELOPMENT 549300HTGDOVDU6OGK19 N/A 107000000.00000000 PA 1250239.82000000 0.481490901174 Long DBT CORP GB N 2 2028-04-11 Fixed 0.06250000 N N N N N N 2024-07-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer