Foreign Government and Government Agency Obligations - 84.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BRAZIL - 7.6%
|
|||
Brazilian Federative Republic 10% 1/1/2027
|
BRL
|
38,000,000
|
6,834,832
|
Brazilian Federative Republic 10% 1/1/2029
|
BRL
|
34,000,000
|
5,869,628
|
Brazilian Federative Republic 10% 1/1/2031
|
BRL
|
19,250,000
|
3,165,232
|
Brazilian Federative Republic 10% 1/1/2033
|
BRL
|
19,450,000
|
3,080,147
|
Brazilian Federative Republic 10% 1/1/2035
|
BRL
|
16,000,000
|
2,459,955
|
Brazilian Federative Republic Treasury Bills 0% 1/1/2029 (b)
|
BRL
|
11,000,000
|
1,380,167
|
Brazilian Federative Republic Treasury Bills 0% 1/1/2030 (b)
|
BRL
|
30,250,000
|
3,339,431
|
Brazilian Federative Republic Treasury Bills 0% 7/1/2026 (b)
|
BRL
|
25,250,000
|
4,289,529
|
Brazilian Federative Republic Treasury Bills 0% 7/1/2027 (b)
|
BRL
|
17,000,000
|
2,558,854
|
Brazilian Federative Republic Treasury Bills 0% 7/1/2028 (b)
|
BRL
|
19,500,000
|
2,606,095
|
TOTAL BRAZIL
|
35,583,870
|
||
CHILE - 1.2%
|
|||
Chilean Republic 5% 3/1/2035
|
CLP
|
2,250,000,000
|
2,243,472
|
Chilean Republic 6% 1/1/2043
|
CLP
|
675,000,000
|
725,390
|
Chilean Republic 6% 4/1/2033 (c)(d)
|
CLP
|
2,650,000,000
|
2,828,664
|
TOTAL CHILE
|
5,797,526
|
||
CHINA - 3.8%
|
|||
Peoples Republic of China 1.88% 4/25/2055
|
CNY
|
16,000,000
|
2,112,516
|
Peoples Republic of China 2.04% 11/25/2034
|
CNY
|
25,500,000
|
3,639,506
|
Peoples Republic of China 2.57% 5/20/2054
|
CNY
|
11,750,000
|
1,756,194
|
Peoples Republic of China 2.68% 5/21/2030
|
CNY
|
23,500,000
|
3,453,121
|
Peoples Republic of China 2.88% 2/25/2033
|
CNY
|
28,000,000
|
4,239,587
|
Peoples Republic of China 3.12% 10/25/2052
|
CNY
|
13,250,000
|
2,179,954
|
Peoples Republic of China 3.81% 9/14/2050
|
CNY
|
1,950,000
|
354,706
|
TOTAL CHINA
|
17,735,584
|
||
COLOMBIA - 4.4%
|
|||
Colombian Republic 12.75% 11/28/2040
|
COP
|
7,000,000,000
|
1,866,410
|
Colombian Republic 5.75% 11/3/2027
|
COP
|
21,950,000,000
|
5,226,161
|
Colombian Republic 6% 4/28/2028
|
COP
|
1,850,000,000
|
431,036
|
Colombian Republic 7% 3/26/2031
|
COP
|
5,000,000,000
|
1,062,933
|
Colombian Republic 7% 6/30/2032
|
COP
|
14,550,000,000
|
2,965,959
|
Colombian Republic 7.25% 10/18/2034
|
COP
|
12,750,000,000
|
2,504,040
|
Colombian Republic 7.25% 10/26/2050
|
COP
|
13,000,000,000
|
2,128,036
|
Colombian Republic 9.25% 5/28/2042
|
COP
|
19,650,000,000
|
4,088,876
|
TOTAL COLOMBIA
|
20,273,451
|
||
CZECH REPUBLIC - 4.2%
|
|||
Czech Republic 0.95% 5/15/2030 (c)
|
CZK
|
175,750,000
|
7,395,946
|
Czech Republic 1.2% 3/13/2031
|
CZK
|
185,120,000
|
7,657,987
|
Czech Republic 1.5% 4/24/2040
|
CZK
|
21,500,000
|
680,518
|
Czech Republic 1.95% 7/30/2037
|
CZK
|
38,500,000
|
1,401,768
|
Czech Republic 2% 10/13/2033
|
CZK
|
35,500,000
|
1,431,327
|
Czech Republic 2.75% 7/23/2029
|
CZK
|
26,000,000
|
1,202,431
|
TOTAL CZECH REPUBLIC
|
19,769,977
|
||
DOMINICAN REPUBLIC - 0.7%
|
|||
Dominican Republic 10.75% 6/1/2036 (c)
|
DOP
|
51,000,000
|
887,911
|
Dominican Republic 13.625% 2/3/2033 (d)
|
DOP
|
38,500,000
|
743,574
|
Dominican Republic 9.75% 6/5/2026 (c)
|
DOP
|
88,500,000
|
1,415,326
|
TOTAL DOMINICAN REPUBLIC
|
3,046,811
|
||
EGYPT - 1.3%
|
|||
Arab Republic of Egypt 14.556% 10/13/2027
|
EGP
|
36,000,000
|
646,492
|
Arab Republic of Egypt 16.1% 5/7/2029
|
EGP
|
12,000,000
|
210,344
|
Arab Republic of Egypt Treasury Bills 0% 12/9/2025 (b)
|
EGP
|
100,525,000
|
1,989,723
|
Arab Republic of Egypt Treasury Bills 0% 2/24/2026 (b)
|
EGP
|
132,000,000
|
2,490,869
|
Arab Republic of Egypt Treasury Bills 0% 2/3/2026 (b)
|
EGP
|
30,000,000
|
573,934
|
TOTAL EGYPT
|
5,911,362
|
||
HUNGARY - 2.7%
|
|||
Hungary Government 2% 5/23/2029
|
HUF
|
275,000,000
|
712,035
|
Hungary Government 2.25% 4/20/2033
|
HUF
|
680,000,000
|
1,516,002
|
Hungary Government 2.75% 12/22/2026
|
HUF
|
969,000,000
|
2,803,880
|
Hungary Government 3.25% 10/22/2031
|
HUF
|
110,000,000
|
279,215
|
Hungary Government 4.75% 11/24/2032
|
HUF
|
425,000,000
|
1,141,234
|
Hungary Government 6.75% 10/22/2028
|
HUF
|
2,053,000,000
|
6,234,644
|
TOTAL HUNGARY
|
12,687,010
|
||
INDIA - 7.2%
|
|||
Republic of India 6.54% 1/17/2032
|
INR
|
264,000,000
|
2,978,367
|
Republic of India 6.67% 12/17/2050
|
INR
|
475,000,000
|
5,031,811
|
Republic of India 6.79% 10/7/2034
|
INR
|
440,000,000
|
5,004,870
|
Republic of India 7.1% 4/18/2029
|
INR
|
85,000,000
|
987,129
|
Republic of India 7.1% 4/8/2034
|
INR
|
175,000,000
|
2,027,052
|
Republic of India 7.17% 4/17/2030
|
INR
|
94,500,000
|
1,097,870
|
Republic of India 7.18% 7/24/2037
|
INR
|
471,500,000
|
5,445,985
|
Republic of India 7.18% 8/14/2033
|
INR
|
190,000,000
|
2,207,994
|
Republic of India 7.3% 6/19/2053
|
INR
|
535,500,000
|
6,093,206
|
Republic of India 7.32% 11/13/2030
|
INR
|
136,500,000
|
1,604,807
|
Republic of India 7.38% 6/20/2027
|
INR
|
90,000,000
|
1,038,961
|
TOTAL INDIA
|
33,518,052
|
||
INDONESIA - 8.6%
|
|||
Indonesia Government 6.375% 4/15/2032
|
IDR
|
55,500,000,000
|
3,409,778
|
Indonesia Government 6.5% 2/15/2031
|
IDR
|
65,000,000,000
|
4,052,505
|
Indonesia Government 6.5% 7/15/2030
|
IDR
|
46,750,000,000
|
2,912,208
|
Indonesia Government 6.625% 2/15/2034
|
IDR
|
89,000,000,000
|
5,417,643
|
Indonesia Government 6.75% 7/15/2035
|
IDR
|
17,000,000,000
|
1,045,571
|
Indonesia Government 6.875% 4/15/2029
|
IDR
|
24,500,000,000
|
1,542,148
|
Indonesia Government 7% 2/15/2033
|
IDR
|
29,000,000,000
|
1,822,938
|
Indonesia Government 7% 9/15/2030
|
IDR
|
16,250,000,000
|
1,033,289
|
Indonesia Government 7.125% 6/15/2038
|
IDR
|
15,500,000,000
|
961,716
|
Indonesia Government 7.125% 6/15/2042
|
IDR
|
24,750,000,000
|
1,527,470
|
Indonesia Government 7.125% 6/15/2043
|
IDR
|
11,000,000,000
|
676,606
|
Indonesia Government 7.5% 4/15/2040
|
IDR
|
58,250,000,000
|
3,697,582
|
Indonesia Government 8.25% 5/15/2029
|
IDR
|
91,500,000,000
|
6,011,243
|
Indonesia Government 8.25% 5/15/2036
|
IDR
|
51,000,000,000
|
3,479,775
|
Indonesia Government 8.375% 3/15/2034
|
IDR
|
34,788,000,000
|
2,354,497
|
TOTAL INDONESIA
|
39,944,969
|
||
KOREA (SOUTH) - 0.2%
|
|||
Korean Republic 3.5% 6/10/2034
|
KRW
|
1,500,000,000
|
1,110,443
|
MALAYSIA - 8.1%
|
|||
Malaysia Government 2.632% 4/15/2031
|
MYR
|
5,000,000
|
1,145,503
|
Malaysia Government 3.336% 5/15/2030
|
MYR
|
4,250,000
|
1,015,198
|
Malaysia Government 3.519% 4/20/2028
|
MYR
|
11,250,000
|
2,698,998
|
Malaysia Government 3.582% 7/15/2032
|
MYR
|
20,500,000
|
4,921,437
|
Malaysia Government 3.757% 5/22/2040
|
MYR
|
250,000
|
59,584
|
Malaysia Government 3.828% 7/5/2034
|
MYR
|
23,300,000
|
5,678,922
|
Malaysia Government 3.885% 8/15/2029
|
MYR
|
13,000,000
|
3,165,130
|
Malaysia Government 4.054% 4/18/2039
|
MYR
|
4,000,000
|
989,474
|
Malaysia Government 4.065% 6/15/2050
|
MYR
|
17,000,000
|
4,117,809
|
Malaysia Government 4.127% 4/15/2032
|
MYR
|
2,000,000
|
495,153
|
Malaysia Government 4.18% 5/16/2044
|
MYR
|
5,000,000
|
1,243,317
|
Malaysia Government 4.457% 3/31/2053
|
MYR
|
4,500,000
|
1,152,133
|
Malaysia Government 4.504% 4/30/2029
|
MYR
|
9,750,000
|
2,418,398
|
Malaysia Government 4.642% 11/7/2033
|
MYR
|
4,250,000
|
1,092,160
|
Malaysia Government 4.696% 10/15/2042
|
MYR
|
12,700,000
|
3,351,762
|
Malaysia Government 4.736% 3/15/2046
|
MYR
|
4,500,000
|
1,196,609
|
Malaysia Government 4.762% 4/7/2037
|
MYR
|
8,750,000
|
2,301,675
|
Malaysia Government 4.893% 6/8/2038
|
MYR
|
2,000,000
|
535,131
|
TOTAL MALAYSIA
|
37,578,393
|
||
MEXICO - 8.7%
|
|||
United Mexican States 10% 11/20/2036
|
MXN
|
10,000,000
|
590,456
|
United Mexican States 7.5% 5/26/2033
|
MXN
|
113,000,000
|
5,814,608
|
United Mexican States 7.5% 6/3/2027
|
MXN
|
17,250,000
|
941,631
|
United Mexican States 7.75% 11/13/2042
|
MXN
|
151,250,000
|
7,164,524
|
United Mexican States 7.75% 11/23/2034
|
MXN
|
100,500,000
|
5,179,233
|
United Mexican States 8% 7/31/2053
|
MXN
|
92,000,000
|
4,352,185
|
United Mexican States 8.5% 11/18/2038
|
MXN
|
26,000,000
|
1,361,715
|
United Mexican States 8.5% 2/28/2030
|
MXN
|
18,000,000
|
992,592
|
United Mexican States 8.5% 5/31/2029
|
MXN
|
249,750,000
|
13,816,269
|
TOTAL MEXICO
|
40,213,213
|
||
PERU - 2.2%
|
|||
Peruvian Republic 5.35% 8/12/2040
|
PEN
|
2,250,000
|
573,289
|
Peruvian Republic 5.4% 8/12/2034
|
PEN
|
1,850,000
|
515,476
|
Peruvian Republic 6.15% 8/12/2032
|
PEN
|
3,750,000
|
1,143,604
|
Peruvian Republic 6.85% 8/12/2035 (c)(d)
|
PEN
|
4,750,000
|
1,445,191
|
Peruvian Republic 6.9% 8/12/2037
|
PEN
|
4,250,000
|
1,279,492
|
Peruvian Republic 6.95% 8/12/2031
|
PEN
|
11,500,000
|
3,666,274
|
Peruvian Republic 7.3% 8/12/2033 (c)(d)
|
PEN
|
1,750,000
|
561,377
|
Peruvian Republic 7.6% 8/12/2039 (c)(d)
|
PEN
|
3,250,000
|
1,023,078
|
TOTAL PERU
|
10,207,781
|
||
POLAND - 4.8%
|
|||
Republic of Poland 1.25% 10/25/2030
|
PLN
|
11,700,000
|
2,706,389
|
Republic of Poland 1.75% 4/25/2032
|
PLN
|
9,750,000
|
2,195,531
|
Republic of Poland 2.75% 10/25/2029
|
PLN
|
15,750,000
|
4,033,342
|
Republic of Poland 4.75% 7/25/2029
|
PLN
|
8,750,000
|
2,414,751
|
Republic of Poland 5% 1/25/2030
|
PLN
|
7,900,000
|
2,193,064
|
Republic of Poland 5% 10/25/2034
|
PLN
|
10,500,000
|
2,812,682
|
Republic of Poland 5% 10/25/2035
|
PLN
|
2,500,000
|
662,251
|
Republic of Poland 6% 10/25/2033
|
PLN
|
11,500,000
|
3,315,609
|
Republic of Poland 7.5% 7/25/2028
|
PLN
|
6,000,000
|
1,783,067
|
TOTAL POLAND
|
22,116,686
|
||
ROMANIA - 3.8%
|
|||
Romanian Republic 3.25% 6/24/2026
|
RON
|
16,500,000
|
3,717,624
|
Romanian Republic 3.65% 9/24/2031
|
RON
|
4,500,000
|
857,864
|
Romanian Republic 4.25% 4/28/2036
|
RON
|
2,500,000
|
449,708
|
Romanian Republic 4.75% 10/11/2034
|
RON
|
2,750,000
|
530,491
|
Romanian Republic 5% 2/12/2029
|
RON
|
29,950,000
|
6,436,754
|
Romanian Republic 5.8% 7/26/2027
|
RON
|
5,750,000
|
1,297,182
|
Romanian Republic 6.7% 2/25/2032
|
RON
|
3,750,000
|
835,525
|
Romanian Republic 6.85% 7/29/2030
|
RON
|
5,000,000
|
1,131,118
|
Romanian Republic 7.2% 10/30/2033
|
RON
|
10,500,000
|
2,411,480
|
TOTAL ROMANIA
|
17,667,746
|
||
SOUTH AFRICA - 6.7%
|
|||
South African Republic 11.625% 3/31/2053
|
ZAR
|
17,000,000
|
1,114,251
|
South African Republic 6.25% 3/31/2036
|
ZAR
|
49,500,000
|
2,271,443
|
South African Republic 6.5% 2/28/2041
|
ZAR
|
30,000,000
|
1,257,894
|
South African Republic 7% 2/28/2031
|
ZAR
|
43,750,000
|
2,402,642
|
South African Republic 8% 1/31/2030
|
ZAR
|
86,750,000
|
5,040,105
|
South African Republic 8.25% 3/31/2032
|
ZAR
|
17,750,000
|
1,014,240
|
South African Republic 8.5% 1/31/2037
|
ZAR
|
80,000,000
|
4,264,241
|
South African Republic 8.75% 2/28/2048
|
ZAR
|
128,750,000
|
6,442,606
|
South African Republic 8.875% 2/28/2035
|
ZAR
|
126,750,000
|
7,210,444
|
TOTAL SOUTH AFRICA
|
31,017,866
|
||
THAILAND - 4.3%
|
|||
Kingdom of Thailand 1.585% 12/17/2035
|
THB
|
127,750,000
|
3,987,340
|
Kingdom of Thailand 1.6% 6/17/2035
|
THB
|
175,750,000
|
5,496,758
|
Kingdom of Thailand 2% 6/17/2042
|
THB
|
66,000,000
|
2,071,489
|
Kingdom of Thailand 2.875% 6/17/2046
|
THB
|
44,400,000
|
1,544,660
|
Kingdom of Thailand 3.3% 6/17/2038
|
THB
|
15,750,000
|
577,827
|
Kingdom of Thailand 3.39% 6/17/2037
|
THB
|
72,500,000
|
2,677,104
|
Kingdom of Thailand 3.45% 6/17/2043
|
THB
|
91,000,000
|
3,453,421
|
TOTAL THAILAND
|
19,808,599
|
||
TURKEY - 2.8%
|
|||
Turkish Republic 10.5% 8/11/2027
|
TRY
|
27,500,000
|
446,830
|
Turkish Republic 12.6% 10/1/2025
|
TRY
|
160,250,000
|
3,854,271
|
Turkish Republic 17.3% 7/19/2028
|
TRY
|
35,500,000
|
606,701
|
Turkish Republic 17.8% 7/13/2033
|
TRY
|
23,500,000
|
375,654
|
Turkish Republic 26.2% 10/5/2033
|
TRY
|
61,500,000
|
1,363,984
|
Turkish Republic 30% 9/12/2029
|
TRY
|
55,250,000
|
1,224,537
|
Turkish Republic 31.08% 11/8/2028
|
TRY
|
77,500,000
|
1,753,209
|
Turkish Republic 36% 8/12/2026
|
TRY
|
104,250,000
|
2,476,039
|
Turkish Republic 37.84% 7/14/2027
|
TRY
|
42,500,000
|
1,039,060
|
TOTAL TURKEY
|
13,140,285
|
||
URUGUAY - 0.7%
|
|||
Uruguay Republic 8.25% 5/21/2031
|
UYU
|
31,500,000
|
796,488
|
Uruguay Republic 8.5% 3/15/2028 (c)
|
UYU
|
60,025,000
|
1,526,411
|
Uruguay Republic 9.75% 7/20/2033
|
UYU
|
34,298,120
|
941,277
|
TOTAL URUGUAY
|
3,264,176
|
||
UZBEKISTAN - 0.2%
|
|||
Republic of Uzbekistan 15.5% 2/25/2028 (c)
|
UZS
|
13,410,000,000
|
1,157,746
|
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $378,785,700)
|
391,551,546
|
||
Non-Convertible Corporate Bonds - 2.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
MULTI-NATIONAL - 2.4%
|
|||
Financials - 2.4%
|
|||
Banks - 1.8%
|
|||
Corp Andina de Fomento 7.65% 3/5/2031 (c)
|
INR
|
234,500,000
|
2,666,493
|
European Bank for Reconstruction & Development 6.25% 4/11/2028
|
INR
|
75,000,000
|
836,175
|
Inter-American Development Bank 5.1% 11/17/2026
|
IDR
|
15,000,000,000
|
896,357
|
Inter-American Development Bank 7% 1/25/2029
|
INR
|
170,000,000
|
1,929,679
|
Inter-American Development Bank 7.35% 10/6/2030
|
INR
|
170,000,000
|
1,959,222
|
8,287,926
|
|||
Financial Services - 0.6%
|
|||
International Bank for Reconstruction & Development 10% 9/16/2026
|
KZT
|
550,000,000
|
942,921
|
International Bank for Reconstruction & Development 7.05% 7/22/2029
|
INR
|
172,000,000
|
1,955,203
|
2,898,124
|
|||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $11,888,617)
|
11,186,050
|
||
U.S. Treasury Obligations - 0.5%
|
||||
Yield (%) (f)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 11/13/2025 (g)
(Cost $2,189,192)
|
4.20
|
2,200,000
|
2,189,443
|
|
Money Market Funds - 9.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (h)
(Cost $45,642,668)
|
4.21
|
45,633,541
|
45,642,668
|
|
|
TOTAL INVESTMENT IN SECURITIES - 96.9%
(Cost $438,506,177)
|
450,569,707
|
NET OTHER ASSETS (LIABILITIES) - 3.1% (e)
|
14,629,887
|
NET ASSETS - 100.0%
|
465,199,594
|
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
BRL
|
4,710,000
|
USD
|
852,455
|
BNP Paribas SA
|
11/13/2025
|
23,327
|
BRL
|
10,693,000
|
USD
|
1,986,070
|
Bank of America NA
|
11/13/2025
|
2,195
|
BRL
|
7,815,000
|
USD
|
1,448,161
|
Bank of America NA
|
11/13/2025
|
4,967
|
BRL
|
4,896,000
|
USD
|
872,914
|
Bank of America NA
|
11/13/2025
|
37,452
|
BRL
|
6,218,000
|
USD
|
1,124,209
|
Bank of America NA
|
11/13/2025
|
31,971
|
CLP
|
1,193,983,000
|
USD
|
1,220,268
|
BNP Paribas SA
|
11/13/2025
|
21,752
|
CLP
|
1,733,220,000
|
USD
|
1,810,624
|
Goldman Sachs Bank USA
|
11/13/2025
|
(7,673)
|
CNY
|
8,393,000
|
USD
|
1,186,985
|
Citibank NA
|
11/13/2025
|
(4,948)
|
CNY
|
127,565,000
|
USD
|
17,964,371
|
Goldman Sachs Bank USA
|
11/13/2025
|
1,384
|
CNY
|
5,577,000
|
USD
|
788,659
|
Goldman Sachs Bank USA
|
11/13/2025
|
(3,216)
|
CNY
|
13,535,000
|
USD
|
1,910,320
|
State Street Bank & Trust Co
|
11/13/2025
|
(4,104)
|
COP
|
8,859,600,000
|
USD
|
2,266,462
|
Goldman Sachs Bank USA
|
11/13/2025
|
(19,411)
|
COP
|
5,490,900,000
|
USD
|
1,347,956
|
Goldman Sachs Bank USA
|
11/13/2025
|
44,695
|
CZK
|
48,039,000
|
USD
|
2,321,244
|
Bank of America NA
|
11/13/2025
|
(2,169)
|
CZK
|
41,965,000
|
USD
|
1,993,028
|
Bank of America NA
|
11/13/2025
|
32,826
|
CZK
|
74,903,000
|
USD
|
3,611,633
|
HSBC Bank USA NA
|
11/13/2025
|
4,297
|
EUR
|
986,000
|
USD
|
1,162,211
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(1,605)
|
HUF
|
941,582,000
|
USD
|
2,804,667
|
Bank of America NA
|
11/13/2025
|
22,200
|
HUF
|
406,364,000
|
USD
|
1,226,421
|
Bank of America NA
|
11/13/2025
|
(6,414)
|
IDR
|
30,598,300,000
|
USD
|
1,831,685
|
Bank of America NA
|
11/13/2025
|
3,723
|
IDR
|
22,590,500,000
|
USD
|
1,347,882
|
Bank of America NA
|
11/13/2025
|
7,187
|
IDR
|
90,006,500,000
|
USD
|
5,392,840
|
Bank of America NA
|
11/13/2025
|
6,110
|
INR
|
93,096,000
|
USD
|
1,051,932
|
BNP Paribas SA
|
11/13/2025
|
(6,555)
|
INR
|
89,518,000
|
USD
|
1,018,871
|
Citibank NA
|
11/13/2025
|
(13,671)
|
INR
|
132,380,000
|
USD
|
1,507,745
|
Citibank NA
|
11/13/2025
|
(21,247)
|
INR
|
194,520,000
|
USD
|
2,218,016
|
Goldman Sachs Bank USA
|
11/13/2025
|
(33,746)
|
INR
|
170,011,000
|
USD
|
1,949,891
|
Royal Bank of Canada
|
11/13/2025
|
(40,833)
|
INR
|
108,940,000
|
USD
|
1,241,411
|
State Street Bank & Trust Co
|
11/13/2025
|
(18,121)
|
KRW
|
1,649,700,000
|
USD
|
1,180,930
|
Goldman Sachs Bank USA
|
11/13/2025
|
(3,834)
|
KRW
|
3,129,700,000
|
USD
|
2,280,790
|
Royal Bank of Canada
|
11/13/2025
|
(47,683)
|
KRW
|
3,229,300,000
|
USD
|
2,293,700
|
State Street Bank & Trust Co
|
11/13/2025
|
10,474
|
KZT
|
705,061,000
|
USD
|
1,274,283
|
Citibank NA
|
11/13/2025
|
(7,203)
|
MXN
|
24,395,000
|
USD
|
1,287,712
|
BNP Paribas SA
|
11/13/2025
|
38,193
|
MXN
|
36,635,000
|
USD
|
1,988,656
|
Goldman Sachs Bank USA
|
11/13/2025
|
2,511
|
MXN
|
45,069,000
|
USD
|
2,444,479
|
Goldman Sachs Bank USA
|
11/13/2025
|
5,088
|
MXN
|
128,748,000
|
USD
|
6,813,296
|
JPMorgan Chase Bank NA
|
11/13/2025
|
184,351
|
MXN
|
45,810,000
|
USD
|
2,473,062
|
State Street Bank & Trust Co
|
11/13/2025
|
16,781
|
MYR
|
4,935,000
|
USD
|
1,174,301
|
Goldman Sachs Bank USA
|
11/13/2025
|
299
|
MYR
|
14,554,000
|
USD
|
3,477,243
|
Goldman Sachs Bank USA
|
11/13/2025
|
(13,183)
|
MYR
|
10,391,000
|
USD
|
2,467,585
|
State Street Bank & Trust Co
|
11/13/2025
|
5,621
|
MYR
|
6,844,000
|
USD
|
1,628,090
|
State Street Bank & Trust Co
|
11/13/2025
|
880
|
PEN
|
4,667,000
|
USD
|
1,312,098
|
BNP Paribas SA
|
11/13/2025
|
30,565
|
PEN
|
1,066,000
|
USD
|
307,550
|
Goldman Sachs Bank USA
|
11/13/2025
|
(870)
|
PLN
|
9,138,000
|
USD
|
2,491,396
|
BNP Paribas SA
|
11/13/2025
|
21,187
|
PLN
|
3,710,000
|
USD
|
1,002,440
|
Bank of America NA
|
11/13/2025
|
17,661
|
PLN
|
6,198,000
|
USD
|
1,657,300
|
Bank of America NA
|
11/13/2025
|
46,901
|
PLN
|
1,796,000
|
USD
|
490,800
|
Canadian Imperial Bank of Commerce
|
11/13/2025
|
3,027
|
PLN
|
26,603,000
|
USD
|
7,355,844
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(41,088)
|
RON
|
5,179,000
|
USD
|
1,182,525
|
Bank of America NA
|
11/13/2025
|
10,763
|
RON
|
6,016,000
|
USD
|
1,379,570
|
Goldman Sachs Bank USA
|
11/13/2025
|
6,571
|
RON
|
4,882,000
|
USD
|
1,122,499
|
Goldman Sachs Bank USA
|
11/13/2025
|
2,358
|
THB
|
54,791,000
|
USD
|
1,704,085
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(9,496)
|
THB
|
38,108,000
|
USD
|
1,185,239
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(6,626)
|
THB
|
49,165,000
|
USD
|
1,550,873
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(30,286)
|
THB
|
450,839,000
|
USD
|
14,006,662
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(63,006)
|
USD
|
1,190,797
|
BRL
|
6,326,935
|
CITI BRAZIL
|
10/1/2025
|
2,026
|
USD
|
1,331,124
|
BRL
|
7,181,000
|
Citibank NA
|
11/13/2025
|
(4,117)
|
USD
|
4,658,017
|
BRL
|
26,710,000
|
Citibank NA
|
11/13/2025
|
(308,463)
|
USD
|
1,297,003
|
CLP
|
1,250,000,000
|
BNP Paribas SA
|
11/13/2025
|
(3,287)
|
USD
|
2,423,923
|
CLP
|
2,369,870,000
|
BNP Paribas SA
|
11/13/2025
|
(41,291)
|
USD
|
936,494
|
CLP
|
909,495,000
|
Citibank NA
|
11/13/2025
|
(9,592)
|
USD
|
1,134,866
|
CLP
|
1,093,103,000
|
Citibank NA
|
11/13/2025
|
(2,215)
|
USD
|
1,791,003
|
CNY
|
12,700,000
|
Royal Bank of Canada
|
11/13/2025
|
2,384
|
USD
|
2,109,610
|
COP
|
8,320,300,000
|
BNP Paribas SA
|
11/13/2025
|
(660)
|
USD
|
1,592,788
|
COP
|
6,708,300,000
|
BNP Paribas SA
|
11/13/2025
|
(108,632)
|
USD
|
1,137,447
|
COP
|
4,655,000,000
|
Citibank NA
|
11/13/2025
|
(43,196)
|
USD
|
2,169,329
|
COP
|
8,827,000,000
|
Citibank NA
|
11/13/2025
|
(69,454)
|
USD
|
805,447
|
CZK
|
16,945,000
|
Bank of America NA
|
11/13/2025
|
(12,570)
|
USD
|
1,185,080
|
CZK
|
25,020,000
|
Royal Bank of Canada
|
11/13/2025
|
(22,757)
|
USD
|
1,242,093
|
CZK
|
26,054,000
|
Royal Bank of Canada
|
11/13/2025
|
(15,659)
|
USD
|
1,038,467
|
CZK
|
21,910,000
|
State Street Bank & Trust Co
|
11/13/2025
|
(19,234)
|
USD
|
1,175,402
|
EUR
|
995,000
|
BNP Paribas SA
|
11/13/2025
|
4,203
|
USD
|
1,156,482
|
EUR
|
986,000
|
State Street Bank & Trust Co
|
11/13/2025
|
(4,123)
|
USD
|
1,736,168
|
HUF
|
596,168,000
|
Bank of America NA
|
11/13/2025
|
(53,679)
|
USD
|
1,096,813
|
HUF
|
376,783,000
|
Canadian Imperial Bank of Commerce
|
11/13/2025
|
(34,385)
|
USD
|
1,497,821
|
HUF
|
509,859,000
|
State Street Bank & Trust Co
|
11/13/2025
|
(32,904)
|
USD
|
1,745,568
|
IDR
|
28,714,600,000
|
Royal Bank of Canada
|
11/13/2025
|
23,152
|
USD
|
838,869
|
IDR
|
13,881,600,000
|
State Street Bank & Trust Co
|
11/13/2025
|
6,195
|
USD
|
1,116,751
|
INR
|
99,335,000
|
Bank of America NA
|
11/13/2025
|
1,316
|
USD
|
2,033,912
|
INR
|
180,467,000
|
Citibank NA
|
11/13/2025
|
7,444
|
USD
|
1,079,885
|
INR
|
96,126,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
484
|
USD
|
3,567,058
|
INR
|
315,756,000
|
State Street Bank & Trust Co
|
11/13/2025
|
21,427
|
USD
|
1,154,257
|
KRW
|
1,589,700,000
|
Bank of America NA
|
11/13/2025
|
19,972
|
USD
|
1,170,844
|
KRW
|
1,620,800,000
|
Citibank NA
|
11/13/2025
|
14,370
|
USD
|
1,146,223
|
KRW
|
1,576,400,000
|
Citibank NA
|
11/13/2025
|
21,428
|
USD
|
1,159,685
|
KRW
|
1,598,800,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
18,908
|
USD
|
1,171,697
|
KRW
|
1,622,800,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
13,795
|
USD
|
1,136,799
|
KRW
|
1,578,900,000
|
Royal Bank of Canada
|
11/13/2025
|
10,221
|
USD
|
2,346,836
|
MXN
|
43,038,886
|
Goldman Sachs Bank USA
|
10/2/2025
|
(3,282)
|
USD
|
1,208,658
|
MXN
|
22,695,000
|
Bank of America NA
|
11/13/2025
|
(24,849)
|
USD
|
811,501
|
MXN
|
15,447,000
|
Bank of America NA
|
11/13/2025
|
(28,067)
|
USD
|
2,179,709
|
MXN
|
41,103,000
|
HSBC Bank USA NA
|
11/13/2025
|
(54,301)
|
USD
|
1,515,065
|
MXN
|
28,956,000
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(58,737)
|
USD
|
1,546,505
|
MXN
|
28,867,000
|
JPMorgan Chase Bank NA
|
11/13/2025
|
(22,460)
|
USD
|
888,228
|
MYR
|
3,735,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
(755)
|
USD
|
999,525
|
MYR
|
4,207,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
(1,801)
|
USD
|
1,617,202
|
MYR
|
6,844,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
(11,767)
|
USD
|
1,630,082
|
PEN
|
5,733,000
|
BNP Paribas SA
|
11/13/2025
|
(19,261)
|
USD
|
727,974
|
PLN
|
2,618,000
|
Bank of America NA
|
11/13/2025
|
8,129
|
USD
|
1,107,942
|
PLN
|
4,071,000
|
Bank of America NA
|
11/13/2025
|
(11,420)
|
USD
|
1,130,187
|
PLN
|
4,093,000
|
JPMorgan Chase Bank NA
|
11/13/2025
|
4,777
|
USD
|
649,987
|
RON
|
2,817,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
925
|
USD
|
667,906
|
RON
|
2,925,000
|
Goldman Sachs Bank USA
|
11/13/2025
|
(6,041)
|
USD
|
579,506
|
THB
|
18,447,000
|
JPMorgan Chase Bank NA
|
11/13/2025
|
8,973
|
USD
|
784,905
|
ZAR
|
13,830,000
|
Bank of America NA
|
11/13/2025
|
(13,471)
|
USD
|
1,375,496
|
ZAR
|
24,018,000
|
Bank of America NA
|
11/13/2025
|
(11,013)
|
ZAR
|
61,256,000
|
USD
|
3,403,955
|
BNP Paribas SA
|
11/13/2025
|
132,225
|
ZAR
|
18,580,000
|
USD
|
1,051,625
|
Royal Bank of Canada
|
11/13/2025
|
20,959
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
(469,801)
|
|||||
Unrealized Appreciation
|
990,630
|
|||||
Unrealized Depreciation
|
(1,460,431)
|
|||||
Interest Rate Swaps
|
||||||||||
Payment Received
|
Payment
Frequency
|
Payment Paid
|
Payment
Frequency
|
Clearinghouse /
Counterparty(1)
|
Maturity
Date
|
Notional
Amount(4)
|
Value ($)
|
Upfront
Premium
Received/
(Paid) ($)(2)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
7.49%
|
Quarterly
|
3M JIBAR(3)
|
Quarterly
|
CME
|
6/13/2030
|
ZAR
|
1,000,000
|
1,207
|
0
|
1,207
|
BRL
|
-
|
Brazilian Real
|
CLP
|
-
|
Chilean Peso
|
CNY
|
-
|
Chinese (Peoples Rep) Yuan
|
COP
|
-
|
Colombian Peso
|
CZK
|
-
|
Czech Koruna
|
DOP
|
-
|
Dominican Republic Peso
|
EGP
|
-
|
Egyptian Pound
|
EUR
|
-
|
European Monetary Unit (Euro)
|
HUF
|
-
|
Hungarian Forint
|
IDR
|
-
|
Indonesian Rupiah
|
INR
|
-
|
Indian Rupee
|
KRW
|
-
|
Korean Won
|
KZT
|
-
|
Kazakhstan Tenge
|
MXN
|
-
|
Mexican Peso
|
MYR
|
-
|
Malaysian Ringgit
|
PEN
|
-
|
Peruvian New Sol
|
PLN
|
-
|
Polish Zloty
|
RON
|
-
|
Romanian Leu
|
THB
|
-
|
Thai Baht
|
TRY
|
-
|
New Turkish Lira
|
USD
|
-
|
United States Dollar
|
UYU
|
-
|
Uruguay Peso
|
UZS
|
-
|
Uzbekistan Sum
|
ZAR
|
-
|
South African Rand
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Zero coupon bond which is issued at a discount.
|
(c)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $20,908,143 or 4.5% of net assets.
|
(d)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $6,601,884 or 1.4% of net assets.
|
(e)
|
Includes $2,044 of cash collateral segregated to cover margin requirements for centrally cleared swaps.
|
(f)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(g)
|
Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $756,353.
|
(h)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
39,243,522
|
149,918,074
|
143,518,970
|
757,896
|
42
|
-
|
45,642,668
|
45,633,541
|
0.1%
|
Total
|
39,243,522
|
149,918,074
|
143,518,970
|
757,896
|
42
|
-
|
45,642,668
|
||