0000035348-23-000092.txt : 20230822 0000035348-23-000092.hdr.sgml : 20230822 20230822150458 ACCESSION NUMBER: 0000035348-23-000092 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 12 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230822 DATE AS OF CHANGE: 20230822 EFFECTIVENESS DATE: 20230822 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY HASTINGS STREET TRUST CENTRAL INDEX KEY: 0000035348 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-00215 FILM NUMBER: 231193130 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FUND INC DATE OF NAME CHANGE: 19851205 0000035348 S000031547 Fidelity Series Emerging Markets Debt Fund C000098197 Fidelity Series Emerging Markets Debt Fund FEDCX 0000035348 S000069413 Fidelity Series Emerging Markets Debt Local Currency Fund C000221495 Fidelity Series Emerging Markets Debt Local Currency Fund FSEDX N-CSRS 1 filing6715.htm PRIMARY DOCUMENT

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549



FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES



Investment Company Act file number    811-00215



Fidelity Hastings Street Trust

 (Exact name of registrant as specified in charter)



245 Summer St., Boston, MA 02210

 (Address of principal executive offices)       (Zip code)



Margaret Carey, Secretary

245 Summer St.

Boston, Massachusetts  02210

(Name and address of agent for service)





Registrant's telephone number, including area code:

617-563-7000





Date of fiscal year end:

December 31





Date of reporting period:

June 30, 2023



Item 1.

Reports to Stockholders







Fidelity® Series Emerging Markets Debt Fund
Fidelity® Series Emerging Markets Debt Local Currency Fund
 
 
Semi-Annual Report
June 30, 2023

Contents

Fidelity® Series Emerging Markets Debt Fund

Investment Summary

Schedule of Investments

Financial Statements

Fidelity® Series Emerging Markets Debt Local Currency Fund

Investment Summary

Schedule of Investments

Financial Statements

Notes to Financial Statements

Shareholder Expense Example

Board Approval of Investment Advisory Contracts

Liquidity Risk Management Program

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2023 FMR LLC. All rights reserved.
 
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Funds. This report is not authorized for distribution to prospective investors in the Funds unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Funds nor Fidelity Distributors Corporation is a bank.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Funds. This report is not authorized for distribution to prospective investors in the Funds unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Funds nor Fidelity Distributors Corporation is a bank.
 
Top Bond Issuers (% of Fund's net assets)
(with maturities greater than one year)
 
U.S. Treasury Obligations
4.8
 
Petroleos Mexicanos
3.8
 
Dominican Republic
3.3
 
Turkish Republic
2.8
 
Sultanate of Oman
2.8
 
State of Qatar
2.7
 
Indonesian Republic
2.7
 
Colombian Republic
2.4
 
United Mexican States
2.4
 
Republic of Nigeria
2.0
 
 
29.7
 
 
Quality Diversification (% of Fund's net assets)
 
 
We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes.
 
Asset Allocation (% of Fund's net assets)
Geographic Diversification (% of Fund's net assets)
 
*    Includes Short-Term investments and Net Other Assets (Liabilities).  
Percentages are adjusted for the effect of derivatives, if applicable.
 
Forward foreign currency contracts and other assets and liabilities are included within United States of America, as applicable.
 
Fidelity® Series Emerging Markets Debt Fund
Nonconvertible Bonds - 34.3%
 
 
Principal
Amount (a)
 
Value ($)
 
Argentina - 0.0%
 
 
 
YPF SA 8.75% 4/4/24 (b)
 
400,400
386,254
Azerbaijan - 1.1%
 
 
 
Southern Gas Corridor CJSC 6.875% 3/24/26 (b)
 
9,951,000
10,085,438
State Oil Co. of Azerbaijan Republic 6.95% 3/18/30 (Reg. S)
 
3,015,000
3,095,289
TOTAL AZERBAIJAN
 
 
13,180,727
Bahrain - 0.7%
 
 
 
The Oil and Gas Holding Co.:
 
 
 
 7.5% 10/25/27 (b)
 
6,889,000
6,978,144
 8.375% 11/7/28 (b)
 
1,065,000
1,119,943
TOTAL BAHRAIN
 
 
8,098,087
Brazil - 1.9%
 
 
 
Adecoagro SA 6% 9/21/27 (b)
 
3,125,000
2,896,625
Azul Secured Finance LLP:
 
 
 
 10.875% 5/28/30 (b)
 
1,600,000
1,273,424
 11.5% 5/28/29 (b)
 
4,565,000
3,841,995
Braskem Netherlands BV 7.25% 2/13/33 (b)
 
1,275,000
1,246,727
CSN Islands XI Corp. 6.75% 1/28/28 (b)
 
1,250,000
1,154,250
CSN Resources SA 5.875% 4/8/32 (b)
 
2,115,000
1,699,403
Embraer Netherlands Finance BV:
 
 
 
 5.4% 2/1/27
 
1,100,000
1,053,437
 6.95% 1/17/28 (b)
 
1,245,000
1,235,663
MARB BondCo PLC 3.95% 1/29/31 (b)
 
1,295,000
922,688
MC Brazil Downstream Trading SARL 7.25% 6/30/31 (b)
 
3,666,925
2,445,509
Natura Cosmeticos SA 4.125% 5/3/28 (b)
 
1,065,000
921,342
NBM U.S. Holdings, Inc. 6.625% 8/6/29 (b)
 
2,270,000
2,068,038
VM Holding SA 6.5% 1/18/28 (b)
 
1,580,000
1,510,575
TOTAL BRAZIL
 
 
22,269,676
Burkina Faso - 0.1%
 
 
 
Endeavour Mining PLC 5% 10/14/26 (b)
 
2,015,000
1,782,046
Cambodia - 0.2%
 
 
 
NagaCorp Ltd. 7.95% 7/6/24 (Reg. S)
 
3,200,000
2,995,234
Chile - 1.7%
 
 
 
Antofagasta PLC:
 
 
 
 2.375% 10/14/30 (b)
 
3,865,000
3,132,157
 5.625% 5/13/32 (b)
 
1,390,000
1,374,668
Corporacion Nacional del Cobre de Chile (Codelco):
 
 
 
 3% 9/30/29 (b)
 
2,000,000
1,759,360
 3.15% 1/14/30 (b)
 
1,645,000
1,455,299
 3.15% 1/15/51 (b)
 
1,865,000
1,302,964
 3.7% 1/30/50 (b)
 
3,765,000
2,839,563
 4.5% 8/1/47 (b)
 
1,970,000
1,678,913
 5.125% 2/2/33 (b)
 
1,575,000
1,552,367
Empresa Nacional de Petroleo 6.15% 5/10/33 (b)
 
585,000
583,356
Sable International Finance Ltd. 5.75% 9/7/27 (b)
 
2,287,000
2,102,393
VTR Comunicaciones SpA:
 
 
 
 4.375% 4/15/29 (b)
 
933,000
474,953
 5.125% 1/15/28 (b)
 
3,749,000
1,932,347
TOTAL CHILE
 
 
20,188,340
China - 1.7%
 
 
 
ENN Clean Energy International Investment Ltd. 3.375% 5/12/26 (b)
 
3,775,000
3,477,606
ENN Energy Holdings Ltd. 4.625% 5/17/27 (b)
 
3,430,000
3,329,398
Lenovo Group Ltd. 3.421% 11/2/30 (b)
 
2,915,000
2,439,884
Meituan:
 
 
 
 2.125% 10/28/25 (b)
 
4,740,000
4,313,305
 3.05% 10/28/30 (b)
 
1,995,000
1,578,963
Prosus NV:
 
 
 
 3.061% 7/13/31 (b)
 
1,675,000
1,303,359
 3.832% 2/8/51 (b)
 
1,590,000
966,784
 4.027% 8/3/50 (b)
 
650,000
403,813
 4.193% 1/19/32 (b)
 
3,505,000
2,926,938
TOTAL CHINA
 
 
20,740,050
Colombia - 1.1%
 
 
 
EnfraGen Energia Sur SA 5.375% 12/30/30 (b)
 
5,545,000
3,618,113
Gcm Mining Corp. 6.875% 8/9/26 (b)
 
3,895,000
2,882,300
GeoPark Ltd. 5.5% 1/17/27 (b)
 
2,685,000
2,198,129
Oleoducto Central SA 4% 7/14/27 (b)
 
2,483,000
2,177,020
Termocandelaria Power Ltd. 7.875% 1/30/29 (b)
 
3,041,875
2,707,269
TOTAL COLOMBIA
 
 
13,582,831
Costa Rica - 0.2%
 
 
 
Liberty Costa Rica SR SF 10.875% 1/15/31 (b)
 
2,280,000
2,252,366
Georgia - 0.3%
 
 
 
JSC Georgian Railway 4% 6/17/28 (b)
 
3,580,000
3,056,676
Ghana - 1.1%
 
 
 
Kosmos Energy Ltd. 7.125% 4/4/26 (b)
 
9,060,000
7,956,130
Tullow Oil PLC:
 
 
 
 7% 3/1/25 (b)
 
1,060,000
643,441
 10.25% 5/15/26 (b)
 
5,670,000
4,314,870
TOTAL GHANA
 
 
12,914,441
Guatemala - 0.6%
 
 
 
CT Trust 5.125% 2/3/32 (b)
 
3,975,000
3,189,938
Investment Energy Resources Ltd. 6.25% 4/26/29 (b)
 
2,970,000
2,755,934
Millicom International Cellular SA 4.5% 4/27/31 (b)
 
2,050,000
1,569,275
TOTAL GUATEMALA
 
 
7,515,147
Hungary - 0.1%
 
 
 
Magyar Export-Import Bank 6.125% 12/4/27 (b)
 
1,070,000
1,056,218
India - 0.4%
 
 
 
CA Magnum Holdings 5.375% 10/31/26 (b)
 
3,545,000
3,166,252
Shriram Transport Finance Co. Ltd. 5.1% 7/16/23 (b)
 
1,900,000
1,895,820
TOTAL INDIA
 
 
5,062,072
Indonesia - 1.7%
 
 
 
Indika Energy Capital IV Pte Ltd. 8.25% 10/22/25 (b)
 
2,060,000
2,042,181
Medco Bell Pte Ltd. 6.375% 1/30/27 (b)
 
3,120,000
2,931,146
Medco Laurel Tree PTE Ltd. 6.95% 11/12/28 (b)
 
3,730,000
3,413,360
PT Adaro Indonesia 4.25% 10/31/24 (b)
 
3,515,000
3,383,926
PT Freeport Indonesia:
 
 
 
 4.763% 4/14/27 (b)
 
1,225,000
1,179,406
 5.315% 4/14/32 (b)
 
2,085,000
1,965,071
 6.2% 4/14/52 (b)
 
1,420,000
1,279,931
PT Indonesia Asahan Aluminium 5.45% 5/15/30 (b)
 
2,955,000
2,868,832
PT Pertamina Geothermal Energy 5.15% 4/27/28 (b)
 
1,140,000
1,133,000
TOTAL INDONESIA
 
 
20,196,853
Israel - 1.0%
 
 
 
Energean Israel Finance Ltd.:
 
 
 
 4.875% 3/30/26 (Reg. S) (b)
 
3,470,000
3,219,327
 8.5% 9/30/33 (Reg. S) (b)(c)
 
1,300,000
1,296,750
Israel Electric Corp. Ltd. 3.75% 2/22/32 (Reg. S) (b)
 
3,270,000
2,788,950
Leviathan Bond Ltd.:
 
 
 
 6.125% 6/30/25 (Reg. S) (b)
 
3,640,000
3,545,760
 6.5% 6/30/27 (Reg. S) (b)
 
645,000
615,975
TOTAL ISRAEL
 
 
11,466,762
Kazakhstan - 0.8%
 
 
 
KazMunaiGaz National Co.:
 
 
 
 3.5% 4/14/33 (b)
 
2,010,000
1,553,268
 5.75% 4/19/47 (b)
 
1,010,000
820,827
Nostrum Oil & Gas Finance BV:
 
 
 
 5% 6/30/26 (b)
 
3,543,000
2,300,966
 14% 6/30/26 pay-in-kind (b)(d)
 
4,890,591
1,760,613
Tengizchevroil Finance Co. International Ltd. 3.25% 8/15/30 (b)
 
3,800,000
2,897,234
TOTAL KAZAKHSTAN
 
 
9,332,908
Kuwait - 0.3%
 
 
 
Meglobal BV 4.25% 11/3/26 (b)
 
1,930,000
1,849,384
MEGlobal Canada, Inc. 5% 5/18/25 (b)
 
1,635,000
1,600,240
TOTAL KUWAIT
 
 
3,449,624
Luxembourg - 0.1%
 
 
 
TMS Issuer SARL 5.78% 8/23/32 (b)
 
1,670,000
1,714,840
Malaysia - 0.9%
 
 
 
GENM Capital Labuan Ltd. 3.882% 4/19/31 (b)
 
3,610,000
2,912,692
MISC Capital Two (Labuan) Ltd.:
 
 
 
 3.625% 4/6/25 (b)
 
945,000
906,822
 3.75% 4/6/27 (b)
 
3,090,000
2,891,344
Petronas Capital Ltd.:
 
 
 
 3.404% 4/28/61 (b)
 
2,720,000
1,964,194
 3.5% 4/21/30 (b)
 
1,730,000
1,603,572
TOTAL MALAYSIA
 
 
10,278,624
Mauritius - 0.2%
 
 
 
AXIAN Telecom 7.375% 2/16/27 (b)
 
2,870,000
2,601,167
Mexico - 4.5%
 
 
 
Braskem Idesa SAPI:
 
 
 
 6.99% 2/20/32 (b)
 
460,000
294,400
 7.45% 11/15/29 (b)
 
1,280,000
853,216
Comision Federal de Electricidad:
 
 
 
 3.348% 2/9/31 (b)
 
735,000
577,115
 4.688% 5/15/29 (b)
 
3,085,000
2,764,900
Petroleos Mexicanos:
 
 
 
 6.5% 3/13/27
 
1,725,000
1,530,938
 6.5% 6/2/41
 
2,587,000
1,632,526
 6.625% 6/15/35
 
15,841,000
10,978,605
 6.7% 2/16/32
 
4,827,000
3,663,452
 6.75% 9/21/47
 
10,407,000
6,503,230
 6.875% 10/16/25
 
2,295,000
2,198,381
 6.875% 8/4/26
 
2,485,000
2,307,944
 6.95% 1/28/60
 
9,575,000
5,922,138
 7.69% 1/23/50
 
16,573,000
11,169,871
TV Azteca SA de CV 8.25% (Reg. S) (e)
 
10,535,000
3,984,864
TOTAL MEXICO
 
 
54,381,580
Morocco - 0.3%
 
 
 
OCP SA:
 
 
 
 3.75% 6/23/31 (b)
 
3,150,000
2,602,467
 6.875% 4/25/44 (b)
 
1,320,000
1,209,872
TOTAL MOROCCO
 
 
3,812,339
Nigeria - 0.7%
 
 
 
Access Bank PLC 6.125% 9/21/26 (b)
 
3,295,000
2,772,874
IHS Holding Ltd. 5.625% 11/29/26 (b)
 
2,420,000
2,108,135
IHS Netherlands Holdco BV 8% 9/18/27 (b)
 
3,490,000
3,168,117
TOTAL NIGERIA
 
 
8,049,126
Oman - 0.1%
 
 
 
Lamar Funding Ltd. 3.958% 5/7/25 (b)
 
1,015,000
969,487
Panama - 0.8%
 
 
 
Aeropuerto Internacional de Tocumen SA:
 
 
 
 4% 8/11/41 (b)
 
2,915,000
2,351,618
 5.125% 8/11/61 (b)
 
1,230,000
945,673
C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (b)
 
2,060,000
1,787,050
Cable Onda SA 4.5% 1/30/30 (b)
 
4,955,000
4,207,984
TOTAL PANAMA
 
 
9,292,325
Paraguay - 0.3%
 
 
 
Telefonica Celular del Paraguay SA 5.875% 4/15/27 (b)
 
3,800,000
3,486,500
Peru - 0.3%
 
 
 
Camposol SA 6% 2/3/27 (b)
 
1,235,000
832,933
Compania de Minas Buenaventura SAA 5.5% 7/23/26 (b)
 
2,100,000
1,807,659
Volcan Compania Minera SAA 4.375% 2/11/26 (b)
 
1,345,000
988,723
TOTAL PERU
 
 
3,629,315
Qatar - 2.1%
 
 
 
Qatar Petroleum:
 
 
 
 1.375% 9/12/26 (b)
 
3,255,000
2,926,597
 2.25% 7/12/31 (b)
 
7,425,000
6,217,101
 3.125% 7/12/41 (b)
 
4,005,000
3,056,296
 3.3% 7/12/51 (b)
 
9,800,000
7,165,662
QNB Finance Ltd. 2.625% 5/12/25 (Reg. S)
 
3,305,000
3,128,249
Qtel International Finance Ltd. 2.625% 4/8/31 (b)
 
2,755,000
2,367,950
TOTAL QATAR
 
 
24,861,855
Saudi Arabia - 2.9%
 
 
 
EIG Pearl Holdings SARL 3.545% 8/31/36 (b)
 
6,860,000
5,835,185
Greensaif Pipelines Bidco SARL:
 
 
 
 6.129% 2/23/38 (b)
 
2,260,000
2,304,725
 6.51% 2/23/42 (b)
 
1,685,000
1,742,678
SA Global Sukuk Ltd. 1.602% 6/17/26 (b)
 
2,530,000
2,286,235
Saudi Arabian Oil Co.:
 
 
 
 2.25% 11/24/30 (b)
 
4,120,000
3,416,840
 3.25% 11/24/50 (b)
 
4,170,000
2,882,513
 3.5% 4/16/29 (b)
 
11,299,000
10,382,086
 4.25% 4/16/39 (b)
 
3,505,000
3,079,072
 4.375% 4/16/49 (b)
 
3,671,000
3,122,442
TOTAL SAUDI ARABIA
 
 
35,051,776
South Africa - 2.6%
 
 
 
Eskom Holdings SOC Ltd.:
 
 
 
 6.35% 8/10/28 (b)
 
3,515,000
3,265,048
 6.75% 8/6/23 (b)
 
2,812,000
2,793,525
 7.125% 2/11/25 (b)
 
8,380,000
8,226,730
 8.45% 8/10/28 (b)
 
1,310,000
1,242,063
Liquid Telecommunications Financing PLC 5.5% 9/4/26 (b)
 
3,665,000
2,031,876
MTN (Mauritius) Investments Ltd. 4.755% 11/11/24 (b)
 
1,860,000
1,806,060
Sasol Financing U.S.A. LLC:
 
 
 
 4.375% 9/18/26
 
5,555,000
4,921,952
 8.75% 5/3/29 (b)
 
820,000
798,796
Stillwater Mining Co.:
 
 
 
 4% 11/16/26 (b)
 
3,120,000
2,769,187
 4.5% 11/16/29 (b)
 
1,390,000
1,122,870
The Bidvest Group UK PLC 3.625% 9/23/26 (b)
 
1,985,000
1,767,107
TOTAL SOUTH AFRICA
 
 
30,745,214
Tanzania - 0.1%
 
 
 
HTA Group Ltd. 7% 12/18/25 (b)
 
1,915,000
1,809,311
Ukraine - 0.3%
 
 
 
Biz Finance PLC 9.75% 1/22/25 (b)
 
1,174,000
997,900
NAK Naftogaz Ukraine:
 
 
 
 7.375% (Reg. S) (e)
 
3,687,000
2,083,155
 7.625% 11/8/26 (b)
 
1,235,000
463,125
TOTAL UKRAINE
 
 
3,544,180
United Arab Emirates - 2.3%
 
 
 
Abu Dhabi National Energy Co. PJSC:
 
 
 
 4% 10/3/49 (b)
 
2,460,000
2,064,678
 4.696% 4/24/33 (b)
 
1,945,000
1,927,981
 4.875% 4/23/30 (b)
 
545,000
548,444
DAE Funding LLC 1.55% 8/1/24 (b)
 
3,570,000
3,373,472
DP World Crescent Ltd.:
 
 
 
 3.7495% 1/30/30 (b)
 
1,075,000
1,004,136
 3.875% 7/18/29 (Reg. S)
 
3,900,000
3,682,419
Galaxy Pipeline Assets BidCo Ltd. 2.625% 3/31/36 (b)
 
5,915,000
4,771,098
GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (b)
 
2,095,000
2,028,421
MDGH GMTN RSC Ltd.:
 
 
 
 2.875% 11/7/29 (b)
 
1,515,000
1,363,591
 3.375% 3/28/32 (Reg. S)
 
570,000
512,755
 4.375% 11/22/33 (b)
 
1,715,000
1,654,975
 5.084% 5/22/53 (b)
 
3,040,000
3,017,200
 5.5% 4/28/33 (b)
 
1,620,000
1,699,915
TOTAL UNITED ARAB EMIRATES
 
 
27,649,085
United States of America - 0.3%
 
 
 
LCPR Senior Secured Financing DAC 5.125% 7/15/29 (b)
 
3,810,000
3,201,491
Uzbekistan - 0.2%
 
 
 
National Bank of Uzbekistan 4.85% 10/21/25 (Reg. S)
 
1,725,000
1,626,986
Uzbekneftegaz JSC 4.75% 11/16/28 (b)
 
1,145,000
944,625
TOTAL UZBEKISTAN
 
 
2,571,611
Venezuela - 0.1%
 
 
 
Petroleos de Venezuela SA:
 
 
 
 5.375% (e)
 
6,115,000
185,344
 5.5% (e)
 
3,475,000
121,625
 6% (b)(e)
 
15,840,000
491,040
 6% (b)(e)
 
8,980,000
314,300
 9.75% (b)(e)
 
12,585,000
446,768
 12.75% (b)(e)
 
3,065,000
110,340
TOTAL VENEZUELA
 
 
1,669,417
Vietnam - 0.2%
 
 
 
Mong Duong Finance Holdings BV 5.125% 5/7/29 (b)
 
2,770,000
2,426,132
 
TOTAL NONCONVERTIBLE BONDS
  (Cost $496,753,408)
 
 
 
411,271,687
 
 
 
 
Government Obligations - 59.9%
 
 
Principal
Amount (a)
 
Value ($)
 
Angola - 1.6%
 
 
 
Angola Republic:
 
 
 
 8% 11/26/29 (b)
 
2,290,000
1,937,340
 8.25% 5/9/28 (b)
 
5,065,000
4,486,932
 8.75% 4/14/32 (b)
 
2,575,000
2,165,421
 9.125% 11/26/49 (b)
 
3,555,000
2,735,644
 9.375% 5/8/48 (b)
 
3,125,000
2,468,500
 9.5% 11/12/25 (b)
 
5,565,000
5,419,865
TOTAL ANGOLA
 
 
19,213,702
Argentina - 1.9%
 
 
 
Argentine Republic:
 
 
 
 0.5% 7/9/30 (f)
 
24,444,632
8,107,551
 1% 7/9/29
 
4,963,783
1,609,953
 1.5% 7/9/35 (f)
 
17,033,027
5,100,881
 3.875% 1/9/38 (f)
 
10,211,997
3,584,207
Buenos Aires Province 5.25% 9/1/37 (b)(f)
 
3,235,000
1,234,153
Provincia de Cordoba 6.875% 12/10/25 (b)
 
3,450,368
2,587,776
TOTAL ARGENTINA
 
 
22,224,521
Armenia - 0.2%
 
 
 
Republic of Armenia 3.6% 2/2/31 (b)
 
3,805,000
2,973,037
Bahrain - 0.2%
 
 
 
Bahrain Kingdom 5.625% 5/18/34 (b)
 
3,055,000
2,653,695
Barbados - 0.2%
 
 
 
Barbados Government 6.5% 10/1/29 (b)
 
3,170,000
2,955,993
Benin - 0.1%
 
 
 
Republic of Benin 4.875% 1/19/32 (b)
EUR
1,920,000
1,585,659
Bermuda - 0.4%
 
 
 
Bermuda Government:
 
 
 
 2.375% 8/20/30 (b)
 
525,000
436,086
 3.375% 8/20/50 (b)
 
965,000
661,488
 3.717% 1/25/27 (b)
 
620,000
588,169
 4.75% 2/15/29 (b)
 
2,270,000
2,213,273
 5% 7/15/32 (b)
 
1,005,000
980,187
TOTAL BERMUDA
 
 
4,879,203
Brazil - 1.7%
 
 
 
Brazilian Federative Republic:
 
 
 
 3.875% 6/12/30
 
5,500,000
4,870,470
 4.75% 1/14/50
 
4,150,000
3,053,612
 5.625% 2/21/47
 
2,183,000
1,837,409
 6% 10/20/33
 
1,880,000
1,855,560
 7.125% 1/20/37
 
2,080,000
2,213,390
 8.25% 1/20/34
 
5,204,000
5,963,264
TOTAL BRAZIL
 
 
19,793,705
Cameroon - 0.2%
 
 
 
Cameroon Republic 5.95% 7/7/32 (b)
EUR
3,570,000
2,790,952
Chile - 1.5%
 
 
 
Chilean Republic:
 
 
 
 2.45% 1/31/31
 
7,745,000
6,674,564
 3.1% 1/22/61
 
7,500,000
4,874,475
 3.5% 1/31/34
 
1,775,000
1,559,391
 4% 1/31/52
 
985,000
800,795
 4.34% 3/7/42
 
1,410,000
1,250,952
 5.33% 1/5/54
 
2,835,000
2,809,400
TOTAL CHILE
 
 
17,969,577
Colombia - 2.4%
 
 
 
Colombian Republic:
 
 
 
 3% 1/30/30
 
10,600,000
8,258,672
 3.125% 4/15/31
 
4,300,000
3,247,661
 3.875% 2/15/61
 
1,490,000
832,716
 4.125% 5/15/51
 
3,120,000
1,863,670
 5% 6/15/45
 
8,500,000
5,895,175
 5.2% 5/15/49
 
5,390,000
3,736,618
 6.125% 1/18/41
 
1,475,000
1,198,836
 7.375% 9/18/37
 
845,000
804,533
 7.5% 2/2/34
 
1,110,000
1,085,147
 8% 4/20/33
 
1,720,000
1,748,810
TOTAL COLOMBIA
 
 
28,671,838
Costa Rica - 1.0%
 
 
 
Costa Rican Republic:
 
 
 
 5.625% 4/30/43 (b)
 
3,955,000
3,389,435
 6.125% 2/19/31 (b)
 
3,720,000
3,689,608
 6.55% 4/3/34 (b)
 
2,750,000
2,755,225
 7% 4/4/44 (b)
 
1,965,000
1,909,941
TOTAL COSTA RICA
 
 
11,744,209
Dominican Republic - 3.3%
 
 
 
Dominican Republic:
 
 
 
 4.5% 1/30/30 (b)
 
7,180,000
6,275,176
 4.875% 9/23/32 (b)
 
6,360,000
5,412,424
 5.3% 1/21/41 (b)
 
2,450,000
1,928,126
 5.875% 1/30/60 (b)
 
5,220,000
4,025,873
 5.95% 1/25/27 (b)
 
4,186,000
4,093,155
 6% 7/19/28 (b)
 
2,999,000
2,916,677
 6.4% 6/5/49 (b)
 
1,662,000
1,411,337
 6.5% 2/15/48 (b)
 
3,345,000
2,889,645
 6.85% 1/27/45 (b)
 
4,046,000
3,662,682
 7.05% 2/3/31 (b)
 
1,215,000
1,210,286
 7.45% 4/30/44 (b)
 
6,031,000
5,885,834
TOTAL DOMINICAN REPUBLIC
 
 
39,711,215
Ecuador - 1.0%
 
 
 
Ecuador Republic:
 
 
 
 1.5% 7/31/40 (b)(f)
 
2,800,000
864,640
 2.5% 7/31/35 (b)(f)
 
14,640,000
5,054,899
 5.5% 7/31/30 (b)(f)
 
12,685,000
6,106,940
TOTAL ECUADOR
 
 
12,026,479
Egypt - 2.0%
 
 
 
Arab Republic of Egypt:
 
 
 
 5.875% 2/16/31 (b)
 
2,625,000
1,440,023
 7.0529% 1/15/32 (b)
 
830,000
468,909
 7.5% 1/31/27 (b)
 
5,596,000
4,054,918
 7.5% 2/16/61 (b)
 
6,070,000
3,025,713
 7.6003% 3/1/29 (b)
 
8,726,000
5,622,162
 7.903% 2/21/48 (b)
 
3,265,000
1,671,451
 8.5% 1/31/47 (b)
 
7,939,000
4,204,653
 8.7002% 3/1/49 (b)
 
3,665,000
1,963,780
 8.875% 5/29/50 (b)
 
1,945,000
1,043,668
TOTAL EGYPT
 
 
23,495,277
El Salvador - 0.3%
 
 
 
El Salvador Republic:
 
 
 
 6.375% 1/18/27 (b)
 
435,000
299,567
 7.1246% 1/20/50 (b)
 
3,292,000
1,819,126
 7.625% 2/1/41 (b)
 
1,035,000
584,775
 7.65% 6/15/35 (b)
 
1,185,000
696,543
TOTAL EL SALVADOR
 
 
3,400,011
Gabon - 0.4%
 
 
 
Gabonese Republic:
 
 
 
 6.95% 6/16/25 (b)
 
2,410,000
2,259,881
 7% 11/24/31 (b)
 
3,620,000
2,871,348
TOTAL GABON
 
 
5,131,229
Georgia - 0.2%
 
 
 
Georgia Republic 2.75% 4/22/26 (b)
 
2,915,000
2,611,374
Ghana - 0.7%
 
 
 
Ghana Republic:
 
 
 
 7.75% (b)(e)
 
3,695,000
1,562,985
 8.125% (b)(e)
 
1,603,076
719,156
 8.125% (b)(e)
 
6,670,000
2,818,475
 8.627% (b)(e)
 
2,845,000
1,153,875
 10.75% 10/14/30 (b)
 
3,025,000
2,027,658
TOTAL GHANA
 
 
8,282,149
Guatemala - 0.6%
 
 
 
Guatemalan Republic:
 
 
 
 4.9% 6/1/30 (b)
 
485,000
451,496
 5.25% 8/10/29 (b)
 
1,200,000
1,141,104
 5.375% 4/24/32 (b)
 
2,015,000
1,909,636
 6.125% 6/1/50 (b)
 
1,355,000
1,245,096
 6.6% 6/13/36 (b)
 
2,215,000
2,229,398
TOTAL GUATEMALA
 
 
6,976,730
Hungary - 1.0%
 
 
 
Hungarian Republic:
 
 
 
 2.125% 9/22/31 (b)
 
2,950,000
2,281,589
 3.125% 9/21/51 (b)
 
5,810,000
3,605,628
 5.25% 6/16/29 (b)
 
1,585,000
1,539,606
 5.5% 6/16/34 (b)
 
1,650,000
1,598,636
 6.25% 9/22/32 (b)
 
1,125,000
1,152,563
 6.75% 9/25/52 (b)
 
1,150,000
1,185,478
TOTAL HUNGARY
 
 
11,363,500
Indonesia - 2.7%
 
 
 
Indonesian Republic:
 
 
 
 3.85% 10/15/30
 
2,650,000
2,482,918
 5.125% 1/15/45 (b)
 
3,353,000
3,328,423
 5.25% 1/17/42 (b)
 
3,000,000
2,999,550
 5.45% 9/20/52
 
2,955,000
2,999,680
 5.95% 1/8/46 (b)
 
2,100,000
2,276,505
 6.625% 2/17/37 (b)
 
3,549,000
4,040,537
 6.75% 1/15/44 (b)
 
3,035,000
3,556,413
 7.75% 1/17/38 (b)
 
4,298,000
5,366,698
 8.5% 10/12/35 (b)
 
4,169,000
5,413,113
TOTAL INDONESIA
 
 
32,463,837
Ivory Coast - 0.8%
 
 
 
Ivory Coast:
 
 
 
 5.875% 10/17/31 (b)
EUR
3,125,000
2,846,395
 6.125% 6/15/33 (b)
 
2,050,000
1,789,630
 6.375% 3/3/28 (b)
 
5,580,000
5,365,226
TOTAL IVORY COAST
 
 
10,001,251
Jamaica - 0.2%
 
 
 
Jamaican Government 7.875% 7/28/45
 
1,685,000
1,936,082
Jordan - 0.7%
 
 
 
Jordanian Kingdom:
 
 
 
 5.85% 7/7/30 (b)
 
2,325,000
2,121,516
 6.125% 1/29/26 (b)
 
985,000
965,182
 7.375% 10/10/47 (b)
 
2,005,000
1,721,333
 7.5% 1/13/29 (b)
 
1,410,000
1,406,264
 7.75% 1/15/28 (b)
 
1,725,000
1,755,567
TOTAL JORDAN
 
 
7,969,862
Kenya - 0.9%
 
 
 
Republic of Kenya:
 
 
 
 6.3% 1/23/34 (b)
 
3,575,000
2,691,510
 6.875% 6/24/24 (b)
 
3,235,000
3,064,354
 7% 5/22/27 (b)
 
4,840,000
4,345,884
 7.25% 2/28/28 (b)
 
570,000
492,765
 8% 5/22/32 (b)
 
685,000
577,078
TOTAL KENYA
 
 
11,171,591
Lebanon - 0.1%
 
 
 
Lebanese Republic:
 
 
 
 5.8% (e)
 
5,875,000
377,234
 6% (e)
 
1,587,000
103,155
 6.1% (e)
 
685,000
43,984
 6.375% (e)
 
7,072,000
456,766
TOTAL LEBANON
 
 
981,139
Mexico - 2.4%
 
 
 
United Mexican States:
 
 
 
 3.25% 4/16/30
 
4,960,000
4,408,994
 3.75% 1/11/28
 
3,415,000
3,247,426
 4.5% 4/22/29
 
2,040,000
1,978,474
 4.75% 4/27/32
 
970,000
925,700
 5.75% 10/12/2110
 
3,295,000
2,938,811
 6.05% 1/11/40
 
10,222,000
10,370,219
 6.338% 5/4/53
 
1,695,000
1,725,510
 6.35% 2/9/35
 
2,485,000
2,606,815
TOTAL MEXICO
 
 
28,201,949
Mongolia - 0.1%
 
 
 
Mongolia Government 5.125% 4/7/26 (b)
 
1,240,000
1,156,176
Morocco - 0.2%
 
 
 
Moroccan Kingdom 6.5% 9/8/33 (b)
 
2,740,000
2,817,104
Nigeria - 2.0%
 
 
 
Republic of Nigeria:
 
 
 
 6.125% 9/28/28 (b)
 
4,880,000
4,056,695
 6.5% 11/28/27 (b)
 
5,087,000
4,415,872
 7.143% 2/23/30 (b)
 
1,955,000
1,635,318
 7.625% 11/21/25 (b)
 
6,193,000
5,907,193
 7.625% 11/28/47 (b)
 
5,315,000
3,763,445
 7.696% 2/23/38 (b)
 
980,000
731,688
 7.875% 2/16/32 (b)
 
1,635,000
1,366,713
 8.375% 3/24/29 (b)
 
2,435,000
2,186,825
TOTAL NIGERIA
 
 
24,063,749
Oman - 2.8%
 
 
 
Sultanate of Oman:
 
 
 
 4.75% 6/15/26 (b)
 
1,002,000
972,571
 5.375% 3/8/27 (b)
 
3,921,000
3,840,267
 5.625% 1/17/28 (b)
 
6,505,000
6,419,004
 6% 8/1/29 (b)
 
3,625,000
3,618,149
 6.25% 1/25/31 (b)
 
1,610,000
1,630,028
 6.5% 3/8/47 (b)
 
8,100,000
7,526,520
 6.75% 10/28/27 (b)
 
1,585,000
1,636,021
 6.75% 1/17/48 (b)
 
7,720,000
7,399,852
TOTAL OMAN
 
 
33,042,412
Pakistan - 0.6%
 
 
 
Islamic Republic of Pakistan:
 
 
 
 6% 4/8/26 (b)
 
6,130,000
2,948,775
 6.875% 12/5/27 (b)
 
5,905,000
2,796,962
 7.875% 3/31/36 (b)
 
2,025,000
915,503
TOTAL PAKISTAN
 
 
6,661,240
Panama - 1.9%
 
 
 
Panamanian Republic:
 
 
 
 2.252% 9/29/32
 
5,065,000
3,863,481
 3.16% 1/23/30
 
3,670,000
3,210,259
 3.298% 1/19/33
 
5,355,000
4,454,878
 3.87% 7/23/60
 
3,880,000
2,555,872
 4.3% 4/29/53
 
1,795,000
1,333,003
 4.5% 5/15/47
 
2,005,000
1,580,862
 4.5% 4/16/50
 
2,680,000
2,062,340
 6.4% 2/14/35
 
2,700,000
2,808,243
 6.853% 3/28/54
 
1,030,000
1,069,552
TOTAL PANAMA
 
 
22,938,490
Paraguay - 0.8%
 
 
 
Republic of Paraguay:
 
 
 
 2.739% 1/29/33 (b)
 
1,305,000
1,045,018
 4.95% 4/28/31 (b)
 
3,865,000
3,706,187
 5.4% 3/30/50 (b)
 
3,925,000
3,362,116
 5.6% 3/13/48 (b)
 
1,925,000
1,687,166
TOTAL PARAGUAY
 
 
9,800,487
Peru - 1.1%
 
 
 
Peruvian Republic:
 
 
 
 2.783% 1/23/31
 
3,585,000
3,069,513
 3% 1/15/34
 
5,225,000
4,320,709
 3.3% 3/11/41
 
7,075,000
5,428,223
TOTAL PERU
 
 
12,818,445
Philippines - 0.7%
 
 
 
Philippine Republic:
 
 
 
 2.65% 12/10/45
 
2,130,000
1,428,634
 2.95% 5/5/45
 
865,000
615,223
 5% 7/17/33
 
1,135,000
1,148,155
 5.5% 1/17/48
 
1,005,000
1,033,080
 5.609% 4/13/33
 
1,670,000
1,758,243
 5.95% 10/13/47
 
2,670,000
2,893,880
TOTAL PHILIPPINES
 
 
8,877,215
Poland - 0.3%
 
 
 
Bank Gospodarstwa Krajowego 5.375% 5/22/33 (b)
 
1,050,000
1,039,500
Polish Government 5.5% 4/4/53
 
1,945,000
1,952,547
TOTAL POLAND
 
 
2,992,047
Qatar - 2.7%
 
 
 
State of Qatar:
 
 
 
 3.75% 4/16/30 (b)
 
10,275,000
9,878,899
 4% 3/14/29 (b)
 
3,585,000
3,498,351
 4.4% 4/16/50 (b)
 
9,660,000
8,768,865
 4.817% 3/14/49 (b)
 
8,149,000
7,821,655
 5.103% 4/23/48 (b)
 
2,960,000
2,944,046
TOTAL QATAR
 
 
32,911,816
Romania - 1.7%
 
 
 
Romanian Republic:
 
 
 
 3% 2/27/27 (b)
 
2,618,000
2,366,672
 3% 2/14/31 (b)
 
9,651,000
7,986,782
 3.375% 1/28/50 (Reg. S)
EUR
3,875,000
2,639,959
 3.625% 3/27/32 (b)
 
2,618,000
2,223,808
 4% 2/14/51 (b)
 
3,100,000
2,206,208
 7.125% 1/17/33 (b)
 
1,150,000
1,219,069
 7.625% 1/17/53 (b)
 
1,138,000
1,254,645
TOTAL ROMANIA
 
 
19,897,143
Russia - 0.2%
 
 
 
Ministry of Finance of the Russian Federation:
 
 
 
 4.375% (Reg. S) (e)(g)
 
2,800,000
1,176,000
 5.1% (Reg. S) (e)(g)
 
3,400,000
1,428,000
TOTAL RUSSIA
 
 
2,604,000
Rwanda - 0.2%
 
 
 
Rwanda Republic 5.5% 8/9/31 (b)
 
3,410,000
2,559,989
Saudi Arabia - 1.4%
 
 
 
Kingdom of Saudi Arabia:
 
 
 
 2.25% 2/2/33 (b)
 
4,030,000
3,243,022
 3.45% 2/2/61 (b)
 
2,775,000
1,947,273
 3.625% 3/4/28 (b)
 
1,770,000
1,675,040
 3.75% 1/21/55 (b)
 
3,755,000
2,833,673
 4.5% 10/26/46 (b)
 
3,471,000
3,034,001
 4.5% 4/22/60 (b)
 
2,055,000
1,775,356
 4.625% 10/4/47 (b)
 
3,040,000
2,699,672
TOTAL SAUDI ARABIA
 
 
17,208,037
Senegal - 0.3%
 
 
 
Republic of Senegal:
 
 
 
 6.25% 5/23/33 (b)
 
2,700,000
2,252,070
 6.75% 3/13/48 (b)
 
1,385,000
988,987
TOTAL SENEGAL
 
 
3,241,057
Serbia - 0.5%
 
 
 
Republic of Serbia:
 
 
 
 2.125% 12/1/30 (b)
 
5,110,000
3,911,143
 6.25% 5/26/28 (b)
 
865,000
859,525
 6.5% 9/26/33 (b)
 
1,435,000
1,403,229
TOTAL SERBIA
 
 
6,173,897
South Africa - 1.0%
 
 
 
South African Republic:
 
 
 
 4.85% 9/30/29
 
2,130,000
1,870,864
 5% 10/12/46
 
880,000
583,695
 5.65% 9/27/47
 
6,075,000
4,297,091
 5.75% 9/30/49
 
7,030,000
4,968,874
TOTAL SOUTH AFRICA
 
 
11,720,524
Sri Lanka - 0.8%
 
 
 
Democratic Socialist Republic of Sri Lanka:
 
 
 
 6.2% (b)(e)
 
4,350,000
1,892,250
 6.825% (b)(e)
 
3,085,000
1,434,481
 6.85% (b)(e)
 
5,000,000
2,311,800
 7.55% (b)(e)
 
3,405,000
1,481,175
 7.85% (b)(e)
 
6,363,000
2,785,403
TOTAL SRI LANKA
 
 
9,905,109
Turkey - 2.8%
 
 
 
Turkish Republic:
 
 
 
 4.75% 1/26/26
 
2,030,000
1,849,350
 4.875% 4/16/43
 
5,290,000
3,385,388
 5.125% 2/17/28
 
3,070,000
2,663,379
 5.75% 5/11/47
 
4,040,000
2,757,462
 5.95% 1/15/31
 
2,685,000
2,259,132
 6% 1/14/41
 
4,622,000
3,389,035
 6.125% 10/24/28
 
2,140,000
1,907,361
 6.375% 10/14/25
 
4,480,000
4,267,514
 6.625% 2/17/45
 
150,000
114,681
 6.75% 5/30/40
 
2,112,000
1,672,810
 9.125% 7/13/30
 
3,825,000
3,784,532
 9.375% 3/14/29
 
5,270,000
5,269,473
 9.375% 1/19/33
 
515,000
515,644
TOTAL TURKEY
 
 
33,835,761
Ukraine - 0.9%
 
 
 
Ukraine Government:
 
 
 
 6.876% 5/21/31 (b)
 
3,585,000
809,493
 7.253% 3/15/35 (b)
 
3,445,000
788,113
 7.375% 9/25/34 (b)
 
2,130,000
492,030
 7.75% 9/1/24 (b)
 
9,099,000
2,225,888
 7.75% 9/1/25 (b)
 
9,100,000
2,283,190
 7.75% 9/1/26 (b)
 
5,364,000
1,277,222
 7.75% 9/1/27 (b)
 
1,750,000
413,963
 7.75% 9/1/28 (b)
 
1,895,000
451,313
 7.75% 9/1/29 (b)
 
2,594,000
615,971
 7.75% 8/1/41 (b)(d)
 
2,230,000
888,655
 9.75% 11/1/30 (b)
 
425,000
104,763
TOTAL UKRAINE
 
 
10,350,601
United Arab Emirates - 1.4%
 
 
 
Abu Dhabi National Energy Co. PJSC 4.375% 1/24/29 (b)
 
1,740,000
1,711,725
Emirate of Abu Dhabi:
 
 
 
 3.125% 9/30/49 (b)
 
13,102,000
9,563,150
 3.875% 4/16/50 (b)
 
2,990,000
2,509,328
Emirate of Dubai 3.9% 9/9/50 (Reg. S)
 
4,165,000
3,001,965
TOTAL UNITED ARAB EMIRATES
 
 
16,786,168
United States of America - 4.8%
 
 
 
U.S. Treasury Bonds:
 
 
 
 2.875% 5/15/52
 
40,530,000
33,587,625
 3.25% 5/15/42
 
9,177,000
8,189,039
 3.625% 2/15/53
 
4,872,000
4,675,598
U.S. Treasury Notes:
 
 
 
 3.625% 3/31/30
 
4,389,000
4,293,333
 3.75% 5/31/30
 
3,633,000
3,582,479
 4% 2/28/30
 
2,772,000
2,770,051
TOTAL UNITED STATES OF AMERICA
 
 
57,098,125
Uruguay - 0.5%
 
 
 
Uruguay Republic 5.1% 6/18/50
 
6,360,000
6,347,852
Uzbekistan - 0.4%
 
 
 
Republic of Uzbekistan:
 
 
 
 3.7% 11/25/30 (b)
 
1,595,000
1,284,007
 3.9% 10/19/31 (b)
 
2,880,000
2,311,200
 5.375% 2/20/29 (b)
 
1,145,000
1,046,118
TOTAL UZBEKISTAN
 
 
4,641,325
Venezuela - 0.3%
 
 
 
Venezuelan Republic:
 
 
 
 9.25% (e)
 
27,915,000
2,372,775
 11.95% (Reg. S) (e)
 
17,015,000
1,488,813
 12.75% (e)
 
3,625,000
308,125
TOTAL VENEZUELA
 
 
4,169,713
Vietnam - 0.6%
 
 
 
Vietnamese Socialist Republic 5.5% 3/12/28
 
8,017,750
7,669,860
Zambia - 0.2%
 
 
 
Republic of Zambia:
 
 
 
 8.5% (b)(e)
 
585,000
339,031
 8.97% (b)(e)
 
2,560,000
1,468,698
TOTAL ZAMBIA
 
 
1,807,729
 
TOTAL GOVERNMENT OBLIGATIONS
  (Cost $860,342,565)
 
 
 
717,275,837
 
 
 
 
Common Stocks - 0.0%
 
 
Shares
Value ($)
 
Kazakhstan - 0.0%
 
 
 
Nostrum Oil & Gas LP warrants (g)(h)
  (Cost $0)
 
266,460
3
 
 
 
 
Nonconvertible Preferred Stocks - 0.1%
 
 
Shares
Value ($)
 
Brazil - 0.1%
 
 
 
Azul SA (h)
  (Cost $671,597)
 
216,200
987,037
 
 
 
 
Preferred Securities - 1.5%
 
 
Principal
Amount (a)
 
Value ($)
 
Kuwait - 0.1%
 
 
 
NBK Tier 1 Financing 2 Ltd. 4.5% (b)(d)(i)
 
1,890,000
1,739,124
Mexico - 0.6%
 
 
 
Banco Mercantil del Norte SA:
 
 
 
 6.75% (b)(d)(i)
 
2,130,000
2,043,892
 7.625% (b)(d)(i)
 
2,545,000
2,341,591
CEMEX S.A.B. de CV 5.125% (b)(d)(i)
 
3,625,000
3,281,624
TOTAL MEXICO
 
 
7,667,107
Russia - 0.1%
 
 
 
Tinkoff Credit Systems 6% (b)(d)(e)(g)(i)
 
1,625,000
690,625
United Arab Emirates - 0.7%
 
 
 
DP World Salaam 6% (Reg. S) (d)(i)
 
4,625,000
4,712,324
Emirates NBD Bank PJSC 6.125% (Reg. S) (d)(i)
 
3,255,000
3,274,183
TOTAL UNITED ARAB EMIRATES
 
 
7,986,507
 
TOTAL PREFERRED SECURITIES
  (Cost $20,628,758)
 
 
 
18,083,363
 
 
 
 
Money Market Funds - 1.6%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 5.14% (j)
 
  (Cost $19,461,148)
 
 
19,457,257
19,461,148
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 97.4%
  (Cost $1,397,857,476)
 
 
 
1,167,079,075
NET OTHER ASSETS (LIABILITIES) - 2.6%  
31,408,989
NET ASSETS - 100.0%
1,198,488,064
 
 
 
 
Currency Abbreviations
         EUR
-
European Monetary Unit
 
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 $768,232,050 or 64.1% of net assets.
 
(c)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(d)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(e)
Non-income producing - Security is in default.
 
(f)
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
 
(g)
Level 3 security
 
(h)
Non-income producing
 
(i)
Security is perpetual in nature with no stated maturity date.
 
(j)
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.
 
 
 
 
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 5.14%
14,215,744
244,917,443
239,672,039
452,362
-
-
19,461,148
0.0%
Total
14,215,744
244,917,443
239,672,039
452,362
-
-
19,461,148
 
 
 
 
 
 
 
 
 
 
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.
 
Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.
 
Investment Valuation
 
The following is a summary of the inputs used, as of June 30, 2023, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
 
Valuation Inputs at Reporting Date:
Description
Total ($)
Level 1 ($)
Level 2 ($)
Level 3 ($)
  Investments in Securities:
 
 
 
 
 Equities:
 
 
 
 
Energy
3
-
-
3
Industrials
987,037
987,037
-
-
 Corporate Bonds
411,271,687
-
411,271,687
-
 Government Obligations
717,275,837
-
714,671,837
2,604,000
 Preferred Securities
18,083,363
-
17,392,738
690,625
  Money Market Funds
19,461,148
19,461,148
-
-
 Total Investments in Securities:
1,167,079,075
20,448,185
1,143,336,262
3,294,628
Fidelity® Series Emerging Markets Debt Fund
Financial Statements (Unaudited)
Statement of Assets and Liabilities
 
 
 
June 30, 2023
(Unaudited)
 
 
 
 
 
Assets
 
 
 
 
Investment in securities, at value  - See accompanying schedule:
 
 
 
 
Unaffiliated issuers (cost $1,378,396,328)
$
1,147,617,927
 
 
Fidelity Central Funds (cost $19,461,148)
19,461,148
 
 
 
 
 
 
 
 
 
 
 
 
Total Investment in Securities (cost $1,397,857,476)
 
 
$
1,167,079,075
Cash
 
 
1,170,174
Foreign currency held at value (cost $21)
 
 
21
Receivable for investments sold
 
 
3,996,690
Receivable for fund shares sold
 
 
9,519,916
Interest receivable
 
 
23,537,098
Distributions receivable from Fidelity Central Funds
 
 
98,886
  Total assets
 
 
1,205,401,860
Liabilities
 
 
 
 
Payable for investments purchased
 
 
 
 
Regular delivery
$
4,348,691
 
 
Delayed delivery
1,300,000
 
 
Payable for fund shares redeemed
1,263,763
 
 
Other payables and accrued expenses
1,342
 
 
  Total Liabilities
 
 
 
6,913,796
Net Assets  
 
 
$
1,198,488,064
Net Assets consist of:
 
 
 
 
Paid in capital
 
 
$
1,612,437,639
Total accumulated earnings (loss)
 
 
 
(413,949,575)
Net Assets
 
 
$
1,198,488,064
Net Asset Value , offering price and redemption price per share ($1,198,488,064 ÷ 161,916,165 shares)
 
 
$
7.40
 
Statement of Operations
 
 
 
Six months ended
June 30, 2023
(Unaudited)
Investment Income
 
 
 
 
Dividends
 
 
$
476,447
Interest  
 
 
40,628,242
Income from Fidelity Central Funds  
 
 
452,362
 Income before foreign taxes withheld
 
 
$
41,557,051
Less foreign taxes withheld
 
 
(4,678)
 Total Income
 
 
 
41,552,373
Expenses
 
 
 
 
Custodian fees and expenses
$
2,589
 
 
Independent trustees' fees and expenses
3,895
 
 
Legal
1,325
 
 
 Total expenses before reductions
 
7,809
 
 
 Expense reductions
 
(3,100)
 
 
 Total expenses after reductions
 
 
 
4,709
Net Investment income (loss)
 
 
 
41,547,664
Realized and Unrealized Gain (Loss)
 
 
 
 
Net realized gain (loss) on:
 
 
 
 
 Investment Securities:
 
 
 
 
   Unaffiliated issuers  
 
(29,160,279)
 
 
 Foreign currency transactions
 
(2,057)
 
 
Total net realized gain (loss)
 
 
 
(29,162,336)
Change in net unrealized appreciation (depreciation) on:
 
 
 
 
 Investment Securities:
 
 
 
 
   Unaffiliated issuers
 
32,877,099
 
 
 Assets and liabilities in foreign currencies
 
3,122
 
 
Total change in net unrealized appreciation (depreciation)
 
 
 
32,880,221
Net gain (loss)
 
 
 
3,717,885
Net increase (decrease) in net assets resulting from operations
 
 
$
45,265,549
 
Statement of Changes in Net Assets
 
 
Six months ended
June 30, 2023
(Unaudited)
 
Year ended
December 31, 2022
Increase (Decrease) in Net Assets
 
 
 
 
Operations
 
 
 
Net investment income (loss)
$
41,547,664
$
74,504,061
Net realized gain (loss)
 
(29,162,336)
 
 
(93,556,949)
 
Change in net unrealized appreciation (depreciation)
 
32,880,221
 
(187,642,052)
 
Net increase (decrease) in net assets resulting from operations
 
45,265,549
 
 
(206,694,940)
 
Distributions to shareholders
 
(34,878,914)
 
 
(66,732,572)
 
 
 
 
 
 
Share transactions
 
 
 
 
Proceeds from sales of shares
 
60,708,035
 
118,610,757
  Reinvestment of distributions
 
34,878,914
 
 
66,626,169
 
Cost of shares redeemed
 
(68,352,811)
 
(193,506,975)
 
 
 
 
 
  Net increase (decrease) in net assets resulting from share transactions
 
27,234,138
 
 
(8,270,049)
 
Total increase (decrease) in net assets
 
37,620,773
 
 
(281,697,561)
 
 
 
 
 
 
Net Assets
 
 
 
 
Beginning of period
 
1,160,867,291
 
1,442,564,852
 
End of period
$
1,198,488,064
$
1,160,867,291
 
 
 
 
 
Other Information
 
 
 
 
Shares
 
 
 
 
Sold
 
8,223,595
 
15,614,535
  Issued in reinvestment of distributions
 
4,731,453
 
 
8,801,859
 
Redeemed
 
(9,265,105)
 
(25,220,427)
Net increase (decrease)
 
3,689,943
 
(804,033)
 
 
 
 
 
 
Fidelity® Series Emerging Markets Debt Fund
 
 
Six months ended
(Unaudited) June 30, 2023  
 
Years ended December 31, 2022  
 
2021    
 
2020  
 
2019  
 
2018    
  Selected Per-Share Data  
 
 
 
 
 
 
 
 
 
 
 
 
  Net asset value, beginning of period
$
7.34
$
9.07
$
9.54
$
9.60
$
9.22
$
10.25
  Income from Investment Operations
 
 
 
 
 
 
 
 
 
 
 
 
     Net investment income (loss) A,B
 
.261
 
.470
 
.456
 
.519
 
.604
 
.576
     Net realized and unrealized gain (loss)
 
.018
 
(1.779)
 
(.515)
 
(.103)
 
.341
 
(1.045)
  Total from investment operations
 
.279  
 
(1.309)  
 
(.059)  
 
.416  
 
.945
 
(.469)
  Distributions from net investment income
 
(.219)
 
(.421)
 
(.411)
 
(.476)
 
(.565)
 
(.561)
     Total distributions
 
(.219)
 
(.421)
 
(.411)
 
(.476)
 
(.565)
 
(.561)
  Net asset value, end of period
$
7.40
$
7.34
$
9.07
$
9.54
$
9.60
$
9.22
 Total Return   C,D
 
3.85%
 
(14.45)%
 
(.60)%
 
4.75%
 
10.46%
 
(4.66)%
 Ratios to Average Net Assets B,E,F
 
 
 
 
 
 
 
 
 
 
 
 
    Expenses before reductions G
 
-% H
 
-%
 
-%
 
-%
 
-%
 
-%
    Expenses net of fee waivers, if any G
 
-% H
 
-%
 
-%
 
-%
 
-%
 
-%
    Expenses net of all reductions G
 
-% H
 
-%
 
-%
 
-%
 
-%
 
-%
    Net investment income (loss)
 
7.15% H
 
6.12%
 
4.93%
 
5.73%
 
6.35%
 
5.95%
 Supplemental Data
 
 
 
 
 
 
 
 
 
 
 
 
    Net assets, end of period (000 omitted)
$
1,198,488
$
1,160,867
$
1,442,565
$
1,456,242
$
1,463,941
$
1,254,003
    Portfolio turnover rate I
 
31% H
 
27%
 
29%
 
84%
 
61% J
 
43%
 
A Calculated based on average shares outstanding during the period.
 
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.
 
C Total returns for periods of less than one year are not annualized.
 
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
 
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
 
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
 
G Amount represents less than .005%.
 
H Annualized.
 
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
 
J Portfolio turnover rate excludes securities received or delivered in-kind.
 
 
Top Bond Issuers (% of Fund's net assets)
(with maturities greater than one year)
 
United Mexican States
10.1
 
Indonesian Republic
9.4
 
South African Republic
8.7
 
Malaysian Government
6.9
 
Brazil Letras Do Tesouro Nacio
5.2
 
Brazilian Federative Republic
5.2
 
Polish Government
4.8
 
Kingdom of Thailand
4.5
 
Czech Republic
4.4
 
Colombian Republic
4.3
 
 
63.5
 
 
Quality Diversification (% of Fund's net assets)
 
We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes.
 
Asset Allocation (% of Fund's net assets)
Forward foreign currency contracts - 16.7%
Geographic Diversification (% of Fund's net assets)
 
*    Includes Short-Term investments and Net Other Assets (Liabilities).  
Percentages are adjusted for the effect of derivatives, if applicable.
 
Forward foreign currency contracts and other assets and liabilities are included within United States of America, as applicable.
 
Fidelity® Series Emerging Markets Debt Local Currency Fund
Foreign Government and Government Agency Obligations - 81.5%
 
 
Principal
Amount (a)
 
Value ($)
 
Brazil - 10.4%
 
 
 
Brazil Letras Do Tesouro Nacio, yield at date of purchase 5.8628% to 13.7798% 7/1/23 to 1/1/26
BRL
113,020,000
21,037,214
Brazilian Federative Republic:
 
 
 
 10% 1/1/25
BRL
28,750,000
5,931,266
 10% 1/1/27
BRL
38,000,000
7,876,362
 10% 1/1/29
BRL
12,250,000
2,498,477
 10% 1/1/31
BRL
10,000,000
2,023,042
 10% 1/1/33
BRL
12,550,000
2,514,657
TOTAL BRAZIL
 
 
41,881,018
Chile - 2.4%
 
 
 
Chilean Republic:
 
 
 
 4.5% 3/1/26
CLP
2,825,000,000
3,425,539
 4.7% 9/1/30 (Reg. S) (b)
CLP
1,000,000,000
1,204,654
 5% 3/1/35
CLP
950,000,000
1,171,546
 6% 4/1/33 (Reg. S) (b)
CLP
1,500,000,000
1,974,405
 6% 1/1/43
CLP
1,275,000,000
1,753,518
TOTAL CHILE
 
 
9,529,662
China - 4.1%
 
 
 
Peoples Republic of China:
 
 
 
 2.68% 5/21/30
CNY
48,750,000
6,733,138
 2.88% 2/25/33
CNY
28,000,000
3,917,896
 3.12% 10/25/52
CNY
7,500,000
1,044,704
 3.81% 9/14/50
CNY
32,250,000
5,004,349
TOTAL CHINA
 
 
16,700,087
Colombia - 4.3%
 
 
 
Colombian Republic:
 
 
 
 5.75% 11/3/27
COP
31,100,000,000
6,410,344
 6% 4/28/28
COP
1,850,000,000
379,367
 7% 6/30/32
COP
20,800,000,000
4,077,598
 7.25% 10/18/34
COP
6,500,000,000
1,252,023
 7.25% 10/26/50
COP
8,500,000,000
1,436,924
 7.5% 8/26/26
COP
5,075,000,000
1,139,878
 9.25% 5/28/42
COP
12,000,000,000
2,574,481
TOTAL COLOMBIA
 
 
17,270,615
Czech Republic - 4.4%
 
 
 
Czech Republic:
 
 
 
 0.45% 10/25/23
CZK
42,500,000
1,910,502
 0.95% 5/15/30 (Reg. S)
CZK
175,750,000
6,424,505
 1.2% 3/13/31
CZK
45,000,000
1,636,765
 1.5% 4/24/40
CZK
27,000,000
802,050
 2% 10/13/33
CZK
133,500,000
4,928,353
 5.7% 5/25/24
CZK
44,500,000
2,039,626
TOTAL CZECH REPUBLIC
 
 
17,741,801
Dominican Republic - 0.3%
 
 
 
Dominican Republic:
 
 
 
 9.75% 6/5/26 (Reg. S)
DOP
26,500,000
485,445
 13.625% 2/3/33 (b)
DOP
38,500,000
858,674
TOTAL DOMINICAN REPUBLIC
 
 
1,344,119
Egypt - 0.3%
 
 
 
Arab Republic of Egypt:
 
 
 
 14.556% 10/13/27
EGP
36,000,000
879,147
 16.1% 5/7/29
EGP
12,000,000
289,276
TOTAL EGYPT
 
 
1,168,423
Hungary - 3.1%
 
 
 
Hungarian Republic:
 
 
 
 2.25% 6/22/34
HUF
470,000,000
904,075
 2.75% 12/22/26
HUF
1,144,000,000
2,780,728
 3% 10/27/38
HUF
495,000,000
930,176
 3.25% 10/22/31
HUF
892,000,000
2,018,298
 5.5% 6/24/25
HUF
400,000,000
1,085,882
 6.75% 10/22/28
HUF
1,653,000,000
4,634,338
TOTAL HUNGARY
 
 
12,353,497
Indonesia - 9.4%
 
 
 
Indonesian Republic:
 
 
 
 6.375% 4/15/32
IDR
51,000,000,000
3,413,607
 6.5% 2/15/31
IDR
48,500,000,000
3,264,065
 7.125% 6/15/38
IDR
14,250,000,000
1,009,405
 7.125% 6/15/42
IDR
28,000,000,000
1,951,931
 7.125% 6/15/43
IDR
6,000,000,000
423,212
 7.5% 4/15/40
IDR
61,750,000,000
4,435,868
 8.25% 5/15/29
IDR
123,500,000,000
9,065,316
 8.25% 5/15/36
IDR
44,750,000,000
3,434,403
 8.375% 9/15/26
IDR
112,250,000,000
8,014,916
 8.375% 3/15/34
IDR
19,788,000,000
1,515,859
 8.375% 4/15/39
IDR
17,250,000,000
1,335,818
TOTAL INDONESIA
 
 
37,864,400
Kazakhstan - 0.2%
 
 
 
Kazakhstan Republic 10.5% 8/4/26
KZT
440,000,000
891,890
Malaysia - 6.9%
 
 
 
Malaysian Government:
 
 
 
 3.519% 4/20/28
MYR
12,250,000
2,612,406
 3.582% 7/15/32
MYR
25,750,000
5,397,763
 3.757% 5/22/40
MYR
10,000,000
2,041,585
 3.828% 7/5/34
MYR
14,300,000
3,017,017
 3.885% 8/15/29
MYR
13,000,000
2,798,558
 4.065% 6/15/50
MYR
14,500,000
3,020,008
 4.696% 10/15/42
MYR
6,450,000
1,489,463
 4.762% 4/7/37
MYR
20,000,000
4,597,622
 4.893% 6/8/38
MYR
12,000,000
2,818,091
TOTAL MALAYSIA
 
 
27,792,513
Mexico - 10.1%
 
 
 
United Mexican States:
 
 
 
 5.75% 3/5/26
MXN
275,000,000
14,640,093
 7.75% 11/23/34
MXN
64,000,000
3,486,050
 7.75% 11/13/42
MXN
120,750,000
6,327,823
 8% 9/5/24
MXN
60,000,000
3,392,934
 8% 7/31/53
MXN
22,000,000
1,166,545
 8.5% 5/31/29
MXN
205,250,000
11,863,779
TOTAL MEXICO
 
 
40,877,224
Peru - 2.9%
 
 
 
Peruvian Republic:
 
 
 
 5.35% 8/12/40
PEN
2,250,000
519,868
 5.4% 8/12/34(Reg. S)
PEN
13,100,000
3,195,111
 5.94% 2/12/29
PEN
5,250,000
1,419,425
 6.35% 8/12/28
PEN
9,900,000
2,762,929
 6.9% 8/12/37
PEN
2,500,000
682,087
 6.95% 8/12/31
PEN
11,500,000
3,220,754
TOTAL PERU
 
 
11,800,174
Philippines - 0.1%
 
 
 
Philippine Republic 6.25% 1/14/36
PHP
30,000,000
529,891
Poland - 4.8%
 
 
 
Polish Government:
 
 
 
 1.25% 10/25/30
PLN
15,700,000
2,873,452
 1.75% 4/25/32
PLN
18,750,000
3,359,962
 2.5% 7/25/26
PLN
19,500,000
4,380,936
 2.5% 7/25/27
PLN
15,000,000
3,272,187
 2.75% 4/25/28
PLN
10,500,000
2,277,283
 2.75% 10/25/29
PLN
7,000,000
1,468,124
 6% 10/25/33
PLN
7,750,000
1,935,427
TOTAL POLAND
 
 
19,567,371
Romania - 3.7%
 
 
 
Romanian Republic:
 
 
 
 3.65% 9/24/31
RON
17,750,000
3,155,041
 4.75% 2/24/25
RON
15,550,000
3,340,203
 4.75% 10/11/34
RON
11,500,000
2,130,753
 5% 2/12/29
RON
24,200,000
4,904,024
 5.8% 7/26/27
RON
2,750,000
587,306
 6.7% 2/25/32
RON
3,750,000
818,895
TOTAL ROMANIA
 
 
14,936,222
South Africa - 8.7%
 
 
 
South African Republic:
 
 
 
 6.25% 3/31/36
ZAR
33,000,000
1,118,500
 6.5% 2/28/41
ZAR
39,000,000
1,225,459
 7% 2/28/31
ZAR
98,750,000
4,199,556
 8% 1/31/30
ZAR
249,000,000
11,687,378
 8.75% 2/28/48
ZAR
163,750,000
6,315,105
 8.875% 2/28/35
ZAR
173,250,000
7,536,255
 10.5% 12/21/26
ZAR
57,500,000
3,173,103
TOTAL SOUTH AFRICA
 
 
35,255,356
Thailand - 4.5%
 
 
 
Kingdom of Thailand:
 
 
 
 1.585% 12/17/35
THB
82,750,000
2,047,080
 1.6% 6/17/35
THB
180,750,000
4,515,924
 2% 12/17/31
THB
94,500,000
2,568,303
 2% 6/17/42
THB
45,000,000
1,084,279
 2.875% 6/17/46
THB
44,400,000
1,185,684
 3.3% 6/17/38
THB
164,250,000
4,864,812
 3.775% 6/25/32
THB
60,000,000
1,861,906
TOTAL THAILAND
 
 
18,127,988
Turkey - 0.5%
 
 
 
Turkish Republic:
 
 
 
 10.5% 8/11/27
TRY
19,000,000
657,282
 10.6% 2/11/26
TRY
26,000,000
920,425
 11.7% 11/13/30
TRY
13,000,000
460,212
TOTAL TURKEY
 
 
2,037,919
Uruguay - 0.4%
 
 
 
Uruguay Republic:
 
 
 
 8.25% 5/21/31
UYU
31,500,000
774,249
 8.5% 3/15/28 (Reg. S)
UYU
34,750,000
888,381
TOTAL URUGUAY
 
 
1,662,630
 
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
  (Cost $333,571,761)
 
 
 
329,332,800
 
 
 
 
Supranational Obligations - 0.8%
 
 
Principal
Amount (a)
 
Value ($)
 
Asian Infrastructure Investment Bank 2.375% 2/10/25 (Reg. S)
PHP
57,900,000
977,336
Inter-American Development Bank:
 
 
 
 5.1% 11/17/26
IDR
15,000,000,000
978,428
 5.7% 11/12/24
INR
105,000,000
1,252,662
 
TOTAL SUPRANATIONAL OBLIGATIONS
  (Cost $3,655,079)
 
 
3,208,426
 
 
 
 
Money Market Funds - 15.5%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 5.14% (c)
 
  (Cost $62,585,242)
 
 
62,572,727
62,585,242
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 97.8%
  (Cost $399,812,082)
 
 
 
395,126,468
NET OTHER ASSETS (LIABILITIES) - 2.2%  
8,966,453
NET ASSETS - 100.0%
404,092,921
 
 
 Forward Foreign Currency Contracts
Currency
Purchased
Currency
Sold
 
Counterparty
Settlement
Date
Unrealized  
Appreciation/
(Depreciation) ($)
 
 
 
 
 
 
 
USD
1,016,646
ZAR
19,211,661
JPMorgan Chase Bank, N.A.
7/05/23
(4,097)
BRL
6,136,000
USD
1,236,521
Citibank, N. A.
9/14/23
28,302
CLP
3,791,530,000
USD
4,795,581
Citibank, N. A.
9/14/23
(108,658)
CNY
7,014,000
USD
989,350
BNP Paribas S.A.
9/14/23
(14,460)
CNY
14,042,000
USD
1,975,690
BNP Paribas S.A.
9/14/23
(23,964)
CNY
15,082,000
USD
2,130,226
BNP Paribas S.A.
9/14/23
(33,948)
CNY
35,415,000
USD
4,981,363
Bank of America, N.A.
9/14/23
(58,960)
CNY
14,893,000
USD
2,104,125
Goldman Sachs Bank USA
9/14/23
(34,117)
CNY
43,829,000
USD
6,140,666
Goldman Sachs Bank USA
9/14/23
(48,783)
COP
7,925,100,000
USD
1,870,009
Bank of America, N.A.
9/14/23
(7,960)
CZK
75,294,000
USD
3,405,703
BNP Paribas S.A.
9/14/23
39,555
HUF
845,491,000
USD
2,409,292
Bank of America, N.A.
9/14/23
23,119
HUF
170,723,000
USD
494,515
HSBC Bank
9/14/23
(3,359)
IDR
44,595,800,000
USD
2,980,007
BNP Paribas S.A.
9/14/23
(7,295)
IDR
18,695,600,000
USD
1,249,539
BNP Paribas S.A.
9/14/23
(3,309)
ILS
3,664,000
USD
1,033,957
Goldman Sachs Bank USA
9/14/23
(42,803)
INR
85,348,000
USD
1,031,770
BNP Paribas S.A.
9/14/23
5,709
INR
144,563,000
USD
1,747,851
State Street Bank and Trust Co
9/14/23
9,438
KRW
1,314,200,000
USD
1,025,317
State Street Bank and Trust Co
9/14/23
(24,037)
MXN
57,666,000
USD
3,270,273
State Street Bank and Trust Co
9/14/23
52,522
MYR
7,199,000
USD
1,552,512
Goldman Sachs Bank USA
9/14/23
(2,055)
MYR
62,593,000
USD
13,656,158
Goldman Sachs Bank USA
9/14/23
(175,423)
PEN
10,613,000
USD
2,899,489
Bank of America, N.A.
9/14/23
9,131
PEN
3,741,000
USD
1,023,669
Citibank, N. A.
9/14/23
1,597
PHP
44,576,000
USD
792,949
HSBC Bank
9/14/23
11,904
PLN
12,524,000
USD
3,077,554
Citibank, N. A.
9/14/23
(8,328)
PLN
5,095,000
USD
1,260,282
Citibank, N. A.
9/14/23
(11,663)
PLN
45,935,000
USD
11,087,906
State Street Bank and Trust Co
9/14/23
169,275
RON
8,585,000
USD
1,858,745
BNP Paribas S.A.
9/14/23
26,876
RON
9,258,000
USD
2,036,023
BNP Paribas S.A.
9/14/23
(2,584)
THB
56,062,000
USD
1,596,867
JPMorgan Chase Bank, N.A.
9/14/23
1,217
THB
732,950,000
USD
21,414,380
JPMorgan Chase Bank, N.A.
9/14/23
(521,166)
USD
1,255,833
BRL
6,136,000
Bank of America, N.A.
9/14/23
(8,990)
USD
2,052,215
CLP
1,654,085,000
Bank of America, N.A.
9/14/23
7,508
USD
2,628,275
CLP
2,137,445,000
State Street Bank and Trust Co
9/14/23
(13,940)
USD
840,780
COP
3,591,600,000
Bank of America, N.A.
9/14/23
(3,088)
USD
1,011,319
COP
4,333,500,000
Citibank, N. A.
9/14/23
(6,863)
USD
1,030,557
CZK
22,825,000
BNP Paribas S.A.
9/14/23
(13,856)
USD
2,053,172
CZK
44,825,000
BNP Paribas S.A.
9/14/23
2,096
USD
2,417,022
HUF
845,491,000
BNP Paribas S.A.
9/14/23
(15,390)
USD
2,040,689
IDR
30,528,700,000
Goldman Sachs Bank USA
9/14/23
5,676
USD
945,179
IDR
14,067,100,000
State Street Bank and Trust Co
9/14/23
7,480
USD
1,032,507
ILS
3,664,000
Goldman Sachs Bank USA
9/14/23
41,353
USD
2,064,580
INR
169,822,000
HSBC Bank
9/14/23
246
USD
1,032,567
KRW
1,314,200,000
BNP Paribas S.A.
9/14/23
31,288
USD
3,305,371
MXN
57,666,000
Citibank, N. A.
9/14/23
(17,424)
USD
3,575,581
MYR
16,605,000
State Street Bank and Trust Co
9/14/23
(659)
USD
1,439,293
PEN
5,293,000
BNP Paribas S.A.
9/14/23
(11,317)
USD
1,018,292
PHP
56,892,000
Bank of America, N.A.
9/14/23
(8,934)
USD
1,224,409
PLN
5,018,000
BNP Paribas S.A.
9/14/23
(5,340)
USD
2,255,143
PLN
9,332,000
State Street Bank and Trust Co
9/14/23
(31,828)
USD
2,257,742
RON
10,280,000
Goldman Sachs Bank USA
9/14/23
(170)
USD
762,949
ZAR
14,419,000
Citibank, N. A.
9/14/23
2,446
USD
1,330,527
ZAR
24,801,000
Goldman Sachs Bank USA
9/14/23
22,443
USD
611,364
ZAR
11,638,000
JPMorgan Chase Bank, N.A.
9/14/23
(2,461)
ZAR
8,028,000
USD
433,963
Brown Brothers Harriman & Co
9/14/23
(10,540)
 
 
 
 
 
 
 
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
 
(788,588)
 
 
 
 
 
 
 
Unrealized Appreciation
 
 
499,181
Unrealized Depreciation
 
 
(1,287,769)
 
For the period, the average contract value for forward foreign currency contracts was $185,652,429. Contract value represents contract amount in United States dollars plus or minus unrealized appreciation or depreciation, respectively.
 
 
Currency Abbreviations
         BRL
-
Brazilian real
         CLP
-
Chilean peso
         CNY
-
Chinese yuan
         COP
-
Colombian peso
         CZK
-
Czech koruna
         DOP
-
Dominican Republic peso
         EGP
-
Egyptian pound
         HUF
-
Hungarian forint
         IDR
-
Indonesian rupiah
         ILS
-
Israeli shekel
         INR
-
Indian rupee
         KRW
-
Korean won
         KZT
-
Kazakhstan tenge
         MXN
-
Mexican peso
         MYR
-
Malaysian ringgit
         PEN
-
Peruvian new sol
         PHP
-
Philippine peso
         PLN
-
Polish zloty
         RON
-
Romanian leu (new)
         THB
-
Thai baht
         TRY
-
Turkish Lira
         USD
-
U.S. dollar
         UYU
-
Uruguay peso
         ZAR
-
South African rand
 
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 $4,037,733 or 1.0% 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.
 
 
 
 
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 5.14%
52,392,505
117,636,594
107,443,857
971,982
-
-
62,585,242
0.2%
Total
52,392,505
117,636,594
107,443,857
971,982
-
-
62,585,242
 
 
 
 
 
 
 
 
 
 
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line item in the Statement of Operations, if applicable.
 
Amounts included in the purchases and sales proceeds columns may include in-kind transactions, if applicable.
 
Investment Valuation
 
The following is a summary of the inputs used, as of June 30, 2023, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
 
Valuation Inputs at Reporting Date:
Description
Total ($)
Level 1 ($)
Level 2 ($)
Level 3 ($)
  Investments in Securities:
 
 
 
 
 Foreign Government and Government Agency Obligations
329,332,800
-
329,332,800
-
 Supranational Obligations
3,208,426
-
3,208,426
-
  Money Market Funds
62,585,242
62,585,242
-
-
 Total Investments in Securities:
395,126,468
62,585,242
332,541,226
-
  Derivative Instruments:
 
 
 
 
 Assets
 
 
 
 
Forward Foreign Currency Contracts
499,181
-
499,181
-
  Total Assets
499,181
-
499,181
-
 Liabilities
 
 
 
 
Forward Foreign Currency Contracts
(1,287,769)
-
(1,287,769)
-
  Total Liabilities
(1,287,769)
-
(1,287,769)
-
 Total Derivative Instruments:
(788,588)
-
(788,588)
-
 
Value of Derivative Instruments
 
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of June 30, 2023. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
 
Primary Risk Exposure / Derivative Type                                                                                                                                                                                   
 
Value
Asset ($)
Liability ($)
Foreign Exchange Risk
 
 
Forward Foreign Currency Contracts (a)  
499,181
(1,287,769)
Total Foreign Exchange Risk
499,181
(1,287,769)
Total Value of Derivatives
499,181
(1,287,769)
 
(a)Gross value is presented in the Statement of Assets and Liabilities in the unrealized appreciation/depreciation on forward foreign currency contracts line-items.
 
 
 
Fidelity® Series Emerging Markets Debt Local Currency Fund
Financial Statements (Unaudited)
Statement of Assets and Liabilities
 
 
 
June 30, 2023
(Unaudited)
 
 
 
 
 
Assets
 
 
 
 
Investment in securities, at value  - See accompanying schedule:
 
 
 
 
Unaffiliated issuers (cost $337,226,840)
$
332,541,226
 
 
Fidelity Central Funds (cost $62,585,242)
62,585,242
 
 
 
 
 
 
 
 
 
 
 
 
Total Investment in Securities (cost $399,812,082)
 
 
$
395,126,468
Segregated cash with brokers for derivative instruments
 
 
1,080,000
Foreign currency held at value (cost $2,680,549)
 
 
2,671,762
Receivable for investments sold
 
 
982,891
Unrealized appreciation on forward foreign currency contracts
 
 
499,181
Receivable for fund shares sold
 
 
111,442
Reclaims receivable
 
 
326,981
Interest receivable
 
 
6,466,650
Distributions receivable from Fidelity Central Funds
 
 
218,588
Receivable from investment adviser for expense reductions
 
 
5,182
  Total assets
 
 
407,489,145
Liabilities
 
 
 
 
Payable for investments purchased
$
300,000
 
 
Unrealized depreciation on forward foreign currency contracts
1,287,769
 
 
Payable for fund shares redeemed
1,741,061
 
 
Other payables and accrued expenses
67,394
 
 
  Total Liabilities
 
 
 
3,396,224
Net Assets  
 
 
$
404,092,921
Net Assets consist of:
 
 
 
 
Paid in capital
 
 
$
442,213,663
Total accumulated earnings (loss)
 
 
 
(38,120,742)
Net Assets
 
 
$
404,092,921
Net Asset Value , offering price and redemption price per share ($404,092,921 ÷ 42,968,128 shares)
 
 
$
9.40
 
Statement of Operations
 
 
 
Six months ended
June 30, 2023
(Unaudited)
Investment Income
 
 
 
 
Interest  
 
 
$
11,476,123
Income from Fidelity Central Funds  
 
 
971,982
 Income before foreign taxes withheld
 
 
$
12,448,105
Less foreign taxes withheld
 
 
(27,108)
 Total Income
 
 
 
12,420,997
Expenses
 
 
 
 
Custodian fees and expenses
$
35,263
 
 
Independent trustees' fees and expenses
1,304
 
 
 Total expenses before reductions
 
36,567
 
 
 Expense reductions
 
(32,951)
 
 
 Total expenses after reductions
 
 
 
3,616
Net Investment income (loss)
 
 
 
12,417,381
Realized and Unrealized Gain (Loss)
 
 
 
 
Net realized gain (loss) on:
 
 
 
 
 Investment Securities:
 
 
 
 
   Unaffiliated issuers (net of foreign taxes of $13,666)
 
(11,378,457)
 
 
 Forward foreign currency contracts
 
3,829,762
 
 
 Foreign currency transactions
 
(69,683)
 
 
Total net realized gain (loss)
 
 
 
(7,618,378)
Change in net unrealized appreciation (depreciation) on:
 
 
 
 
 Investment Securities:
 
 
 
 
   Unaffiliated issuers(net of increase in deferred foreign taxes of $49,633)
 
30,667,218
 
 
 Forward foreign currency contracts
 
(4,105,839)
 
 
 Assets and liabilities in foreign currencies
 
94,324
 
 
Total change in net unrealized appreciation (depreciation)
 
 
 
26,655,703
Net gain (loss)
 
 
 
19,037,325
Net increase (decrease) in net assets resulting from operations
 
 
$
31,454,706
 
Statement of Changes in Net Assets
 
 
Six months ended
June 30, 2023
(Unaudited)
 
Year ended
December 31, 2022
Increase (Decrease) in Net Assets
 
 
 
 
Operations
 
 
 
Net investment income (loss)
$
12,417,381
$
20,925,997
Net realized gain (loss)
 
(7,618,378)
 
 
(52,168,810)
 
Change in net unrealized appreciation (depreciation)
 
26,655,703
 
(6,006,477)
 
Net increase (decrease) in net assets resulting from operations
 
31,454,706
 
 
(37,249,290)
 
 
 
 
 
 
Share transactions
 
 
 
 
Proceeds from sales of shares
 
16,513,795
 
38,013,375
Cost of shares redeemed
 
(27,168,404)
 
(100,779,866)
 
 
 
 
 
  Net increase (decrease) in net assets resulting from share transactions
 
(10,654,609)
 
 
(62,766,491)
 
Total increase (decrease) in net assets
 
20,800,097
 
 
(100,015,781)
 
 
 
 
 
 
Net Assets
 
 
 
 
Beginning of period
 
383,292,824
 
483,308,605
 
End of period
$
404,092,921
$
383,292,824
 
 
 
 
 
Other Information
 
 
 
 
Shares
 
 
 
 
Sold
 
1,826,052
 
4,444,382
Redeemed
 
(2,987,790)
 
(11,553,598)
Net increase (decrease)
 
(1,161,738)
 
(7,109,216)
 
 
 
 
 
 
Fidelity® Series Emerging Markets Debt Local Currency Fund
 
 
Six months ended
(Unaudited) June 30, 2023  
 
Years ended December 31, 2022  
 
2021    
 
2020   A
  Selected Per-Share Data  
 
 
 
 
 
 
 
 
  Net asset value, beginning of period
$
8.69
$
9.43
$
10.81
$
10.00
  Income from Investment Operations
 
 
 
 
 
 
 
 
     Net investment income (loss) B,C
 
.285
 
.445
 
.439
 
.067
     Net realized and unrealized gain (loss)
 
.425
 
(1.185)
 
(1.358)
 
.806
  Total from investment operations
 
.710  
 
(.740)  
 
(.919)  
 
.873  
  Distributions from net investment income
 
-
 
-
 
(.456)
 
(.063)
  Distributions from net realized gain
 
-
 
-
 
(.005)
 
-
     Total distributions
 
-
 
-
 
(.461)
 
(.063)
  Net asset value, end of period
$
9.40
$
8.69
$
9.43
$
10.81
 Total Return   D,E
 
8.17%
 
(7.85)%
 
(8.56)%
 
8.74%
 Ratios to Average Net Assets C,F,G
 
 
 
 
 
 
 
 
    Expenses before reductions
 
.02% H
 
.02%
 
.03%
 
.04% H
    Expenses net of fee waivers, if any I
 
-% H
 
-%
 
-%
 
-% H
    Expenses net of all reductions I
 
-% H
 
-%
 
-%
 
-% H
    Net investment income (loss)
 
6.31% H
 
5.17%
 
4.31%
 
3.69% H
 Supplemental Data
 
 
 
 
 
 
 
 
    Net assets, end of period (000 omitted)
$
404,093
$
383,293
$
483,309
$
492,748
    Portfolio turnover rate J
 
72% H
 
53%
 
65%
 
17% K
 
A For the period October 30, 2020 (commencement of operations) through December 31, 2020.
 
B Calculated based on average shares outstanding during the period.
 
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any mutual funds or ETFs is not included in the Fund's net investment income (loss) ratio.
 
D Total returns for periods of less than one year are not annualized.
 
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
 
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
 
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
 
H Annualized.
 
I Amount represents less than .005%.
 
J Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
 
K Amount not annualized.
 
For the period ended June 30, 2023
 
1. Organization.
 
Fidelity Series Emerging Markets Debt Fund and Fidelity Series Emerging Markets Debt Local Currency Fund (the Funds) are funds of Fidelity Hastings Street Trust (the Trust). Fidelity Series Emerging Markets Debt Local Currency Fund is a non-diversified fund. Each Fund is authorized to issue an unlimited number of shares. Shares of the Funds are only available for purchase by mutual funds for which Fidelity Management & Research Company LLC (FMR) or an affiliate serves as an investment manager. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.   Investments in emerging markets, if applicable, can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
 
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
 
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
 
 
 
Fidelity Central Fund
Investment Manager
Investment Objective
Investment Practices
Expense Ratio A
Fidelity Money Market Central Funds
Fidelity Management & Research Company LLC (FMR)
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
Short-term Investments
Less than .005%
 
A   Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
 
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
 
Each Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies . The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. Each Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of each Fund:
 
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has designated each 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, each 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 each Fund's fair valuation practices and maintains the fair valuation policies and procedures. Each Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.
 
Each Fund categorizes the inputs to valuation techniques used to value its investments 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 each Fund's 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. Corporate bonds, foreign government and government agency obligations, preferred securities, supranational obligations and U.S. government and government agency 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 Fidelity Series Emerging Markets Debt Fund invests a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
 
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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of June 30, 2023, is included at the end of each Fund's Schedule of Investments.
 
Foreign Currency. Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
 
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
 
Realized gains and losses on foreign currency transactions arise from the disposition of foreign currency, realized changes in the value of foreign currency between the trade and settlement dates on security transactions, and the difference between the amounts of dividends, interest and foreign withholding taxes recorded on transaction date and the U.S. dollar equivalent of the amounts actually received or paid. Unrealized gains and losses on assets and liabilities in foreign currencies arise from changes in the value of foreign currency, and from assets and liabilities denominated in foreign currencies, other than investments, which are held at period end.
 
Investment Transactions and Income. For financial reporting purposes, the Funds' investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. Dividend income is recorded on the ex-dividend date. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Paid in Kind (PIK) income is recorded at the fair market value of the securities received. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain. Debt obligations may be placed on non-accrual status and related interest income may be reduced by ceasing current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is reasonably assured. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
 
 
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
 
Income Tax Information and Distributions to Shareholders. Each year, each Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. Each Fund files a U.S. federal tax return, in addition to state and local tax returns as required. Each Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.   Foreign taxes are provided for based on each Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. Fidelity Series Emerging Markets Debt Local Currency Fund is subject to a tax imposed on capital gains by certain countries in which it invest.
 
Distributions are declared and recorded daily and paid monthly from net investment income. Distributions from realized gains, if any, are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
 
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
 
Book-tax differences are primarily due to foreign currency transactions, certain foreign taxes, market discount, net operating losses, capital loss carryforwards, and losses deferred due to wash sales and excise tax regulations.
 
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows for each Fund:
 
 
Tax cost
Gross unrealized appreciation
Gross unrealized depreciation
Net unrealized appreciation (depreciation)
Fidelity Series Emerging Markets Debt Fund  
$1,379,584,668
$20,630,024
$   (233,135,617)
$   (212,505,593)
Fidelity Series Emerging Markets Debt Local Currency Fund  
402,142,733
17,322,541
  (25,127,394)
  (7,804,853)
 
Capital loss carryforwards are only available to offset future capital gains of the Funds to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
 
 
 
Short-term
Long-term
Total capital loss carryforward
Fidelity Series Emerging Markets Debt Fund  
$   (25,121,339)
$   (150,442,752)
$   (175,564,091)
Fidelity Series Emerging Markets Debt Local Currency Fund  
  (13,077,030)
  (18,931,006)
  (32,008,036)
 
Certain of the Funds elected to defer to the next fiscal year ordinary losses recognized during the period November 1, 2022 to December 31, 2022. Loss deferrals were as follows
 
 
Ordinary losses
Fidelity Series Emerging Markets Debt Local Currency Fund  
$153,679
 
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
 
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. Each Fund's investment objectives allow for various types of derivative instruments, including forward foreign currency 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.
 
Derivatives were used to increase returns, to facilitate transactions in foreign-denominated securities and 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 objectives may not be achieved.
 
Derivatives were used to increase or decrease 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.
 
Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that a 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 a fund. Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives such as forward foreign currency contracts, a 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 a 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 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, a fund receives collateral in the form of cash or securities once 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 custodian bank in accordance with the collateral agreements entered into between a fund, the counterparty and the custodian bank. A fund could experience delays and costs in gaining access to the collateral even though it is held by the custodian bank. The maximum risk of loss to a fund 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 a fund. A 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.
 
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 and amounts recognized in the Statement of Assets and Liabilities. 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. Forward foreign currency contracts were used to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.  
 
Forward foreign currency contracts are valued daily and fluctuations in exchange rates on open contracts are recorded as unrealized appreciation or (depreciation) and reflected in total accumulated earnings (loss) in the Statement of Assets and Liabilities. When the contract is closed, a gain or loss is realized equal to the difference between the closing value and the value at the time it was opened. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on forward foreign currency contracts during the period is presented in the Statement of Operations.
 
Any 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, and is representative of volume of activity during the period unless an average contract value is presented.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities and in-kind transactions, as applicable, are noted in the table below.
 
 
Purchases ($)
Sales ($)
Fidelity Series Emerging Markets Debt Fund
165,846,569
169,866,621
Fidelity Series Emerging Markets Debt Local Currency Fund
120,841,911
137,608,834
 
6. Fees and Other Transactions with Affiliates.
 
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Funds with investment management related services for which the Funds do not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Funds, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
 
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period, there were no interfund trades.
 
Other. During the period, the investment adviser reimbursed the Funds for certain losses as follows:
 
 
Amount ($)
Fidelity Series Emerging Markets Debt Local Currency Fund
3,255
 
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Expense Reductions.
The investment adviser contractually agreed to reimburse each Fund to the extent annual operating expenses exceeded certain levels of average net assets as noted in the table below. This reimbursement will remain in place through April 30, 2026. Some expenses, for example the compensation of the independent Trustees, and certain other expenses such as interest expense, are excluded from this reimbursement.
 
The following Funds were in reimbursement during the period:
 
 
Expense Limitations
Reimbursement
Fidelity Series Emerging Markets Debt Local Currency Fund
.003%
$   29,316
 
Through arrangements with each applicable Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce each applicable Fund's expenses. All of the applicable expense reductions are noted in the table below.
 
 
Custodian credits
Fidelity Series Emerging Markets Debt Fund  
$   3,100
Fidelity Series Emerging Markets Debt Local Currency Fund  
  3,635
9. Other.
A fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a fund. The risk of material loss from such claims is considered remote.
 
At the end of the period, mutual funds and accounts managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Funds.
10. Credit Risk.
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.
11. Risk and Uncertainties.
Many factors affect a fund's performance. Developments that disrupt global economies and financial markets, such as pandemics, epidemics, outbreaks of infectious diseases, war, terrorism, and environmental disasters, may significantly affect a fund's investment performance. The effects of these developments to a fund will be impacted by the types of securities in which a fund invests, the financial condition, industry, economic sector, and geographic location of an issuer, and a fund's level of investment in the securities of that issuer. Significant concentrations in security types, issuers, industries, sectors, and geographic locations may magnify the factors that affect a fund's performance.
 
 
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
 
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (January 1, 2023 to June 30, 2023).
 
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
 
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
 
 
 
 
 
Annualized Expense Ratio- A
 
Beginning Account Value January 1, 2023
 
Ending Account Value June 30, 2023
 
Expenses Paid During Period- C January 1, 2023 to June 30, 2023
 
 
 
 
 
 
 
 
 
 
Fidelity® Series Emerging Markets Debt Fund
 
 
 
-%- D
 
 
 
 
 
 
Actual
 
 
 
 
 
$ 1,000
 
$ 1,038.50
 
$- E
 
Hypothetical- B
 
 
 
 
 
$ 1,000
 
$ 1,024.79
 
$- E
 
 
 
 
 
 
 
 
 
 
 
Fidelity® Series Emerging Markets Debt Local Currency Fund
 
 
 
-%- D
 
 
 
 
 
 
Actual
 
 
 
 
 
$ 1,000
 
$ 1,081.70
 
$- E
 
Hypothetical- B
 
 
 
 
 
$ 1,000
 
$ 1,024.79
 
$- E
 
 
A   Annualized expense ratio reflects expenses net of applicable fee waivers.
 
B   5% return per year before expenses
 
C   Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
D   Amount represents less than .005%.
 
E   Amount represents less than $.005.
 
 
 
 
 
Board Approval of Investment Advisory Contracts
Fidelity Series Emerging Markets Debt Fund
Fidelity Series Emerging Markets Debt Local Currency Fund
 
At its May 2023 meeting, the Board of Trustees, including the Independent Trustees (together, the Board), voted to continue the management contract with Fidelity Management & Research Company LLC (FMR), and the sub-advisory agreements and sub-subadvisory agreements, in each case, where applicable (together, the Advisory Contracts) for each fund for two months from June 1, 2023 through July 31, 2023. The Board determined that it will consider the annual renewal of each fund's Advisory Contracts for a full one year period in July 2023, following its review of additional materials provided by FMR.
The Board considered that the approval of each fund's Advisory Contracts will not result in any changes in (i) the investment process or strategies employed in the management of each fund's assets; (ii) the fees and expenses paid by shareholders; (iii) the nature, extent or quality of services provided under each fund's Advisory Contracts; or (iv) the day-to-day management of each fund or the persons primarily responsible for such management. The Board also considered that since its last approval of each fund's Advisory Contracts, FMR had provided additional information on each fund in support of the annual contract renewal process, including competitive analyses on total expenses and management fees and in-depth reviews of fund performance and fund profitability information. The Board concluded that each fund's Advisory Contracts are fair and reasonable, and that each fund's Advisory Contracts should be renewed, without modification, through July 31, 2023, with the understanding that the Board will consider the annual renewal for a full one year period in July 2023.
In connection with its consideration of future renewals of each fund's Advisory Contracts, the Board will consider: (i) the nature, extent and quality of services provided to each fund, including shareholder and administrative services and investment performance; (ii) the competitiveness of the management fee and total expenses for each fund; (iii) the costs of the services and profitability, including the revenues earned and the expenses incurred in conducting the business of developing, marketing, distributing, managing, administering, and servicing each fund and its shareholders, to the extent applicable; and (iv) whether there have been economies of scale in respect of the Fidelity funds, whether the Fidelity funds (including the funds) have appropriately benefited from any such economies of scale, and whether there is the potential for realization of any further economies.
Based on its evaluation of all of the conclusions noted above, and after considering all factors it believed relevant, the Board ultimately concluded that each fund's management fee structure is fair and reasonable, and that the continuation of the funds' Advisory Contracts should be approved for two months from June 1, 2023 through July 31, 2023.
 
 
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Funds have adopted and implemented a liquidity risk management program (the Program) reasonably designed to assess and manage each Fund's liquidity risk and to comply with the requirements of the Liquidity Rule. Each Fund's Board of Trustees (the Board) has designated each Fund's investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund's liquidity risk based on a variety of factors including (1) the Fund's investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) certain factor specific to ETFs including the effect of the Fund's prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund's portfolio, as applicable. 
In accordance with the Program, each of the Fund's portfolio investments is classified into one of four defined liquidity categories based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
  • Highly liquid investments - cash or convertible to cash within three business days or less
  • Moderately liquid investments - convertible to cash in three to seven calendar days
  • Less liquid investments - can be sold or disposed of, but not settled, within seven calendar days
  • Illiquid investments - cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund's illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund's net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM).  The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund's Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of the Program for the period December 1, 2021 through November 30, 2022.  The report concluded that the Program is operating effectively and is reasonably designed to assess and manage the Fund's liquidity risk.  
 
1.924253.112
SED-SANN-0823


Item 2.

Code of Ethics


Not applicable.

 

Item 3.

Audit Committee Financial Expert


Not applicable.


Item 4.

Principal Accountant Fees and Services


Not applicable.


Item 5.

Audit Committee of Listed Registrants


Not applicable.


Item 6.  

Investments


(a)

Not applicable.


(b)

Not applicable


Item 7.

Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies


Not applicable.


Item 8.

Portfolio Managers of Closed-End Management Investment Companies


Not applicable.


Item 9.  

Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers


Not applicable.


Item 10.

Submission of Matters to a Vote of Security Holders


There were no material changes to the procedures by which shareholders may recommend nominees to the Fidelity Hastings Street Trusts Board of Trustees.


Item 11.

Controls and Procedures


(a)(i)  The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Hastings Street Trusts (the Trust) disclosure controls and procedures (as



defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.


(a)(ii)  There was no change in the Trusts internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Trusts internal control over financial reporting.


Item 12.

Disclosure of Securities Lending Activities for Closed-End Management

Investment Companies


Not applicable.



Item 13.

Exhibits


(a)

(1)

Not applicable.

(a)

(2)

Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.

(a)

(3)

Not applicable.

(b)


Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 (17 CFR 270.30a-2(b)) is furnished and attached hereto as Exhibit 99.906CERT.




SIGNATURES


Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.


Fidelity Hastings Street Trust



By:

/s/Stacie M. Smith


Stacie M. Smith


President and Treasurer



Date:

August 22, 2023


Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.



By:

/s/Stacie M. Smith


Stacie M. Smith


President and Treasurer



Date:

August 22, 2023



By:

/s/John J. Burke III


John J. Burke III


Chief Financial Officer



Date:

August 22, 2023

 






EX-99.CERT 2 ex99.htm EX99.HTM Form of Certification required from Principal Executive Officer and Principal Financial Officer in connection with each Form N

                                                       Exhibit EX-99.CERT

     

I, Stacie M. Smith, certify that:



1.

I have reviewed this report on Form N-CSR of Fidelity Hastings Street Trust;

2.

Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.

Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4.

The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a.

Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b.

Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c.

Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and

d.

Disclosed in this report any change in the registrant s internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant s internal control over financial reporting; and





5.

The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

a.

All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

b.

Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.



Date:

 August 22, 2023

/s/Stacie M. Smith

Stacie M. Smith

President and Treasurer









I, John J. Burke III, certify that:

1.

I have reviewed this report on Form N-CSR of Fidelity Hastings Street Trust;

2.

Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.

Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4.

The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a.

Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 b.

Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c.

Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and

d.

Disclosed in this report any change in the registrant s internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant s internal control over financial reporting; and

5.

The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):





a.

All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

b.

Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.



Date:

August 22, 2023

/s/John J. Burke III

John J. Burke III

Chief Financial Officer















EX-99.906 CERT 3 ex99_906.htm EX99_906.HTM Exhibit 99

Exhibit EX-99.906CERT





Certification Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (subsections (a) and (b) of section 1350, chapter 63 of title 18, United States Code)



In connection with the attached Report of Fidelity Hastings Street Trust (the Trust ) on Form N-CSR to be filed with the Securities and Exchange Commission (the Report ), each of the undersigned officers of the Trust does hereby certify that, to the best of such officer s knowledge:



1.

The Report fully complies with the requirements of 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2.

The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust as of, and for, the periods presented in the Report.



Dated: August 22, 2023





/s/Stacie M. Smith

Stacie M. Smith

President and Treasurer





 

Dated: August 22, 2023





/s/John J. Burke III

John J. Burke III

Chief Financial Officer







A signed original of this written statement required by Section 906, or other document authenticating, acknowledging, or otherwise adopting the signature that appears in typed form within the electronic version of this written statement required by Section 906, has been provided to the Trust and will be retained by the Trust and furnished to the Securities and Exchange Commission or its staff upon request.







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