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B4TYDEB6GKMZO031MB27 FX Forward: USD/ZAR settle 2022-10-20 N/A 1.00000000 NC N/A 14920.14000000 0.018732395431 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3774000.00000000 ZAR 223116.37000000 USD 2022-10-20 14920.14000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 FX Forward: HUF/USD settle 2022-10-20 N/A 1.00000000 NC N/A -11130.78000000 -0.01397481340 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 214376.61000000 USD 88160000.00000000 HUF 2022-10-20 -11130.78000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 INDONESIA REPUBLIC OF 8.125% 05/15/2024 N/A 2500000000.00000000 PA 168609.42000000 0.211690931110 Long DBT NUSS ID N 2 2024-05-15 Fixed 0.08125000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 FX Forward: USD/HUF settle 2022-10-20 N/A 1.00000000 NC N/A 19142.29000000 0.024033349937 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 83366000.00000000 HUF 211335.93000000 USD 2022-10-20 19142.29000000 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 FX Forward: CZK/USD settle 2022-10-20 N/A 1.00000000 NC N/A -1158.89000000 -0.00145499879 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 48810.44000000 USD 1198000.00000000 CZK 2022-10-20 -1158.89000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 FX Forward: USD/THB settle 2022-10-20 N/A 1.00000000 NC N/A 14041.33000000 0.017629040072 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 7154000.00000000 THB 203391.70000000 USD 2022-10-20 14041.33000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: USD/MYR settle 2022-10-20 N/A 1.00000000 NC N/A 22674.92000000 0.028468604705 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2701000.00000000 MYR 605388.20000000 USD 2022-10-20 22674.92000000 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 N/A 250000.00000000 PA 10714.33000000 0.013451955969 Long DBT NUSS MX N 2 2034-11-23 Fixed 0.07750000 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 310175.67000000 0.389428872895 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 25000000.00000000 PA 723463.09000000 0.908315651321 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 12750000000.00000000 PA 829346.58000000 1.041253506082 Long DBT NUSS ID N 2 2025-06-15 Fixed 0.06500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 CHILE REPUBLIC OF 6% 01/01/2043 N/A 225000000.00000000 PA 211869.99000000 0.266005039679 Long DBT NUSS CL N 2 2043-01-01 Fixed 0.06000000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 FX Forward: SGD/USD settle 2022-10-20 N/A 1.00000000 NC N/A -11488.39000000 -0.01442379658 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 421645.82000000 USD 589000.00000000 SGD 2022-10-20 -11488.39000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 INDONESIA REPUBLIC OF 8.375% 04/15/2039 N/A 3250000000.00000000 PA 226769.00000000 0.284710906170 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 198000000.00000000 PA 390764.76000000 0.490609337779 Long DBT NUSS HU N 2 2028-10-22 Fixed 0.06750000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 FX Forward: COP/USD settle 2022-10-20 N/A 1.00000000 NC N/A -9111.49000000 -0.01143957319 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 208591.45000000 USD 922600000.00000000 COP 2022-10-20 -9111.49000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 TURKEY REPUBLIC OF 11.7% 11/13/2030 N/A 2750000.00000000 PA 164341.15000000 0.206332072450 Long DBT NUSS TR N 2 2030-11-13 Fixed 0.11700000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 FX Forward: USD/BRL settle 2022-10-20 N/A 1.00000000 NC N/A 10221.47000000 0.012833164965 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1720000.00000000 BRL 327806.37000000 USD 2022-10-20 10221.47000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: USD/RON settle 2022-10-20 N/A 1.00000000 NC N/A 5852.30000000 0.007347625275 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1058000.00000000 RON 214901.66000000 USD 2022-10-20 5852.30000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 ROMANIA REPUBLIC OF 4.75% 10/11/2034 N/A 750000.00000000 PA 104490.76000000 0.131189267342 Long DBT NUSS RO N 2 2034-10-11 Fixed 0.04750000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: MXN/USD settle 2022-10-20 N/A 1.00000000 NC N/A 9415.79000000 0.011821625103 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 423435.45000000 USD 8744000.00000000 MXN 2022-10-20 9415.79000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 FX Forward: USD/COP settle 2022-10-20 N/A 1.00000000 NC N/A 10721.51000000 0.013460970536 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 930400000.00000000 COP 211887.95000000 USD 2022-10-20 10721.51000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: PLN/USD settle 2022-10-20 N/A 1.00000000 NC N/A -35911.93000000 -0.04508781241 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 443535.77000000 USD 2026000.00000000 PLN 2022-10-20 -35911.93000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 FX Forward: CLP/USD settle 2022-10-20 N/A 1.00000000 NC N/A -5969.02000000 -0.00749416848 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 201777.54000000 USD 190024000.00000000 CLP 2022-10-20 -5969.02000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 FX Forward: USD/CZK settle 2022-10-20 N/A 1.00000000 NC N/A 7096.55000000 0.008909794465 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5068000.00000000 CZK 208680.92000000 USD 2022-10-20 7096.55000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 SOUTH AFRICA REPUBLIC OF 7% 02/28/2031 N/A 4500000.00000000 PA 192371.69000000 0.241524715377 Long DBT NUSS ZA N 2 2031-02-28 Fixed 0.07000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: EGP/USD settle 2022-10-20 N/A 1.00000000 NC N/A 5005.28000000 0.006284182601 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 203926.32000000 USD 4207000.00000000 EGP 2022-10-20 5005.28000000 N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 CHINA PEOPLES REPUBLIC OF 3.28% 12/03/2027 N/A 20000000.00000000 PA 2910350.76000000 3.653976523035 Long DBT NUSS CN N 2 2027-12-03 Fixed 0.03280000 N N N N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 THAILAND KINGDOM OF 1.6% 12/17/2029 N/A 24250000.00000000 PA 586024.62000000 0.735760181498 Long DBT NUSS TH N 2 2029-12-17 Fixed 0.01600000 N N N N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 FX Forward: HUF/USD settle 2022-10-20 N/A 1.00000000 NC N/A -6411.32000000 -0.00804948086 N/A DFE CORP US N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 95677.18000000 USD 38720000.00000000 HUF 2022-10-20 -6411.32000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: ZAR/USD settle 2022-10-20 N/A 1.00000000 NC N/A -46023.18000000 -0.05778259498 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 451713.44000000 USD 7354000.00000000 ZAR 2022-10-20 -46023.18000000 N N N ASIAN INFRASTRUCTURE INVESTMENT BANK 25490065OSV2524LCR32 ASIAN INFRASTRUCTURE INVESTMENT BANK 2.375% 02/10/2025 REGS N/A 19400000.00000000 PA 303095.31000000 0.380539405147 Long DBT CORP CN N 2 2025-02-10 Fixed 0.02375000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 MEXICO UNITED MEXICAN STATES 8% 12/07/2023 N/A 44750000.00000000 PA 2156896.89000000 2.708007126490 Long DBT NUSS MX N 2 2023-12-07 Fixed 0.08000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 FX Forward: BRL/USD settle 2022-10-20 N/A 1.00000000 NC N/A -1406.50000000 -0.00176587580 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 191034.23000000 USD 1027000.00000000 BRL 2022-10-20 -1406.50000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 FX Forward: USD/INR settle 2022-10-20 N/A 1.00000000 NC N/A 7766.55000000 0.009750986635 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 33808000.00000000 INR 421782.80000000 USD 2022-10-20 7766.55000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048 N/A 29500000.00000000 PA 1231047.06000000 1.545592757345 Long DBT NUSS ZA N 2 2048-02-28 Fixed 0.08750000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 FX Forward: RON/USD settle 2022-10-20 N/A 1.00000000 NC N/A -10677.57000000 -0.01340580339 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 241856.92000000 USD 1170000.00000000 RON 2022-10-20 -10677.57000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 PERU REPUBLIC OF 6.35% 08/12/2028 N/A 2825000.00000000 PA 646380.17000000 0.811537220391 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: ZAR/USD settle 2022-10-20 N/A 1.00000000 NC N/A -19432.32000000 -0.02439748570 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 220512.14000000 USD 3645000.00000000 ZAR 2022-10-20 -19432.32000000 N N N THAILAND KINGDOM OF 254900PHJ6MSKT6C7026 THAILAND KINGDOM OF 1.585% 12/17/2035 N/A 19000000.00000000 PA 396841.95000000 0.498239314856 Long DBT NUSS TH N 2 2035-12-17 Fixed 0.01585000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 FX Forward: USD/PLN settle 2022-10-20 N/A 1.00000000 NC N/A 8281.96000000 0.010398089405 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 990000.00000000 PLN 207466.36000000 USD 2022-10-20 8281.96000000 N N N 2022-10-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer XXXX NPORT-EX 2 QTLY_6286_20220930.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Emerging Markets Debt Local Currency Central Fund
September 30, 2022
MDL-NPRT3-1122
1.9899757.102
Foreign Government and Government Agency Obligations - 78.9%
 
  
Principal
Amount (a)
 
Value ($)
 
Brazil - 8.8%
 
  
  
Brazil Letras Do Tesouro Nacio, yield at date of purchase 5.1772% to 12.3583% 7/1/23 to 1/1/26
BRL
14,100,000
2,340,230
Brazilian Federative Republic:
  
  
  
 10% 1/1/25
BRL
12,000,000
2,151,495
 10% 1/1/27
BRL
4,250,000
744,169
 10% 1/1/29
BRL
5,000,000
853,389
 10% 1/1/31
BRL
5,250,000
878,251
 10% 1/1/33
BRL
150,000
24,685
TOTAL BRAZIL
  
  
6,992,219
Chile - 1.6%
 
  
  
Chilean Republic:
  
  
  
 4.5% 3/1/26
CLP
495,000,000
467,389
 4.7% 9/1/30 (Reg. S) (b)
CLP
200,000,000
180,285
 5% 3/1/35
CLP
455,000,000
399,605
 6% 1/1/43
CLP
225,000,000
211,870
TOTAL CHILE
  
  
1,259,149
China - 9.6%
 
  
  
Peoples Republic of China:
  
  
  
 2.68% 5/21/30
CNY
19,000,000
2,644,287
 2.88% 11/5/23
CNY
11,750,000
1,667,219
 3.28% 12/3/27
CNY
20,000,000
2,910,351
 3.81% 9/14/50
CNY
2,500,000
388,110
TOTAL CHINA
  
  
7,609,967
Colombia - 4.1%
 
  
  
Colombian Republic:
  
  
  
 5.75% 11/3/27
COP
3,350,000,000
545,643
 6% 4/28/28
COP
1,000,000,000
160,852
 7% 6/30/32
COP
5,800,000,000
858,330
 7.25% 10/26/50
COP
1,650,000,000
204,964
 7.5% 8/26/26
COP
3,400,000,000
627,788
 9.25% 5/28/42
COP
2,125,000,000
337,202
 10% 7/24/24
COP
2,700,000,000
568,531
TOTAL COLOMBIA
  
  
3,303,310
Czech Republic - 2.8%
 
  
  
Czech Republic:
  
  
  
 0.95% 5/15/30 (Reg. S)
CZK
15,500,000
449,004
 1.2% 3/13/31
CZK
25,000,000
723,463
 2% 10/13/33
CZK
35,750,000
1,037,444
TOTAL CZECH REPUBLIC
  
  
2,209,911
Dominican Republic - 0.6%
 
  
  
Dominican Republic 8.9% 2/15/23(Reg. S)
DOP
25,500,000
473,160
Egypt - 0.5%
 
  
  
Arab Republic of Egypt:
  
  
  
 14.556% 10/13/27
EGP
7,000,000
318,436
 16.1% 5/7/29
EGP
2,500,000
117,109
TOTAL EGYPT
  
  
435,545
Hungary - 1.5%
 
  
  
Hungarian Republic:
  
  
  
 2.25% 6/22/34
HUF
100,000,000
116,237
 3% 6/26/24
HUF
75,000,000
147,852
 3% 10/27/38
HUF
125,000,000
137,252
 3.25% 10/22/31
HUF
259,500,000
374,076
 6.75% 10/22/28
HUF
198,000,000
390,765
TOTAL HUNGARY
  
  
1,166,182
Indonesia - 9.7%
 
  
  
Indonesian Republic:
  
  
  
 6.375% 4/15/32
IDR
6,500,000,000
397,406
 6.5% 6/15/25
IDR
12,750,000,000
829,347
 7.5% 4/15/40
IDR
12,000,000,000
786,078
 8.125% 5/15/24
IDR
2,500,000,000
168,609
 8.25% 5/15/29
IDR
26,000,000,000
1,784,272
 8.25% 5/15/36
IDR
250,000,000
17,214
 8.375% 9/15/26
IDR
32,400,000,000
2,226,669
 8.375% 3/15/34
IDR
18,800,000,000
1,304,364
 8.375% 4/15/39
IDR
3,250,000,000
226,769
TOTAL INDONESIA
  
  
7,740,728
Kazakhstan - 0.2%
 
  
  
Kazakhstan Republic 10.5% 8/4/26
KZT
90,000,000
173,580
Malaysia - 4.8%
 
  
  
Malaysian Government:
  
  
  
 3.757% 5/22/40
MYR
1,750,000
325,956
 3.828% 7/5/34
MYR
3,650,000
725,466
 3.885% 8/15/29
MYR
3,050,000
637,606
 4.065% 6/15/50
MYR
3,750,000
693,196
 4.696% 10/15/42
MYR
1,750,000
367,036
 4.762% 4/7/37
MYR
5,050,000
1,100,687
TOTAL MALAYSIA
  
  
3,849,947
Mexico - 10.7%
 
  
  
United Mexican States:
  
  
  
 5.75% 3/5/26
MXN
53,750,000
2,341,986
 7.75% 11/23/34
MXN
250,000
10,714
 7.75% 11/13/42
MXN
34,750,000
1,436,234
 8% 12/7/23
MXN
44,750,000
2,156,897
 8% 7/31/53
MXN
4,500,000
187,244
 8.5% 5/31/29
MXN
51,500,000
2,411,751
TOTAL MEXICO
  
  
8,544,826
Peru - 2.2%
 
  
  
Peruvian Republic:
  
  
  
 5.35% 8/12/40
PEN
500,000
85,769
 5.4% 8/12/34(Reg. S)
PEN
3,250,000
609,497
 6.35% 8/12/28
PEN
2,825,000
646,380
 6.95% 8/12/31
PEN
1,750,000
391,868
TOTAL PERU
  
  
1,733,514
Philippines - 0.2%
 
  
  
Philippine Republic 6.25% 1/14/36
PHP
10,000,000
151,459
Poland - 4.3%
 
  
  
Polish Government:
  
  
  
 1.25% 10/25/30
PLN
2,700,000
351,851
 1.75% 4/25/32
PLN
2,750,000
351,970
 2.5% 7/25/26
PLN
6,200,000
1,049,619
 2.5% 7/25/27
PLN
4,000,000
652,037
 2.75% 10/25/29
PLN
6,750,000
1,030,455
TOTAL POLAND
  
  
3,435,932
Romania - 2.6%
 
  
  
Romanian Republic:
  
  
  
 3.65% 9/24/31
RON
3,875,000
532,938
 4% 10/25/23
RON
2,000,000
380,363
 4.25% 6/28/23
RON
3,750,000
723,810
 4.75% 10/11/34
RON
750,000
104,491
 5% 2/12/29
RON
2,150,000
353,240
TOTAL ROMANIA
  
  
2,094,842
South Africa - 8.7%
 
  
  
South African Republic:
  
  
  
 6.5% 2/28/41
ZAR
37,250,000
1,243,768
 7% 2/28/31
ZAR
4,500,000
192,372
 8% 1/31/30
ZAR
64,750,000
3,064,794
 8.75% 2/28/48
ZAR
29,500,000
1,231,047
 8.875% 2/28/35
ZAR
26,500,000
1,197,331
TOTAL SOUTH AFRICA
  
  
6,929,312
Thailand - 4.8%
 
  
  
Kingdom of Thailand:
  
  
  
 1.585% 12/17/35
THB
19,000,000
396,842
 1.6% 12/17/29
THB
24,250,000
586,025
 1.6% 6/17/35
THB
36,250,000
758,531
 2% 12/17/31
THB
16,000,000
389,994
 2% 6/17/42
THB
10,000,000
194,301
 2.875% 6/17/46
THB
9,200,000
193,602
 3.3% 6/17/38
THB
51,750,000
1,272,761
TOTAL THAILAND
  
  
3,792,056
Turkey - 1.0%
 
  
  
Turkish Republic:
  
  
  
 8% 3/12/25
TRY
7,250,000
365,039
 11% 2/24/27
TRY
750,000
41,231
 11.7% 11/13/30
TRY
2,750,000
164,341
 12.4% 3/8/28
TRY
4,000,000
237,203
TOTAL TURKEY
  
  
807,814
Uruguay - 0.2%
 
  
  
Uruguay Republic 8.25% 5/21/31
UYU
6,500,000
128,557
 
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $75,350,671)
  
  
  
62,832,010
 
  
  
  
Supranational Obligations - 1.4%
 
  
Principal
Amount (a)
 
Value ($)
 
Asian Infrastructure Investment Bank 2.375% 2/10/25 (Reg. S)
PHP
19,400,000
303,095
Inter-American Development Bank:
  
  
  
 5.1% 11/17/26
IDR
5,000,000,000
310,176
 5.7% 11/12/24
INR
20,000,000
236,041
International Finance Corp. 5.85% 11/25/22
INR
17,500,000
213,387
 
TOTAL SUPRANATIONAL OBLIGATIONS
 (Cost $1,257,268)
  
  
1,062,699
 
  
  
  
Money Market Funds - 17.0%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 3.10% (c)
 
 (Cost $13,558,363)
 
  
13,555,651
13,558,363
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 97.3%
 (Cost $90,166,302)
 
  
 
77,453,072
NET OTHER ASSETS (LIABILITIES) - 2.7% (d)
2,167,542
NET ASSETS - 100.0%
79,620,614
 
  
 Forward Foreign Currency Contracts
Currency
Purchased
Currency
Sold
Counterparty
Settlement
Date
Unrealized  
Appreciation/
(Depreciation) ($)
 
  
  
  
  
  
  
USD
337,727
BRL
1,819,907
Citibank, N.A.
10/03/22
354
USD
471,071
BRL
2,539,168
Citibank, N.A.
10/03/22
362
USD
281,345
ZAR
5,026,680
Goldman Sachs Bank USA
10/03/22
3,628
BRL
4,394,000
USD
811,060
BNP Paribas S.A.
10/20/22
258
BRL
1,027,000
USD
191,034
Bank of America, N.A.
10/20/22
(1,407)
BRL
1,986,000
USD
378,170
Citibank, N. A.
10/20/22
(11,471)
BRL
1,028,000
USD
196,540
Citibank, N. A.
10/20/22
(6,727)
BRL
1,140,000
USD
221,635
Citibank, N. A.
10/20/22
(11,142)
BRL
2,342,000
USD
444,782
Citibank, N. A.
10/20/22
(12,350)
CLP
394,242,000
USD
422,553
Citibank, N. A.
10/20/22
(16,310)
CLP
476,160,000
USD
530,245
Citibank, N. A.
10/20/22
(39,590)
CLP
371,786,000
USD
418,654
Citibank, N. A.
10/20/22
(35,551)
CLP
190,024,000
USD
201,778
Citibank, N. A.
10/20/22
(5,969)
CLP
190,980,000
USD
194,283
Citibank, N. A.
10/20/22
2,511
CLP
173,084,000
USD
180,495
Citibank, N. A.
10/20/22
(2,142)
CNY
2,702,000
USD
392,733
Citibank, N. A.
10/20/22
(12,768)
CNY
3,010,000
USD
445,187
Goldman Sachs Bank USA
10/20/22
(21,911)
COP
718,200,000
USD
160,959
BNP Paribas S.A.
10/20/22
(5,674)
COP
922,600,000
USD
208,591
Citibank, N. A.
10/20/22
(9,111)
COP
1,587,600,000
USD
370,711
Citibank, N. A.
10/20/22
(27,448)
CZK
21,730,000
USD
896,769
BNP Paribas S.A.
10/20/22
(32,438)
CZK
11,548,000
USD
466,195
BNP Paribas S.A.
10/20/22
(6,863)
CZK
5,529,000
USD
224,542
Bank of America, N.A.
10/20/22
(4,621)
CZK
1,227,000
USD
49,648
Bank of America, N.A.
10/20/22
(843)
CZK
1,198,000
USD
48,810
Brown Brothers Harriman & Co
10/20/22
(1,159)
CZK
2,499,000
USD
99,490
Brown Brothers Harriman & Co
10/20/22
(90)
CZK
10,641,000
USD
428,676
Citibank, N. A.
10/20/22
(5,420)
EGP
8,274,000
USD
401,650
BNP Paribas S.A.
10/20/22
9,260
EGP
3,980,000
USD
190,340
Goldman Sachs Bank USA
10/20/22
7,319
EGP
4,207,000
USD
203,926
Goldman Sachs Bank USA
10/20/22
5,005
EUR
420,000
USD
418,796
Bank of America, N.A.
10/20/22
(6,707)
HUF
93,067,000
USD
231,176
Bank of America, N.A.
10/20/22
(16,617)
HUF
88,160,000
USD
214,377
Bank of America, N.A.
10/20/22
(11,131)
HUF
34,905,000
USD
80,468
Canadian Imperial Bk. of Comm.
10/20/22
3
HUF
82,212,000
USD
207,853
HSBC Bank
10/20/22
(18,320)
HUF
38,720,000
USD
95,677
HSBC Bank
10/20/22
(6,411)
HUF
446,032,000
USD
1,125,694
JPMorgan Chase Bank, N.A.
10/20/22
(97,403)
IDR
1,467,000,000
USD
97,559
BNP Paribas S.A.
10/20/22
(1,270)
IDR
9,021,600,000
USD
606,209
Goldman Sachs Bank USA
10/20/22
(14,058)
IDR
2,357,300,000
USD
158,709
Goldman Sachs Bank USA
10/20/22
(3,983)
IDR
1,043,000,000
USD
69,766
JPMorgan Chase Bank, N.A.
10/20/22
(1,307)
ILS
1,436,000
USD
427,446
Bank of America, N.A.
10/20/22
(24,199)
ILS
679,000
USD
193,598
JPMorgan Chase Bank, N.A.
10/20/22
(2,926)
INR
18,958,000
USD
237,599
Citibank, N. A.
10/20/22
(5,437)
INR
14,635,000
USD
183,557
Citibank, N. A.
10/20/22
(4,335)
INR
29,349,000
USD
369,123
State Street Bank and Trust Co
10/20/22
(9,713)
MXN
974,000
USD
48,317
BNP Paribas S.A.
10/20/22
(102)
MXN
13,316,000
USD
647,967
Brown Brothers Harriman & Co
10/20/22
11,210
MXN
8,744,000
USD
423,435
Goldman Sachs Bank USA
10/20/22
9,416
MXN
4,530,000
USD
221,794
HSBC Bank
10/20/22
2,453
MXN
4,398,000
USD
213,843
JPMorgan Chase Bank, N.A.
10/20/22
3,870
MYR
10,514,000
USD
2,363,228
Goldman Sachs Bank USA
10/20/22
(94,939)
MYR
423,000
USD
94,474
Goldman Sachs Bank USA
10/20/22
(3,217)
MYR
3,052,000
USD
670,106
Goldman Sachs Bank USA
10/20/22
(11,669)
PEN
377,000
USD
96,100
BNP Paribas S.A.
10/20/22
(1,676)
PHP
24,238,000
USD
410,466
Bank of America, N.A.
10/20/22
1,596
PHP
11,825,000
USD
209,775
Goldman Sachs Bank USA
10/20/22
(8,742)
PLN
1,084,000
USD
231,599
BNP Paribas S.A.
10/20/22
(13,502)
PLN
2,089,000
USD
445,811
BNP Paribas S.A.
10/20/22
(25,512)
PLN
605,000
USD
122,189
BNP Paribas S.A.
10/20/22
(465)
PLN
2,634,000
USD
565,965
Brown Brothers Harriman & Co
10/20/22
(36,014)
PLN
457,000
USD
96,485
Brown Brothers Harriman & Co
10/20/22
(4,538)
PLN
2,026,000
USD
443,536
Goldman Sachs Bank USA
10/20/22
(35,912)
PLN
3,038,000
USD
633,537
HSBC Bank
10/20/22
(22,302)
PLN
954,000
USD
191,364
HSBC Bank
10/20/22
577
PLN
2,745,000
USD
565,102
JPMorgan Chase Bank, N.A.
10/20/22
(12,818)
RON
3,203,000
USD
661,132
BNP Paribas S.A.
10/20/22
(28,254)
RON
1,025,000
USD
200,235
BNP Paribas S.A.
10/20/22
2,294
RON
1,170,000
USD
241,857
Goldman Sachs Bank USA
10/20/22
(10,678)
RON
764,000
USD
157,393
HSBC Bank
10/20/22
(6,435)
RON
2,083,000
USD
430,550
JPMorgan Chase Bank, N.A.
10/20/22
(18,972)
RON
168,000
USD
32,617
JPMorgan Chase Bank, N.A.
10/20/22
578
RUB
84,592,000
USD
1,416,951
Goldman Sachs Bank USA
10/20/22
(41,696)
SGD
1,164,000
USD
846,106
HSBC Bank
10/20/22
(35,540)
SGD
589,000
USD
421,646
State Street Bank and Trust Co
10/20/22
(11,488)
THB
116,158,000
USD
3,240,042
JPMorgan Chase Bank, N.A.
10/20/22
(165,600)
THB
14,444,000
USD
405,275
JPMorgan Chase Bank, N.A.
10/20/22
(22,975)
THB
15,212,000
USD
430,447
JPMorgan Chase Bank, N.A.
10/20/22
(27,819)
THB
7,922,000
USD
217,534
JPMorgan Chase Bank, N.A.
10/20/22
(7,856)
THB
7,408,000
USD
202,450
JPMorgan Chase Bank, N.A.
10/20/22
(6,377)
THB
11,286,000
USD
299,491
JPMorgan Chase Bank, N.A.
10/20/22
(775)
TRY
2,152,000
USD
109,728
Citibank, N. A.
10/20/22
3,882
USD
327,806
BRL
1,720,000
BNP Paribas S.A.
10/20/22
10,221
USD
276,015
BRL
1,431,000
Bank of America, N.A.
10/20/22
11,792
USD
215,495
BRL
1,107,000
Citibank, N. A.
10/20/22
11,096
USD
238,896
BRL
1,264,000
Citibank, N. A.
10/20/22
5,508
USD
226,960
BRL
1,187,000
Citibank, N. A.
10/20/22
7,789
USD
235,738
BRL
1,281,000
Citibank, N. A.
10/20/22
(789)
USD
57,932
BRL
300,000
State Street Bank and Trust Co
10/20/22
2,539
USD
412,014
CLP
373,915,000
BNP Paribas S.A.
10/20/22
26,717
USD
254,820
CLP
229,231,000
Citibank, N. A.
10/20/22
18,611
USD
212,359
CLP
197,982,000
Citibank, N. A.
10/20/22
8,350
USD
423,921
CLP
387,506,000
Citibank, N. A.
10/20/22
24,619
USD
211,979
CLP
195,699,000
Citibank, N. A.
10/20/22
10,323
USD
174,335
CNY
1,239,000
Goldman Sachs Bank USA
10/20/22
103
USD
217,735
CNY
1,461,000
JPMorgan Chase Bank, N.A.
10/20/22
12,284
USD
228,871
CNY
1,549,000
State Street Bank and Trust Co
10/20/22
11,046
USD
82,591
COP
369,100,000
Bank of America, N.A.
10/20/22
2,786
USD
211,888
COP
930,400,000
Bank of America, N.A.
10/20/22
10,722
USD
319,385
COP
1,349,400,000
JPMorgan Chase Bank, N.A.
10/20/22
27,624
USD
204,971
COP
874,200,000
State Street Bank and Trust Co
10/20/22
15,956
USD
208,681
CZK
5,068,000
BNP Paribas S.A.
10/20/22
7,097
USD
293,457
CZK
7,175,000
Brown Brothers Harriman & Co
10/20/22
8,064
USD
198,466
CZK
4,755,000
Citibank, N. A.
10/20/22
9,332
USD
206,630
CZK
5,173,000
Goldman Sachs Bank USA
10/20/22
869
USD
47,306
CZK
1,165,000
State Street Bank and Trust Co
10/20/22
967
USD
216,688
EUR
212,000
JPMorgan Chase Bank, N.A.
10/20/22
8,681
USD
209,840
EUR
208,000
Royal Bank of Canada
10/20/22
5,758
USD
211,336
HUF
83,366,000
Bank of America, N.A.
10/20/22
19,142
USD
211,814
HUF
83,759,000
Goldman Sachs Bank USA
10/20/22
18,714
USD
211,883
HUF
81,833,000
HSBC Bank
10/20/22
23,223
USD
230,234
HUF
92,542,000
HSBC Bank
10/20/22
16,885
USD
204,769
IDR
3,052,700,000
BNP Paribas S.A.
10/20/22
4,399
USD
403,522
IDR
5,968,900,000
Goldman Sachs Bank USA
10/20/22
11,741
USD
133,918
IDR
2,047,600,000
Goldman Sachs Bank USA
10/20/22
(481)
USD
421,783
INR
33,808,000
Citibank, N. A.
10/20/22
7,767
USD
222,820
MXN
4,509,000
BNP Paribas S.A.
10/20/22
(388)
USD
247,804
MXN
4,998,000
Canadian Imperial Bk. of Comm.
10/20/22
389
USD
1,222,757
MXN
24,831,000
Goldman Sachs Bank USA
10/20/22
(6,444)
USD
218,071
MXN
4,399,000
Goldman Sachs Bank USA
10/20/22
309
USD
605,388
MYR
2,701,000
Goldman Sachs Bank USA
10/20/22
22,675
USD
170,075
MYR
790,000
Goldman Sachs Bank USA
10/20/22
(359)
USD
210,157
PHP
12,042,000
Citibank, N. A.
10/20/22
5,435
USD
646,060
PHP
35,992,000
State Street Bank and Trust Co
10/20/22
34,173
USD
623,275
PLN
2,902,000
BNP Paribas S.A.
10/20/22
39,403
USD
207,466
PLN
990,000
Bank of America, N.A.
10/20/22
8,282
USD
181,175
PLN
865,000
Bank of America, N.A.
10/20/22
7,140
USD
685,673
PLN
3,210,000
JPMorgan Chase Bank, N.A.
10/20/22
39,833
USD
408,517
PLN
1,938,000
JPMorgan Chase Bank, N.A.
10/20/22
18,598
USD
386,165
RON
1,898,000
Bank of America, N.A.
10/20/22
11,141
USD
204,314
RON
1,035,000
Brown Brothers Harriman & Co
10/20/22
(191)
USD
214,902
RON
1,058,000
Goldman Sachs Bank USA
10/20/22
5,852
USD
340,000
RUB
22,100,000
Goldman Sachs Bank USA
10/20/22
(19,291)
USD
339,230
RUB
21,592,000
Goldman Sachs Bank USA
10/20/22
(11,802)
USD
366,775
RUB
26,041,000
JPMorgan Chase Bank, N.A.
10/20/22
(56,587)
USD
213,799
RUB
14,859,000
JPMorgan Chase Bank, N.A.
10/20/22
(27,772)
USD
842,626
SGD
1,164,000
State Street Bank and Trust Co
10/20/22
32,061
USD
203,392
THB
7,154,000
JPMorgan Chase Bank, N.A.
10/20/22
14,041
USD
171,436
THB
6,194,000
JPMorgan Chase Bank, N.A.
10/20/22
7,495
USD
233,297
THB
8,611,000
JPMorgan Chase Bank, N.A.
10/20/22
5,383
USD
61,832
TRY
1,172,000
HSBC Bank
10/20/22
(41)
USD
223,116
ZAR
3,774,000
Bank of America, N.A.
10/20/22
14,920
USD
97,690
ZAR
1,649,000
Brown Brothers Harriman & Co
10/20/22
6,721
USD
432,789
ZAR
7,122,000
Citibank, N. A.
10/20/22
39,897
USD
455,797
ZAR
7,702,000
Goldman Sachs Bank USA
10/20/22
30,909
USD
189,265
ZAR
3,221,000
Goldman Sachs Bank USA
10/20/22
11,576
USD
297,306
ZAR
5,105,000
State Street Bank and Trust Co
10/20/22
15,683
USD
208,572
ZAR
3,640,000
State Street Bank and Trust Co
10/20/22
7,768
ZAR
3,625,000
USD
213,992
BNP Paribas S.A.
10/20/22
(14,016)
ZAR
1,400,000
USD
80,664
Bank of America, N.A.
10/20/22
(3,431)
ZAR
15,916,000
USD
958,724
Brown Brothers Harriman & Co
10/20/22
(80,703)
ZAR
7,354,000
USD
451,713
Goldman Sachs Bank USA
10/20/22
(46,023)
ZAR
3,645,000
USD
220,512
Goldman Sachs Bank USA
10/20/22
(19,432)
ZAR
4,934,000
USD
288,409
Goldman Sachs Bank USA
10/20/22
(16,220)
ZAR
3,644,000
USD
209,480
Goldman Sachs Bank USA
10/20/22
(8,455)
ZAR
5,203,000
USD
290,775
Goldman Sachs Bank USA
10/20/22
(3,746)
ZAR
3,430,000
USD
190,529
Goldman Sachs Bank USA
10/20/22
(1,310)
 
  
  
  
  
  
  
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
  
(663,191)
 
  
  
  
  
  
  
Unrealized Appreciation
  
  
804,985
Unrealized Depreciation
  
  
(1,468,176)
Currency Abbreviations
         BRL
-
Brazilian real
         CLP
-
Chilean peso
         CNY
-
Chinese yuan
         COP
-
Colombian peso
         CZK
-
Czech koruna
         DOP
-
Dominican Republic peso
         EGP
-
Egyptian pound
         EUR
-
European Monetary Unit
         HUF
-
Hungarian forint
         IDR
-
Indonesian rupiah
         ILS
-
Israeli shekel
         INR
-
Indian rupee
         KZT
-
Kazakhstan tenge
         MXN
-
Mexican peso
         MYR
-
Malyasian ringgit
         PEN
-
Peruvian new sol
         PHP
-
Philippine peso
         PLN
-
Polish zloty
         RON
-
Romanian leu (new)
         RUB
-
Russian ruble
         SGD
-
Singapore dollar
         THB
-
Thai baht
         TRY
-
Turkish Lira
         USD
-
U.S. dollar
         UYU
-
Uruguay peso
         ZAR
-
South African rand
 
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
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 $180,285 or 0.2% of net assets.
 
(c)
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.
 
(d)
Includes $250,000 of cash collateral segregated for open forward foreign currency contracts.
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
%ownership,
end
of period
Fidelity Cash Central Fund 3.10%
9,588,114
31,088,499
27,118,250
79,988
-
-
13,558,363
0.0%
Total
9,588,114
31,088,499
27,118,250
79,988
-
-
13,558,363
  
 
  
  
  
  
  
  
  
  
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Directors (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.  
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities.Foreign Government and Government Agency Obligations and Supranational Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.
 
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. 
 
Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared OTC swaps may be mitigated by the protection provided by the clearinghouse.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.  
 
The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.
 
Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.
 
The Fund's relatively large investment in countries with limited or developing capital markets may involve greater risks than investments in more developed markets and the prices of such investments may be volatile. The yields of emerging market debt obligations reflect, among other things, perceived credit risk. The consequences of political, social or economic changes in these markets may have disruptive effects on the market prices of the Fund's investments and the income they generate, as well as the Fund's ability to repatriate such amounts.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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