Portfolio Holdings Listing Fidelity Advisor Asset Manager 85% As Of

Portfolio Holdings Listing Fidelity Advisor Asset Manager 85% DUMMY as of June 30, 2021

The portfolio holdings listing (listing) provides information on a fund’s investments as of the date indicated. Top 10 holdings information (top 10 holdings) is also provided for certain equity and high income funds. The listing and top 10 holdings are not part of a fund’s annual/semiannual report or Form N-Q and have not been audited.

The information provided in this listing and top 10 holdings may differ from a fund’s holdings disclosed in its annual/semiannual report and Form N-Q as follows, where applicable: With certain exceptions, the listing and top 10 holdings provide information on the direct holdings of a fund as well as a fund’s pro rata share of any securities and other investments held indirectly through investment in underlying non- money market Fidelity Central Funds. A fund’s pro rata share of the underlying holdings of any investment in high income and floating rate central funds is provided at a fund’s fiscal quarter end. For certain funds, direct holdings in high income or convertible securities are presented at a fund’s fiscal quarter end and are presented collectively for other periods.

For the annual/semiannual report, a fund’s investments include trades executed through the end of the last business day of the period. This listing and the top 10 holdings include trades executed through the end of the prior business day. The listing includes any investment in derivative instruments, and excludes the value of any cash collateral held for securities on loan and a fund’s net other assets. Therefore, the holdings as a percent of fund net assets may not total to 100%.

The presentation of investment holdings by category is similar to that used in other marketing materials.

The fund’s holdings are consistent across all share classes.

The top 10 holdings is presented to illustrate examples of the securities that the fund has bought and the diversity of the areas in which the fund may invest, may not be representative of the fund’s current or future investments, and may change at any time. The top 10 holdings do not include cash, cash equivalents, money market instruments, options, interest rate swaps, fixed income total return swaps and/or futures contracts. Depositary receipts, credit default swaps and equity total return swaps are normally combined with the underlying security.

The most recent annual/semiannual report can be viewed at www.fidelity.com or www.institutional.fidelity.com. Forms N-Q are available on the SEC’s web site at www.sec.gov. Before investing, consider the fund’s investment objectives, risks, charges and expenses. Contact Fidelity for a prospectus containing this information. Read it carefully.

466719.7.0 TOP TEN HOLDINGS % of Net Security Name Market Value Assets Microsoft Corp. $139,894,995 3.7% Apple, Inc. $127,623,532 3.4% Alphabet, Inc. Class A $97,741,895 2.6% iShares 20+ Year Treasury Bond ETF $93,323,574 2.5% Amazon.com, Inc. $72,757,562 1.9% Facebook, Inc. Class A $58,804,191 1.6% VanEck Vectors Gold Miners ETF $34,662,556 0.9% Comcast Corp. Class A $30,714,595 0.8% UnitedHealth Group, Inc. $28,327,455 0.8% Capital One Financial Corp. $27,608,827 0.7% Top Ten Holdings Total: $711,459,182 18.8%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

2 FULL HOLDINGS LISTING % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Equities Microsoft Corp. $139,894,995 3.688% MSFT 594918104 US5949181045 2588173 Apple, Inc. $127,623,532 3.365% AAPL 037833100 US0378331005 2046251 Alphabet, Inc. Class A $97,741,895 2.577% GOOGL 02079K305 US02079K3059 BYVY8G0 Amazon.com, Inc. $72,757,562 1.918% AMZN 023135106 US0231351067 2000019 Facebook, Inc. Class A $58,804,191 1.550% FB 30303M102 US30303M1027 B7TL820 ICE E-mini MSCI EAFE Index Contracts $47,813,919 1.261% MFSU1 VanEck Vectors Gold Miners ETF $34,662,556 0.914% GDX 92189F106 US92189F1066 BZ6C4J1 Comcast Corp. Class A $30,714,595 0.810% CMCSA 20030N101 US20030N1019 2044545 UnitedHealth Group, Inc. $28,327,455 0.747% UNH 91324P102 US91324P1021 2917766 Capital One Financial Corp. $27,608,827 0.728% COF 14040H105 US14040H1059 2654461 Adobe, Inc. $26,727,394 0.705% ADBE 00724F101 US00724F1012 2008154 Bank of America Corp. $23,699,580 0.625% BAC 060505104 US0605051046 2295677 Wells Fargo & Co. $23,260,107 0.613% WFC 949746101 US9497461015 2649100 Exxon Mobil Corp. $23,000,470 0.606% XOM 30231G102 US30231G1022 2326618 Salesforce.com, Inc. $22,874,703 0.603% CRM 79466L302 US79466L3024 2310525 Procter & Gamble Co. $21,803,628 0.575% PG 742718109 US7427181091 2704407 Humana, Inc. $19,527,046 0.515% HUM 444859102 US4448591028 2445063 Boston Scientific Corp. $18,524,496 0.488% BSX 101137107 US1011371077 2113434 The Coca-Cola Co. $18,456,404 0.487% KO 191216100 US1912161007 2206657 Analog Devices, Inc. $18,400,426 0.485% ADI 032654105 US0326541051 2032067 ICE E-mini MSCI Emerging Markets Index Contracts $18,342,081 0.484% MESU1 PayPal Holdings, Inc. $18,262,183 0.481% PYPL 70450Y103 US70450Y1038 BYW36M8 Tesla, Inc. $17,748,452 0.468% TSLA 88160R101 US88160R1014 B616C79 Visa, Inc. Class A $17,050,324 0.450% V 92826C839 US92826C8394 B2PZN04 CME E-mini S&P 500 Index Contracts $16,533,069 0.436% ESU1 Cigna Corp. $16,187,379 0.427% CI 125523100 US1255231003 BHJ0775 Danaher Corp. $16,115,920 0.425% DHR 235851102 US2358511028 2250870 Micron Technology, Inc. $15,820,625 0.417% MU 595112103 US5951121038 2588184 Eli Lilly & Co. $15,574,517 0.411% LLY 532457108 US5324571083 2516152 Caterpillar, Inc. $14,931,675 0.394% CAT 149123101 US1491231015 2180201 The Walt Disney Co. $14,433,711 0.381% DIS 254687106 US2546871060 2270726 American Express Co. $14,282,682 0.377% AXP 025816109 US0258161092 2026082 Bank of New York Mellon Corp. $14,205,503 0.375% BK 064058100 US0640581007 B1Z77F6 Prologis (REIT), Inc. $13,796,296 0.364% PLD 74340W103 US74340W1036 B44WZD7 The Home Depot, Inc. $13,397,528 0.353% HD 437076102 US4370761029 2434209

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

3 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL The Boeing Co. $13,386,651 0.353% BA 097023105 US0970231058 2108601 MasterCard, Inc. Class A $12,702,806 0.335% MA 57636Q104 US57636Q1040 B121557 T-Mobile U.S., Inc. $12,189,291 0.321% TMUS 872590104 US8725901040 B94Q9V0 JPMorgan Chase & Co. $12,127,078 0.320% JPM 46625H100 US46625H1005 2190385 Morgan Stanley $12,004,060 0.316% MS 617446448 US6174464486 2262314 BlackRock, Inc. Class A $11,704,894 0.309% BLK 09247X101 US09247X1019 2494504 Trane Technologies PLC $11,523,827 0.304% TT IE00BK9ZQ967 BK9ZQ96 American Tower Corp. $11,287,544 0.298% AMT 03027X100 US03027X1000 B7FBFL2 PNC Financial Services Group, Inc. $11,285,884 0.298% PNC 693475105 US6934751057 2692665 NIKE, Inc. Class B $11,027,711 0.291% NKE 654106103 US6541061031 2640147 AMETEK, Inc. $10,765,729 0.284% AME 031100100 US0311001004 2089212 Digital Realty Trust, Inc. $10,522,438 0.277% DLR 253868103 US2538681030 B03GQS4 Old Dominion Freight Lines, Inc. $10,410,383 0.274% ODFL 679580100 US6795801009 2656423 Autodesk, Inc. $10,342,747 0.273% ADSK 052769106 US0527691069 2065159 AGCO Corp. $10,122,284 0.267% AGCO 001084102 US0010841023 2010278 Centene Corp. $10,101,029 0.266% CNC 15135B101 US15135B1017 2807061 Cognizant Technology Solutions Corp. Class A $10,033,872 0.265% CTSH 192446102 US1924461023 2257019 Capri Holdings Ltd. $9,874,558 0.260% CPRI VGG1890L1076 BJ1N1M9 The Travelers Companies, Inc. $9,723,017 0.256% TRV 89417E109 US89417E1091 2769503 Deere & Co. $9,612,416 0.253% DE 244199105 US2441991054 2261203 Mondelez International, Inc. $9,245,165 0.244% MDLZ 609207105 US6092071058 B8CKK03 PepsiCo, Inc. $9,202,251 0.243% PEP 713448108 US7134481081 2681511 Penumbra, Inc. $9,161,559 0.242% PEN 70975L107 US70975L1070 BZ0V201 CSX Corp. $9,014,002 0.238% CSX 126408103 US1264081035 2160753 Fortune Brands Home & Security, Inc. $9,010,691 0.238% FBHS 34964C106 US34964C1062 B3MC7D6 Slack Technologies, Inc. Class A $8,943,952 0.236% WORK 83088V102 US83088V1026 BKBS541 CubeSmart $8,868,200 0.234% CUBE 229663109 US2296631094 B6SW913 Lockheed Martin Corp. $8,657,607 0.228% LMT 539830109 US5398301094 2522096 Regeneron Pharmaceuticals, Inc. $8,527,679 0.225% REGN 75886F107 US75886F1075 2730190 Global Payments, Inc. $8,412,141 0.222% GPN 37940X102 US37940X1028 2712013 IHS Markit Ltd. $8,408,820 0.222% INFO BMG475671050 BD0Q558 Insulet Corp. $8,289,193 0.219% PODD 45784P101 US45784P1012 B1XGNW4 Workday, Inc. Class A $8,095,806 0.213% WDAY 98138H101 US98138H1014 B8K6ZD1 Hess Corp. $7,820,463 0.206% HES 42809H107 US42809H1077 2023748 Activision Blizzard, Inc. $7,731,623 0.204% ATVI 00507V109 US00507V1098 2575818 Altria Group, Inc. $7,712,697 0.203% MO 02209S103 US02209S1033 2692632 Netflix, Inc. $7,679,522 0.202% NFLX 64110L106 US64110L1061 2857817 Microchip Technology, Inc. $7,655,623 0.202% MCHP 595017104 US5950171042 2592174 Lowe’s Companies, Inc. $7,603,312 0.200% LOW 548661107 US5486611073 2536763

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

4 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL The AZEK Co., Inc. $7,550,556 0.199% AZEK 05478C105 US05478C1053 BKPVG43 OneMain Holdings, Inc. $7,373,507 0.194% OMF 68268W103 US68268W1036 BYSZB89 Hartford Financial Services Group, Inc. $7,331,416 0.193% HIG 416515104 US4165151048 2476193 Palo Alto Networks, Inc. $7,246,001 0.191% PANW 697435105 US6974351057 B87ZMX0 Walmart, Inc. $7,190,043 0.190% WMT 931142103 US9311421039 2936921 Tapestry, Inc. $7,187,256 0.189% TPR 876030107 US8760301072 BF09HX3 Fortive Corp. $7,136,334 0.188% FTV 34959J108 US34959J1088 BYT3MK1 Philip Morris International, Inc. $6,897,397 0.182% PM 718172109 US7181721090 B2PKRQ3 JetBlue Airways Corp. $6,716,261 0.177% JBLU 477143101 US4771431016 2852760 Kimberly-Clark Corp. $6,654,098 0.175% KMB 494368103 US4943681035 2491839 NextEra Energy, Inc. $6,626,898 0.175% NEE 65339F101 US65339F1012 2328915 Starbucks Corp. $6,588,782 0.174% SBUX 855244109 US8552441094 2842255 Intel Corp. $6,571,841 0.173% INTC 458140100 US4581401001 2463247 Electronic Arts, Inc. $6,535,397 0.172% EA 285512109 US2855121099 2310194 Thermo Fisher Scientific, Inc. $6,418,457 0.169% TMO 883556102 US8835561023 2886907 CBRE Group, Inc. $6,358,698 0.168% CBRE 12504L109 US12504L1098 B6WVMH3 Burlington Stores, Inc. $6,332,812 0.167% BURL 122017106 US1220171060 BF311Y5 Mid-America Apartment Communities, Inc. $6,285,092 0.166% MAA 59522J103 US59522J1034 2589132 Caesars Entertainment, Inc. $6,169,364 0.163% CZR 12769G100 US12769G1004 BMWWGB0 Liberty Broadband Corp. Class A $6,154,034 0.162% LBRDA 530307107 US5303071071 BRTLBY3 Bristol-Myers Squibb Co. $6,121,168 0.161% BMY 110122108 US1101221083 2126335 Lyft, Inc. $6,100,062 0.161% LYFT 55087P104 US55087P1049 BJT1RW7 Essex Property Trust, Inc. $6,011,352 0.158% ESS 297178105 US2971781057 2316619 PVH Corp. $5,973,562 0.157% PVH 693656100 US6936561009 B3V9F12 Monster Beverage Corp. $5,848,330 0.154% MNST 61174X109 US61174X1090 BZ07BW4 Booking Holdings, Inc. $5,827,723 0.154% BKNG 09857L108 US09857L1089 BDRXDB4 Ventas, Inc. $5,748,159 0.152% VTR 92276F100 US92276F1003 2927925 State Street Corp. $5,712,379 0.151% STT 857477103 US8574771031 2842040 Snap, Inc. Class A $5,624,590 0.148% SNAP 83304A106 US83304A1060 BD8DJ71 Union Pacific Corp. $5,520,228 0.146% UNP 907818108 US9078181081 2914734 Anaplan, Inc. $5,475,794 0.144% PLAN 03272L108 US03272L1089 BD9PLW5 Raytheon Technologies Corp. $5,418,370 0.143% RTX 75513E101 US75513E1010 BM5M5Y3 PTC, Inc. $5,412,877 0.143% PTC 69370C100 US69370C1009 B95N910 Southern Co. $5,380,710 0.142% SO 842587107 US8425871071 2829601 Honeywell International, Inc. $5,354,909 0.141% HON 438516106 US4385161066 2020459 10X Genomics, Inc. $5,315,096 0.140% TXG 88025U109 US88025U1097 BKS3RS7 Goldman Sachs Group, Inc. $5,302,049 0.140% GS 38141G104 US38141G1040 2407966 Cintas Corp. $5,249,978 0.138% CTAS 172908105 US1729081059 2197137 MongoDB, Inc. Class A $5,160,841 0.136% MDB 60937P106 US60937P1066 BF2FJ99

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

5 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL GoDaddy, Inc. $5,130,040 0.135% GDDY 380237107 US3802371076 BWFRFC6 IDEX Corp. $5,037,112 0.133% IEX 45167R104 US45167R1041 2456612 Akamai Technologies, Inc. $5,017,319 0.132% AKAM 00971T101 US00971T1016 2507457 Dollar General Corp. $4,982,516 0.131% DG 256677105 US2566771059 B5B1S13 Citizens Financial Group, Inc. $4,980,543 0.131% CFG 174610105 US1746101054 BQRX1X3 VICI Properties, Inc. $4,858,409 0.128% VICI 925652109 US9256521090 BYWH073 Alnylam Pharmaceuticals, Inc. $4,799,670 0.127% ALNY 02043Q107 US02043Q1076 B00FWN1 Landstar System, Inc. $4,771,422 0.126% LSTR 515098101 US5150981018 2503994 Gartner, Inc. $4,742,200 0.125% IT 366651107 US3666511072 2372763 HCA Holdings, Inc. $4,734,699 0.125% HCA 40412C101 US40412C1018 B4MGBG6 American International Group, Inc. $4,729,362 0.125% AIG 026874784 US0268747849 2027342 TransUnion Holding Co., Inc. $4,720,394 0.124% TRU 89400J107 US89400J1079 BYMWL86 Chart Industries, Inc. $4,709,985 0.124% GTLS 16115Q308 US16115Q3083 B19HNF4 RLJ Lodging Trust $4,697,686 0.124% RLJ 74965L101 US74965L1017 B3PY1N7 NortonLifeLock, Inc. $4,559,965 0.120% NLOK 668771108 US6687711084 BJN4XN5 Expedia, Inc. $4,497,697 0.119% EXPE 30212P303 US30212P3038 B748CK2 HubSpot, Inc. $4,468,396 0.118% HUBS 443573100 US4435731009 BR4T3B3 Corning, Inc. $4,458,863 0.118% GLW 219350105 US2193501051 2224701 Invitation Homes, Inc. $4,432,638 0.117% INVH 46187W107 US46187W1071 BD81GW9 Zendesk, Inc. $4,419,753 0.117% ZEN 98936J101 US98936J1016 BMH0MR7 Cisco Systems, Inc. $4,412,802 0.116% CSCO 17275R102 US17275R1023 2198163 Exelon Corp. $4,402,915 0.116% EXC 30161N101 US30161N1019 2670519 Xilinx, Inc. $4,401,948 0.116% XLNX 983919101 US9839191015 2985677 Bruker Corp. $4,317,955 0.114% BRKR 116794108 US1167941087 2616137 Phillips 66 Co. $4,273,408 0.113% PSX 718546104 US7185461040 B78C4Y8 Carlisle Companies, Inc. $4,215,371 0.111% CSL 142339100 US1423391002 2176318 Costco Wholesale Corp. $4,215,284 0.111% COST 22160K105 US22160K1051 2701271 Sempra Energy $4,190,181 0.110% SRE 816851109 US8168511090 2138158 L3Harris Technologies, Inc. $4,121,686 0.109% LHX 502431109 US5024311095 BK9DTN5 Equity Lifestyle Properties, Inc. $3,977,189 0.105% ELS 29472R108 US29472R1086 2563125 Alexandria Real Estate Equities, Inc. $3,955,291 0.104% ARE 015271109 US0152711091 2009210 lululemon athletica, Inc. $3,955,150 0.104% LULU 550021109 US5500211090 B23FN39 Chubb Ltd. $3,904,234 0.103% CB CH0044328745 B3BQMF6 TE Connectivity Ltd. $3,858,529 0.102% TEL CH0102993182 B62B7C3 Four Corners Property Trust, Inc. $3,828,452 0.101% FCPT 35086T109 US35086T1097 BZ16HK0 Bio-Rad Laboratories, Inc. Class A $3,770,809 0.099% BIO 090572207 US0905722072 2098508 Arthur J. Gallagher & Co. $3,737,997 0.099% AJG 363576109 US3635761097 2359506 Citigroup, Inc. $3,720,079 0.098% C 172967424 US1729674242 2297907 Proofpoint, Inc. $3,718,529 0.098% PFPT 743424103 US7434241037 B6VDQC3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

6 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Target Corp. $3,715,444 0.098% TGT 87612E106 US87612E1064 2259101 Hilton Worldwide Holdings, Inc. $3,693,835 0.097% HLT 43300A203 US43300A2033 BYVMW06 Voya Financial, Inc. $3,682,849 0.097% VOYA 929089100 US9290891004 BKWQ2N2 Skyworks Solutions, Inc. $3,631,250 0.096% SWKS 83088M102 US83088M1027 2961053 Lamar Advertising Co. Class A $3,624,259 0.096% LAMR 512816109 US5128161099 BSPHGN6 Ross Stores, Inc. $3,612,314 0.095% ROST 778296103 US7782961038 2746711 Deckers Outdoor Corp. $3,541,701 0.093% DECK 243537107 US2435371073 2267278 Twilio, Inc. Class A $3,523,848 0.093% TWLO 90138F102 US90138F1021 BD6P5Q0 Take-Two Interactive Software, Inc. $3,515,921 0.093% TTWO 874054109 US8740541094 2122117 Dominion Energy, Inc. $3,508,373 0.092% D 25746U109 US25746U1097 2542049 Keurig Dr. Pepper, Inc. $3,498,442 0.092% KDP 49271V100 US49271V1008 BD3W133 Ceridian HCM Holding, Inc. $3,483,040 0.092% CDAY 15677J108 US15677J1088 BFX1V56 American Eagle Outfitters, Inc. $3,474,211 0.092% AEO 02553E106 US02553E1064 2048592 M&T Bank Corp. $3,428,027 0.090% MTB 55261F104 US55261F1049 2340168 Freeport-McMoRan, Inc. $3,411,490 0.090% FCX 35671D857 US35671D8570 2352118 Hologic, Inc. $3,395,560 0.090% HOLX 436440101 US4364401012 2433530 Herbalife Nutrition Ltd. $3,360,783 0.089% HLF KYG4412G1010 B0539H3 Essent Group Ltd. $3,317,565 0.087% ESNT BMG3198U1027 BFWGXR8 Edison International $3,294,870 0.087% EIX 281020107 US2810201077 2829515 Equinix, Inc. $3,274,600 0.086% EQIX 29444U700 US29444U7000 BVLZX12 Sherwin-Williams Co. $3,221,074 0.085% SHW 824348106 US8243481061 2804211 U.S. Foods Holding Corp. $3,204,643 0.084% USFD 912008109 US9120081099 BYVFC94 StepStone Group, Inc. Class A $3,198,307 0.084% STEP 85914M107 US85914M1071 BLFDXF6 Americold Realty Trust $3,191,570 0.084% COLD 03064D108 US03064D1081 B3SKZK7 ITT, Inc. $3,189,856 0.084% ITT 45073V108 US45073V1089 BZBY209 Valero Energy Corp. $3,167,609 0.084% VLO 91913Y100 US91913Y1001 2041364 MercadoLibre, Inc. $3,156,738 0.083% MELI 58733R102 US58733R1023 B23X1H3 Principal Financial Group, Inc. $3,123,719 0.082% PFG 74251V102 US74251V1026 2803014 Healthcare Realty Trust, Inc. $3,120,739 0.082% HR 421946104 US4219461047 2417921 Tenable Holdings, Inc. $3,109,269 0.082% TENB 88025T102 US88025T1025 BF7J7N6 The AES Corp. $3,106,080 0.082% AES 00130H105 US00130H1059 2002479 TJX Companies, Inc. $3,083,411 0.081% TJX 872540109 US8725401090 2989301 First Horizon National Corp. $3,081,608 0.081% FHN 320517105 US3205171057 2341484 Willis Towers Watson PLC $3,069,557 0.081% WLTW IE00BDB6Q211 BDB6Q21 Arch Capital Group Ltd. $3,048,609 0.080% ACGL BMG0450A1053 2740542 TG Therapeutics, Inc. $3,026,995 0.080% TGTX 88322Q108 US88322Q1085 B828K63 Air Products & Chemicals, Inc. $3,001,097 0.079% APD 009158106 US0091581068 2011602 FirstEnergy Corp. $2,972,753 0.078% FE 337932107 US3379321074 2100920 SBA Communications Corp. Class A $2,924,916 0.077% SBAC 78410G104 US78410G1040 BZ6TS23

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

7 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Constellation Brands, Inc. Class A (sub. vtg.) $2,920,193 0.077% STZ 21036P108 US21036P1084 2170473 American Electric Power Co., Inc. $2,919,645 0.077% AEP 025537101 US0255371017 2026242 Cboe Global Markets, Inc. $2,847,341 0.075% CBOE 12503M108 US12503M1080 B5834C5 Lamb Weston Holdings, Inc. $2,841,860 0.075% LW 513272104 US5132721045 BDQZFJ3 Ally Financial, Inc. $2,835,987 0.075% ALLY 02005N100 US02005N1000 B72XK05 Marriott International, Inc. Class A $2,828,940 0.075% MAR 571903202 US5719032022 2210614 Virtu Financial, Inc. Class A $2,786,006 0.073% VIRT 928254101 US9282541013 BWTVWD4 Penn National Gaming, Inc. $2,760,631 0.073% PENN 707569109 US7075691094 2682105 CenterPoint Energy, Inc. $2,740,567 0.072% CNP 15189T107 US15189T1079 2440637 Marvell Technology, Inc. $2,703,578 0.071% MRVL 573874104 US5738741041 BNKJSM5 Evergy, Inc. $2,673,971 0.070% EVRG 30034W106 US30034W1062 BFMXGR0 Newmont Corp. $2,665,166 0.070% NEM 651639106 US6516391066 2636607 Chipotle Mexican Grill, Inc. $2,659,883 0.070% CMG 169656105 US1696561059 B0X7DZ3 Masimo Corp. $2,632,305 0.069% MASI 574795100 US5747951003 B1YWR63 BJ’s Wholesale Club Holdings, Inc. $2,623,449 0.069% BJ 05550J101 US05550J1016 BFZNZF8 MGIC Investment Corp. $2,610,199 0.069% MTG 552848103 US5528481030 2548616 Churchill Downs, Inc. $2,609,101 0.069% CHDN 171484108 US1714841087 2194105 The Clorox Co. $2,578,969 0.068% CLX 189054109 US1890541097 2204026 SITE Centers Corp. $2,565,597 0.068% SITC 82981J109 US82981J1097 BGL0KF5 Western Digital Corp. $2,558,446 0.067% WDC 958102105 US9581021055 2954699 Ecolab, Inc. $2,543,738 0.067% ECL 278865100 US2788651006 2304227 Uber Technologies, Inc. $2,543,140 0.067% UBER 90353T100 US90353T1007 BK6N347 Aspen Technology, Inc. $2,536,253 0.067% AZPN 045327103 US0453271035 2051868 PG&E Corp. $2,515,490 0.066% PCG 69331C108 US69331C1080 2689560 Cinemark Holdings, Inc. $2,506,763 0.066% CNK 17243V102 US17243V1026 B1W7RQ0 Marsh & McLennan Companies, Inc. $2,438,876 0.064% MMC 571748102 US5717481023 2567741 Reynolds Consumer Products, Inc. $2,401,203 0.063% REYN 76171L106 US76171L1061 BKV9674 Olin Corp. $2,387,193 0.063% OLN 680665205 US6806652052 2658526 Mirati Therapeutics, Inc. $2,384,001 0.063% MRTX 60468T105 US60468T1051 BBPK0J0 D.R. Horton, Inc. $2,379,458 0.063% DHI 23331A109 US23331A1097 2250687 Cheniere Energy, Inc. $2,379,216 0.063% LNG 16411R208 US16411R2085 2654364 Signature Bank $2,328,374 0.061% SBNY 82669G104 US82669G1040 B00JQL9 Dollar Tree, Inc. $2,288,316 0.060% DLTR 256746108 US2567461080 2272476 ExlService Holdings, Inc. $2,284,747 0.060% EXLS 302081104 US3020811044 B07LST0 Li Auto, Inc. ADR $2,266,933 0.060% LI 50202M102 US50202M1027 BMXHCD8 Columbus McKinnon Corp. (NY Shares) $2,253,748 0.059% CMCO 199333105 US1993331057 2211071 Roper Technologies, Inc. $2,244,321 0.059% ROP 776696106 US7766961061 2749602 Envista Holdings Corp. $2,199,073 0.058% NVST 29415F104 US29415F1049 BK63SF3 Intuitive Surgical, Inc. $2,184,137 0.058% ISRG 46120E602 US46120E6023 2871301

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

8 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Duke Energy Corp. $2,168,965 0.057% DUK 26441C204 US26441C2044 B7VD3F2 Wintrust Financial Corp. $2,141,976 0.056% WTFC 97650W108 US97650W1080 2425258 Alignment Healthcare, Inc. $2,140,851 0.056% ALHC 01625V104 US01625V1044 BNNLSZ1 Comerica, Inc. $2,105,191 0.056% CMA 200340107 US2003401070 2212870 Tandem Diabetes Care, Inc. $2,098,441 0.055% TNDM 875372203 US8753722037 BF3W461 Douglas Emmett, Inc. $2,096,215 0.055% DEI 25960P109 US25960P1093 B1G3M58 eBay, Inc. $2,076,610 0.055% EBAY 278642103 US2786421030 2293819 Murphy Oil Corp. $2,064,679 0.054% MUR 626717102 US6267171022 2611206 International Flavors & Fragrances, Inc. $2,043,024 0.054% IFF 459506101 US4595061015 2464165 Floor & Decor Holdings, Inc. Class A $2,028,161 0.053% FND 339750101 US3397501012 BYQHP96 Ulta Beauty, Inc. $2,023,674 0.053% ULTA 90384S303 US90384S3031 B28TS42 Lennar Corp. Class A $2,009,632 0.053% LEN 526057104 US5260571048 2511920 Zentalis Pharmaceuticals, Inc. $1,985,493 0.052% ZNTL 98943L107 US98943L1070 BMQ5T49 Magellan Midstream Partners LP $1,969,748 0.052% MMP 559080106 US5590801065 2723037 Reinsurance Group of America, Inc. $1,969,699 0.052% RGA 759351604 US7593516047 2731193 Martin Marietta Materials, Inc. $1,967,173 0.052% MLM 573284106 US5732841060 2572079 Halliburton Co. $1,957,535 0.052% HAL 406216101 US4062161017 2405302 Vulcan Materials Co. $1,947,479 0.051% VMC 929160109 US9291601097 2931205 Royalty Pharma PLC $1,947,018 0.051% RPRX GB00BMVP7Y09 BMVP7Y0 Blackbaud, Inc. $1,943,230 0.051% BLKB 09227Q100 US09227Q1004 2458878 TreeHouse Foods, Inc. $1,939,109 0.051% THS 89469A104 US89469A1043 B095X84 Public Service Enterprise Group, Inc. $1,924,021 0.051% PEG 744573106 US7445731067 2707677 NiSource, Inc. $1,910,314 0.050% NI 65473P105 US65473P1057 2645409 Mimecast Ltd. $1,903,399 0.050% MIME GB00BYT5JK65 BYT5JK6 Guardant Health, Inc. $1,896,109 0.050% GH 40131M109 US40131M1099 BFXC911 Workiva, Inc. $1,895,237 0.050% WK 98139A105 US98139A1051 BSS6HY8 Health Catalyst, Inc. $1,883,368 0.050% HCAT 42225T107 US42225T1079 BKLCX50 Baker Hughes Co. Class A $1,878,664 0.050% BKR 05722G100 US05722G1004 BDHLTQ5 Cognex Corp. $1,861,595 0.049% CGNX 192422103 US1924221039 2208288 Intercontinental Exchange, Inc. $1,860,058 0.049% ICE 45866F104 US45866F1049 BFSSDS9 PPG Industries, Inc. $1,850,411 0.049% PPG 693506107 US6935061076 2698470 Sarepta Therapeutics, Inc. $1,846,319 0.049% SRPT 803607100 US8036071004 B8DPDT7 Carvana Co. Class A $1,835,827 0.048% CVNA 146869102 US1468691027 BYQHPG3 Ollie’s Bargain Outlet Holdings, Inc. $1,782,994 0.047% OLLI 681116109 US6811161099 BZ22B38 Lazard Ltd. Class A $1,772,791 0.047% LAZ BMG540501027 B081VQ7 Ares Management Corp. $1,763,868 0.047% ARES 03990B101 US03990B1017 BF14BT1 Cano Health LLC $1,755,034 0.046% JWS.PIPE agilon health, Inc. $1,720,597 0.045% AGL 00857U107 US00857U1079 BLR4TK4 Targa Resources Corp. $1,712,470 0.045% TRGP 87612G101 US87612G1013 B55PZY3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

9 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL TuSimple Holdings, Inc. $1,710,676 0.045% TSP 90089L108 US90089L1089 BKVD041 Corteva, Inc. $1,706,263 0.045% CTVA 22052L104 US22052L1044 BK73B42 Otis Worldwide Corp. $1,682,971 0.044% OTIS 68902V107 US68902V1070 BK531S8 Moody’s Corp. $1,648,049 0.043% MCO 615369105 US6153691059 2252058 Inspire Medical Systems, Inc. $1,639,253 0.043% INSP 457730109 US4577301090 BDT5KT5 Agios Pharmaceuticals, Inc. $1,636,072 0.043% AGIO 00847X104 US00847X1046 BCBVTX1 Five Below, Inc. $1,634,895 0.043% FIVE 33829M101 US33829M1018 B85KFY9 Arvinas Holding Co. LLC $1,632,807 0.043% ARVN 04335A105 US04335A1051 BDZ30Q0 UDR, Inc. $1,629,981 0.043% UDR 902653104 US9026531049 2727910 Terreno Realty Corp. $1,627,410 0.043% TRNO 88146M101 US88146M1018 B3N4753 Novavax, Inc. $1,620,754 0.043% NVAX 670002401 US6700024010 BJDQXG4 Equifax, Inc. $1,578,205 0.042% EFX 294429105 US2944291051 2319146 Realogy Holdings Corp. $1,574,754 0.042% RLGY 75605Y106 US75605Y1064 B5T0CW1 Trimble, Inc. $1,572,485 0.041% TRMB 896239100 US8962391004 2903958 New Relic, Inc. $1,567,810 0.041% NEWR 64829B100 US64829B1008 BT6T3N7 Spirit Realty Capital, Inc. $1,551,901 0.041% SRC 84860W300 US84860W3007 BHHZBZ8 Performance Food Group Co. $1,547,125 0.041% PFGC 71377A103 US71377A1034 BYVYD43 Fate Therapeutics, Inc. $1,545,941 0.041% FATE 31189P102 US31189P1021 BCZS820 Ralph Lauren Corp. $1,538,158 0.041% RL 751212101 US7512121010 B4V9661 Airbnb, Inc. Class A $1,535,102 0.040% ABNB 009066101 US0090661010 BMGYYH4 Nucor Corp. $1,533,804 0.040% NUE 670346105 US6703461052 2651086 NVR, Inc. $1,526,220 0.040% NVR 62944T105 US62944T1051 2637785 LyondellBasell Industries NV Class A $1,516,501 0.040% LYB NL0009434992 B3SPXZ3 Lam Research Corp. $1,513,895 0.040% LRCX 512807108 US5128071082 2502247 Farfetch Ltd. Class A $1,492,921 0.039% FTCH 30744W107 KY30744W1070 BFD20M9 Charles River Laboratories International, Inc. $1,491,444 0.039% CRL 159864107 US1598641074 2604336 Genpact Ltd. $1,483,805 0.039% G BMG3922B1072 B23DBK6 ON Semiconductor Corp. $1,463,690 0.039% ON 682189105 US6821891057 2583576 Domino’s Pizza, Inc. $1,460,067 0.038% DPZ 25754A201 US25754A2015 B01SD70 Phreesia, Inc. $1,455,870 0.038% PHR 71944F106 US71944F1066 BKF9DQ8 DuPont de Nemours, Inc. $1,447,193 0.038% DD 26614N102 US26614N1028 BK0VN47 Unity Software, Inc. $1,439,307 0.038% U 91332U101 US91332U1016 BLFDXH8 Marriott Vacations Worldwide Corp. $1,435,921 0.038% VAC 57164Y107 US57164Y1073 B45K9N8 Surgery Partners, Inc. $1,412,696 0.037% SGRY 86881A100 US86881A1007 BYTC1B2 Zynga, Inc. $1,411,430 0.037% ZNGA 98986T108 US98986T1088 B79PX49 LendingTree, Inc. $1,405,403 0.037% TREE 52603B107 US52603B1070 BV8TD84 Ball Corp. $1,403,305 0.037% BLL 058498106 US0584981064 2073022 HEICO Corp. Class A $1,402,597 0.037% HEI.A 422806208 US4228062083 2237561 Cano Health, Inc. $1,375,290 0.036% CANO 13781Y103 US13781Y1038 BN0WWW2

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

10 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Alteryx, Inc. Class A $1,370,977 0.036% AYX 02156B103 US02156B1035 BYWMQJ2 Acceleron Pharma, Inc. $1,362,458 0.036% XLRN 00434H108 US00434H1086 BDGTXQ8 Entergy Corp. $1,359,832 0.036% ETR 29364G103 US29364G1031 2317087 Patria Investments Ltd. $1,343,865 0.035% PAX KYG694511059 BMXYHQ7 ViacomCBS, Inc. Class B $1,342,254 0.035% VIAC 92556H206 US92556H2067 BKTNTR9 Hamilton Lane, Inc. Class A $1,323,157 0.035% HLNE 407497106 US4074971064 BF0SR29 Live Nation Entertainment, Inc. $1,321,995 0.035% LYV 538034109 US5380341090 B0T7YX2 Xencor, Inc. $1,316,466 0.035% XNCR 98401F105 US98401F1057 BGCYWN8 Vail Resorts, Inc. $1,304,229 0.034% MTN 91879Q109 US91879Q1094 2954194 Dick’s Sporting Goods, Inc. $1,302,779 0.034% DKS 253393102 US2533931026 2969637 Axon Enterprise, Inc. $1,297,187 0.034% AXON 05464C101 US05464C1018 BDT5S35 PTC Therapeutics, Inc. $1,284,286 0.034% PTCT 69366J200 US69366J2006 B17VCN9 Conagra Brands, Inc. $1,279,061 0.034% CAG 205887102 US2058871029 2215460 Outset Medical, Inc. $1,271,808 0.034% OM 690145107 US6901451079 BMGWSL0 Nordstrom, Inc. $1,258,755 0.033% JWN 655664100 US6556641008 2641827 Avery Dennison Corp. $1,246,512 0.033% AVY 053611109 US0536111091 2066408 Element Solutions, Inc. $1,233,103 0.033% ESI 28618M106 US28618M1062 BJ1C2K1 DexCom, Inc. $1,231,433 0.032% DXCM 252131107 US2521311074 B0796X4 Denali Therapeutics, Inc. $1,230,873 0.032% DNLI 24823R105 US24823R1059 BD2B4V0 Extra Space Storage, Inc. $1,204,249 0.032% EXR 30225T102 US30225T1025 B02HWR9 APA Corp. $1,199,698 0.032% APA 03743Q108 US03743Q1085 BNNF1C1 Crown Holdings, Inc. $1,193,756 0.031% CCK 228368106 US2283681060 2427986 Albemarle Corp. U.S. $1,193,129 0.031% ALB 012653101 US0126531013 2046853 Relay Therapeutics, Inc. $1,179,370 0.031% RLAY 75943R102 US75943R1023 BN2R582 Regal Beloit Corp. $1,172,083 0.031% RBC 758750103 US7587501039 2730082 National Retail Properties, Inc. $1,170,649 0.031% NNN 637417106 US6374171063 2211811 L Brands, Inc. $1,159,327 0.031% LB 501797104 US5017971046 B9M2WX3 Welltower, Inc. $1,156,950 0.031% WELL 95040Q104 US95040Q1040 BYVYHH4 Energizer Holdings, Inc. $1,143,683 0.030% ENR 29272W109 US29272W1099 BYZFPN5 NRG Energy, Inc. $1,143,017 0.030% NRG 629377508 US6293775085 2212922 The RealReal, Inc. $1,136,413 0.030% REAL 88339P101 US88339P1012 BKBDP79 ARAMARK Holdings Corp. $1,134,608 0.030% ARMK 03852U106 US03852U1060 BH3XG17 Noodles & Co. $1,132,979 0.030% NDLS 65540B105 US65540B1052 BBMT993 Planet Fitness, Inc. $1,129,958 0.030% PLNT 72703H101 US72703H1014 BYSFJV8 Marcus Corp. $1,129,807 0.030% MCS 566330106 US5663301068 2564827 Match Group, Inc. $1,119,181 0.030% MTCH 57667L107 US57667L1070 BK80XH9 Fidelity National Information Services, Inc. $1,118,508 0.029% FIS 31620M106 US31620M1062 2769796 Range Resources Corp. $1,097,761 0.029% RRC 75281A109 US75281A1097 2523334 Tyson Foods, Inc. Class A $1,096,748 0.029% TSN 902494103 US9024941034 2909730

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

11 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Teledyne Technologies, Inc. $1,087,084 0.029% TDY 879360105 US8793601050 2503477 Wayfair LLC Class A $1,079,671 0.028% W 94419L101 US94419L1017 BQXZP64 Revolution Medicines, Inc. $1,076,889 0.028% RVMD 76155X100 US76155X1000 BL71K91 McDonald’s Corp. $1,066,026 0.028% MCD 580135101 US5801351017 2550707 G-III Apparel Group Ltd. $1,059,922 0.028% GIII 36237H101 US36237H1014 2369721 Air Transport Services Group, Inc. $1,047,659 0.028% ATSG 00922R105 US00922R1059 2938002 Blueprint Medicines Corp. $1,044,521 0.028% BPMC 09627Y109 US09627Y1091 BWY52P3 Kohl’s Corp. $1,025,116 0.027% KSS 500255104 US5002551043 2496113 Nektar Therapeutics $1,018,871 0.027% NKTR 640268108 US6402681083 2454445 ANGI Homeservices, Inc. Class A $1,014,421 0.027% ANGI 00183L102 US00183L1026 BF4VWH4 Copart, Inc. $1,007,518 0.027% CPRT 217204106 US2172041061 2208073 BioAtla, Inc. $1,006,521 0.027% BCAB 09077B104 US09077B1044 BNC5F86 Levi Strauss & Co. Class A $1,001,394 0.026% LEVI 52736R102 US52736R1023 BHRWS81 First Cash Financial Services, Inc. $1,000,873 0.026% FCFS 33767D105 US33767D1054 BZCG9B4 Maravai LifeSciences Holdings, Inc. $991,084 0.026% MRVI 56600D107 US56600D1072 BMCWKZ2 Kosmos Energy Ltd. $987,743 0.026% KOS 500688106 US5006881065 BHK15K6 Exelixis, Inc. $958,173 0.025% EXEL 30161Q104 US30161Q1040 2576941 Reliance Steel & Aluminum Co. $953,563 0.025% RS 759509102 US7595091023 2729068 Oceaneering International, Inc. $950,747 0.025% OII 675232102 US6752321025 2655583 LifeStance Health Group, Inc. $945,247 0.025% LFST 53228F101 US53228F1012 BN0TRB7 Purple Innovation, Inc. $935,981 0.025% PRPL 74640Y106 US74640Y1064 BYWFGP7 Denbury, Inc. $923,432 0.024% DEN 24790A101 US24790A1016 BMZQZL2 NextEra Energy Partners LP $920,211 0.024% NEP 65341B106 US65341B1061 BNGY4Q0 Avid Bioservices, Inc. $913,778 0.024% CDMO 05368M106 US05368M1062 BFMZ4W7 Anthem, Inc. $906,772 0.024% ANTM 036752103 US0367521038 BSPHGL4 Air Lease Corp. Class A $900,332 0.024% AL 00912X302 US00912X3026 B3XS562 Wyndham Hotels & Resorts, Inc. $897,071 0.024% WH 98311A105 US98311A1051 BF108P4 Boston Beer Co., Inc. Class A $886,004 0.023% SAM 100557107 US1005571070 2113393 Pliant Therapeutics, Inc. $885,351 0.023% PLRX 729139105 US7291391057 BMDWW66 FMC Corp. $877,860 0.023% FMC 302491303 US3024913036 2328603 Balchem Corp. $872,876 0.023% BCPC 057665200 US0576652004 2072074 NVIDIA Corp. $869,950 0.023% NVDA 67066G104 US67066G1040 2379504 Turning Point Therapeutics, Inc. $847,071 0.022% TPTX 90041T108 US90041T1088 BJXBP30 Aptargroup, Inc. $831,456 0.022% ATR 038336103 US0383361039 2045247 Smartsheet, Inc. $831,193 0.022% SMAR 83200N103 US83200N1037 BFZND98 Bunge Ltd. $829,259 0.022% BG BMG169621056 2788713 Vistra Corp. $825,800 0.022% VST 92840M102 US92840M1027 BZ8VJQ8 CareTrust (REIT), Inc. $812,697 0.021% CTRE 14174T107 US14174T1079 BMP8TL6 Shattuck Labs, Inc. $793,262 0.021% STTK 82024L103 US82024L1035 BM8FWT3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

12 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 1Life Healthcare, Inc. $779,253 0.021% ONEM 68269G107 US68269G1076 BKMG1N5 DISH Network Corp. Class A $778,466 0.021% DISH 25470M109 US25470M1099 2303581 Kura Oncology, Inc. $778,149 0.021% KURA 50127T109 US50127T1097 BYZD465 Option Care Health, Inc. $777,817 0.021% OPCH 68404L201 US68404L2016 BKM5C62 The Beauty Health Co. $769,497 0.020% VSP.PIPE Commercial Metals Co. $756,322 0.020% CMC 201723103 US2017231034 2213260 Cleveland-Cliffs, Inc. $745,945 0.020% CLF 185899101 US1858991011 BYVZ186 Momentive Global, Inc. $744,182 0.020% MNTV 60878Y108 US60878Y1082 BN6MG91 Caris Life Sciences, Inc. Series D $740,182 0.020% CARI+DPP Century Therapeutics, Inc. $725,069 0.019% IPSC 15673T100 US15673T1007 BNK9MY5 Cytokinetics, Inc. $705,016 0.019% CYTK 23282W605 US23282W6057 BBBSBJ5 Plug Power, Inc. $704,708 0.019% PLUG 72919P202 US72919P2020 2508386 Steel Dynamics, Inc. $699,153 0.018% STLD 858119100 US8581191009 2849472 Oak Street Health, Inc. $695,516 0.018% OSH 67181A107 US67181A1079 BN2XDL9 DXC Technology Co. $691,909 0.018% DXC 23355L106 US23355L1061 BYXD7B3 Liberty Media Corp. Liberty Media Class A $689,452 0.018% FWONA 531229870 US5312298707 BD72R64 CF Industries Holdings, Inc. $685,592 0.018% CF 125269100 US1252691001 B0G4K50 Arcutis Biotherapeutics, Inc. $685,403 0.018% ARQT 03969K108 US03969K1088 BKX9VD3 Generation Bio Co. $684,507 0.018% GBIO 37148K100 US37148K1007 BMC2Z79 Evolent Health, Inc. $680,735 0.018% EVH 30050B101 US30050B1017 BYLY8H1 Prelude Therapeutics, Inc. $679,960 0.018% PRLD 74065P101 US74065P1012 BKX8YL9 World Wrestling Entertainment, Inc. Class A $662,026 0.017% WWE 98156Q108 US98156Q1085 2503529 Altice U.S.A., Inc. Class A $661,399 0.017% ATUS 02156K103 US02156K1034 BDRY7P9 Kymera Therapeutics, Inc. $658,212 0.017% KYMR 501575104 US5015751044 BMPRZV5 Citrix Systems, Inc. $646,951 0.017% CTXS 177376100 US1773761002 2182553 RPM International, Inc. $645,382 0.017% RPM 749685103 US7496851038 2756174 Louisiana-Pacific Corp. $638,722 0.017% LPX 546347105 US5463471053 2535243 Academy Sports & Outdoors, Inc. $634,891 0.017% ASO 00402L107 US00402L1070 BN7K304 Darling Ingredients, Inc. $620,064 0.016% DAR 237266101 US2372661015 2250289 Tempur Sealy International, Inc. $612,971 0.016% TPX 88023U101 US88023U1016 2216991 ResMed, Inc. $606,836 0.016% RMD 761152107 US7611521078 2732903 Revance Therapeutics, Inc. $603,384 0.016% RVNC 761330109 US7613301099 BJFSR99 Sysco Corp. $600,131 0.016% SYY 871829107 US8718291078 2868165 McCormick & Co., Inc. (non-vtg.) $585,079 0.015% MKC 579780206 US5797802064 2550161 Oncology Institute CA $578,165 0.015% DFPH.TMP Washington REIT (SBI) $576,691 0.015% WRE 939653101 US9396531017 2942304 Keros Therapeutics, Inc. $576,377 0.015% KROS 492327101 US4923271013 BM7V485 Stoke Therapeutics, Inc. $571,016 0.015% STOK 86150R107 US86150R1077 BJQ05Z6 Sally Beauty Holdings, Inc. $555,049 0.015% SBH 79546E104 US79546E1047 B1GZ005

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

13 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Vaxcyte, Inc. $534,611 0.014% PCVX 92243G108 US92243G1085 BKPVGH6 Lindblad Expeditions Holdings $534,395 0.014% LIND 535219109 US5352191093 BYMBW46 Packaging Corp. of America $530,675 0.014% PKG 695156109 US6951561090 2504566 Forma Therapeutics Holdings, Inc. $527,799 0.014% FMTX 34633R104 US34633R1041 BLB2Y98 Summit Materials, Inc. $526,585 0.014% SUM 86614U100 US86614U1007 BW9JPS4 Huntsman Corp. $493,756 0.013% HUN 447011107 US4470111075 B0650B9 Royal Gold, Inc. $487,776 0.013% RGLD 780287108 US7802871084 2755706 Lexington Corporate Properties Trust $484,524 0.013% LXP 529043101 US5290431015 2139151 Eastman Chemical Co. $474,347 0.013% EMN 277432100 US2774321002 2298386 Jonah Energy Parent LLC $473,305 0.012% JON.TMP Coinbase Global, Inc. $466,229 0.012% COIN 19260Q107 US19260Q1076 BMC9P69 Repare Therapeutics, Inc. $464,413 0.012% RPTX 760273102 US7602731025 BLF0CW7 Innospec, Inc. $464,213 0.012% IOSP 45768S105 US45768S1050 2245597 AT&T, Inc. $453,322 0.012% T 00206R102 US00206R1023 2831811 Skechers U.S.A., Inc. Class A (sub. vtg.) $445,910 0.012% SKX 830566105 US8305661055 2428042 Livent Corp. $445,840 0.012% LTHM 53814L108 US53814L1089 BD9PM00 Marathon Petroleum Corp. $440,741 0.012% MPC 56585A102 US56585A1025 B3K3L40 Poseida Therapeutics, Inc. $439,055 0.012% PSN.TMP Cerevel Therapeutics Holdings $434,623 0.011% CERE 15678U128 US15678U1280 BMVMJ12 Recursion Pharmaceuticals, Inc. $433,436 0.011% RXRX 75629V104 US75629V1044 BM9FJ13 Grocery Outlet Holding Corp. $426,580 0.011% GO 39874R101 US39874R1014 BK1KWF7 The Honest Co., Inc. $423,231 0.011% HNS.TMP Seer, Inc. Class A $421,361 0.011% SER.PIPE OGE Energy Corp. $417,003 0.011% OGE 670837103 US6708371033 2657802 Dlocal Ltd. $403,706 0.011% DLO KYG290181018 BKVF490 Pharvaris BV $400,712 0.011% PHVS NL00150005Y4 BMZ2X38 Ruth’s Hospitality Group, Inc. $377,840 0.010% RUTH 783332109 US7833321091 B0G4KC7 The Mosaic Co. $376,765 0.010% MOS 61945C103 US61945C1036 B3NPHP6 ORIC Pharmaceuticals, Inc. $375,121 0.010% ORIC 68622P109 US68622P1093 BKVDFF7 Kroger Co. $369,218 0.010% KR 501044101 US5010441013 2497406 Grand Canyon Education, Inc. $360,925 0.010% LOPE 38526M106 US38526M1062 B3F1XM1 Sunnova Energy International, Inc. $360,142 0.009% NOVA 86745K104 US86745K1043 BJ9N563 Cyxtera Technologies, Inc. $354,065 0.009% SVAC.TMP Enterprise Products Partners LP $347,945 0.009% EPD 293792107 US2937921078 2285388 Element Biosciences, Inc. Series C $340,043 0.009% ELBI+CPP Chesapeake Energy Corp. $339,928 0.009% CHK 165167735 US1651677353 BMZ5LZ5 Coupang, Inc. Class A $335,567 0.009% CPNG 22266T109 US22266T1097 BNYHDF3 Ashland Global Holdings, Inc. $321,366 0.008% ASH 044186104 US0441861046 BYND5N1 California Resources Corp. $319,664 0.008% CRC 13057Q305 US13057Q3056 BMBK002

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

14 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Inscripta, Inc. Series E $317,170 0.008% INS+EPP IAC $309,922 0.008% IAC 44891N208 US44891N2080 BNDYF48 CoreCivic, Inc. $306,935 0.008% CXW 21871N101 US21871N1019 BZ8VC58 Southeastern Grocers, Inc. $303,610 0.008% SEGR 84169Q103 US84169Q1031 BFYRS30 Molson Coors Beverage Co. Class B $302,844 0.008% TAP 60871R209 US60871R2094 B067BM3 Aristea Therapeutics, Inc. Series B $300,432 0.008% ART+BPP Whiting Petroleum Corp. $300,394 0.008% WLL 966387508 US9663875089 BKPM646 Instil Bio, Inc. $294,974 0.008% TIL 45783C101 US45783C1018 BLFF921 Passage Bio, Inc. $291,988 0.008% PASG 702712100 US7027121000 BKTHM05 Vimeo, Inc. $290,820 0.008% VMEO 92719V100 US92719V1008 BNDYF15 Taysha Gene Therapies, Inc. $287,713 0.008% TSHA 877619106 US8776191061 BNC1BX1 The Beauty Health Co. $284,999 0.008% SKIN 88331L108 US88331L1089 BNQQ6C6 Marqeta, Inc. Class A $284,283 0.007% MQ 57142B104 US57142B1044 BN0TQD2 EP Energy Corp. $273,782 0.007% EPEG.TMP Kontoor Brands, Inc. $271,296 0.007% KTB 50050N103 US50050N1037 BJTJGC4 Alcoa Corp. $264,046 0.007% AA 013872106 US0138721065 BYNF418 Graphite Bio, Inc. $260,655 0.007% GRPH 38870X104 US38870X1046 BP7L2W6 Janux Therapeutics, Inc. $258,172 0.007% JANX 47103J105 US47103J1051 BMFX8Y7 Atea Pharmaceuticals, Inc. $255,074 0.007% AVIR 04683R106 US04683R1068 BLN9Z50 TechTarget, Inc. $230,705 0.006% TTGT 87874R100 US87874R1005 B1XH822 Castlight Health, Inc. Class B $223,080 0.006% CSLT 14862Q100 US14862Q1004 BKF2K11 ElevateBio LLC Series C $222,746 0.006% ELB+CPP Aledade, Inc. Series B1 $219,510 0.006% ALE+B1PP Sunstone Hotel Investors, Inc. $212,163 0.006% SHO 867892101 US8678921011 B034LG1 The Scotts Miracle-Gro Co. Class A $211,625 0.006% SMG 810186106 US8101861065 2781518 Doximity, Inc. $203,388 0.005% DOCS 26622P107 US26622P1075 BMD22Y4 Kaiser Aluminum Corp. $203,206 0.005% KALU 483007704 US4830077040 B15CJ33 Kinnate Biopharma, Inc. $197,464 0.005% KNTE 49705R105 US49705R1059 BLGZBT1 MGM Resorts International $189,202 0.005% MGM 552953101 US5529531015 2547419 Mesquite Energy, Inc. $184,435 0.005% SNZ.TMP Flywire Corp. $172,645 0.005% FLYW 302492103 US3024921039 BMBP1Q0 Scholar Rock Holding Corp. $168,360 0.004% SRRK 80706P103 US80706P1030 BFZQ0L8 Allegheny Technologies, Inc. $166,595 0.004% ATI 01741R102 US01741R1023 2526117 Laird Superfood, Inc. $159,871 0.004% LSF 50736T102 US50736T1025 BN2BDY6 Ingevity Corp. $153,893 0.004% NGVT 45688C107 US45688C1071 BD4LHG4 Castlight Health, Inc. $153,746 0.004% CSTL.TMP PG&E Corp. $146,518 0.004% PGEUU+ 69331C140 US69331C1403 BMG7600 Crocs, Inc. $139,355 0.004% CROX 227046109 US2270461096 B0T7Z62 National Energy Services Reunited Corp. $137,188 0.004% NESR VGG6375R1073 BYZLFM2

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

15 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Stepan Co. $135,679 0.004% SCL 858586100 US8585861003 2845005 United Rentals, Inc. $131,810 0.003% URI 911363109 US9113631090 2134781 Denbury, Inc. warrants 9/18/25 $130,762 0.003% DNRWWWT 24790A119 US24790A1198 BMBQMR1 Gupshup, Inc. $126,991 0.003% GUPS+FPP Sage Therapeutics, Inc. $126,201 0.003% SAGE 78667J108 US78667J1088 BP4GNK9 Frontier Communications Parent, Inc. $125,733 0.003% FYBR 35909D109 US35909D1090 BP0V999 Clearway Energy, Inc. Class A $121,266 0.003% CWEN.A 18539C105 US18539C1053 BGJRH35 Boyd Gaming Corp. $119,003 0.003% BYD 103304101 US1033041013 2117232 Tupperware Brands Corp. $113,435 0.003% TUP 899896104 US8998961044 2872069 Clearway Energy, Inc. Class C $108,298 0.003% CWEN 18539C204 US18539C2044 BGJRH57 Poseida Therapeutics, Inc. $85,161 0.002% PSTX 73730P108 US73730P1084 BJ4SF41 Black Diamond Therapeutics, Inc. $74,549 0.002% BDTX 09203E105 US09203E1055 BKTV702 Procore Technologies, Inc. $73,289 0.002% PCOR 74275K108 US74275K1088 BLH11J8 Coca-Cola Bottling Co. Consolidated $61,396 0.002% COKE 191098102 US1910981026 2206721 CDK Global, Inc. $53,341 0.001% CDK 12508E101 US12508E1010 BQXTWQ5 Harmony Biosciences Holdings, Inc. $38,611 0.001% HBS.TMP Tops Markets Corp. $24,669 0.001% TPSCS Sanderson Farms, Inc. $19,133 0.001% SAFM 800013104 US8000131040 2774336 Dow, Inc. $15,426 0.000% DOW 260557103 US2605571031 BHXCF84 Superior Energy Services, Inc. Class A $9,122 0.000% SES.TMP UC Holdings, Inc. $8,723 0.000% UCHL.TMP Tidewater, Inc. warrants 11/14/42 $7,454 0.000% TDGMWWT 88642R141 US88642R1418 BF14BS0 iHeartMedia, Inc. $5,246 0.000% IHRT 45174J509 US45174J5092 BJVR9Y9 Chesapeake Energy Corp. $3,686 0.000% CHK.PP California Resources Corp. warrants 10/27/24 $3,648 0.000% CRCQWWT 13057Q123 US13057Q1233 BLF80M7 Tribune Resources, Inc. $3,331 0.000% ASCR.TMP Tidewater, Inc. warrants 11/14/42 $2,596 0.000% TDG.WT 88642R166 US88642R1665 CUI Acquisition Corp. Class E $381 0.000% CUIA.TMP Forbes Energy Services Ltd. $120 0.000% FLSS 345143200 US3451432005 BDHSY72 Mr. Cooper Group, Inc. $56 0.000% COOP 62482R107 US62482R1077 BGHKHS1 Tribune Resources, Inc. warrants 3/30/23 $0 0.000% ASCR1.WT CME E-mini S&P 500 Index Contracts -$394,452 -0.010% ESU1 Equities Total: $2,415,168,529 63.7%

Commodities & Related Investments

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

16 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Fidelity Commodity Strategy Central Fund $103,680,762 2.734% FCCSX 316167303 US3161673039 Commodities & Related Investments Total: $103,680,762 2.7%

International Equities Taiwan Semiconductor Manufacturing Co. Ltd. $25,285,143 0.667% *TWSMC TW0002330008 6889106 Tencent Holdings Ltd. $18,615,712 0.491% *TENCENT KYG875721634 BMMV2K8 Samsung Electronics Co. Ltd. $18,121,184 0.478% *SAMSNG KR7005930003 6771720 Roche Holding AG (participation certificate) $18,107,392 0.477% *RHLD CH0012032048 7110388 Alibaba Group Holding Ltd. $16,292,636 0.430% *ALBGH KYG017191142 BK6YZP5 Capgemini SA $14,528,958 0.383% *CAPP FR0000125338 4163437 LVMH Moet Hennessy Louis Vuitton SE $14,071,810 0.371% *LVMH FR0000121014 4061412 Nestle SA (Reg. S) $12,981,032 0.342% *NERG CH0038863350 7123870 ASML Holding NV (Netherlands) $12,737,959 0.336% *ASML NL0010273215 B929F46 AstraZeneca PLC (United Kingdom) $11,205,176 0.295% *AZN GB0009895292 0989529 AIA Group Ltd. $9,648,306 0.254% *AIAHK HK0000069689 B4TX8S1 Diageo PLC $8,923,002 0.235% *DGE GB0002374006 0237400 Lonza Group AG $8,870,786 0.234% *LNZG CH0013841017 7333378 Linde PLC $8,560,330 0.226% LIN IE00BZ12WP82 BZ12WP8 HDFC Bank Ltd. $7,747,128 0.204% *HDRCBKD INE040A01034 BK1N461 Meituan Class B $7,093,419 0.187% *MTND KYG596691041 BGJW376 Argenx SE ADR $6,867,808 0.181% ARGX 04016X101 US04016X1019 BDVLM39 Hoya Corp. $6,732,642 0.178% *HOYA JP3837800006 6441506 Sony Group Corp. $6,609,246 0.174% *SNY JP3435000009 6821506 Waste Connection, Inc. (United States) $6,050,477 0.160% WCN 94106B101 CA94106B1013 BYVG1F6 Canadian Natural Resources Ltd. $6,039,652 0.159% CNQ.TO 136385101 CA1363851017 2171573 Reliance Industries Ltd. $5,992,226 0.158% *RELID INE002A01018 6099626 Elastic NV $5,763,039 0.152% ESTC NL0013056914 BFXCLC6 Compass Group PLC $5,740,364 0.151% *CMPS GB00BD6K4575 BD6K457 Sika AG $5,714,243 0.151% *SIKA CH0418792922 BF2DSG3 RELX PLC (London Stock Exchange) $5,482,980 0.145% *REDLS GB00B2B0DG97 B2B0DG9 Constellation Software, Inc. $5,453,108 0.144% CSU.TO 21037X100 CA21037X1006 B15C4L6 Recruit Holdings Co. Ltd. $5,337,460 0.141% *RHCL JP3970300004 BQRRZ00 Bilibili, Inc. ADR $5,257,175 0.139% BILI 090040106 US0900401060 BFNLRN6 Legrand SA $4,958,143 0.131% *LEG FR0010307819 B11ZRK9 The Toronto-Dominion Bank $4,855,449 0.128% TD.TO 891160509 CA8911605092 2897222

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

17 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Iberdrola SA $4,787,745 0.126% *IBE ES0144580Y14 B288C92 BNP Paribas SA $4,727,452 0.125% *BNPPA FR0000131104 7309681 adidas AG $4,722,389 0.125% *ADSG DE000A1EWWW0 4031976 Tokyo Electron Ltd. $4,664,120 0.123% *TTEL JP3571400005 6895675 Ferguson PLC $4,567,324 0.120% *FGNWCO JE00BJVNSS43 BJVNSS4 Pernod Ricard SA $4,334,625 0.114% *PRND FR0000120693 4682329 Sonova Holding AG Class B $4,330,763 0.114% *PHHLB CH0012549785 7156036 DSV Panalpina A/S $4,322,988 0.114% *DSVB DK0060079531 B1WT5G2 Ping An Insurance Group Co. of China Ltd. (H Shares) $4,321,574 0.114% *PAIZ CNE1000003X6 B01FLR7 China Construction Bank Corp. (H Shares) $4,284,011 0.113% *CCBC CNE1000002H1 B0LMTQ3 MEG Energy Corp. $4,261,501 0.112% MEG.TO 552704108 CA5527041084 B4XF9J1 Keyence Corp. $4,166,525 0.110% *KYCE JP3236200006 6490995 SK Hynix, Inc. $4,097,774 0.108% *SHILT KR7000660001 6450267 Ascendis Pharma A/S sponsored ADR $4,001,122 0.105% ASND 04351P101 US04351P1012 BV9G6B8 Cellnex Telecom SA $3,884,023 0.102% *CELLNEX ES0105066007 BX90C05 Prudential PLC $3,850,875 0.102% *PRUL GB0007099541 0709954 SAP SE $3,820,932 0.101% *SAPG DE0007164600 4846288 Koninklijke Philips Electronics NV $3,787,132 0.100% *PHG NL0000009538 5986622 Tata Consultancy Services Ltd. $3,703,511 0.098% *TCS INE467B01029 B01NPJ1 Persol Holdings Co. Ltd. $3,692,195 0.097% *TEMPHLD JP3547670004 B3CY709 Societe Generale Series A $3,639,994 0.096% *SOCG FR0000130809 5966516 Merck KGaA $3,620,421 0.095% *MER DE0006599905 4741844 SR Teleperformance SA $3,618,777 0.095% *RCFFP FR0000051807 5999330 Indutrade AB $3,580,903 0.094% *INDTR SE0001515552 B0LDBX7 Pinduoduo, Inc. ADR $3,506,556 0.092% PDD 722304102 US7223041028 BYVW0F7 TCS Group Holding PLC GDR $3,425,798 0.090% TCSG 87238U203 US87238U2033 BF233S0 IMCD NV $3,417,750 0.090% *IMCDGP NL0010801007 BNCBD46 Allianz SE $3,417,264 0.090% *ALV DE0008404005 5231485 Swedish Match Co. AB $3,333,057 0.088% *SWMA SE0015812219 BP09MR2 Amadeus IT Holding SA Class A $3,309,302 0.087% *AMDH ES0109067019 B3MSM28 Siemens Healthineers AG $3,295,625 0.087% *SIHAG DE000SHL1006 BD594Y4 Wolters Kluwer NV $3,258,436 0.086% *KLUW NL0000395903 5671519 Hexagon AB (B Shares) $3,253,580 0.086% *HEXB SE0015961909 BNZFHC1 KBC Groep NV $3,243,070 0.086% *KBCA BE0003565737 4497749 POSCO $3,155,621 0.083% *PSCO KR7005490008 6693233 Airbus Group NV $3,150,579 0.083% *AIRNV NL0000235190 4012250 Innovent Biologics, Inc. $3,141,764 0.083% *INNBLS KYG4818G1010 BGR6KX5 Liberty Global PLC Class C $3,140,388 0.083% LBTYK GB00B8W67B19 B8W67B1

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

18 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Deutsche Post AG $3,139,613 0.083% *DPST DE0005552004 4617859 London Stock Exchange Group PLC $3,113,458 0.082% *LSE GB00B0SWJX34 B0SWJX3 Mondi PLC $3,022,659 0.080% *MONDI GB00B1CRLC47 B1CRLC4 OTP Bank PLC $3,021,999 0.080% *OTP HU0000061726 7320154 China Merchants Bank Co. Ltd. (H Shares) $2,947,204 0.078% *CMERZ CNE1000002M1 B1DYPZ5 Axis Bank Ltd. $2,926,522 0.077% *AXSB INE238A01034 BPFJHC7 Toyota Motor Corp. $2,914,106 0.077% *TYMT JP3633400001 6900643 ING Groep NV (Certificaten Van Aandelen) $2,866,346 0.076% *ING NL0011821202 BZ57390 Lukoil PJSC sponsored ADR $2,836,929 0.075% *LUKOY 69343P105 US69343P1057 BYZDW27 Sberbank of Russia sponsored ADR $2,816,917 0.074% *SBERL 80585Y308 US80585Y3080 B5SC091 CEMEX S.A.B. de CV sponsored ADR $2,812,961 0.074% CX 151290889 US1512908898 2488671 Julius Baer Group Ltd. $2,716,227 0.072% *JUBR CH0102484968 B4R2R50 Siemens AG $2,715,702 0.072% *SIEGN DE0007236101 5727973 Nutrien Ltd. $2,707,595 0.071% NTR.TO 67077M108 CA67077M1086 BDRJLN0 Impala Platinum Holdings Ltd. $2,692,672 0.071% *IPH ZAE000083648 B1FFT76 Rio Tinto PLC $2,686,264 0.071% *RTP GB0007188757 0718875 Yandex NV Series A $2,659,971 0.070% YNDX NL0009805522 B5BSZB3 Shopify, Inc. $2,653,633 0.070% SHOP 82509L107 CA82509L1076 BXDZ9Z0 Air Liquide SA $2,637,235 0.070% *AL FR0000120073 B1YXBJ7 Canadian Pacific Railway Ltd. $2,625,785 0.069% CP.TO 13645T100 CA13645T1003 2793115 Daimler AG (Germany) $2,620,054 0.069% *DCXF DE0007100000 5529027 Standard Chartered PLC (United Kingdom) $2,603,648 0.069% *SCB GB0004082847 0408284 Sanofi SA $2,591,829 0.068% *SASYN FR0000120578 5671735 Olympus Corp. $2,585,524 0.068% *OLMC JP3201200007 6658801 Zurich Insurance Group Ltd. $2,583,394 0.068% *ZURZN CH0011075394 5983816 Recordati SpA $2,579,579 0.068% *RECI IT0003828271 B07DRZ5 Al Rajhi Bank $2,534,357 0.067% *RJHI SA0007879113 B12LZH9 Atlas Copco AB (A Shares) $2,527,330 0.067% *ATC SE0011166610 BD97BN2 Tronox Holdings PLC $2,515,021 0.066% TROX GB00BJT16S69 BJT16S6 Rede D’Oregon Sao Luiz SA $2,475,220 0.065% *RDOR3 BRRDORACNOR8 BNDQ8P6 Dassault Systemes SA $2,464,055 0.065% *DAST FR0014003TT8 BM8H5Y5 Brookfield Asset Management, Inc. Class A $2,441,865 0.064% BAM 112585104 CA1125851040 2092555 Lundin Mining Corp. $2,427,798 0.064% LUN.TO 550372106 CA5503721063 2866857 Alibaba Group Holding Ltd. sponsored ADR $2,413,259 0.064% BABA 01609W102 US01609W1027 BP41ZD1 Dechra Pharmaceuticals PLC $2,394,487 0.063% *DECHRA GB0009633180 0963318 MediaTek, Inc. $2,380,003 0.063% *MDTK TW0002454006 6372480 Rentokil Initial PLC $2,359,354 0.062% *RTO GB00B082RF11 B082RF1 BAE Systems PLC $2,358,285 0.062% *BAES GB0002634946 0263494 Kakao Corp. $2,325,343 0.061% *DAUM KR7035720002 6194037

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

19 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL ASSA ABLOY AB (B Shares) $2,308,730 0.061% *ASAB SE0007100581 BYPC1T4 Safran SA $2,295,583 0.061% *SAG FR0000073272 B058TZ6 SMC Corp. $2,288,417 0.060% *SMCC JP3162600005 6763965 Misumi Group, Inc. $2,272,686 0.060% *MISU JP3885400006 6595179 AXA SA $2,265,462 0.060% *AXASA FR0000120628 7088429 Edenred SA $2,251,711 0.059% *EDENRED FR0010908533 B62G1B5 Fujifilm Holdings Corp. $2,250,798 0.059% *FUJH JP3814000000 6356525 Tsingtao Brewery Co. Ltd. (H Shares) $2,235,015 0.059% *TSING CNE1000004K1 6905808 Total SA $2,212,988 0.058% *TLFN FR0000120271 B15C557 Kia Corp. $2,203,657 0.058% *KIAM KR7000270009 6490928 ASM International NV (Netherlands) $2,198,786 0.058% *ASMI NL0000334118 5165294 Shriram Transport Finance Co. Ltd. $2,181,280 0.058% *SHTF INE721A01013 6802608 Imperial Oil Ltd. $2,171,594 0.057% IMO.TO 453038408 CA4530384086 2454241 Hannover Reuck SE $2,169,747 0.057% *HNR DE0008402215 4511809 Deutsche Borse AG $2,166,615 0.057% *EBD DE0005810055 7021963 First Quantum Minerals Ltd. $2,157,499 0.057% FM.TO 335934105 CA3359341052 2347608 KB Financial Group, Inc. $2,147,161 0.057% *KBFI KR7105560007 B3DF0Y6 Grupo Financiero Banorte S.A.B. de CV Series O $2,143,864 0.057% *GFNORTE MXP370711014 2421041 Naspers Ltd. Class N $2,138,837 0.056% *NPNA ZAE000015889 6622691 Ambev SA sponsored ADR $2,124,584 0.056% ABEV 02319V103 US02319V1035 BG804F6 Hon Hai Precision Industry Co. Ltd. (Foxconn) $2,111,136 0.056% *HONHAI TW0002317005 6438564 JD.com, Inc. sponsored ADR $2,103,368 0.055% JD 47215P106 US47215P1066 BMM27D9 Intesa Sanpaolo SpA $2,102,105 0.055% *ISP IT0000072618 4076836 Jet2 PLC $2,097,805 0.055% *DTGL GB00B1722W11 B1722W1 Kingspan Group PLC (Ireland) $2,092,117 0.055% *KSPID IE0004927939 4491235 Nordea Bank ABP (Stockholm Stock Exchange) $2,090,855 0.055% *NORDAB FI4000297767 BYZF9J9 Yamato Holdings Co. Ltd. $2,068,529 0.055% *YTP JP3940000007 6985565 Itau Unibanco Holding SA sponsored ADR $2,064,099 0.054% ITUB 465562106 US4655621062 2849739 Natura & Co. Holding SA $2,043,190 0.054% *NTCO3 BRNTCOACNOR5 BJRFY31 Daikin Industries Ltd. $2,036,271 0.054% *DKK JP3481800005 6250724 Hiscox Ltd. $2,017,318 0.053% *HISL BMG4593F1389 BVZHXQ9 Mondi PLC $2,009,712 0.053% *MNPJS GB00B1CRLC47 B1YCDP4 Prosus NV $2,007,199 0.053% *PRX NL0013654783 BJDS7L3 Legal & General Group PLC $2,004,598 0.053% *LGG GB0005603997 0560399 Li Ning Co. Ltd. $1,998,891 0.053% *LINING KYG5496K1242 B01JCK9 Hermes International SCA $1,997,204 0.053% *RMS FR0000052292 5253973 Rheinmetall AG $1,996,984 0.053% *RHE DE0007030009 5334588 Wuxi Biologics (Cayman), Inc. $1,974,930 0.052% *WUXBI KYG970081173 BL6B9P1 SoftBank Group Corp. $1,973,198 0.052% *SOFT JP3436100006 6770620

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

20 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL PT Bank Central Asia Tbk $1,968,073 0.052% *BCA ID1000109507 B01C1P6 L’Oreal SA $1,964,064 0.052% *OREAF.E FR0000120321 4057808 Chailease Holding Co. Ltd. $1,963,827 0.052% *CHLHOL KYG202881093 B58J1S8 FinecoBank SpA $1,945,211 0.051% *FINECOB IT0000072170 BNGN9Z1 Talend SA ADR $1,931,307 0.051% TLND 874224207 US8742242071 BD39HN6 Suzano Papel e Celulose SA $1,930,911 0.051% *SUZB3 BRSUZBACNOR0 B02GKC7 Schibsted ASA (A Shares) $1,904,718 0.050% *SCHIB NO0003028904 4790534 Bajaj Finance Ltd. $1,904,583 0.050% *BAJAJ INE296A01024 BD2N0P2 NetEase, Inc. ADR $1,899,340 0.050% NTES 64110W102 US64110W1027 2606440 B&M European Value Retail SA $1,889,126 0.050% *BMVARS LU1072616219 BMTRW10 Kao Corp. $1,871,859 0.049% *KAO JP3205800000 6483809 ALTEN $1,870,415 0.049% *ALTN FR0000071946 5608915 Euronext NV $1,864,472 0.049% *EURNV NL0006294274 BNBNSG0 Shin-Etsu Chemical Co. Ltd. $1,840,234 0.049% *SHN JP3371200001 6804585 Nitori Holdings Co. Ltd. $1,823,675 0.048% *NITO JP3756100008 6644800 Samsung SDI Co. Ltd. $1,821,935 0.048% *SSDI KR7006400006 6771645 Moncler SpA $1,790,410 0.047% *MONCL IT0004965148 BGLP232 A.P. Moller - Maersk A/S Series B $1,781,627 0.047% *DSACB DK0010244508 4253048 National Australia Bank Ltd. $1,777,357 0.047% *NATI AU000000NAB4 6624608 UCB SA $1,770,033 0.047% *UCB BE0003739530 5596991 Novatek PJSC GDR (Reg. S) $1,758,533 0.046% *NOVTGDR 669888109 US6698881090 B0DK750 Akzo Nobel NV $1,758,104 0.046% *AKZ NL0013267909 BJ2KSG2 Sociedad Quimica y Minera de Chile SA (PN-B) sponsored ADR $1,746,578 0.046% SQM 833635105 US8336351056 2771122 Subsea 7 SA $1,727,218 0.046% *SUBC LU0075646355 5258246 AddTech AB (B Shares) $1,723,425 0.045% *ATECH SE0014781795 BLN8T44 Delivery Hero AG $1,720,861 0.045% *DVRT DE000A2E4K43 BZCNB42 Smith & Nephew PLC $1,715,823 0.045% *SMU GB0009223206 0922320 Shenzhou International Group Holdings Ltd. $1,704,230 0.045% *SINGR KYG8087W1015 B0MP1B0 Swedbank AB (A Shares) $1,700,297 0.045% *FSPAA SE0000242455 4846523 PT Bank Rakyat Indonesia Tbk $1,699,688 0.045% *BRAKI ID1000118201 6709099 FirstRand Ltd. $1,692,230 0.045% *FIRST ZAE000066304 6606996 XPeng, Inc. ADR $1,667,041 0.044% XPEV 98422D105 US98422D1054 BMXR2T4 JK Cement Ltd. $1,652,991 0.044% *JKCE INE823G01014 B0CJ800 Porsche Automobil Holding SE (Germany) $1,630,651 0.043% *PAH3+ DE000PAH0038 7101069 Brenntag AG $1,630,190 0.043% *BREN DE000A1DAHH0 B4YVF56 Wal-Mart de Mexico SA de CV Series V $1,627,934 0.043% *WALMEXV MX01WA000038 BW1YVH8 BeiGene Ltd. ADR $1,624,893 0.043% BGNE 07725L102 US07725L1026 BYYWPW6 JD Sports Fashion PLC $1,624,770 0.043% *JDSL GB00BYX91H57 BYX91H5

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

21 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Aena SME SA $1,612,369 0.043% *AENA ES0105046009 BVRZ8L1 Fairfax Financial Holdings Ltd. (sub. vtg.) $1,606,888 0.042% FFH.TO 303901102 CA3039011026 2566351 Mizrahi Tefahot Bank Ltd. $1,606,761 0.042% *MZRH IL0006954379 6916703 Sun Life Financial, Inc. $1,598,271 0.042% SLF.TO 866796105 CA8667961053 2566124 UniCredit SpA $1,567,656 0.041% *UCIT IT0005239360 BYMXPS7 Hitachi Ltd. $1,567,585 0.041% *HTCH JP3788600009 6429104 Reckitt Benckiser Group PLC $1,562,567 0.041% *RBGP GB00B24CGK77 B24CGK7 Vale SA sponsored ADR $1,561,117 0.041% VALE 91912E105 US91912E1055 2857334 Petroleo Brasileiro SA - Petrobras (PN) sponsored ADR (non-vtg.) $1,561,060 0.041% PBR.A 71654V101 US71654V1017 2683410 BASF AG $1,557,478 0.041% *BASF DE000BASF111 5086577 Petroleo Brasileiro SA - Petrobras sponsored ADR $1,554,017 0.041% PBR 71654V408 US71654V4086 2616580 China Resources Beer Holdings Co. Ltd. $1,548,030 0.041% *CHRS HK0291001490 6972459 Barrick Gold Corp. (Canada) $1,544,588 0.041% ABX.TO 067901108 CA0679011084 2024644 Parade Technologies Ltd. $1,543,048 0.041% *PRDTECH KYG6892A1085 B6RV676 Adyen BV $1,541,492 0.041% *ADYN NL0012969182 BZ1HM42 Commonwealth Bank of Australia $1,516,385 0.040% *CBAA AU000000CBA7 6215035 Tsuruha Holdings, Inc. $1,515,747 0.040% *TSURU JP3536150000 B0MKZN5 MMC Norilsk Nickel PJSC sponsored ADR $1,505,267 0.040% *MNOD 55315J102 US55315J1025 BYSW6D0 Itochu Corp. $1,498,077 0.039% *ITC JP3143600009 6467803 Kerry Group PLC Class A $1,492,773 0.039% *KYG IE0004906560 4519579 Unified-President Enterprises Corp. $1,481,828 0.039% *PRET TW0001216000 6700393 Sampo Oyj (A Shares) $1,477,650 0.039% *VKSPA FI0009003305 5226038 Hana Financial Group, Inc. $1,442,424 0.038% *HANAF KR7086790003 B0RNRF5 WuXi AppTec Co. Ltd. (H Shares) $1,421,405 0.037% *WUXIHK CNE100003F19 BGHH0L6 Lions Gate Entertainment Corp. Class B $1,421,104 0.037% LGF.B 535919500 CA5359195008 BD8NB53 DWS Group GmbH & Co. KGaA $1,412,849 0.037% *DWSGP DE000DWS1007 BFMHVQ6 Larsen & Toubro Ltd. $1,404,339 0.037% *LSTBD INE018A01030 B0166K8 Capitec Bank Holdings Ltd. $1,403,753 0.037% *CPIJ ZAE000035861 6440859 DBS Group Holdings Ltd. $1,384,470 0.037% *DBSH SG1L01001701 6175203 Wheaton Precious Metals Corp. $1,381,449 0.036% WPM.TO 962879102 CA9628791027 BF13KN5 Atacadao SA $1,378,155 0.036% *CRFB3 BRCRFBACNOR2 BF7LBH4 Samsung Biologics Co. Ltd. $1,365,469 0.036% *SAMBIO KR7207940008 BYNJCV6 Anglo American PLC (United Kingdom) $1,359,717 0.036% *ANGAUK GB00B1XZS820 B1XZS82 Royalty Pharma PLC $1,349,597 0.036% RPHA.TMP Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) $1,347,864 0.036% *SZMID CNE100003G67 BHQK864 Sumitomo Mitsui Financial Group, Inc. $1,346,321 0.035% *SMFG JP3890350006 6563024 Deutsche Telekom AG $1,345,703 0.035% *DTEG DE0005557508 5842359

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

22 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ferrari NV $1,340,743 0.035% RACE NL0011585146 BZ1GMK5 Heineken NV (Bearer) $1,327,829 0.035% *HEIN NL0000009165 7792559 Royal Dutch Shell PLC Class A (United Kingdom) $1,322,042 0.035% *RDSA GB00B03MLX29 B03MLX2 CK Asset Holdings Ltd. $1,308,896 0.035% *CKPH KYG2177B1014 BYZQ077 Shree Cement Ltd. $1,303,647 0.034% *SRCM INE070A01015 6100357 Enel SpA $1,291,020 0.034% *ENEL IT0003128367 7144569 Zai Lab Ltd. $1,286,394 0.034% *ZAILAB KYG9887T1085 BMGWNM6 Pharmaron Beijing Co. Ltd. (H Shares) $1,279,849 0.034% *PHABJ CNE100003PG4 BK72QD3 StoneCo Ltd. Class A $1,268,149 0.033% STNE KYG851581069 BGKG6M3 Restaurant Brands International, Inc. $1,263,008 0.033% QSR.TO 76131D103 CA76131D1033 BTF8CF0 United Overseas Bank Ltd. $1,261,210 0.033% *UOB SG1M31001969 6916781 Flutter Entertainment PLC $1,256,600 0.033% *PAPP IE00BWT6H894 BWXC0Z1 Temenos Group AG $1,253,540 0.033% *TEMN CH0012453913 7147892 Money Forward, Inc. $1,248,745 0.033% *MNFR JP3869960009 BD5ZWW6 Metalurgica Gerdau SA (PN) $1,232,929 0.033% *GOAU4 BRGOAUACNPR8 2648862 Suzuki Motor Corp. $1,226,460 0.032% *SZK JP3397200001 6865504 Pick ’n Pay Stores Ltd. $1,209,051 0.032% *PIKJ ZAE000005443 6688068 PagSeguro Digital Ltd. $1,198,135 0.032% PAGS KYG687071012 BFWK4R7 Renesas Electronics Corp. $1,191,790 0.031% *RENC JP3164720009 6635677 Royal Dutch Shell PLC Class B (United Kingdom) $1,186,597 0.031% *RDSB GB00B03MM408 B03MM40 Richter Gedeon PLC $1,186,362 0.031% *GRTER HU0000123096 BC9ZH86 Astellas Pharma, Inc. $1,186,080 0.031% *ASTLS JP3942400007 6985383 Hyundai Motor Co. Series 2 $1,177,565 0.031% *HYDM2+ KR7005382007 6148272 Symrise AG $1,177,375 0.031% *SYMR DE000SYM9999 B1JB4K8 IndusInd Bank Ltd. $1,174,293 0.031% *IIB INE095A01012 6100454 LG Electronics, Inc. $1,147,377 0.030% *LGEL KR7066570003 6520739 Amundi SA $1,147,278 0.030% *AMUND FR0004125920 BYZR014 China Petroleum & Chemical Corp. (H Shares) $1,140,054 0.030% *CHPC CNE1000002Q2 6291819 Credicorp Ltd. (United States) $1,131,412 0.030% BAP BMG2519Y1084 2232878 Bankinter SA $1,116,439 0.029% *BKT ES0113679I37 5474008 Erste Group Bank AG $1,115,100 0.029% *EBO AT0000652011 5289837 Diploma PLC $1,106,238 0.029% *DPLM GB0001826634 0182663 ORIX Corp. $1,104,972 0.029% *OL JP3200450009 6661144 Adani Ports & Special Economic Zone Ltd. $1,104,780 0.029% *MSEZ INE742F01042 B28XXH2 TIS, Inc. $1,103,907 0.029% *ITHLG JP3104890003 B2Q4CR0 Bank Ireland Group PLC $1,101,371 0.029% *BIRG IE00BD1RP616 BD1RP61 Relo Group, Inc. $1,093,353 0.029% *RLS JP3755200007 6173906 Hyundai Motor Co. $1,091,757 0.029% *HYDM KR7005380001 6451055 X5 Retail Group NV GDR (Reg. S) $1,071,280 0.028% *XFRGGDR 98387E205 US98387E2054 B07T3T9

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

23 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Tokio Marine Holdings, Inc. $1,071,084 0.028% *TOKIO JP3910660004 6513126 Mitsubishi Estate Co. Ltd. $1,070,887 0.028% *MIES JP3899600005 6596729 Ant International Co. Ltd. Class C $1,045,881 0.028% ANT.TMP Shiseido Co. Ltd. $1,036,027 0.027% *SHIS JP3351600006 6805265 Samsung Electronics Co. Ltd. $1,035,788 0.027% *SAMS+ KR7005931001 6773812 NXP Semiconductors NV $1,034,045 0.027% NXPI NL0009538784 B505PN7 Titan Cement International Trading SA $1,030,769 0.027% *TITCF BE0974338700 BJ8PD77 RHI Magnesita NV $1,024,600 0.027% *RHIM NL0012650360 BYZ2JR8 Ferrari NV $1,012,664 0.027% *RACEM NL0011585146 BD6G507 St. James’s Place Capital PLC $1,010,480 0.027% *STJ GB0007669376 0766937 Boskalis Westminster $999,342 0.026% *BOSK NL0000852580 B1XF882 Zymeworks, Inc. $994,858 0.026% ZYME 98985W102 CA98985W1023 BYQHPK7 Linde PLC $970,690 0.026% *L6N IE00BZ12WP82 BYWD9S5 AMOREPACIFIC Group, Inc. $965,145 0.025% *PCC KR7002790004 6665931 Dufry AG $951,992 0.025% *DUFRY CH0023405456 B0R80X9 Beazley PLC $942,627 0.025% *BEAZL GB00BYQ0JC66 BYQ0JC6 Daiichi Sankyo Kabushiki Kaisha $941,431 0.025% *DACHI JP3475350009 B0J7D91 Liberty Latin America Ltd. Class C $941,395 0.025% LILAK BMG9001E1286 BD9Q3Q6 Enbridge, Inc. $938,160 0.025% ENB.TO 29250N105 CA29250N1050 2466149 PTT Global Chemical PCL (For. Reg.) $926,961 0.024% *PTTGP TH1074010014 B736PF3 ITC Ltd. $923,998 0.024% *ITCD INE154A01025 B0JGGP5 SUSE SA $915,859 0.024% *SUSE LU2333210958 BL9YLY0 Rumo SA $912,328 0.024% *RAILN BRRAILACNOR9 BYXZ2W5 Deliveroo PLC $904,028 0.024% *DEROO GB00BNC5T391 BNC5T39 ENN Energy Holdings Ltd. $888,825 0.023% *XGH KYG3066L1014 6333937 AngloGold Ashanti Ltd. $888,236 0.023% *ANGJ ZAE000043485 6565655 Anta Sports Products Ltd. $875,604 0.023% *ANTAS KYG040111059 B1YVKN8 HeidelbergCement AG $874,212 0.023% *HEIC DE0006047004 5120679 Power Grid Corp. of India Ltd. $870,434 0.023% *PWGR INE752E01010 B233HS6 Fast Retailing Co. Ltd. $870,029 0.023% *FASTR JP3802300008 6332439 Anheuser-Busch InBev SA NV $866,714 0.023% *ABIV BE0974293251 BYYHL23 Sartorius Stedim Biotech $866,148 0.023% *STED FR0013154002 BYZ2QP5 ASE Technology Holding Co. Ltd. $860,888 0.023% *ASEHLTD TW0003711008 BFXZDY1 Gree Electric Appliances, Inc. of Zhuhai (A Shares) $854,046 0.023% *GREZHA CNE0000001D4 BD5CPN9 Piraeus Financial Holdings SA $849,008 0.022% *TPEIR GRS014003032 BNC0DB0 Indraprastha Gas Ltd. $844,333 0.022% *INRGAS INE203G01027 BD9PXD0 WH Smith PLC $844,286 0.022% *SMITHS GB00B2PDGW16 B2PDGW1 Sea Ltd. ADR $838,953 0.022% SE 81141R100 US81141R1005 BYWD7L4

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

24 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Nordnet AB $837,311 0.022% *NOAB SE0015192067 BNDLH43 Vivendi SA $835,855 0.022% *VNDI FR0000127771 4834777 Worldline SA $833,144 0.022% *WLN FR0011981968 BNFWR44 Ericsson (B Shares) $827,422 0.022% *ERIC SE0000108656 5959378 Hansoh Pharmaceutical Group Co. Ltd. $818,285 0.022% *HANSOH KYG549581067 BJYKB72 First Resources Ltd. $810,914 0.021% *FREL SG1W35938974 B2927P4 Schibsted ASA (B Shares) $807,489 0.021% *SCHSB NO0010736879 BWVFKQ3 InPost SA $797,702 0.021% *INPO LU2290522684 BN4N9C0 Z Holdings Corp. $793,716 0.021% *YHOO JP3933800009 6084848 Hang Seng Bank Ltd. $787,671 0.021% *HANG HK0011000095 6408374 NICE Systems Ltd. $786,371 0.021% *NICES IL0002730112 6647133 Thunder Software Technology Co. Ltd. (A Shares) $780,177 0.021% *THST CNE1000021D0 BD5CG03 S4 Capital PLC $777,673 0.021% *SFOR GB00BFZZM640 BFZZM64 S-Oil Corp. $769,402 0.020% *SOR KR7010950004 6406055 Unilever PLC (Netherlands) $763,717 0.020% *UNANA GB00B10RZP78 BLRB262 LG Corp. $755,975 0.020% *LGCI KR7003550001 6537030 Adient PLC $741,146 0.020% ADNT IE00BD845X29 BD845X2 Great Wall Motor Co. Ltd. (H Shares) $733,749 0.019% *GRWALL CNE100000338 6718255 ADC Therapeutics SA $724,412 0.019% ADCT CH0499880968 BK6H4Z7 DENSO Corp. $718,836 0.019% *DENS JP3551500006 6640381 Uni-President China Holdings Ltd. $711,132 0.019% *UPCH KYG9222R1065 B29MKF5 LEG Immobilien AG $708,363 0.019% *LEGIM DE000LEG1110 B9G6L89 NCSOFT Corp. $702,134 0.019% *NCSOFT KR7036570000 6264189 Starling Bank Ltd. Series D $701,385 0.018% *STARLGD Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) $698,268 0.018% *SHJIIA CNE000000MK0 BP3RD03 Bafang Electric Suzhou Co. Ltd. (A Shares) $692,935 0.018% *BAELC CNE100003PQ3 BL591D8 Equatorial Energia SA $690,430 0.018% *EQTL3 BREQTLACNOR0 B128R96 Sberbank of Russia $688,318 0.018% *SBER RU0009029540 4767981 Bandai Namco Holdings, Inc. $683,166 0.018% *NAMB JP3778630008 B0JDQD4 Theravance Biopharma, Inc. $681,778 0.018% TBPH KYG8807B1068 BMNDK09 Azul SA sponsored ADR $679,781 0.018% AZUL 05501U106 US05501U1060 BDCT500 Manappuram General Finance & Leasing Ltd. $676,005 0.018% *MGFLTD INE522D01027 6570400 China Gas Holdings Ltd. $674,569 0.018% *CGHL BMG2109G1033 6460794 UDG Healthcare PLC (United Kingdom) $672,087 0.018% *UDGU IE0033024807 3302480 Corbion NV $671,676 0.018% *CSMNC NL0010583399 BFRSRR7 Africa Oil Corp. $670,674 0.018% AOI.TO 00829Q101 CA00829Q1019 2489607 Eagle Bulk Shipping, Inc. $668,287 0.018% EGLE MHY2187A1507 BKY4308 Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) $657,458 0.017% *ZCSR CNE1000004X4 B1L3XL6

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

25 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Coway Co. Ltd. $651,848 0.017% *WCCL KR7021240007 6173401 JDE Peet’s BV $626,609 0.017% *JDEPT NL0014332678 BMC4ZZ3 ENGIE $621,846 0.016% *GDFS FR0010208488 B0C2CQ3 NTPC Ltd. $621,375 0.016% *NTLT INE733E01010 B037HF1 ORSTED A/S $621,124 0.016% *DONGAS DK0060094928 BYT16L4 Micro Focus International PLC $615,967 0.016% *MCRF GB00BJ1F4N75 BJ1F4N7 Beijing Enlight Media Co. Ltd. (A Shares) $614,872 0.016% *BEIENLM CNE100001617 BD5CN79 Elisa Corp. (A Shares) $612,852 0.016% *ELSC FI0009007884 5701513 RWE AG $611,021 0.016% *RWE DE0007037129 4768962 Longfor Properties Co. Ltd. $610,552 0.016% *LPCL KYG5635P1090 B56KLY9 Singapore Exchange Ltd. $604,125 0.016% *SGEX SG1J26887955 6303866 CSL Ltd. $601,541 0.016% *CSL AU000000CSL8 6185495 Notre Dame Intermedica Participacoes SA $598,211 0.016% *GNDI3 BRGNDIACNOR2 BF4J7K6 uniQure B.V. $595,648 0.016% QURE NL0010696654 BJFSR88 Infosys Ltd. $585,226 0.015% *INFOSD INE009A01021 6205122 NatWest Group PLC $584,751 0.015% *RBS GB00B7T77214 B7T7721 Olink Holding AB ADR $583,909 0.015% OLK 680710100 US6807101000 BMFPJN9 Compania de Minas Buenaventura SA sponsored ADR $578,999 0.015% BVN 204448104 US2044481040 2210476 Bidvest Group Ltd./The $578,201 0.015% *BVT ZAE000117321 6100089 dMed Biopharmaceutical Co. Ltd. Series C $578,063 0.015% *DME+CPP Kunlun Energy Co. Ltd. $573,120 0.015% *CNPC BMG5320C1082 6340078 Mahindra & Mahindra Ltd. $571,386 0.015% *MMLD INE101A01026 6100186 Torrent Pharmaceuticals Ltd. $566,211 0.015% *TORR INE685A01028 B0XPSB8 CGI, Inc. Class A (sub. vtg.) $563,406 0.015% GIBA.TO 12532H104 CA12532H1047 BJ2L575 Grupo Aeroportuario del Pacifico S.A.B. de CV Series B $561,355 0.015% *GAPB MX01GA000004 B0ZV104 Pop Mart International Group Ltd. $557,896 0.015% *POPM KYG7170M1033 BN6PP37 TravelSky Technology Ltd. (H Shares) $556,623 0.015% *TRSKY CNE1000004J3 6321954 Haitian International Holdings Ltd. $555,077 0.015% *HAII KYG4232C1087 B1L2RC2 Arena (REIT) unit $554,948 0.015% *ARETN AU000000ARF6 B99K263 Energias de Portugal SA $554,947 0.015% *EDP PTEDP0AM0009 4103596 China Resources Land Ltd. $554,030 0.015% *CRB KYG2108Y1052 6193766 TME S&P/TSX 60 Index Contracts $553,394 0.015% PTU1 Kingdee International Software Group Co. Ltd. $548,470 0.014% *KINGD KYG525681477 6327587 Fuyao Glass Industries Group Co. Ltd. (A Shares) $543,101 0.014% *FGRIA CNE000000230 BP3R6K4 LG Chemical Ltd. $536,270 0.014% *LGCHM KR7051910008 6346913 ASM Pacific Technology Ltd. $533,702 0.014% *ASMP KYG0535Q1331 6002453 Genco Shipping & Trading Ltd. $531,672 0.014% GNK MHY2685T1313 BD08758 Global-e Online Ltd. $527,733 0.014% GLBE IL0011741688 BN770J3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

26 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Akeso, Inc. $527,059 0.014% *AKESO KYG0146B1032 BLFJ7Y1 CD Projekt RED SA $525,593 0.014% *OPTT PLOPTTC00011 7302215 Irish Residential Properties REIT PLC $516,982 0.014% *IRES IE00BJ34P519 BJ34P51 Tatneft PAO $516,092 0.014% *TATN3 RU0009033591 B59BXN2 Hotel Chocolat Group Ltd. $513,204 0.014% *HOTC GB00BYZC3B04 BYZC3B0 Sinopharm Group Co. Ltd. (H Shares) $511,069 0.013% *SIGCL CNE100000FN7 B3ZVDV0 Copa Holdings SA Class A $510,984 0.013% CPA PAP310761054 B0TNJH9 T&D Holdings, Inc. $505,409 0.013% *TDHI JP3539220008 6744294 Wacker Chemie AG $502,272 0.013% *WCKGR DE000WCH8881 B11Y568 Suez Environnement SA $501,870 0.013% *SUEZE FR0010613471 B3B8D04 Tata Motors Ltd. $499,876 0.013% *TELCOD INE155A01022 B611LV1 Mahanagar Gas Ltd. $483,959 0.013% *MAHGL INE002S01010 BD04046 Jacobio Pharmaceuticals Group Co. Ltd. $481,034 0.013% *JABPHM KYG4987A1094 BMQC6Q1 Venus MedTech Hangzhou, Inc. (H Shares) $478,442 0.013% *VEMED CNE100003PJ8 BL6V047 Guangdong Investment Ltd. $478,084 0.013% *GDIV HK0270001396 6913168 Topicus.Com, Inc. $478,065 0.013% TOI.CV 89072T102 CA89072T1021 BNGJNT1 Bajaj Auto Ltd. $476,575 0.013% *BJATA INE917I01010 B2QKXW0 Antengene Corp. $475,575 0.013% *ACHKL KYG039571008 BMW9BX8 Fortum Corp. $475,082 0.013% *FORTO FI0009007132 5579550 Dip Corp. $466,741 0.012% *DPCP JP3548640006 6714071 AAC Technology Holdings, Inc. $465,985 0.012% *AACA KYG2953R1149 B85LKS1 Aritzia LP $465,838 0.012% ATZ.TO 04045U102 CA04045U1021 BDCG2C2 Linea Directa Aseguradora SA Compania de Seguros y Reaseguros $465,380 0.012% *LDA ES0105546008 BNC0LH2 ENEOS Holdings, Inc. $463,048 0.012% *JXHI JP3386450005 B627LW9 TC Energy Corp. $460,752 0.012% TRP.TO 87807B107 CA87807B1076 BJMY6G0 Daiichikosho Co. Ltd. $458,626 0.012% *DAKO JP3475200006 6253132 THG PLC $457,097 0.012% *HUTGRP GB00BMTV7393 BMTV739 Formosa Plastics Corp. $455,856 0.012% *FP TW0001301000 6348544 Aselsan A/S $454,128 0.012% *ASELS TRAASELS91H2 B03MP41 Fortis, Inc. $453,984 0.012% FTS.TO 349553107 CA3495531079 2347200 Hyundai Mobis $453,888 0.012% *HYUP KR7012330007 6449544 JTOWER, Inc. $445,460 0.012% *JTOWER JP3386700003 BK7C5R0 Minebea Mitsumi, Inc. $445,129 0.012% *MINE JP3906000009 6642406 ByteDance Ltd. Series E1 $443,706 0.012% BY+E1PP Supreme PLC $443,084 0.012% *SURPLC GB00BDT89C08 BDT89C0 Suncor Energy, Inc. $440,698 0.012% SU.TO 867224107 CA8672241079 B3NB1P2 HKBN Ltd. $439,532 0.012% *HKBN KYG451581055 BW0DD81 NP3 Fastigheter AB $439,029 0.012% *NP3 SE0006342333 BT6SSF1

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

27 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Lifenet Insurance Co. $434,517 0.011% *LNIC JP3966660007 B4KN6D1 Advance Residence Investment Corp. $432,913 0.011% *ADRI JP3047160001 B62WZW2 Hanon Systems $427,142 0.011% *HLLA KR7018880005 B00LR01 Divi’s Laboratories Ltd. $423,534 0.011% *NDIVI INE361B01024 6602518 Veolia Environnement SA $422,940 0.011% *VE FR0000124141 4031879 Transmissora Alianca de Energia Eletrica SA unit $419,094 0.011% *TAEE11 BRTAEECDAM10 B1G8KX7 RLX Technology, Inc. ADR $412,822 0.011% RLX 74969N103 US74969N1037 BMBKL76 SSE PLC $410,872 0.011% *SSE GB0007908733 0790873 China Overseas Land and Investment Ltd. $409,129 0.011% *COLI HK0688002218 6192150 Canada Goose Holdings, Inc. $407,807 0.011% GOOS.TO 135086106 CA1350861060 BF0B2F6 Boardwalk (REIT) $404,414 0.011% BEIU.TO 096631106 CA0966311064 B011205 WPP PLC $403,448 0.011% *WPPUK JE00B8KF9B49 B8KF9B4 New Oriental Education & Technology Group, Inc. sponsored ADR $397,930 0.010% EDU 647581107 US6475811070 B1CN1G6 Haier Smart Home Co. Ltd. $397,445 0.010% *HSMCO CNE1000048K8 BLD4QD0 Informa PLC $389,387 0.010% *TFIP GB00BMJ6DW54 BMJ6DW5 Synlab AG $379,736 0.010% *SYNL DE000A2TSL71 BNDM6Y9 JEOL Ltd. $377,627 0.010% *IEOL JP3735000006 6470544 Lasertec Corp. $367,539 0.010% *LASR JP3979200007 6506267 Kingsoft Corp. Ltd. $365,201 0.010% *KINGT KYG5264Y1089 B27WRM3 China Communications Services Corp. Ltd. (H Shares) $364,415 0.010% *CHCS CNE1000002G3 B1HVJ16 Huazhu Group Ltd. ADR $361,416 0.010% HTHT 44332N106 US44332N1063 BFMFKK7 Treasury Wine Estates Ltd. $359,920 0.009% *TRWE AU000000TWE9 B61JC67 Lynas Rare Earths Ltd. $358,829 0.009% *LYC AU000000LYC6 6121176 ARGAN SA $348,341 0.009% *ARGAN FR0010481960 B1YKDN6 China Feihe Ltd. $345,062 0.009% *CHIFEI KYG2121Q1055 BK0SBL1 Petronet LNG Ltd. $344,952 0.009% *PLNG INE347G01014 B00KT68 Greencore Group PLC $343,635 0.009% *GNCL IE0003864109 0386410 Dah Sing Banking Group Ltd. $339,366 0.009% *DSBL HK2356013600 B01G0P1 BP PLC $339,040 0.009% *BP GB0007980591 0798059 ENGIE Brasil Energia SA $337,571 0.009% *TBLE3 BREGIEACNOR9 BD1WX84 Wing Tai Holdings Ltd. $334,973 0.009% *WTHS SG1K66001688 6972385 JD Health International, Inc. $329,581 0.009% *JDHEAL KYG5074A1004 BMW8R04 Oberoi Realty Ltd. $329,008 0.009% *OBERL INE093I01010 B4MXNL6 OMV AG $326,983 0.009% *OMVV AT0000743059 4651459 Grupo Aeroportuario del Sureste S.A.B. de CV Series B sponsored ADR $324,409 0.009% ASR 40051E202 US40051E2028 2639361 Localiza Rent A Car SA $324,331 0.009% *RENT3 BRRENTACNOR4 B08K3S0

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

28 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL dentalcorp Holdings Ltd. $309,325 0.008% DNTL.TO 24874B108 CA24874B1085 BMGHLS3 KDDI Corp. $308,690 0.008% *DDI JP3496400007 6248990 Beijing Sinohytec Co. Ltd. (A Shares) $308,336 0.008% *BEISINO BMX3731 National Grid PLC $305,567 0.008% *NGT GB00BDR05C01 BDR05C0 Cranswick PLC $304,989 0.008% *CNWK GB0002318888 0231888 Fix Price Group Ltd. GDR (Reg. S) $301,417 0.008% *FIXPGDR 33835G205 US33835G2057 BN30342 Glodon Co. Ltd. (A Shares) $299,626 0.008% *GLODONA CNE100000PH8 BD5CK01 Corporacion Inmobiliaria Vesta S.A.B. de CV $297,170 0.008% *VESTA MX01VE0M0003 B8F6ZF8 Allegro.eu SA $295,767 0.008% *ALLEG LU2237380790 BMBQDF6 Studio Dragon Corp. $294,337 0.008% *SODNC KR7253450001 BDRY726 ESR Cayman Ltd. $291,770 0.008% *ESRCAY KYG319891092 BHNCRK0 West Fraser Timber Co. Ltd. $287,413 0.008% WFG.TO 952845105 CA9528451052 2951098 Capcom Co. Ltd. $284,289 0.007% *CAPC JP3218900003 6173694 Apollo Hospitals Enterprise Ltd. $276,035 0.007% *APHS INE437A01024 6273583 Diversey Holdings Ltd. $272,991 0.007% DSEY KYG289231030 BNTJ2L3 Kinepolis Group NV $272,862 0.007% *KIPO BE0974274061 BN3ZYS8 Square Enix Holdings Co. Ltd. $271,841 0.007% *SQENX JP3164630000 6309262 Ming Yuan Cloud Group Holdings Ltd. $270,660 0.007% *MNGYUAN KYG6142R1092 BMC5QM0 Ayala Land, Inc. $270,080 0.007% *AYLI PHY0488F1004 6055112 Grupo Aeroportuario Norte S.A.B. de CV $263,734 0.007% *OMA MX01OM000018 B1KFX13 Tencent Music Entertainment Group ADR $262,035 0.007% TME 88034P109 US88034P1093 BFZYWR2 Ambrx Biopharma, Inc. ADR $257,188 0.007% AMAM 02290A102 US02290A1025 BNKCPN4 Ubisoft Entertainment SA $256,631 0.007% *UBI FR0000054470 B1L3CS6 GVS SpA $254,637 0.007% *GVSSP IT0005411209 BMVB793 Huanxi Media Group Ltd. $250,637 0.007% *HLDT BMG4643J1062 BYRMJ10 Wix.com Ltd. $247,476 0.007% WIX IL0011301780 BFZCHN7 Covivio $246,448 0.006% *DREG FR0000064578 7745638 TAL Education Group ADR $238,679 0.006% TAL 874080104 US8740801043 B4MGD82 Cameco Corp. $237,353 0.006% CCO.TO 13321L108 CA13321L1085 2166160 Brookfield Renewable Corp. $234,904 0.006% BEPC.TO 11284V105 CA11284V1058 BMXWR83 Grainger Trust PLC $233,101 0.006% *GRAI GB00B04V1276 B04V127 Fastighets AB Balder $218,504 0.006% *FASG SE0000455057 B0LC9F2 Deliveroo PLC $217,506 0.006% ROO.TMP YDUQS Participacoes SA $216,594 0.006% *ESTC3 BRYDUQACNOR3 BJGV3C2 Nintendo Co. Ltd. $215,668 0.006% *NINT JP3756600007 6639550 PT United Tractors Tbk $215,537 0.006% *UTR ID1000058407 6230845 Companhia de Transmissao de Energia Eletrica Paulista (PN) $215,404 0.006% *TRPL4 BRTRPLACNPR1 2440972 Sun Pharmaceutical Industries Ltd. $214,323 0.006% *SUNDEM INE044A01036 6582483

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

29 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL LOG Commercial Properties e Participacoes SA $210,550 0.006% *LOGG3 BRLOGGACNOR7 BGYQQL8 CTP BV $208,715 0.006% *CTPB NL00150006R6 BLF7T27 Sino Land Ltd. $206,326 0.005% *SINO HK0083000502 6810429 Kerry Properties Ltd. $203,896 0.005% *KP BMG524401079 6486314 Kry International AB Series E $203,887 0.005% *KRY+E CIFI Holdings Group Co. Ltd. $203,672 0.005% *CIHGC KYG2140A1076 B8Z00N3 Sinopec Engineering Group Co. Ltd. (H Shares) $203,033 0.005% *SEGHK CNE100001NV2 B92NYC9 Ibiden Co. Ltd. $202,522 0.005% *IBDN JP3148800000 6456102 Beijing Shiji Information Technology Co. Ltd. (A Shares) $199,692 0.005% *BSITA CNE100000668 BD5CMX8 Lions Gate Entertainment Corp. Class A $198,581 0.005% LGF.A 535919401 CA5359194019 BD8NBC0 Ocado Group PLC $195,882 0.005% *OCGR GB00B3MBS747 B3MBS74 Parkland Corp. $194,998 0.005% PKI.TO 70137W108 CA70137W1086 BLFHPV8 Primo Water Corp. $191,147 0.005% PRMW 74167P108 CA74167P1080 BLKNZP5 Mail.Ru Group Ltd. GDR (Reg. S) $189,983 0.005% *MIL.GDR 560317208 US5603172082 B53NQB3 iQIYI, Inc. ADR $187,689 0.005% IQ 46267X108 US46267X1081 BYWT1W1 Parkway Life REIT $183,547 0.005% *PREIT SG1V52937132 B23WXW9 Adecoagro SA $183,353 0.005% AGRO LU0584671464 B65BNQ6 Gemdale Corp. (A Shares) $175,641 0.005% *GEMCOA CNE000001790 BP3R3Q9 Embassy Office Parks (REIT) $173,948 0.005% *EMBOPK INE041025011 BJH4V15 Fuyao Glass Industries Group Co. Ltd. (H Shares) $172,004 0.005% *FUYG CNE100001TR7 BWGCFG4 Gibson Energy, Inc. $169,361 0.004% GEI.TO 374825206 CA3748252069 B44WH97 KE Holdings, Inc. ADR $169,077 0.004% BEKE 482497104 US4824971042 BMBX7M2 Tourmaline Oil Corp. $169,029 0.004% TOU.TO 89156V106 CA89156V1067 B3QJ0H8 Oatly Group AB ADR $167,783 0.004% OTLY 67421J108 US67421J1088 BNNTQY0 Tongdao Liepin Group $167,736 0.004% *LIEPWT KYG8919T1022 BLD9KX3 Shimao Property Holdings Ltd. $164,895 0.004% *SPHK KYG810431042 B16YNS1 Telefonica Brasil SA $160,883 0.004% *VIVT3 BRVIVTACNOR0 B6XFBX3 Harbour Energy PLC $160,471 0.004% *PMO GB00BMBVGQ36 BMBVGQ3 Auto1 Group SE $156,940 0.004% *AUTGR DE000A2LQ884 BL5C4C7 Plus Alpha Consulting Co. Ltd. $154,416 0.004% *PLUAL JP3832700003 BMYGJG6 China Tower Corp. Ltd. (H Shares) $154,354 0.004% *CHTWR CNE100003688 BFZ2PK0 Fortinova Fastigheter AB $151,071 0.004% *FORTNV SE0014608915 BLD50V9 Nomad Foods Ltd. $146,271 0.004% NOMD VGG6564A1057 BQFJGK5 Dr. Martens Ltd. $145,893 0.004% *DOCS GB00BL6NGV24 BL6NGV2 Chindata Group Holdings Ltd. ADR $145,429 0.004% CD 16955F107 US16955F1075 BMC5RM7 Netmarble Corp. $128,951 0.003% *NETGM KR7251270005 BF2S426 Soulbrain Co. Ltd. $125,793 0.003% *357780 KR7357780006 BKPN4N4 KWG Property Holding Ltd. $115,105 0.003% *KWGZ KYG532241042 B1YBF00

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

30 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Haier Smart Home Co. Ltd. (A Shares) $115,071 0.003% *QINHAI CNE000000CG9 BP3R3G9 Cipla Ltd. $108,492 0.003% *CIPLA INE059A01026 B011108 Six of October Development & Investment Co. $105,137 0.003% *OCDI EGS65851C015 6651996 New Cotai LLC/New Cotai Capital Corp. $100,152 0.003% NEW.PP Max Healthcare Institute Ltd. $89,193 0.002% *MAXHEAL INE027H01010 BMB2291 Shangri-La Asia Ltd. $85,385 0.002% *SHLA BMG8063F1068 6771032 Joinn Laboratories China Co. Ltd. (H Shares) $85,268 0.002% *JOILABH CNE100004BP3 BNK9Q76 Indus Towers Ltd. $83,070 0.002% *BHIN INE121J01017 B92P9G4 Housing Development Finance Corp. Ltd. $82,663 0.002% *BHDFD INE001A01036 6171900 Tatneft PAO $80,202 0.002% *TATNP+ RU0006944147 B5B1TJ8 Reliance Industries Ltd. $74,989 0.002% *RLIN IN9002A01032 BMFB937 Mindspace Business Parks (REIT) $57,218 0.002% *MNDSPC INE0CCU25019 BMF5XN7 Macquarie Mexican (REIT) $54,632 0.001% *FIBRAMQ MXCFFI0U0002 B80RZK1 Helios Towers PLC $52,236 0.001% *HELWRS GB00BJVQC708 BJVQC70 Zhaoke Ophthalmology Ltd. $50,435 0.001% *ZHOPH KYG989M51017 BMD0BJ6 Chime Biologics Ltd. $44,534 0.001% *CHIMEB Robinsons Land Corp. $43,622 0.001% *ROBB PHY731961264 6744722 Sunteck Realty Ltd. $42,064 0.001% *SRIN INE805D01034 BF0F7S6 Kanzhun Ltd. ADR $41,642 0.001% BZ 48553T106 US48553T1060 BM91SH0 LX Holdings Corp. $40,237 0.001% *LXHCL KR7383800000 BN2RBY0 Angelalign Technology, Inc. $37,637 0.001% *ANGIA KYG0405D1051 BKP5JH9 Archosaur Games, Inc. $35,455 0.001% *ARCHSR KYG0512W1033 BMQ69B9 LSR Group OJSC $35,356 0.001% *LSR RU000A0JPFP0 B59F840 Kry International AB $33,544 0.001% *KRYITL VGP NV $29,255 0.001% *VGPNV BE0003878957 B29L881 Sanne Group PLC $19,170 0.001% *SANNE JE00BVRZ8S85 BVRZ8S8 Brookfield Asset Management Reinsurance Partners Ltd. $17,182 0.000% BAMR BMG161691073 BMDZVM4 AGTech Holdings Ltd. $9,838 0.000% *AGTE BMG0135Z1032 B1G2FL2 Thungela Resources Ltd. $9,420 0.000% *THUNRL ZAE000296554 BMV3M27 Studio City International Holdings Ltd. ADR $7,660 0.000% MSC 86389T106 US86389T1060 BGHKJ07 Noble Corp. warrants $5,460 0.000% NBL1WT KYG6610J1186 Noble Corp. warrants $4,464 0.000% NBL2WT KYG6610J1269 Noble Corp. $3,907 0.000% NBL.TMP KYG6610J2093 Hemnet Group AB $3,039 0.000% *HMNTS SE0015671995 BN2RJ91 Pacific Drilling SA $0 0.000% PACDQ LU1405802361 BYT18T6 JHL Biotech, Inc. $0 0.000% *JHLB KYG7863U1076 BYMJYF5 Royalty Pharma PLC $0 0.000% RPH.PP

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

31 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL International Equities Total: $936,270,150 24.7%

Bonds iShares 20+ Year Treasury Bond ETF $93,323,574 2.460% TLT 464287432 US4642874329 2971546 U.S. Treasury Notes 1.25% 4/30/28 $3,166,738 0.083% 91282CBZ3 US91282CBZ32 BLPKDT1 U.S. Treasury Inflation-Indexed Notes 0.375% 7/15/23 $2,970,249 0.078% 912828VM9 US912828VM96 BCDZ135 U.S. Treasury Inflation-Indexed Notes 0.125% 1/15/23 $2,946,411 0.078% 912828UH1 US912828UH11 B96LV84 U.S. Treasury Inflation-Indexed Notes 0.625% 1/15/24 $2,801,879 0.074% 912828B25 US912828B253 BJ4GVF8 U.S. Treasury Inflation-Indexed Notes 0.125% 1/15/31 $2,764,588 0.073% 91282CBF7 US91282CBF77 BMV7Z42 U.S. Treasury Inflation-Indexed Notes 0.25% 1/15/25 $2,696,113 0.071% 912828H45 US912828H458 BVFD6V3 CBOT 5-Year U.S. Treasury Note Contracts (United States) $2,576,081 0.068% FVU1 U.S. Treasury Inflation-Indexed Notes 0.375% 7/15/25 $2,542,358 0.067% 912828XL9 US912828XL95 BYST006 U.S. Treasury Inflation-Indexed Notes 0.125% 7/15/24 $2,538,407 0.067% 912828WU0 US912828WU04 BP8S7P4 U.S. Treasury Inflation-Indexed Notes 0.625% 4/15/23 $2,522,783 0.067% 9128284H0 US9128284H06 BFWS4X7 U.S. Treasury Inflation-Indexed Notes 0.125% 7/15/30 $2,487,354 0.066% 912828ZZ6 US912828ZZ63 BLCGQJ3 U.S. Treasury Inflation-Indexed Notes 0.125% 7/15/22 $2,431,031 0.064% %TII722 912828TE0 US912828TE09 B8DFZ68 U.S. Treasury Inflation-Indexed Notes 0.5% 1/15/28 $2,429,356 0.064% 9128283R9 US9128283R96 BFWMB38 U.S. Treasury Bonds 2.375% 5/15/51 $2,412,665 0.064% 912810SX7 US912810SX72 BMHV4V8 U.S. Treasury Inflation-Indexed Notes 0.625% 1/15/26 $2,354,167 0.062% 912828N71 US912828N712 BDHLRC7 U.S. Treasury Inflation-Indexed Notes 0.125% 1/15/30 $2,335,153 0.062% 912828Z37 US912828Z377 BJVB6M8 U.S. Treasury Inflation-Indexed Notes 0.125% 10/15/25 $2,258,251 0.060% 91282CAQ4 US91282CAQ42 BMHMCY0 U.S. Treasury Inflation-Indexed Notes 0.125%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

32 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 10/15/24 $2,206,489 0.058% 912828YL8 US912828YL86 BKDTS54 U.S. Treasury Inflation-Indexed Notes 0.375% 7/15/27 $2,200,033 0.058% 9128282L3 US9128282L36 BYZ6DQ7 U.S. Treasury Inflation-Indexed Notes 0.125% 7/15/26 $2,176,870 0.057% 912828S50 US912828S505 BD211D1 U.S. Treasury Inflation-Indexed Notes 0.75% 7/15/28 $2,142,941 0.056% 912828Y38 US912828Y388 BF2LWR6 U.S. Treasury Inflation-Indexed Notes 0.25% 7/15/29 $2,111,810 0.056% 9128287D6 US9128287D64 BK53BD3 U.S. Treasury Inflation-Indexed Notes 0.375% 1/15/27 $2,044,761 0.054% 912828V49 US912828V491 BDFFCW6 German Federal Republic 0% 5/15/35 (Reg. S) $2,034,685 0.054% %DBR35S DE0001102515 BMQ5WP1 CBOT Ultra Long Term U.S. Treasury Bond Contracts (United States) $2,025,435 0.053% WNU1 CBOT Ultra 10-Year U.S. Treasury Note Contracts (United States) $1,968,090 0.052% UXYU1 U.S. Treasury Inflation-Indexed Notes 0.125% 4/15/25 $1,835,896 0.048% 912828ZJ2 US912828ZJ22 BMF0417 U.S. Treasury Inflation-Indexed Bonds 2.375% 1/15/25 $1,815,885 0.048% %TII25 912810FR4 US912810FR42 B021PJ4 U.S. Treasury Inflation-Indexed Notes 0.875% 1/15/29 $1,812,653 0.048% 9128285W6 US9128285W63 BJB9TW3 U.S. Treasury Inflation-Indexed Notes 0.5% 4/15/24 $1,601,689 0.042% 9128286N5 US9128286N55 BJN4R44 CBOT Long Term U.S. Treasury Bond Contracts (United States) $1,536,770 0.041% USU1 U.S. Treasury Inflation-Indexed Bonds 3.875% 4/15/29 $1,512,427 0.040% %TII29 912810FH6 US912810FH69 2407096 Imperial Tobacco Finance PLC 3.5% 7/26/26 $1,488,711 0.039% %IMB26A 45262BAB9 US45262BAB99 BJMSS66 Volkswagen International Finance NV 2.7%(Reg. S) $1,462,161 0.039% %VW99S XS1629658755 BDD1BC9 U.S. Treasury Notes 1.125% 2/15/31 $1,417,785 0.037% 91282CBL4 US91282CBL46 BM9WFM7 U.S. Treasury Bonds 3% 2/15/49 $1,382,697 0.036% 912810SF6 US912810SF66 BJ7G9G2 TME 10 Year Canadian Note Contracts (Canada) $1,331,393 0.035% CNU1 U.S. Treasury Inflation-Indexed Bonds 2% 1/15/26 $1,281,605 0.034% %TII26 912810FS2 US912810FS25 B0XM6G0 Sprint Capital Corp. 8.75% 3/15/32 $1,218,184 0.032% %FON0332 852060AT9 US852060AT99 2964029 U.S. Treasury Inflation-Indexed Bonds 1.75% 1/15/28 $1,132,602 0.030% %TII128 912810PV4 US912810PV44 B2PB3T1 U.S. Treasury Inflation-Indexed Bonds 3.625% 4/15/28 $1,124,624 0.030% %TII28 912810FD5 US912810FD55 2235037 U.S. Treasury Notes 0.75% 3/31/26 $1,121,698 0.030% 91282CBT7 US91282CBT71 BMDNPN7

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

33 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL U.S. Treasury Inflation-Indexed Notes 0.125% 4/15/26 $1,110,647 0.029% 91282CCA7 US91282CCA71 BL6KFQ1 U.S. Treasury Inflation-Indexed Bonds 2.5% 1/15/29 $1,092,401 0.029% %TII129 912810PZ5 US912810PZ57 B4RNYM9 U.S. Treasury Inflation-Indexed Bonds 2.375% 1/15/27 $1,084,586 0.029% %TII27 912810PS1 US912810PS15 B1P8M10 U.S. Treasury Notes 1.625% 5/15/26 $1,066,640 0.028% 912828R36 US912828R366 BYZ2XV0 Bayer AG 2.375% 11/12/79 (Reg. S) $1,051,651 0.028% %BAYN79S XS2077670003 BK8J9V2 UMBS 2% 30 Year $1,021,074 0.027% SSE PLC 4.75% 9/16/77 (Reg. S) $881,148 0.023% %SSEL77S XS1572343744 BF08882 EDF SA 5.25% (Reg. S) $831,577 0.022% %EDF49S USF2893TAF33 B9F4JJ1 Bayer AG 2.375% 4/2/75 (Reg. S) $791,684 0.021% %BAN75S DE000A14J611 BWSWCR2 Petroleos Mexicanos 6.5% 3/13/27 $782,498 0.021% %PEMX327 71654QCG5 US71654QCG55 BG10BH4 InterContinental Hotel Group PLC 3.375% 10/8/28 (Reg. S) $748,015 0.020% %IHGL28S XS2240494711 BMH5RK0 Credit Suisse Group AG 7.5% (Reg. S) $739,542 0.019% %CSA49S XS0989394589 BH579X0 InterGen NV 7% 6/30/23 $712,112 0.019% %INTG23A 45867XAG9 US45867XAG97 BBHG502 Iliad SA 0.75% 2/11/24 (Reg. S) $709,542 0.019% %ILDF24S FR0014001YE4 BKPSW57 Aroundtown SA 3.375% (Reg. S) $704,135 0.019% %TLGFS99 XS2055106210 BJSFXV1 Credit Suisse Group AG 6.5% 8/8/23 (Reg. S) $697,704 0.018% %CS23S XS0957135212 BCW3H43 Ginnie Mae 3% 30 Year $681,679 0.018% Eurex Euro-Bund Contracts (Germany) $679,394 0.018% RXU1 DE000C52GUE9 John Lewis PLC 6.125% 1/21/25 $672,063 0.018% %JOHLE25 XS0527985583 B434V14 ADLER Group SA 1.875% 1/14/26 (Reg. S) $663,526 0.017% %ADG26S XS2283224231 BNRQNF7 Cloverie PLC 4.5% 9/11/44 (Reg. S) $648,432 0.017% %SREN44S XS1108784510 BQQP8W8 Freddie Mac 3% 30 Year $584,500 0.015% Eurex Euro-Buxl 30 Year Bond Contracts (Germany) $577,744 0.015% UBU1 DE000C52GUH2 Fannie Mae 3.5% 30 Year $575,080 0.015% Ginnie Mae 2% 30 Year $574,662 0.015% Fannie Mae 3% 30 Year $567,764 0.015% Pacific Gas & Electric Co. 4.95% 7/1/50 $567,262 0.015% %PCG50 694308JN8 US694308JN86 BMTC6G8 Peoples Republic of China 2.88% 11/5/23 $556,485 0.015% %CG1123 CND10003S3B5 BN7QSD0 Demeter Investments BV 5.75% 8/15/50 (Reg. S) $544,776 0.014% %DEMTR50 XS1261170515 BYNH2Q5 Ginnie Mae 3.5% 30 Year $536,387 0.014% Circle Internet Financial Ltd. 0% $534,271 0.014% %CIFPP Heimstaden Bostad AB 3.248% (Reg. S) $532,984 0.014% %HEIB99S XS2010037765 BKRRMD0 Aviva PLC 6.125% $528,807 0.014% %AVL49 XS0177447983 B8383D0 Grand City Properties SA 1.5% (Reg. S) $512,720 0.014% %GYCGS XS2271225281 BM8TVQ5 Ally Financial, Inc. 8% 11/1/31 $509,700 0.013% %GMAC31 36186CBY8 US36186CBY84 B3LVPV8 Danone SA 1.75% (Reg. S) $503,907 0.013% %BNP99S FR0013292828 BDZRD96

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

34 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Rolls-Royce PLC 3.375% 6/18/26 $486,018 0.013% %ROLLS26 XS0944831154 BBJNJX2 UniCredit SpA 2.731% 1/15/32 (Reg. S) $481,115 0.013% %UCGM32S XS2101558307 BKMG1F7 Bank Ireland Group PLC 3.125% 9/19/27 (Reg. S) $477,221 0.013% %BKI27S XS1685476175 BDR5NL0 U.S. Treasury Notes 2% 5/31/24 $473,488 0.012% 912828XT2 US912828XT22 BDZZ3J0 Telefonica Europe BV 2.625% (Reg. S) $469,285 0.012% %TELE99S XS1731823255 BD3JBW3 Volkswagen International Finance NV 3.875% (Reg. S) $449,032 0.012% %VWS XS2187689380 BMTCWT3 Peoples Republic of China 3.28% 12/3/27 $446,560 0.012% %CGBC27 CND10003W0P5 BKX9SD2 AIB Group PLC 1.875% 11/19/29 (Reg. S) $446,550 0.012% %AIB29S XS2080767010 BKRRMG3 BAT International Finance PLC 2.25% 6/26/28 (Reg. S) $440,990 0.012% %BTS28S XS2197683894 BM984J5 AerCap Holdings NV 5.875% 10/10/79 $436,907 0.012% %AER79 00774YAA7 US00774YAA73 BKQQYG5 Blackstone Property Partners Europe LP 1% 5/4/28 (Reg. S) $429,467 0.011% %BPPE28S XS2338355014 BNKSW19 U.S. Treasury Notes 1.625% 5/15/31 $425,951 0.011% 91282CCB5 US91282CCB54 BMHV4S5 Peoples Republic of China 2.36% 7/2/23 $424,568 0.011% %CBG723 CND10003C6F7 BMTWY20 Ginnie Mae 4% 30 Year $421,810 0.011% United Kingdom, Great Britain and Northern Ireland 1.75% 9/7/37 (Reg. S) $419,067 0.011% %UKT37S GB00BZB26Y51 BZB26Y5 UMBS 2.5% 30 Year $415,406 0.011% Ginnie Mae 2.5% 30 Year $412,912 0.011% Pacific Gas & Electric Co. 4.55% 7/1/30 $410,178 0.011% %PCG730 694308JM0 US694308JM04 BMTC6J1 Heathrow Funding Ltd. 7.125% 2/14/24 $405,490 0.011% %BAA24 XS0746068732 B7FBK84 U.S. Treasury Notes 2.125% 11/30/24 $405,438 0.011% 9128283J7 US9128283J70 BF2W116 Petroleos Mexicanos 7.69% 1/23/50 $400,104 0.011% %PEMEX50 71654QDD1 US71654QDD16 BMYVTL6 Enel SpA 2.5% (Reg. S) $394,790 0.010% %ENEL78S XS1713463716 BG1WHZ0 Ministry of Finance of the Russian Federation 7.05% 1/19/28 $379,544 0.010% %RFL128 RU000A0JTK38 B98G057 U.S. Treasury Notes 2.125% 7/31/24 $374,248 0.010% 9128282N9 US9128282N91 BD36HF9 Goldman Sachs Group, Inc. 2.876% 10/31/22 $371,868 0.010% %GS1022 38148YAC2 US38148YAC21 BYZKWW8 Samhallsbyggnadsbolaget I Norden AB 1.75% 1/14/25 (Reg. S) $370,440 0.010% %SBBN25S XS1993969515 BK62TH9 Ally Financial, Inc. 8% 11/1/31 $367,522 0.010% %GM31 370425RZ5 US370425RZ53 7260799 Brazilian Federative Republic 10% 1/1/25 $366,090 0.010% %BNTNF25 BRSTNCNTF170 BJ0X0K1 Occidental Petroleum Corp. 7.5% 5/1/31 $360,106 0.009% %OXY31 674599DD4 US674599DD43 BKTC909 Fannie Mae 4% 30 Year $357,815 0.009% Brazilian Federative Republic 10% 1/1/23 $355,626 0.009% %BNT123 BRSTNCNTF147 B4Q5YM6 MPT Operating Partnership LP/MPT Finance Corp. 2.5% 3/24/26 $350,777 0.009% %MPW0326 XS2322419776 BLF8TF3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

35 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 $343,321 0.009% %BRND25A 10524PAB6 US10524PAB67 BZ3FZS9 United Mexican States 8% 12/7/23 $342,783 0.009% %MEXI23 MX0MGO000003 B00L4V1 Caesars Entertainment, Inc. 8.125% 7/1/27 $337,131 0.009% %ERI27A 28470RAK8 US28470RAK86 BLFBXK5 QBE Insurance Group Ltd. 5.875% $332,625 0.009% %QBE99A 74728GAE0 US74728GAE08 BMHCRJ0 Community Health Systems, Inc. 8% 3/15/26 $330,707 0.009% %CYH26A 12543DBC3 US12543DBC39 BHL3S91 Marks & Spencer PLC 4.5% 7/10/27 (Reg. S) $330,179 0.009% %MKSL27S XS2024535036 BKLH753 Bank Ireland Group PLC 1.375% 8/11/31 (Reg. S) $326,234 0.009% %BKIR31S XS2340236327 BMHV4Z2 Bank Ireland Group PLC 2.375% 10/14/29 (Reg. S) $323,181 0.009% %BKIR29S XS2065555562 BKTPD28 Romanian Republic 4.75% 2/24/25 $317,418 0.008% %ROMGB25 RO1425DBN029 BP85164 Royal Bank of Scotland Group PLC 2.105% 11/28/31 (Reg. S) $313,996 0.008% %NWG31S XS2346516250 BLFB2W0 HSBC Holdings PLC 6.375% $313,514 0.008% %HSBCH49 404280AT6 US404280AT69 BWGCL00 Freddie Mac 2.5% 30 Year $312,304 0.008% TransDigm, Inc. 5.5% 11/15/27 $308,575 0.008% %TDG1127 893647BL0 US893647BL01 BM9QGV5 Iliad SA 0.625% 11/25/21 (Reg. S) $306,673 0.008% %ILDF21S FR0013331188 BFM7GB6 Technip Energies NV 1.125% 5/28/28 $305,823 0.008% %TEFP28S XS2347284742 BNYBQM3 CCO Holdings LLC/CCO Holdings Capital Corp. 5% 2/1/28 $300,217 0.008% %CHTR28A 1248EPBX0 US1248EPBX05 BF2KJZ0 EG Global Finance PLC 6.75% 2/7/25 $295,861 0.008% %EGBL25A 28228PAA9 US28228PAA93 BJK4HL4 JPMorgan Chase & Co. 6% $294,865 0.008% %JPM49 48126HAA8 US48126HAA86 BCFQYL5 Southern Water Services Finance Ltd. 1.625% 3/30/27 (Reg. S) $292,136 0.008% %SWSF27S XS2325617939 BMW33V2 Freddie Mac 3.5% 30 Year $291,524 0.008% Ryanair DAC 0.875% 5/25/26 (Reg. S) $290,691 0.008% %RYAI26S XS2344385815 BNNTSG6 Alpha Trains Finance SA 2.064% 6/30/30 $289,703 0.008% %APHTR30 XS1208436219 BVZCM90 Leighton Finance U.S.A. Pty Ltd. 1.5% 5/28/29 (Reg. S) $288,699 0.008% %CIMAU29 XS2346973741 BN0TLV5 Brazil Government Bill 7/1/23 $284,449 0.007% BRSTNCLTN7Q5 BJLSRL5 Lagardere S.C.A. 1.625% 6/21/24 (Reg. S) $284,381 0.007% %MMBFP24 FR0013262912 BD5BFS1 Kingdom of Thailand 3.3% 6/17/38 $280,684 0.007% %THA1738 TH062303I602 BGW4KT0 Citigroup, Inc. 5.95% $279,991 0.007% %C1249 172967GD7 US172967GD72 B8FPQ41 C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 $275,634 0.007% %CWCL27A 12674TAA4 US12674TAA43 BF5Q223 Tenet Healthcare Corp. 6.125% 10/1/28 $274,812 0.007% %TC28A 88033GDJ6 US88033GDJ67 BMTXLB1 GEMS MENASA Cayman Ltd. 7.125% 7/31/26 $274,551 0.007% %GMSD26A 36166LAA5 US36166LAA52 BK9DL84 Tenet Healthcare Corp. 6.75% 6/15/23 $274,420 0.007% %THC23 88033GCN8 US88033GCN88 BYX7PW2 Freddie Mac 4% 30 Year $274,392 0.007% United Mexican States 5.75% 3/5/26 $273,925 0.007% %MBON26 MX0MGO0000Y4 BYNMJL4

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

36 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Navios Maritime Holdings, Inc. 7.375% 1/15/22 $273,426 0.007% %NM22A 639365AG0 US639365AG06 BGLKMJ3 Credit Suisse Group AG 4.194% 4/1/31 $272,701 0.007% %CS31A 225401AP3 US225401AP33 BL657B5 Indonesian Republic 8.25% 5/15/36 $271,999 0.007% %INDOG36 IDG000011602 BYPGH98 Indonesian Republic 8.375% 9/15/26 $266,667 0.007% %INDO26 IDG000009507 B4NPD22 The Chemours Co. LLC 5.375% 5/15/27 $263,211 0.007% %CC27 163851AE8 US163851AE83 BDFVFH0 CF Industries Holdings, Inc. 5.375% 3/15/44 $259,541 0.007% %CF44 12527GAE3 US12527GAE35 BKL56J4 Hungarian Republic 6.75% 10/22/28 $257,256 0.007% %HGB28 HU0000402532 B555B67 Danske Bank A/S 2.25% 1/14/28 (Reg. S) $254,514 0.007% %DANN28S XS2100904361 BKY72K0 ASX 10 Year Treasury Bond Index Contracts (Australia) $253,844 0.007% XMU1 Tullow Oil PLC 10.25% 5/15/26 $251,866 0.007% %TLWL26A 899415AG8 US899415AG89 BKPGFV8 WideOpenWest Finance LLC Tranche B, term loan 3 month U.S. LIBOR + 3.250% 4.25% 8/19/23 $251,594 0.007% %WOWTRMB 96758DBA0 US96758DBA00 South African Republic 8% 1/31/30 $249,260 0.007% %SAGB30 ZAG000106998 BH6XNR9 Bonos de La Tesoreria de La Republica de Chile 4.5% 3/1/26 $247,940 0.007% %BTPCL26 CL0002172501 BWWC438 Fannie Mae 2.5% 30 Year $247,815 0.007% Alliant Holdings Intermediate LLC 6.75% 10/15/27 $246,943 0.007% %ALIA27A 01883LAA1 US01883LAA17 BJK69N6 Polish Government 2.5% 7/25/26 $244,736 0.006% %POLGB26 PL0000108866 BYZTNT9 DPL, Inc. 4.35% 4/15/29 $244,175 0.006% %AES429 233293AQ2 US233293AQ29 BK6LFM3 Peoples Republic of China 2.68% 5/21/30 $244,014 0.006% %CGBC30 CND100036Q75 BL587Q0 CTP BV 0.625% 11/27/23 (Reg. S) $243,061 0.006% %CTPB23S XS2264194205 BMWC450 1MDB Global Investments Ltd. 4.4% 3/9/23 $241,286 0.006% %OGIM23S XS0906085179 B92NBN9 JPMorgan Chase & Co. 4.125% 12/15/26 $240,322 0.006% %JPM1226 46625HJZ4 US46625HJZ47 BTCB1T9 Malaysian Government 3.885% 8/15/29 $240,081 0.006% %MGS29 MYBMO1900020 BDVLNF8 Occidental Petroleum Corp. 6.625% 9/1/30 $239,061 0.006% %OY30 674599ED3 US674599ED34 BKSGZP9 Enel SpA 3.375% (Reg. S) $238,272 0.006% %ENEL81S XS1713463559 BG1WHX8 South African Republic 10.5% 12/21/26 $236,774 0.006% %SAGB26 ZAG000016320 6148788 QBE Insurance Group Ltd. 5.25% (Reg. S) $236,426 0.006% %QBU99S XS1707749229 BZ7MQL6 Indonesian Republic 8.375% 3/15/34 $236,145 0.006% %INDOG34 IDG000010802 BCV7LV1 Bank of America Corp. 3.004% 12/20/23 $235,040 0.006% %BAC223 06051GHC6 US06051GHC69 BG37Y96 LBC Tank Terminals Holding Netherlands BV 6.875% 5/15/23 $234,382 0.006% %LBC23A 50177WAA9 US50177WAA99 B96W7Y5 Romanian Republic 3.4% 3/8/22 $233,805 0.006% %ROMG322 RO1722DBN045 BF1SSB4 Indonesian Republic 8.25% 5/15/29 $233,113 0.006% %INDO529 IDG000012907 BF4Y9X8 ACCENTRO Real Estate AG 3.625% 2/13/23 (Reg. S) $230,081 0.006% %ESSG23S DE000A254YS5 BLJL2Z9 QBE Insurance Group Ltd. 6.75% 12/2/44 (Reg. S) $229,732 0.006% %QBEA44S XS1144495808 BSSWBW2 Acrisure LLC / Acrisure Finance, Inc. 7% 11/15/25 $227,703 0.006% %ACRI25A 00489LAA1 US00489LAA17 BD0G1S3 SBA Communications Corp. 3.875% 2/15/27 $227,270 0.006% %SBAC27 78410GAD6 US78410GAD60 BNBTL14

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

37 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ukraine Government 7.75% 9/1/21 $226,958 0.006% %UKRA21A 903724AN2 US903724AN29 BZ09DR9 Bank of Nova Scotia 4.65% $226,355 0.006% %BNS99 064159KJ4 US064159KJ44 BF8F733 PG&E Corp. 5.25% 7/1/30 $226,055 0.006% %PCG30 69331CAJ7 US69331CAJ71 BLCC408 Bombardier, Inc. 7.875% 4/15/27 $224,318 0.006% %BBDB27A 097751BT7 US097751BT78 BHL3S24 Deutsche Annington Finance BV 4% (Reg. S) $222,393 0.006% %DTTSG49 XS1117300837 BTFRDM1 CCO Holdings LLC/CCO Holdings Capital Corp. 5.125% 5/1/27 $222,175 0.006% %CHT527A 1248EPBT9 US1248EPBT92 BYM4WW3 United Mexican States 7.75% 11/13/42 $221,802 0.006% %MBONO42 MX0MGO0000R8 B7V21L1 Caesars Resort Collection LLC 5.25% 10/15/25 $220,836 0.006% %CZR25A 12652AAA1 US12652AAA16 BF5D6T9 South African Republic 8.875% 2/28/35 $220,671 0.006% %SAGB35 ZAG000125972 BYY9RY3 Ford Motor Credit Co. LLC 2.748% 6/14/24 $219,810 0.006% %F0624 XS2272365078 BL53SV7 Samhallsbyggnadsbolaget I Norden AB 2.624% (Reg. S) $219,189 0.006% %SBBB99S XS2010032618 BL1NPK9 Malaysian Government 3.899% 11/16/27 $218,975 0.006% %MYGS27 MYBMO1700040 BYQN8M8 Rolls-Royce PLC 3.625% 10/14/25 $218,926 0.006% %ROLL25A 77578JAB4 US77578JAB44 BZBWT91 First Quantum Minerals Ltd. 6.875% 10/15/27 $218,038 0.006% %FMCN27A 335934AT2 US335934AT24 BMZRC58 BNP Paribas SA 6.625% (Reg. S) $217,324 0.006% %BN1299S USF1R15XK938 BJ0M6G6 AT Securities BV 5.25% (Reg. S) $216,675 0.006% %ALATS XS1634523754 BD5BLD8 DISH Network Corp. 3.375% 8/15/26 $214,923 0.006% %DSHC26 25470MAB5 US25470MAB54 BF953F6 Telenet Finance Luxembourg Notes SARL 5.5% 3/1/28 $214,837 0.006% %TELF28A BE6300372289 BF955D8 Kingdom of Thailand 4.875% 6/22/29 $214,314 0.006% %THAI29 TH0623039607 B3YBKN2 Virgin Money UK PLC 5.125% 12/11/30 (Reg. S) $213,287 0.006% %VMLN30S XS2227898421 BN2BGF8 Occidental Petroleum Corp. 8.875% 7/15/30 $213,255 0.006% %OXY30 674599EA9 US674599EA94 BMGZ9V6 Stichting AK Rabobank Certificaten 2.1878% (Reg. S) $213,239 0.006% %RABA49S XS1002121454 BJBQCW5 Banco Bilbao Vizcaya Argentaria SA 5.875% (Reg. S) $212,544 0.006% %BBVS99S ES0813211002 BF2PHR3 Mesquite Energy, Inc. 15% 7/15/23 $210,318 0.006% %ME23PP 59073XAE5 US59073XAE58 Vodafone Group PLC 6.25% 10/3/78 (Reg. S) $209,266 0.006% %VODF24 XS1888180640 BGNKT90 GTC Aurora Luxembourg SA 2.25% 6/23/26 (Reg. S) $208,656 0.006% %GTCA26S XS2356039268 BM9DFR5 SSE PLC 3.74% (Reg. S) $208,645 0.006% %SSEL99S XS2195190876 BKWGTY2 Akelius Residential Property AB 3.875% 10/5/78 (Reg. S) $208,112 0.005% %AKST78S XS1788973573 BD5GPN1 Cheniere Energy, Inc. 4.625% 10/15/28 $206,682 0.005% %LNG920A 16411RAJ8 US16411RAJ86 BMFNGN2 Arab Republic of Egypt 7.5% 1/31/27 $205,996 0.005% %EGYP27A 038461AL3 US038461AL31 BDG6ZL8 CSC Holdings LLC 5.375% 2/1/28 $205,878 0.005% %CVC28A 126307AS6 US126307AS68 BF2BQ30 Heathrow Funding Ltd. 2.625% 3/16/28 (Reg. S) $205,301 0.005% %HTHR28S XS2317082787 BLH2QW9 UMBS 3.5% 30 Year $205,067 0.005% Tenet Healthcare Corp. 4.25% 6/1/29 $204,847 0.005% %THC29A 88033GDL1 US88033GDL14 BP4F9R5 United Mexican States 8.5% 5/31/29 $204,765 0.005% %MBON529 MX0MGO0000H9 B4XH544

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

38 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL CPI Property Group SA 3.75% (Reg. S) $204,241 0.005% %CPIPR99 XS2290533020 BMDH250 Ford Motor Credit Co. LLC 5.125% 6/16/25 $204,236 0.005% %F0625 345397A60 US345397A605 BMYNYX9 Colombian Republic 7.5% 8/26/26 $204,003 0.005% %COLTE26 COL17CT02625 B5V9HQ5 Consolidated Energy Finance SA 6.5% 5/15/26 $202,435 0.005% %CONS26A 20914UAE6 US20914UAE64 BD6QZX0 Royal Bank of Scotland Group PLC 5.125% 5/28/24 $201,871 0.005% %RBS524 780099CH8 US780099CH81 BMSSMC5 AIB Group PLC 6.25% (Reg. S) $201,474 0.005% %AIBK99S XS2010031057 BMY7D89 DISH Network Corp. 2.375% 3/15/24 $199,920 0.005% %DSHC24A 25470MAD1 US25470MAD11 BFMNDT1 United Kingdom, Great Britain and Northern Ireland 1.25% 10/22/41 (Reg. S) $198,909 0.005% %UKT41S GB00BJQWYH73 BJQWYH7 Finastra U.S.A., Inc. Tranche 2LN, term loan 3 month U.S. LIBOR + 7.250% 8.25% 6/13/25 $197,793 0.005% %MSYLTL2 02034DAF4 US02034DAF42 Bally’s Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 8.000% 9% 5/10/26 $197,190 0.005% %TRHTLBI 90171XAD3 US90171XAD30 XPO Logistics, Inc. 6.25% 5/1/25 $192,608 0.005% %XPO25A 983793AH3 US983793AH33 BL6FPY4 Ford Motor Credit Co. LLC 5.596% 1/7/22 $192,513 0.005% %F122 345397ZM8 US345397ZM88 BJ4TNB7 Lloyds Banking Group PLC 1.985% 12/15/31 $192,420 0.005% %LLOY31 XS2351166421 BM91MQ7 Barclays Bank PLC 7.625% 11/21/22 $189,158 0.005% %BAR1122 06740L8C2 US06740L8C27 B92RT04 Consolidated Energy Finance SA 3 month U.S. LIBOR + 3.750% 3.8689% 6/15/22 $188,986 0.005% %CONS22A 20914UAC0 US20914UAC09 BKBY2H1 Virgin Money UK PLC 3.125% 6/22/25 (Reg. S) $187,353 0.005% %CYG25S XS1637124741 BF475W8 Morgan Stanley 3.125% 1/23/23 $186,068 0.005% %MS0123 61744YAN8 US61744YAN85 BZ1CRQ4 DPL, Inc. 4.125% 7/1/25 $185,406 0.005% %AES725 233293AR0 US233293AR02 BNZFS28 Ministry of Finance of the Russian Federation 8.5% 9/17/31 $183,911 0.005% %RFLB31 RU000A0JVW48 BDGSPL4 HCA Holdings, Inc. 5.375% 2/1/25 $183,081 0.005% %HC25 404119BR9 US404119BR91 BVD8LL5 NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 $182,639 0.005% %NGL226A 62922LAA6 US62922LAA61 BL5C524 Golden Nugget, Inc. 6.75% 10/15/24 $181,596 0.005% %LNY24A 38113YAE9 US38113YAE95 BYWL570 Titulos de Tesoreria B 7% 6/30/32 $180,989 0.005% %COLTE32 COL17CT03490 BD446H7 CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/31 $180,132 0.005% %BLKCQ31 12657NAA8 US12657NAA81 BM8H4Y8 Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp. 6% 2/1/29 $179,343 0.005% %CMLP29A 226373AR9 US226373AR90 BNK9N31 Fannie Mae 4.5% 30 Year $178,750 0.005% South African Republic 6.5% 2/28/41 $178,671 0.005% %SAGB41 ZAG000077488 B5VV9G5 Level 3 Financing, Inc. 4.625% 9/15/27 $177,949 0.005% %LVLT27A 527298BN2 US527298BN21 BKB0R30 Teva Pharmaceutical Finance Netherlands III BV 1.25% 3/31/23 (Reg. S) $176,341 0.005% %TEVA23S XS1211040917 BWK1Q19 Royal Bank of Scotland Group PLC 6% 12/19/23 $176,123 0.005% %RBS1223 780097AZ4 US780097AZ42 BHB92X1

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

39 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Titulos de Tesoreria B 5.75% 11/3/27 $175,832 0.005% %COLTE27 COL17CT03672 BJP4CY7 1011778 BC Unlimited Liability Co./New Red Finance, Inc. 4% 10/15/30 $175,410 0.005% %BCUL30A 68245XAM1 US68245XAM11 BMT6QQ0 Ardagh Packaging Finance PLC/Ardagh MP Holdings U.S.A., Inc. 5.25% 8/15/27 $174,998 0.005% %ARG27A 03969AAR1 US03969AAR14 BMW7N92 Occidental Petroleum Corp. 6.125% 1/1/31 $174,893 0.005% %OXY1230 674599EF8 US674599EF81 BMHLJ91 Albertsons Companies LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC 4.875% 2/15/30 $174,494 0.005% %ACI30A 013092AE1 US013092AE14 BKMH644 CTP BV 0.5% 6/21/25 (Reg. S) $174,211 0.005% %CTPN25S XS2356029541 BNKCJ65 Petroleos Mexicanos 6.75% 9/21/47 $172,996 0.005% %PEMEX47 71654QCC4 US71654QCC42 BD3NBC5 Morgan Stanley 5% 11/24/25 $171,683 0.005% %MS1125 6174467X1 US6174467X10 BGN2MV9 Hess Midstream Partners LP 5.625% 2/15/26 $170,895 0.005% %HESM26A 428102AC1 US428102AC14 BG0RZL8 DaVita HealthCare Partners, Inc. 4.625% 6/1/30 $170,060 0.004% %DVA30A 23918KAS7 US23918KAS78 BMW7NB4 South African Republic 8.75% 2/28/48 $168,536 0.004% %SAGB248 ZAG000096173 B8S1C48 Radiate Holdco LLC/Radiate Financial Service Ltd. 4.5% 9/15/26 $167,618 0.004% %RAIT26A 75026JAC4 US75026JAC45 BM9LQB0 The Chemours Co. LLC 5.75% 11/15/28 $167,533 0.004% %CC28A 163851AF5 US163851AF58 BM9RFG6 Radiology Partners, Inc. 9.25% 2/1/28 $166,359 0.004% %RADP28A 75041VAA2 US75041VAA26 BL86T09 Turkish Republic 3.25% 3/23/23 $163,185 0.004% %TURK323 900123CA6 US900123CA66 B84CN86 CBOT 2-Year U.S. Treasury Note Contracts (United States) $162,519 0.004% TUU1 Polish Government 2.75% 10/25/29 $161,090 0.004% %P102529 PL0000111498 BJHC614 JBS U.S.A. LLC/JBS U.S.A. Finance, Inc. 6.75% 2/15/28 $160,461 0.004% %JBSS28A 472141AA8 US472141AA82 BFY2017 Sable International Finance Ltd. 5.75% 9/7/27 $158,449 0.004% %CWCLN27 785712AG5 US785712AG56 BK0MXM8 Petroleos Mexicanos 4.875% 1/18/24 $158,441 0.004% %PEMEX24 71654QBH4 US71654QBH48 BD7W5J3 Allen Media LLC 10.5% 2/15/28 $157,185 0.004% %ALNM28A 01771YAA8 US01771YAA82 BKTQVJ4 Boyd Gaming Corp. 8.625% 6/1/25 $157,063 0.004% %BYD25A 103304BS9 US103304BS93 BMFK4H3 Epic Crude Services LP Tranche B 1LN, term loan 3 month U.S. LIBOR + 5.000% 5.14% 3/1/26 $157,050 0.004% %EPIYTLB 29428XAB6 US29428XAB64 Argentine Republic 0.125% 7/9/30 $155,954 0.004% %ARGN730 040114HS2 US040114HS26 BNC1818 Citgo Petroleum Corp. 7% 6/15/25 $152,926 0.004% %CITP25A 17302XAK2 US17302XAK28 BM9SDG5 Vodafone Group PLC 2.625% 8/27/80 (Reg. S) $152,758 0.004% %VOD80S XS2225157424 BMFC7N6 PBF Holding Co. LLC/PBF Finance Corp. 9.25% 5/15/25 $152,139 0.004% %PBFF25A 69318FAK4 US69318FAK49 BMVWYQ2 Ziggo BV 5.5% 1/15/27 $150,367 0.004% %ZIG127A 98954NAA7 US98954NAA72 BZCR8C1 State of Qatar 3.75% 4/16/30 $150,213 0.004% %QATR30A 74727PBD2 US74727PBD24 BL6DKC1 HCA Holdings, Inc. 5.875% 2/15/26 $150,110 0.004% %HCA26 404119BS7 US404119BS74 BYQ2966 Centene Corp. 4.625% 12/15/29 $148,683 0.004% %CNC1229 15135BAT8 US15135BAT89 BMVQRX2

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

40 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Apache Corp. 4.875% 11/15/27 $148,644 0.004% %APA27 037411BJ3 US037411BJ37 BMD7LJ7 United Kingdom, Great Britain and Northern Ireland 1.75% 1/22/49(Reg. S) $148,563 0.004% %UKT149S GB00BFWFPP71 BFWFPP7 Navios South American Logistics, Inc./Navios Logistics Finance U.S., Inc. 10.75% 7/1/25 $148,178 0.004% %NM25A 63938NAF1 US63938NAF15 BM9ZQX4 Bombardier, Inc. 7.5% 3/15/25 $147,616 0.004% %BBDB25A 097751BM2 US097751BM26 BW55650 Blackstone Property Partners Europe LP 1.75% 3/12/29 (Reg. S) $147,523 0.004% %BPPE29S XS2051670300 BK4W8P2 Czech Republic 2% 10/13/33 $146,653 0.004% %CZGB33 CZ0001005243 BFYN3F5 Clearway Energy Operating LLC 4.75% 3/15/28 $146,559 0.004% %CWEN28A 18539UAC9 US18539UAC99 BKX9XN7 Time Warner Cable LLC 6.55% 5/1/37 $146,362 0.004% %TWC37 88732JAJ7 US88732JAJ79 B28WMV6 NortonLifeLock, Inc. 5% 4/15/25 $146,274 0.004% %SYMC25A 871503AU2 US871503AU26 BYXT818 ASGN, Inc. 4.625% 5/15/28 $146,132 0.004% %ASGN28A 00191UAA0 US00191UAA07 BJXCM32 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 6.5% 7/15/25 $145,844 0.004% %AER725 00774MAN5 US00774MAN56 BMBT2D6 Consolidated Energy Finance SA 6.875% 6/15/25 $145,017 0.004% %CONS25A 20914UAD8 US20914UAD81 BD1DWW4 Infrabuild Australia Pty Ltd. 12% 10/1/24 $144,974 0.004% %INF24A 45682RAA8 US45682RAA86 BJXW6P2 MSCI, Inc. 4% 11/15/29 $144,928 0.004% %MSCI29A 55354GAH3 US55354GAH39 BJVBH14 Performance Food Group, Inc. 5.5% 10/15/27 $144,122 0.004% %PFGC27A 69346VAA7 US69346VAA70 BKWG6T6 Valeant Pharmaceuticals International, Inc. 9.25% 4/1/26 $143,608 0.004% %VR23A 91911XAV6 US91911XAV64 BG487H7 Harvest Midstream I LP 7.5% 9/1/28 $143,513 0.004% %HARM28A 417558AA1 US417558AA18 BMF3RK6 NCL Corp. Ltd. 10.25% 2/1/26 $143,132 0.004% %NCLH26A 62886HAY7 US62886HAY71 BMCDRP4 Travis Perkins PLC 4.5% 9/7/23 (Reg. S) $142,799 0.004% %TPKL923 XS1407695680 BZ05HT7 JPMorgan Chase & Co. 3.875% 9/10/24 $142,704 0.004% %JPM924 46625HJY7 US46625HJY71 BQQLM57 Navios Maritime Acquisition Corp./Navios Acquisition Finance U.S., Inc. 8.125% 11/15/21 $142,544 0.004% %NM21A 63938MAD8 US63938MAD83 BG4YZC6 Qorvo, Inc. 4.375% 10/15/29 $142,452 0.004% %QRVO29 74736KAH4 US74736KAH41 BMTQRQ7 Ford Motor Co. 9% 4/22/25 $142,428 0.004% %F425 345370CW8 US345370CW84 BK953L7 Virgin Money UK PLC 2.625% 8/19/31 (Reg. S) $142,215 0.004% %VMUK31S XS2343851510 BMBVPV1 German Federal Republic 0% 11/15/27 (Reg. S) $142,021 0.004% %DR27S DE0001102523 BMFFSR6 Kingdom of Thailand 1.6% 6/17/35 $141,994 0.004% %THAIG35 TH062303F608 BKTHTT3 Bank of America Corp. 4.3% $141,920 0.004% %BACC99 060505FQ2 US060505FQ25 BKTLCC9 Omega Healthcare Investors, Inc. 4.5% 4/1/27 $140,650 0.004% %OHI25 681936BF6 US681936BF65 BYY2WG9 Bank of Nova Scotia 4.9% $139,651 0.004% %BNS2199 064159VJ2 US064159VJ25 BMXXNJ9 Morgan Stanley 3.737% 4/24/24 $139,241 0.004% %MS0224 61744YAQ1 US61744YAQ17 BD1ML80 TransDigm UK Holdings PLC 6.875% 5/15/26 $138,790 0.004% %TDGU26 89365DAB9 US89365DAB91 BJ02967 L Brands, Inc. 6.625% 10/1/30 $138,668 0.004% %LB30A 501797AW4 US501797AW48 BMH1559 Royal Bank of Scotland Group PLC 6.125% 12/15/22 $137,709 0.004% %RBS1222 780099CE5 US780099CE50 B9052M3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

41 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL CSC Holdings LLC 4.625% 12/1/30 $137,340 0.004% %CSCD30A 126307BD8 US126307BD80 BM9M1M9 Banff Merger Sub, Inc. 9.75% 9/1/26 $137,086 0.004% %BMC26A 05988LAA6 US05988LAA61 BDDMND7 Sunoco LP/Sunoco Finance Corp. 6% 4/15/27 $136,455 0.004% %SUN27 86765LAQ0 US86765LAQ05 BKLNVX7 NSG Holdings II LLC/NSG Holdings, Inc. 7.75% 12/15/25 $134,371 0.004% %NSG25A 62940QAA3 US62940QAA31 B1TSCP0 Mesquite Energy, Inc. 15% 7/15/23 $134,353 0.004% %MES23PP 59073XAB1 US59073XAB10 LCPR Senior Secured Financing DAC 6.75% 10/15/27 $134,328 0.004% %LIKA27A 50201DAA1 US50201DAA19 BKM1HF4 AT&T, Inc. 3.8% 12/1/57 $134,184 0.004% %T57A 00206RMG4 US00206RMG47 BM8YZ24 Magnetite XXI Ltd. Series 2019-24A Class A, 3 month U.S. LIBOR + 1.330% 1.5138% 1/15/33 $133,259 0.004% 55954WAA7 US55954WAA71 Consolidated Energy Finance SA Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 5/7/25 $133,193 0.004% %CONSTB1 XAL1957LAD37 Citigroup, Inc. 2.7% 10/27/22 $132,751 0.003% %C1022 172967LQ2 US172967LQ21 BYWG519 TransDigm, Inc. 7.5% 3/15/27 $132,615 0.003% %TDG27 893647BH9 US893647BH98 BJV3SS4 Univision Communications, Inc. 6.625% 6/1/27 $132,511 0.003% %UVN27A 914906AU6 US914906AU68 BMG68Y5 Saudi Arabian Oil Co. 3.5% 4/16/29 $132,038 0.003% %ARAM29A 80414L2D6 US80414L2D64 BK0L4P5 ZF Finance GmbH 2% 5/6/27 (Reg. S) $131,856 0.003% %ZFF27S XS2338564870 BL6KF49 DCP Midstream Operating LP 5.375% 7/15/25 $131,834 0.003% %DCP25 23311VAG2 US23311VAG23 BDG06C8 Sirius XM Radio, Inc. 5% 8/1/27 $131,740 0.003% %SIRI27A 82967NBA5 US82967NBA54 BDZVVB6 MGM Growth Properties Operating Partnership LP 4.625% 6/15/25 $131,416 0.003% %MGMG25A 55303XAK1 US55303XAK19 BMB1WS7 First Quantum Minerals Ltd. 6.875% 3/1/26 $131,272 0.003% %FMCN26A 335934AR6 US335934AR67 BFZYRK0 Ceetrus SA 2.75% 11/26/26 (Reg. S) $131,210 0.003% %CEET26S FR0013462728 BL1GTP1 Sirius Real Estate Ltd. 1.125% 6/22/26 (Reg. S) $130,754 0.003% %SREL26S XS2356076625 BNKGTN4 CCO Holdings LLC/CCO Holdings Capital Corp. 4.75% 3/1/30 $130,581 0.003% %CHTR30A 1248EPCD3 US1248EPCD32 BK6WV51 Surgery Center Holdings, Inc. 10% 4/15/27 $129,135 0.003% %SURC27A 86881WAD4 US86881WAD48 BJWZMN2 Brazilian Federative Republic 10% 1/1/27 $128,701 0.003% %BNTNF27 BRSTNCNTF1P8 BYYCKC1 Uber Technologies, Inc. 7.5% 5/15/25 $128,391 0.003% %UBER25A 90353TAF7 US90353TAF75 BMFKWG8 Vietnamese Socialist Republic 5.5% 3/12/28 $127,961 0.003% %VIET28 XS0085134145 5831409 Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 5.375% 5/1/47 $127,941 0.003% %CHTR47 161175BL7 US161175BL78 BFF9P78 United Mexican States 7.75% 11/23/34 $127,731 0.003% %MBONO34 MX0MGO0000U2 BLT1SS4 Carnival Corp. 5.75% 3/1/27 $127,729 0.003% %CCL227A 143658BN1 US143658BN13 BMHYR18 First Quantum Minerals Ltd. 7.25% 4/1/23 $127,511 0.003% %FMCN23A 335934AK1 US335934AK15 BF37080 Studio City Finance Ltd. 6.5% 1/15/28 $127,424 0.003% %STCI28A 86389QAF9 US86389QAF90 BMW17G9 CF Industries Holdings, Inc. 5.15% 3/15/34 $127,280 0.003% %CF34 12527GAF0 US12527GAF00 BKL56K5 The Real Good Food Co. LLC 1% $127,155 0.003% %RFCPP Peruvian Republic 5.4% 8/12/34(Reg. S) $127,077 0.003% %PER34AS PEP01000C5G4 BJ5CSV0

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

42 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Czech Republic 0.95% 5/15/30 (Reg. S) $126,774 0.003% %CZGB30S CZ0001004477 BYN6FX0 MEG Energy Corp. 7.125% 2/1/27 $126,235 0.003% %MEGC27A 552704AE8 US552704AE86 BHNFPR2 Radiate Holdco LLC/Radiate Financial Service Ltd. 6.5% 9/15/28 $125,993 0.003% %RADI28A 75026JAE0 US75026JAE01 BM9TR00 MPT Operating Partnership LP/MPT Finance Corp. 5% 10/15/27 $125,743 0.003% %MPW27 55342UAH7 US55342UAH77 BDG75P5 FLY Leasing Ltd. 5.25% 10/15/24 $125,364 0.003% %FLY24 34407DAC3 US34407DAC39 BF5D6R7 Turkish Republic 5.125% 3/25/22 $124,724 0.003% %TURK22 900123BY5 US900123BY51 B80Z3J0 DCP Midstream Operating LP 5.125% 5/15/29 $123,720 0.003% %DCP29 23311VAH0 US23311VAH06 BK77J84 FirstEnergy Corp. 4.75% 3/15/23 $123,569 0.003% %FE31523 337932AF4 US337932AF44 B9DM5H7 International Finance Corp. 5.85% 11/25/22 $123,394 0.003% %IFC1122 45950VLJ3 US45950VLJ34 BZ7MRH9 Lumen Technologies, Inc. 5.125% 12/15/26 $123,332 0.003% %CTL26A 156700BB1 US156700BB17 BJ170W4 C&W Senior Financing Designated Activity Co. 7.5% 10/15/26 $123,172 0.003% %CWCL26A 12674TAB2 US12674TAB26 BF9MYZ4 Ford Motor Credit Co. LLC 4.063% 11/1/24 $122,759 0.003% %F1124 345397ZX4 US345397ZX44 BKVF4J0 Hungarian Republic 5.5% 6/24/25 $122,292 0.003% %HGB625 HU0000402748 BJYRQ12 Occidental Petroleum Corp. 6.6% 3/15/46 $122,233 0.003% %OXY346 674599DL6 US674599DL68 BKVKRK7 Dominican Republic 8.9% 2/15/23(Reg. S) $121,984 0.003% %DOMR23S USP3579EBZ99 BG0VM53 Cosan Overseas Ltd. 8.25% $121,891 0.003% %CSS1249 XS0556373347 B5WJZ04 Fidelidade-Companhia de Seguros SA 4.25% 9/4/31 (Reg. S) $121,697 0.003% %FIDE31S PTFIDBOM0009 BM8H6V9 Occidental Petroleum Corp. 5.55% 3/15/26 $120,396 0.003% %OXY326 674599DC6 US674599DC69 BK8VN94 HudBay Minerals, Inc. 6.125% 4/1/29 $119,971 0.003% %HBMC29A 443628AH5 US443628AH54 BN7S9J9 Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. 7.75% 4/15/25 $119,617 0.003% %WYNF25A 983133AB5 US983133AB53 BL0MLV0 CVR Energy, Inc. 5.75% 2/15/28 $119,406 0.003% %CVI28A 12662PAD0 US12662PAD06 BKZCKL1 Altice France SA 5.5% 1/15/28 $118,895 0.003% %SFRP27A 02156LAC5 US02156LAC54 BKLNDS6 CVR Energy, Inc. 5.25% 2/15/25 $118,554 0.003% %CVI25A 12662PAB4 US12662PAB40 BKZCKJ9 Centene Corp. 5.375% 6/1/26 $118,491 0.003% %CNC26A 15137TAA8 US15137TAA88 BDTMRC8 CSC Holdings LLC 7.5% 4/1/28 $118,450 0.003% %CEQUE28 126307AY3 US126307AY37 BGSQL08 Ziggo Bond Co. BV 6% 1/15/27 $118,119 0.003% %ZIGO27A 98954UAB9 US98954UAB98 BZCR8L0 Petroleos Mexicanos 6.625% 6/15/35 $117,471 0.003% %PEM35 706451BG5 US706451BG56 B0Z2BX0 Anheuser-Busch InBev Worldwide, Inc. 5.8% 1/23/59 (Reg. S) $117,383 0.003% %ABIBB59 03523TBW7 US03523TBW71 BJ521B1 Service Properties Trust 7.5% 9/15/25 $117,086 0.003% %SVC25 81761LAA0 US81761LAA08 BMBM6P5 Centene Corp. 4.25% 12/15/27 $117,035 0.003% %CNC27 15135BAR2 US15135BAR24 BMCTMH9 JBS U.S.A. Lux SA / JBS Food Co. 5.5% 1/15/30 $116,720 0.003% %JBSS30A 46590XAB2 US46590XAB29 BJMSRR0 The GEO Group, Inc. 6% 4/15/26 $116,465 0.003% %GEO26 36162JAB2 US36162JAB26 BYP9PD7 Petroleos Mexicanos 6.84% 1/23/30 $116,260 0.003% %PEMEX30 71654QDC3 US71654QDC33 BMBTPL5

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

43 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ally Financial, Inc. 5.8% 5/1/25 $115,777 0.003% %ALLY525 02005NBJ8 US02005NBJ81 BKPSFL4 Altice France SA 8.125% 2/1/27 $115,775 0.003% %SFRF27A 02156LAA9 US02156LAA98 BYVW0D5 Citigroup, Inc. 4.45% 9/29/27 $115,386 0.003% %C27 172967KA8 US172967KA87 BYZ0SW0 Turkish Republic 8% 3/12/25 $114,803 0.003% %TURKG25 TRT120325T12 BWY5FF4 Uruguay Republic 9.875% 6/20/22 $114,682 0.003% %URUG22S USP96006AE41 BZ4BTC8 Albertsons Companies LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC 4.625% 1/15/27 $114,625 0.003% %ACI27A 013092AC5 US013092AC57 BK0SQV6 Carnival Corp. 9.875% 8/1/27 $114,499 0.003% %CCL27A 143658BJ0 US143658BJ01 BMPRJW4 Republic of Nigeria 7.625% 11/21/25 $114,317 0.003% %NGRA25A 65412JAJ2 US65412JAJ25 BFY66X3 Encompass Health Corp. 5.75% 9/15/25 $113,839 0.003% %HLS25 421924BT7 US421924BT72 BD9NRZ4 The Chemours Co. LLC 7% 5/15/25 $113,357 0.003% %CC25 163851AD0 US163851AD01 BDB7NS9 UMBS 3% 30 Year $113,278 0.003% AmWINS Group, Inc. 7.75% 7/1/26 $113,087 0.003% %AMWI26A 031921AA7 US031921AA74 BDCY0X3 The Williams Companies, Inc. 4.55% 6/24/24 $113,022 0.003% %WMB24 969457BW9 US969457BW96 BNH5718 FirstEnergy Corp. 7.375% 11/15/31 $112,892 0.003% %FE31 337932AC1 US337932AC13 2819486 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 6.25% 5/15/26 $112,873 0.003% %IEP26 451102BT3 US451102BT32 BJ11SH7 Bombardier, Inc. 7.5% 12/1/24 $112,163 0.003% %BBDB24A 097751BR1 US097751BR13 BF2RBD3 Altice France Holding SA 10.5% 5/15/27 $111,885 0.003% %SFR127A 02156TAB0 US02156TAB08 BJP8GV4 JBS U.S.A. Lux SA / JBS Food Co. 6.5% 4/15/29 $111,079 0.003% %JBSS29A 46590XAA4 US46590XAA46 BJH0CW1 UMBS 1.5% 15 Year $111,001 0.003% Open Text Corp. 5.875% 6/1/26 $110,869 0.003% %OTCC26A 683715AB2 US683715AB22 BZ6CSJ9 Goldman Sachs Group, Inc. 3.8% 3/15/30 $110,601 0.003% %GS0930 38141GXH2 US38141GXH28 BLD6NP7 Altice Financing SA 7.5% 5/15/26 $110,530 0.003% %ALTI26A 02154CAE3 US02154CAE30 BZ3G548 Indigo Natural Resources LLC 5.375% 2/1/29 $109,558 0.003% %INDN29A 45569LAC5 US45569LAC54 BN4N986 MGM Growth Properties Operating Partnership LP 4.5% 9/1/26 $109,255 0.003% %MGMGP26 55303XAB1 US55303XAB10 BD89B06 BAT Capital Corp. 3.557% 8/15/27 $108,613 0.003% %BATSL27 05526DBB0 US05526DBB01 BHXH2M2 Anheuser-Busch InBev Worldwide, Inc. 5.55% 1/23/49 $108,546 0.003% %ABIB49 03523TBV9 US03523TBV98 BJ520Z8 Altice France SA 5.125% 7/15/29 $107,620 0.003% %SFR29A 02156LAF8 US02156LAF85 BM9V193 Freddie Mac 3% 15 Year $107,309 0.003% CCO Holdings LLC/CCO Holdings Capital Corp. 4.5% 6/1/33 $107,278 0.003% %CHTR33A 1248EPCL5 US1248EPCL57 BNDM315 Cigna Corp. 3.05% 10/15/27 $106,394 0.003% %CI10127 125523AZ3 US125523AZ36 BLCB784 Peruvian Republic 6.35% 8/12/28 $106,378 0.003% %PERUG28 PEP01000C5D1 BYYHJ96 Freddie Mac floater Series 2021-F114 Class A/S, 0.23% 5/25/31 $106,304 0.003% 3137H13Y0 US3137H13Y08 Deutsche Bank AG 4.5% 4/1/25 $106,175 0.003% %DB1225 251525AP6 US251525AP63 BWP2TZ2 Endeavor Energy Resources LP/EER Finance, Inc.

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

44 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 5.75% 1/30/28 $105,962 0.003% %ENDE28A 29260FAE0 US29260FAE07 BD2BVX1 MEG Energy Corp. 5.875% 2/1/29 $104,839 0.003% %MEGC29A 552704AF5 US552704AF51 BMDJ3P3 Wells Fargo & Co. 4.478% 4/4/31 $104,431 0.003% %WFFC30 95000U2L6 US95000U2L65 BMFLT71 Royal Caribbean Cruises Ltd. 4.25% 7/1/26 $103,760 0.003% %RCL26A 780153BH4 US780153BH44 BNSPQ43 Bayer U.S. Finance II LLC 4.25% 12/15/25 $103,626 0.003% %BAYN25A 07274NAJ2 US07274NAJ28 BYZMHL8 Intelsat Jackson Holdings SA 5.5% 8/1/23 $102,912 0.003% %INT823 45824TAP0 US45824TAP03 BN7SP46 Del Monte Foods, Inc. 11.875% 5/15/25 $102,463 0.003% %DELM25A 245223AC6 US245223AC65 BMYC5D3 Akumin, Inc. 7% 11/1/25 $102,434 0.003% %AKUC25A 01021FAA7 US01021FAA75 BL65X40 LCPR Senior Secured Financing DAC 5.125% 7/15/29 $102,410 0.003% %LILA29A 50201DAD5 US50201DAD57 BMWLMK8 Chesapeake Energy Corp. 5.5% 2/1/26 $102,339 0.003% %CHK226A 165167DF1 US165167DF18 BMD83B6 Lumen Technologies, Inc. 4% 2/15/27 $102,335 0.003% %CTL27A 156700BC9 US156700BC99 BH3T5T6 JBS Finance Luxembourg SARL 3.625% 1/15/32 $102,077 0.003% %JBSS32A 46592QAA7 US46592QAA76 BMDP276 Hertz Corp. 7.125% 8/1/26 $101,362 0.003% %HTZ26A 428040CY3 US428040CY37 BJX5W20 CF Hippolyta Issuer LLC sequential payer Series 2020-1 Class A1, 1.69% 7/15/60 $101,307 0.003% 12530MAA3 US12530MAA36 Cameroon Republic 9.5% 11/19/25 $100,511 0.003% %RECAM25 133653AA3 US133653AA31 BDD0KC9 Societe Generale 4.75% 11/24/25 $100,244 0.003% %SOC25A 83367TBR9 US83367TBR95 BDCBVW0 Kosmos Energy Ltd. 7.125% 4/4/26 $100,058 0.003% %KOS26A 500688AC0 US500688AC04 BJYLV20 JPMorgan Chase & Co. 2.95% 10/1/26 $99,776 0.003% %JPM1026 46625HRV4 US46625HRV41 BDHBPY5 Indonesian Republic 6.5% 6/15/25 $99,718 0.003% %INDOG25 IDG000013707 BJBL4C4 Hertz Corp. 6% 1/15/28 $99,556 0.003% %HTZ28A 428040CZ0 US428040CZ02 BJXCLT1 Bank of America Corp. 6.1% $98,390 0.003% %BAC049 060505EN0 US060505EN03 BWCN5X8 JBS U.S.A. Food Co. 5.75% 1/15/28 $98,143 0.003% %JBSS27A 46650CAB5 US46650CAB54 BJMSSJ9 CTR Partnership LP/CareTrust Capital Corp. 5.25% 6/1/25 $97,478 0.003% %CTREV25 126458AD0 US126458AD05 BDT7529 Suburban Propane Partners LP/Suburban Energy Finance Corp. 5.875% 3/1/27 $97,357 0.003% %SPH27 864486AK1 US864486AK16 BYXT829 Cleco Corporate Holdings LLC 3.743% 5/1/26 $96,273 0.003% %CNL26 18551PAC3 US18551PAC32 BDFFY19 H&E Equipment Services, Inc. 3.875% 12/15/28 $96,036 0.003% %HEES28A 404030AJ7 US404030AJ72 BLSN159 Citgo Holding, Inc. 9.25% 8/1/24 $95,870 0.003% %CITH24A 17302WAB4 US17302WAB46 BK6YKJ4 OneMain Finance Corp. 7.125% 3/15/26 $95,695 0.003% %AMGFI26 85172FAN9 US85172FAN96 BDTMS47 Barclays PLC 2% 2/7/28 (Reg. S) $95,275 0.003% %BACR28S XS1678970291 BF0LKS5 Malaysian Government 3.828% 7/5/34 $95,213 0.003% %MGS5734 MYBMS1900047 BK74DQ1 Deutsche Annington Finance BV 5% 10/2/23 $94,851 0.003% %DAI23A 25155FAB2 US25155FAB22 BF5ZVC3 Community Health Systems, Inc. 6.125% 4/1/30 $94,723 0.002% %CYH30A 12543DBL3 US12543DBL38 BMTQPY1 Czech Republic 1.2% 3/13/31 $94,720 0.002% %CZGB31 CZ0001005888 BN324D4 Bank of America Corp. 3.705% 4/24/28 $94,669 0.002% %BAC428 06051GGL7 US06051GGL77 BYWC0Y5 Anastasia Parent LLC Tranche B, term loan 3 month U.S. LIBOR + 3.750% 3.8973% 8/10/25 $94,425 0.002% %ANATLB 03275UAB1 US03275UAB17

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

45 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Turkish Republic 11% 2/24/27 $94,027 0.002% %TURKG27 TRT240227T17 BD6K3M7 Continental Resources, Inc. 5.75% 1/15/31 $93,697 0.002% %CLR31A 212015AT8 US212015AT84 BN4D2D2 PBF Holding Co. LLC/PBF Finance Corp. 6% 2/15/28 $93,612 0.002% %PBFEN28 69318FAJ7 US69318FAJ75 BM9GSX1 Alliant Holdings Intermediate LLC 9.75% $93,560 0.002% %ALLIA99 Whitbread PLC 3.375% 10/16/25 (Reg. S) $93,359 0.002% %WTBL25S XS1235295539 BWVFXN1 California Resources Corp. 7.125% 2/1/26 $93,333 0.002% %CRC26A 13057QAH0 US13057QAH02 BMXYP52 Centene Corp. 3.375% 2/15/30 $93,325 0.002% %CNC30 15135BAV3 US15135BAV36 BMVX1F3 YPF SA 4% 2/12/26 $93,160 0.002% %YPFD26A 984245AU4 US984245AU46 BNK9QC1 Kraft Heinz Foods Co. 4.875% 10/1/49 $92,911 0.002% %KHC49 50077LAZ9 US50077LAZ94 BKSYG05 Brazilian Federative Republic 8.25% 1/20/34 $92,906 0.002% %BRZ34 105756BB5 US105756BB58 2322252 Peruvian Republic 2.783% 1/23/31 $92,739 0.002% %PERU131 715638DF6 US715638DF60 BMGFFR4 Morgan Stanley 4.431% 1/23/30 $92,422 0.002% %MS130 6174468G7 US6174468G77 BJ2XKL0 Capital One Financial Corp. 3.65% 5/11/27 $92,253 0.002% %COF527 14040HCE3 US14040HCE36 BMZ7WG9 Brazilian Federative Republic 10% 1/1/29 $92,173 0.002% %BNTNF29 BRSTNCNTF1Q6 BF4LY56 CoreCivic, Inc. 8.25% 4/15/26 $92,036 0.002% %CXW26 21871NAB7 US21871NAB73 BMCRWJ5 PBF Logistics LP/PBF Logistics Finance, Inc. 6.875% 5/15/23 $91,806 0.002% %PBFX23 69318UAB1 US69318UAB17 BYWC3F7 Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. 5.875% 5/15/25 $91,805 0.002% %SGRH25A 865033AC8 US865033AC86 BDT6RH5 Nabors Industries, Inc. 5.75% 2/1/25 $91,668 0.002% %NBR25 62957HAF2 US62957HAF29 BGLN7W0 Freddie Mac 4.5% 30 Year $91,518 0.002% CSC Holdings LLC 5.75% 1/15/30 $91,019 0.002% %CSCH30A 126307BA4 US126307BA42 BKFH0Y9 Anheuser-Busch InBev Finance, Inc. 4.9% 2/1/46 $90,900 0.002% %ABIBB46 035242AN6 US035242AN64 BYMLGZ5 Zayo Group Holdings, Inc. 4% 3/1/27 $90,440 0.002% %ZAY27A 98919VAA3 US98919VAA35 BLBQFB9 YPF SA 8.75% 4/4/24 $90,021 0.002% %YPFD24A 984245AK6 US984245AK63 BLBWHX3 Goldman Sachs Group, Inc. 3.2% 2/23/23 $89,750 0.002% %GSG223 38141GWT7 US38141GWT74 BD1DDT8 Verizon Communications, Inc. 2.987% 10/30/56 $89,627 0.002% %VZ56 92343VFW9 US92343VFW90 BMXT869 Post Holdings, Inc. 4.625% 4/15/30 $89,098 0.002% %POST30A 737446AQ7 US737446AQ74 BLCF601 Level 3 Financing, Inc. 3.75% 7/15/29 $88,909 0.002% %LVT29A 527298BT9 US527298BT90 BMBKDF8 Ares XXXIV CLO Ltd. Series 2020-2A Class AR2, 3 month U.S. LIBOR + 1.250% 1.4398% 4/17/33 $88,853 0.002% 04015GAP4 US04015GAP46 Freddie Mac 3.5% 20 Year $88,725 0.002% Iliad SA 1.5% 10/14/24 (Reg. S) $88,686 0.002% %ILD24S FR0013287273 BF92J93 Royal Bank of Scotland Group PLC 3.622% 8/14/30 (Reg. S) $88,421 0.002% %RBSS30S XS2172960481 BMQ5YQ6 Northern Oil & Gas, Inc. 8.125% 3/1/28 $88,402 0.002% %NOG28A 665531AG4 US665531AG42 BM8C3G8 Wabtec Transportation Netherlands BV 1.25% 12/3/27 $88,170 0.002% %WAB1227 XS2345035963 BKVFJ62 Stillwater Mining Co. 6.125% 6/27/22 $88,162 0.002% %SWC22A 86074QAM4 US86074QAM42 BDFG542 Comstock Resources, Inc. 6.75% 3/1/29 $88,154 0.002% %CRK29A 205768AS3 US205768AS39 BMW2W01

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

46 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Hilton Domestic Operating Co., Inc. 5.375% 5/1/25 $88,100 0.002% %HILD25A 432833AG6 US432833AG67 BMG2X71 Eurex Euro-Bobl Contracts (Germany) $88,002 0.002% OEU1 DE000C52GUF6 Magic MergerCo, Inc. 7.875% 5/1/29 $87,913 0.002% %MIK29A 55916AAB0 US55916AAB08 BN6JYJ8 Vistra Operations Co. LLC 4.375% 5/1/29 $87,704 0.002% %VST529A 92840VAH5 US92840VAH50 BN0ZRZ9 OneMain Finance Corp. 8.875% 6/1/25 $87,538 0.002% %AMGF520 85172FAS8 US85172FAS83 BMF6PF6 Ministry of Finance of the Russian Federation 5.1% 3/28/35 $87,414 0.002% %RUSSI35 RU000A1006T7 BJVH4Y4 Broadcom, Inc. 2.45% 2/15/31 $87,296 0.002% %AVGO31A 11135FBH3 US11135FBH38 BMCPJY3 Broadcom, Inc. 2.6% 2/15/33 $86,867 0.002% %AVGO33A 11135FBF7 US11135FBF71 BMCGSY9 Berkshire Hathaway Energy Co. 4.05% 4/15/25 $86,645 0.002% %BRKH25 084659AT8 US084659AT88 BN6J6X6 Windstream Escrow LLC 7.75% 8/15/28 $86,339 0.002% %WIN28A 97382WAA1 US97382WAA18 BMH17V9 TerraForm Power Operating LLC 4.75% 1/15/30 $86,215 0.002% %TERP30 88104LAG8 US88104LAG86 BKPDH79 Anglian Water (Osprey) Financing PLC 2% 7/31/28 (Reg. S) $86,176 0.002% %OSPR28S XS2356450846 BLD30Z7 ADLER Group SA 2.25% 4/27/27 (Reg. S) $86,111 0.002% %ADJG27S XS2336188029 BNDMJG2 Ministry of Finance of the Russian Federation 7.7% 3/16/39 $86,072 0.002% %RFLB39 RU000A100EF5 BJXXZL4 Aramark Services, Inc. 6.375% 5/1/25 $86,036 0.002% %ARK425A 038522AR9 US038522AR99 BMXPRX7 Freddie Mac floater Series 2021-F112 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.2493% 4/25/31 $85,544 0.002% 3137H0H92 US3137H0H924 Citigroup, Inc. 4.3% 11/20/26 $85,420 0.002% %C26 172967JC6 US172967JC62 BSNM7V8 MGM Resorts International 6.75% 5/1/25 $85,211 0.002% %MDM425 552953CG4 US552953CG49 BL55FM3 Ares Capital Corp. 3.875% 1/15/26 $85,196 0.002% %ARCC26 04010LAZ6 US04010LAZ67 BN2W0W6 Bally’s Corp. 6.75% 6/1/27 $85,150 0.002% %TRWH27 90171VAA3 US90171VAA35 BJLT7X0 Tritax EuroBox PLC 0.95% 6/2/26 (Reg. S) $85,113 0.002% %EBOX26S XS2347379377 BN0ZMX2 Turkish Republic 9.2% 9/22/21 $84,792 0.002% %TURG21 TRT220921T18 BD60FJ8 Terrier Media Buyer, Inc. 8.875% 12/15/27 $84,345 0.002% %CO27A 88146LAA1 US88146LAA17 BK7CY84 Polish Government 2.25% 10/25/24 $84,291 0.002% %PLOGB24 PL0000111720 BJV3MG0 Navios Maritime Holdings, Inc. 11.25% 8/15/22 $84,062 0.002% %NM822A 639365AH8 US639365AH88 BFMC2Q8 Avantor Funding, Inc. 4.625% 7/15/28 $83,861 0.002% %AVTR28A 05352TAA7 US05352TAA79 BMVVY70 CBOT 10-Year U.S. Treasury Note Contracts (United States) $83,372 0.002% TYU1 Illinois Gen. Oblig. Series 2010-1, 6.63% 2/1/35 $83,359 0.002% 452152BM2 US452152BM28 Anheuser-Busch InBev Finance, Inc. 4.7% 2/1/36 $82,937 0.002% %ABIBB36 035242AM8 US035242AM81 BYMLCL3 Victors Merger Corp. 6.375% 5/15/29 $82,898 0.002% %ACPR29A 92641PAA4 US92641PAA49 BKPGJV6 Societe Generale 7.875% (Reg. S) $82,456 0.002% %SOCG99S USF8586CRW49 BH7XMN7 Level 3 Financing, Inc. 4.25% 7/1/28 $82,411 0.002% %LVLT28A 527298BR3 US527298BR35 BMTR5N3 Enviva Partners LP / Enviva Partners Finance Corp.

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

47 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 6.5% 1/15/26 $82,261 0.002% %EVA26A 29413XAD9 US29413XAD93 BL4PV15 Bombardier, Inc. 7.125% 6/15/26 $82,188 0.002% %BBD626A 097751BV2 US097751BV25 BMVZBM6 Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.875% 4/15/26 $82,180 0.002% %NGLS26A 87612BBJ0 US87612BBJ08 BZ57HC1 Sirius XM Radio, Inc. 4.125% 7/1/30 $82,173 0.002% %SIRI30A 82967NBG2 US82967NBG25 BLFGN11 Finastra U.S.A., Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 4.5% 6/13/24 $82,115 0.002% %MSYTMB1 02034DAC1 US02034DAC11 Indonesian Republic 8.5% 10/12/35 $82,062 0.002% %INDO35 455780AT3 US455780AT33 B0Q7457 W. R. Grace & Co.-Conn. 4.875% 6/15/27 $81,955 0.002% %GRA27A 383909AG3 US383909AG38 BMVY1W3 PG&E Corp. 5% 7/1/28 $81,755 0.002% %PCG28 69331CAH1 US69331CAH16 BLCC3Z6 APX Group, Inc. 7.625% 9/1/23 $81,372 0.002% %APXSE23 00213MAS3 US00213MAS35 BDZXJ07 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 5.25% 5/15/27 $81,325 0.002% %IEP27 451102BZ9 US451102BZ91 BLGSGV7 Saudi Arabian Oil Co. 4.25% 4/16/39 $81,047 0.002% %ARAMC39 80414L2E4 US80414L2E48 BK0L4H7 Sotheby’s 7.375% 10/15/27 $80,947 0.002% %BID27A 835898AH0 US835898AH05 BLHMNW8 MajorDrive Holdings IV LLC 6.375% 6/1/29 $80,654 0.002% %CLU529A 56085RAA8 US56085RAA86 BMCXZ61 American International Group, Inc. 3.4% 6/30/30 $80,633 0.002% %AIG630 026874DR5 US026874DR53 BMZ7VQ2 Alpha Bank AE 4.25% 2/13/30 (Reg. S) $80,070 0.002% %ALPH30S XS2111230285 BKLJ8Z6 Tempo Acquisition LLC 6.75% 6/1/25 $79,927 0.002% %TEAC25A 88023JAA4 US88023JAA43 BF0L7P1 Aeroporti di Roma SPA 1.75% 7/30/31 (Reg. S) $79,681 0.002% %ADRI31S XS2337326727 BM9CM71 Societe Generale 1.038% 6/18/25 $79,567 0.002% %SCG25A 83368RBE1 US83368RBE18 BM9C947 Marks & Spencer PLC 3.75% 5/19/26 (Reg. S) $79,480 0.002% %MKSL26S XS2258453369 BM91ZM4 Turkish Republic 6.25% 9/26/22 $79,455 0.002% %TURY22 900123BZ2 US900123BZ27 B71BPC7 Bonos de La Tesoreria de La Republica de Chile 5% 3/1/35 $79,422 0.002% %BTPCL35 CL0002187822 BZ8VHW0 Royal Bank of Scotland Group PLC 6.1% 6/10/23 $79,093 0.002% %RBS23 780097AY7 US780097AY76 BBDY0Z0 Taylor Morrison Communities, Inc./Monarch Communities, Inc. 5.75% 1/15/28 $78,954 0.002% %TMHC28A 87724RAB8 US87724RAB87 BJX75H2 Freddie Mac 2.5% 15 Year $78,727 0.002% Uniti Group LP / Uniti Group Finance, Inc. 6.5% 2/15/29 $78,559 0.002% %UNI129A 91327BAA8 US91327BAA89 BMDHSY1 German Federal Republic 0% 2/15/31 (Reg. S) $78,401 0.002% %DBR31S DE0001102531 BNBTHS3 JPMorgan Chase & Co. 4.452% 12/5/29 $78,166 0.002% %JPM029 46647PAX4 US46647PAX42 BH31X98 USI, Inc. 6.875% 5/1/25 $78,142 0.002% %COMI25A 91739VAA6 US91739VAA61 BD9FQ86 Intelsat Jackson Holdings SA Tranche DD 1LN, term loan 3 month U.S. LIBOR + 5.500% 6.5% 7/13/22 $77,985 0.002% %INTTLDP XAL5137LAK16 Indonesian Republic 8.125% 5/15/24 $77,751 0.002% %INDG524 IDG000012808 BGPQZX2 American International Group, Inc. 2.5% 6/30/25 $77,593 0.002% %AIIG25 026874DQ7 US026874DQ70 BMV76C7 AT&T, Inc. 2.55% 12/1/33 $77,332 0.002% %T33A 00206RMF6 US00206RMF63 BMHLJD5

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

48 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Vestas Wind Systems A/S 2.75% 3/11/22 (Reg. S) $77,120 0.002% %VWSD22S XS1197336263 BVVQDD7 Ukraine Government 7.75% 9/1/24 $77,050 0.002% %UK24TMP 903724AR3 US903724AR33 BYSRKC2 NRG Energy, Inc. 5.25% 6/15/29 $77,043 0.002% %NRG29A 629377CH3 US629377CH34 BK5NCB8 Brazilian Federative Republic 2.875% 6/6/25 $77,021 0.002% %BRAZL25 105756CD0 US105756CD06 BMFV937 Peninsula Pacific Entertainment LLC 8.5% 11/15/27 $76,766 0.002% %PENI27A 70715XAA4 US70715XAA46 BMXWRY9 Citigroup, Inc. 4.412% 3/31/31 $76,526 0.002% %C2031 172967MP3 US172967MP39 BMH3V24 CCO Holdings LLC/CCO Holdings Capital Corp. 4.5% 8/15/30 $76,524 0.002% %CHR30A 1248EPCE1 US1248EPCE15 BKZHNR3 Occidental Petroleum Corp. 6.45% 9/15/36 $76,343 0.002% %OXY936 674599DF9 US674599DF90 BK8VN61 ON Semiconductor Corp. 3.875% 9/1/28 $76,077 0.002% %ON28A 682189AQ8 US682189AQ81 BL54B77 Southern Gas Corridor CJSC 6.875% 3/24/26 $75,349 0.002% %SGCA26A 84302LAA0 US84302LAA08 BYSVN58 Hertz Corp. 5.5% 10/15/24 $75,294 0.002% %HTZ24A 428040CS6 US428040CS68 BYVC6P9 Molson Coors Beverage Co. 3% 7/15/26 $75,234 0.002% %TAP726 60871RAG5 US60871RAG56 BYT4Q68 U.S. Foods, Inc. 4.75% 2/15/29 $75,086 0.002% %USFO29A 90290MAD3 US90290MAD39 BLBNHR0 Open Text Holdings, Inc. 4.125% 2/15/30 $74,950 0.002% %OTEX30A 683720AA4 US683720AA42 BKZHXC8 Pilgrim’s Pride Corp. 4.25% 4/15/31 $74,929 0.002% %PPC31A 72147KAF5 US72147KAF57 BNZGZ97 DCP Midstream Operating LP 5.85% 5/21/43 $74,902 0.002% %DCP543A 23311RAH9 US23311RAH93 B9WGBC7 Carvana Co. 5.5% 4/15/27 $74,674 0.002% %CVNA27A 146869AF9 US146869AF95 BKSCP80 Indonesian Republic 7.75% 1/17/38 $74,657 0.002% %IND38A 455780AZ9 US455780AZ92 B2NP7W6 CSC Holdings LLC 3.375% 2/15/31 $74,158 0.002% %CSCH31A 126307BF3 US126307BF39 BMDFGQ3 Occidental Petroleum Corp. 6.95% 7/1/24 $74,097 0.002% %OXY724 674599DB8 US674599DB86 BJSFZS2 First Quantum Minerals Ltd. 7.5% 4/1/25 $73,822 0.002% %FMCN25A 335934AL9 US335934AL97 BF083S7 CDW LLC/CDW Finance Corp. 4.25% 4/1/28 $73,803 0.002% %CDWC28 12513GBD0 US12513GBD07 BKPQNF8 Credit Suisse Group AG 2.593% 9/11/25 $73,502 0.002% %CS25A 225401AM0 US225401AM02 BJDSY12 Broadcom, Inc. 3.5% 2/15/41 $73,387 0.002% %AVGO41A 11135FBJ9 US11135FBJ93 BMCGSZ0 Mortgage Repurchase Agreement Financing Trust Series 2020-5 Class A1, 1 month U.S. LIBOR + 1.000% 1.077% 8/10/23 $73,349 0.002% 61916BBA7 US61916BBA70 Organon & Co. / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/31 $73,268 0.002% %ORGN31A 68622TAB7 US68622TAB70 BMV1L02 CVR Partners LP 6.125% 6/15/28 $73,263 0.002% %UAN28A 12663QAC9 US12663QAC96 BMFX8V4 United Airlines, Inc. 4.625% 4/15/29 $73,241 0.002% %UAL29A 90932LAH0 US90932LAH06 BMG8788 IHS Netherlands Holdco BV 7.125% 3/18/25 $72,872 0.002% %IHSH25A 44963LAB2 US44963LAB27 BK1X665 Organon & Co. / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/28 $72,770 0.002% %ORG028A 68622TAA9 US68622TAA97 BMV1LQ8 CF Hippolyta Issuer LLC sequential payer Series 2021-1A Class A1, 1.53% 3/15/61 $72,758 0.002% 12530MAE5 US12530MAE57 IRI Holdings, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.250% 4.3542% 11/30/25 $72,624 0.002% %IRICTRB 45004KAC0 US45004KAC09

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

49 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ventas Realty LP 4.75% 11/15/30 $72,545 0.002% %VTR1130 92277GAV9 US92277GAV95 BM7SXV2 Illinois Gen. Oblig. Series 2010-3, 6.725% 4/1/35 $72,440 0.002% 452152FA4 US452152FA44 NRG Energy, Inc. 6.625% 1/15/27 $72,396 0.002% %NRG27 629377CC4 US629377CC47 BYQJCN5 Hess Midstream Partners LP 5.125% 6/15/28 $72,346 0.002% %HESM28A 428104AA1 US428104AA14 BKVHZF9 TV Azteca SA de CV 8.25% 8/9/24 (Reg. S) $72,330 0.002% %TZA24S XS1662406468 BD93Q57 Western Global Airlines LLC 10.375% 8/15/25 $72,222 0.002% %WGAL25A 958278AA1 US958278AA10 BMBW365 Citigroup, Inc. 5.5% 9/13/25 $72,071 0.002% %CSE25 172967HB0 US172967HB08 BDT7Y00 BX Commercial Mortgage Trust floater sequential payer Series 2020-BXLP Class A, 1 month U.S. LIBOR + 0.800% 0.873% 12/15/36 $71,539 0.002% 05607QAA6 US05607QAA67 Bank of America Corp. 3.864% 7/23/24 $71,377 0.002% %BAC724 06051GHL6 US06051GHL68 BFNNW71 Adtalem Global Education, Inc. 5.5% 3/1/28 $70,900 0.002% %ATGE28A 00737WAA7 US00737WAA71 BMWSVR9 California Gen. Oblig. Series 2009, 7.55% 4/1/39 $70,712 0.002% 13063A5G5 US13063A5G50 Frontier Communications Holdings LLC 6.75% 5/1/29 $70,570 0.002% %FTR29A 35906ABG2 US35906ABG22 BMF4PV6 Gruma S.A.B. de CV 4.875% 12/1/24 (Reg. S) $70,553 0.002% %GRUM24S USP4948KAD74 BSRQV70 Deutsche Bank AG New York Branch 3.3% 11/16/22 $70,334 0.002% %DBB1122 251526BL2 US251526BL24 BZ1JRM1 Community Health Systems, Inc. 6.875% 4/15/29 $69,952 0.002% %CYH29A 12543DBJ8 US12543DBJ81 BMDMJ98 Ukraine Government 7.75% 9/1/23 $69,750 0.002% %UK23TMP 903724AQ5 US903724AQ59 BYSRK11 SM Energy Co. 5% 1/15/24 $69,490 0.002% %SM24 78454LAH3 US78454LAH33 BP4KBV8 Angola Republic 9.5% 11/12/25 $69,408 0.002% %ANGO25A 035198AA8 US035198AA89 BZCQ4D1 Nexstar Broadcasting, Inc. 5.625% 7/15/27 $69,346 0.002% %NXST27A 65343HAA9 US65343HAA95 BJXR8L7 Occidental Petroleum Corp. 6.375% 9/1/28 $69,309 0.002% %OY28 674599EC5 US674599EC50 BKSGZM6 Synchrony Financial 5.15% 3/19/29 $69,078 0.002% %SYF29 87165BAP8 US87165BAP85 BJQ1YC9 CTR Partnership LP/CareTrust Capital Corp. 3.875% 6/30/28 $68,864 0.002% %CTRE28A 126458AE8 US126458AE87 BMHRYM7 Darling Ingredients, Inc. 5.25% 4/15/27 $68,817 0.002% %DAR27A 237266AH4 US237266AH40 BJT7CM0 Community Health Systems, Inc. 4.75% 2/15/31 $68,765 0.002% %CYH31A 12543DBK5 US12543DBK54 BMFGVX6 Hertz Corp. 6.25% 10/15/22 $68,731 0.002% %HTZ22 428040CN7 US428040CN71 B9K5QS7 Hungarian Republic 3.25% 10/22/31 $68,711 0.002% %HGB1031 HU0000403001 BWT3GD8 Station Casinos LLC 5% 10/1/25 $68,258 0.002% %STAC25A 857691AF6 US857691AF67 BDG75R7 Retail Properties America, Inc. 4.75% 9/15/30 $67,990 0.002% %RPAI30 76131VAB9 US76131VAB99 BMB2Q77 Discovery Communications LLC 4.65% 5/15/50 $67,945 0.002% %DISCA50 25470DBH1 US25470DBH17 BMDNBL7 Morgan Stanley 3.622% 4/1/31 $67,809 0.002% %MSS31 6174468P7 US6174468P76 BKP3KT2 Morgan Stanley 4.875% 11/1/22 $67,326 0.002% %MS1122 6174824M3 US6174824M37 B6Z5NF7 Comstock Resources, Inc. 7.5% 5/15/25 $67,135 0.002% %COVP25A 22304LAA8 US22304LAA89 BDZ8BB7 Southwestern Energy Co. 8.375% 9/15/28 $67,083 0.002% %SWN28 845467AP4 US845467AP47 BN73B32 Madison IAQ LLC 5.875% 6/30/29 $67,049 0.002% %MADI29A 55760LAB3 US55760LAB36 BM9PWX6 State of Qatar 4.817% 3/14/49 $66,473 0.002% %QATA49A 74727PBB6 US74727PBB67 BH3JGL5 Ares Capital Corp. 4.2% 6/10/24 $66,435 0.002% %ARCC624 04010LAX1 US04010LAX10 BKKDHD0

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

50 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Carnival Corp. 10.5% 2/1/26 $66,352 0.002% %CCL26A 143658BG6 US143658BG61 BLCGQB5 Credit Suisse Group AG 3.8% 6/9/23 $66,314 0.002% %CS623 225433AT8 US225433AT80 BYVGMD1 EQT Corp. 5% 1/15/29 $66,191 0.002% %EQT28 26884LAL3 US26884LAL36 BMDMZ01 Indonesian Republic 5.125% 1/15/45 $66,026 0.002% %IND45A 455780BU9 US455780BU96 BVG3087 Alcoa Nederland Holding BV 4.125% 3/31/29 $66,021 0.002% %AA29A 013822AG6 US013822AG68 BMHJ508 Acrisure LLC / Acrisure Finance, Inc. 10.125% 8/1/26 $65,596 0.002% %ACRI26A 00489LAD5 US00489LAD55 BKDW8S6 Morgan Stanley Capital I Trust sequential payer Series 2019-MEAD Class A, 3.17% 11/10/36 $65,564 0.002% 61771LAA0 US61771LAA08 TKC Holdings, Inc. 10.5% 5/15/29 $65,420 0.002% %TKCH29A 87256YAA1 US87256YAA10 BMFS8B9 Discover Financial Services 3.95% 11/6/24 $65,391 0.002% %DFS1124 254709AK4 US254709AK45 BSHZYF6 Nielsen Finance LLC/Nielsen Finance Co. 5.875% 10/1/30 $65,390 0.002% %NLSN30A 65409QBF8 US65409QBF81 BM8ZLL8 American International Group, Inc. 3.75% 7/10/25 $65,382 0.002% %AIG725 026874DD6 US026874DD67 BXSSDR4 Freeport-McMoRan, Inc. 4.625% 8/1/30 $65,265 0.002% %FC30 35671DCH6 US35671DCH61 BL9X3V8 Goldman Sachs Group, Inc. 6.75% 10/1/37 $65,208 0.002% %GS37 38141GFD1 US38141GFD16 B283338 Malaysian Government 4.065% 6/15/50 $64,903 0.002% %MGS50 MYBMZ2000016 BMVN6M5 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 5.25% 5/15/27 $64,693 0.002% %IEP527A 451102BX4 US451102BX44 BJ171Q5 SM Energy Co. 5.625% 6/1/25 $64,649 0.002% %SM25 78454LAL4 US78454LAL45 BXCJ180 Citgo Petroleum Corp. 6.375% 6/15/26 $64,612 0.002% %CITP26A 17302XAM8 US17302XAM83 BN73PT6 Sabre GLBL, Inc. 7.375% 9/1/25 $64,560 0.002% %SAB25A 78573NAF9 US78573NAF96 BMX2051 Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.5% 3/1/30 $64,499 0.002% %NGLS30 87612BBQ4 US87612BBQ41 BNNGWW1 Yum! Brands, Inc. 4.625% 1/31/32 $64,453 0.002% %YUM32 988498AP6 US988498AP63 BNW2059 United Mexican States 5.75% 10/12/2110 $64,405 0.002% %MEX2110 91086QAZ1 US91086QAZ19 B4KRNP4 The Goodyear Tire & Rubber Co. 5% 7/15/29 $64,269 0.002% %GT29A 382550BL4 US382550BL42 BND7X65 BCPE Ulysses Intermediate, Inc. 7.75% 4/1/27 pay-in-kind $64,257 0.002% %USLB27A 05553LAA1 US05553LAA17 BMGWDK4 Ginnie Mae 4.5% 30 Year $64,195 0.002% Credit Suisse Mortgage Trust floater Series 2019-ICE4 Class A, 1 month U.S. LIBOR + 0.980% 1.053% 5/15/36 $64,168 0.002% 12653VAA4 US12653VAA44 AHP Health Partners, Inc. 5.75% 7/15/29 $64,154 0.002% %ARDE29A 00150LAB7 US00150LAB71 BLB16Z5 Netflix, Inc. 5.875% 11/15/28 $63,977 0.002% %NFLX28 64110LAT3 US64110LAT35 BJRDX72 State of Qatar 4.4% 4/16/50 $63,921 0.002% %QAT50A 74727PBE0 US74727PBE07 BL96P22 Eskom Holdings SOC Ltd. 6.75% 8/6/23 $63,905 0.002% %ESKO23A 29646AAA4 US29646AAA43 BCT4Z90 NOVA Chemicals Corp. 4.25% 5/15/29 $63,698 0.002% %NCX29A 66977WAS8 US66977WAS89 BL6C9L0 Clear Channel Outdoor Holdings, Inc. 7.5% 6/1/29 $63,676 0.002% %CCO29A 18453HAD8 US18453HAD89 BNHS096

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

51 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ally Financial, Inc. 3.05% 6/5/23 $63,612 0.002% %ALLY623 02005NBK5 US02005NBK54 BM8SHR5 Bass Pro Group LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.250% 5% 3/5/28 $63,550 0.002% %BAPTLB1 07014QAM3 US07014QAM33 Apache Corp. 4.625% 11/15/25 $63,474 0.002% %APA25 037411BH7 US037411BH70 BMD7VD1 Nielsen Finance LLC/Nielsen Finance Co. 5.625% 10/1/28 $63,448 0.002% %NLSN28A 65409QBD3 US65409QBD34 BM8ZLH4 Five Corners Funding Trust II 2.85% 5/15/30 $63,310 0.002% %PRU30A 33834DAA2 US33834DAA28 BMGLSX9 LCM Investments Holdings 4.875% 5/1/29 $63,284 0.002% %MAGL29A 50190EAA2 US50190EAA29 BNM5Z19 EG Global Finance PLC 8.5% 10/30/25 $63,281 0.002% %EGB25A 28228PAB7 US28228PAB76 BJ0LR48 Black Knight InfoServ LLC 3.625% 9/1/28 $63,201 0.002% %BKFS28A 092174AA9 US092174AA96 BKSH2X9 Altice France SA 7.375% 5/1/26 $63,045 0.002% %NUMF26A 67054KAA7 US67054KAA79 BZ8G2W0 Provincia de Cordoba 5% 12/10/25 $63,039 0.002% %PDCA21A 74408DAC8 US74408DAC83 BYQLS77 Dana, Inc. 5.625% 6/15/28 $62,961 0.002% %DAN28 235825AG1 US235825AG15 BMYXXV0 ARD Finance SA 6.5% 6/30/27 pay-in-kind $62,957 0.002% %ARDF27A 00191AAD8 US00191AAD81 BK9PBG8 VICI Properties, Inc. 4.125% 8/15/30 $62,787 0.002% %VICI30A 92564RAE5 US92564RAE53 BKMH5T2 Regions Bank 6.45% 6/26/37 $62,738 0.002% %REBK37 75913MAA7 US75913MAA71 B1Z5FP6 NiSource, Inc. 2.95% 9/1/29 $62,709 0.002% %NI29 65473PAH8 US65473PAH82 BK20BW6 Carvana Co. 5.875% 10/1/28 $62,589 0.002% %CVNA28A 146869AD4 US146869AD48 BMBYZJ8 Fannie Mae 2.5% 15 Year $62,521 0.002% AIMCO CLO Ltd. / AIMCO CLO LLC Series 2021-14A Class A, 3 month U.S. LIBOR + 0.990% 0.99% 4/20/34 $62,506 0.002% 00144GAC5 US00144GAC50 Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.875% 2/1/31 $62,464 0.002% %NGLS31A 87612BBR2 US87612BBR24 BKP8MT1 SCIH Salt Holdings, Inc. 4.875% 5/1/28 $62,445 0.002% %USSA28A 78433BAA6 US78433BAA61 BMHBB51 Endeavor Energy Resources LP/EER Finance, Inc. 6.625% 7/15/25 $62,378 0.002% %ENDE25A 29260FAF7 US29260FAF71 BM9SD98 ION Trading Technologies Ltd. 5.75% 5/15/28 $62,375 0.002% %IONR28A 46205YAA9 US46205YAA91 BMFS8D1 DISH DBS Corp. 7.75% 7/1/26 $62,256 0.002% %DISH726 25470XAY1 US25470XAY13 BYVR0K7 Hudson Pacific Properties LP 4.65% 4/1/29 $62,170 0.002% %HPP29 44409MAB2 US44409MAB28 BJ5RNY3 Frontier Communications Holdings LLC 5.875% 10/15/27 $62,069 0.002% %FTR27A 35906ABE7 US35906ABE73 BMHL2W5 Rwanda Republic 6.625% 5/2/23 $61,951 0.002% %RWAN23A 78347YAA1 US78347YAA10 B94Q0V7 DT Midstream, Inc. 4.375% 6/15/31 $61,751 0.002% %DTMI31A 23345MAB3 US23345MAB37 BLN9LB8 Square, Inc. 2.75% 6/1/26 $61,733 0.002% %SQ526A 852234AL7 US852234AL72 BP4F9W0 Allegheny Technologies, Inc. 5.875% 12/1/27 $61,688 0.002% %ATI27 01741RAH5 US01741RAH57 BKRM3P4 Community Health Systems, Inc. 5.625% 3/15/27 $61,598 0.002% %CY27A 12543DBG4 US12543DBG43 BNNTB78 The Oil and Gas Holding Co. 7.625% 11/7/24 $61,546 0.002% %OILG24A 67778M2C3 US67778M2C35 BFM8415 Cabazon Finance Authority term loan 11% 3/7/24 pay-in-kind $61,415 0.002% %CFATLPK 12679LAB4 US12679LAB45

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

52 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Community Health Systems, Inc. 6% 1/15/29 $61,362 0.002% %CY1228A 12543DBH2 US12543DBH26 BNNTB89 DT Midstream, Inc. 4.125% 6/15/29 $61,361 0.002% %DTMI29A 23345MAA5 US23345MAA53 BLN9LF2 Archrock Partners LP / Archrock Partners Finance Corp. 6.25% 4/1/28 $61,353 0.002% %APLP28A 03959KAC4 US03959KAC45 BL717V2 Square, Inc. 3.5% 6/1/31 $61,203 0.002% %SQ31A 852234AM5 US852234AM55 BP4F9P3 New Jersey Econ. Dev. Auth. State Pension Fdg. Rev. Series 1997, 7.425% 2/15/29 (Nat’l. Pub. Fin. Guarantee Corp. Insured) $61,183 0.002% 645913AA2 US645913AA22 B86K6S9 Tanger Properties LP 3.75% 12/1/24 $61,158 0.002% %SKT1224 875484AH0 US875484AH01 BSNM7S5 CSC Holdings LLC 4.125% 12/1/30 $61,118 0.002% %CSC30A 126307BB2 US126307BB25 BM9LYP0 Centene Corp. 3% 10/15/30 $61,107 0.002% %CNC930 15135BAW1 US15135BAW19 BMDWCF5 CHC Commercial Mortgage Trust floater Series 2019-CHC Class A, 1 month U.S. LIBOR + 1.120% 1.193% 6/15/34 $61,060 0.002% 162665AA1 US162665AA10 Transocean, Inc. 11.5% 1/30/27 $60,982 0.002% %RI1127A 893830BQ1 US893830BQ11 BM9Q4Y4 Ministry of Finance of the Russian Federation 5.1% 3/28/35(Reg. S) $60,925 0.002% %RUSS35S RU000A1006S9 BJ9SC78 Frontier Communications Holdings LLC 5% 5/1/28 $60,883 0.002% %FTR28A 35906ABF4 US35906ABF49 BMF4PS3 Endure Digital, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 4.25% 1/29/28 $60,838 0.002% %EITLB1 Axalta Coating Systems/Dutch Holding BV 4.75% 6/15/27 $60,817 0.002% %AXTA27A 05454NAA7 US05454NAA72 BM8HHD8 Synchrony Financial 3.95% 12/1/27 $60,793 0.002% %SYF27 87165BAM5 US87165BAM54 BD2BV19 New Fortress Energy, Inc. 6.75% 9/15/25 $60,776 0.002% %NFE25A 644393AA8 US644393AA81 BNGFXX3 Bank of America Corp. 6.25% $60,682 0.002% %BACP49 060505EH3 US060505EH35 BQQCCR2 DISH DBS Corp. 5.875% 11/15/24 $60,429 0.002% %DISH24 25470XAW5 US25470XAW56 BVRZ8M2 Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.875% 1/15/29 $60,329 0.002% %NGLS29A 87612BBN1 US87612BBN10 BL3FLF0 Anheuser-Busch InBev Finance, Inc. 3.65% 2/1/26 $60,269 0.002% %ABIBB26 035242AP1 US035242AP13 BYMLCJ1 Boyd Gaming Corp. 4.75% 6/15/31 $60,237 0.002% %BYD31A 103304BV2 US103304BV23 BMW1BG7 Petrobras Global Finance BV 8.75% 5/23/26 $60,165 0.002% %PETBR26 71647NAQ2 US71647NAQ25 BD96MP8 Molina Healthcare, Inc. 3.875% 11/15/30 $60,084 0.002% %MOH30A 60855RAK6 US60855RAK68 BMYKTN5 T-Mobile U.S.A., Inc. 3.875% 4/15/30 $60,053 0.002% %TMUS30 87264ABF1 US87264ABF12 BN0ZLW4 Ford Motor Credit Co. LLC 3.625% 6/17/31 $60,032 0.002% %F0631 345397B69 US345397B694 BL69ZM4 TerraForm Global, Inc. 6.125% 3/1/26 $59,996 0.002% %GLBL26A 88104UAC7 US88104UAC71 BF2FTK0 Emirate of Abu Dhabi 3.125% 9/30/49 $59,821 0.002% %ADGB49A 29135LAF7 US29135LAF76 BKS6G23 Sensata Technologies BV 4% 4/15/29 $59,779 0.002% %ST29A 81725WAK9 US81725WAK99 BNKFMN2 Starwood Property Trust, Inc. 4.75% 3/15/25 $59,765 0.002% %STWD25 85571BAL9 US85571BAL99 BYW54F3 Viking Cruises Ltd. 13% 5/15/25 $59,643 0.002% %VIK25A 92676XAE7 US92676XAE76 BMF6PS9

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

53 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL DCP Midstream Operating LP 5.625% 7/15/27 $59,560 0.002% %DCP27 23311VAJ6 US23311VAJ61 BLB2G81 Hologic, Inc. 3.25% 2/15/29 $59,435 0.002% %HOLX29A 436440AP6 US436440AP62 BL6L5L9 Barclays PLC 5.088% 6/20/30 $59,311 0.002% %BACR630 06738EBK0 US06738EBK01 BJMRXR9 Rabobank Nederland 4.375% 8/4/25 $59,254 0.002% %RABOB25 21684AAC0 US21684AAC09 BYW41H1 Fannie Mae 3% 15 Year $59,033 0.002% Ford Motor Co. 9.625% 4/22/30 $58,951 0.002% %F430 345370CX6 US345370CX67 BK8JJ23 Intesa Sanpaolo SpA 5.71% 1/15/26 $58,722 0.002% %ISPI26A 46115HAW7 US46115HAW79 BDFYVB5 The AES Corp. 3.3% 7/15/25 $58,599 0.002% %AES725A 00130HCB9 US00130HCB96 BLFLCW0 Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. 6% 12/31/30 $58,508 0.002% %TEP30A 87470LAJ0 US87470LAJ08 BMTS6Q6 Colombian Republic 5% 6/15/45 $58,327 0.002% %COLOM45 195325CU7 US195325CU73 BVHFBK1 Booz Allen Hamilton, Inc. 3.875% 9/1/28 $58,252 0.002% %BAH28A 09951LAA1 US09951LAA17 BKSH2Y0 Societe Generale 1.488% 12/14/26 $57,885 0.002% %SOC26A 83368RAZ5 US83368RAZ55 BMFYJJ2 The Williams Companies, Inc. 3.5% 11/15/30 $57,790 0.002% %WMB30 969457BX7 US969457BX79 BMF6PH8 Sysco Corp. 6.6% 4/1/50 $57,757 0.002% %SYY450 871829BN6 US871829BN62 BM5M5Q5 Magic MergerCo, Inc. 5.25% 5/1/28 $57,738 0.002% %MIK28A 55916AAA2 US55916AAA25 BN6JYK9 Morgan Stanley BAML Trust sequential payer Series 2017-C33 Class A4, 3.337% 5/15/50 $57,724 0.002% 61767CAU2 US61767CAU27 Transocean Sentry Ltd. 5.375% 5/15/23 $57,701 0.002% %RIGG23A 89385AAA3 US89385AAA34 BK5JH00 Rattler Midstream LP 5.625% 7/15/25 $57,540 0.002% %RTLR25A 75419TAA1 US75419TAA16 BN2SW95 Freddie Mac floater Series 2021-F113 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.220% 0.24% 5/25/28 $57,241 0.002% 3137H13L8 US3137H13L86 Petroleos Mexicanos 6.49% 1/23/27 $57,140 0.002% %PEME27 71654QDB5 US71654QDB59 BN2YTH0 Georgia Bank Joint Stock Co. 6% 7/26/23 $57,132 0.002% %BGEO23A 47973XAA9 US47973XAA90 BD82K20 Aimco Series 2019-10A Class A, 3 month U.S. LIBOR + 1.320% 1.5038% 7/22/32 $56,941 0.002% 00901AAA5 US00901AAA51 Tinkoff Credit Systems 9.25% (Reg. S) $56,936 0.002% %AKBHS XS1631338495 BYW5YM0 Antero Resources Corp. 7.625% 2/1/29 $56,934 0.002% %AR0129A 03674XAQ9 US03674XAQ97 BM8NG06 Marriott Ownership Resorts, Inc. 4.5% 6/15/29 $56,932 0.002% %VAC29A 57164PAH9 US57164PAH91 BMBMCS0 RP Escrow Issuer LLC 5.25% 12/15/25 $56,882 0.001% %RADP25A 74969PAA6 US74969PAA66 BM9PQH8 DaVita HealthCare Partners, Inc. 3.75% 2/15/31 $56,877 0.001% %DVA31A 23918KAT5 US23918KAT51 BMFBJQ0 Sabine Pass Liquefaction LLC 4.5% 5/15/30 $56,776 0.001% %SPLLL30 785592AX4 US785592AX43 BM8JPB8 Metinvest BV 7.75% 4/23/23 $56,773 0.001% %METI23A 591555AD9 US591555AD93 BFXXBK7 Camelot Finance SA 4.5% 11/1/26 $56,770 0.001% %CCC26A 13323AAB6 US13323AAB61 BKSGCW5 NatWest Markets PLC 2.375% 5/21/23 $56,672 0.001% %RBS23A 63906YAA6 US63906YAA64 BLBCZ06 Citigroup, Inc. 3.875% 3/26/25 $56,515 0.001% %C325 172967JL6 US172967JL61 BWFRDT9 Vine Energy Holdings LLC 6.75% 4/15/29 $56,484 0.001% %VENN29A 92735LAA0 US92735LAA08 BNTFHM7 Blackbird Capital Aircraft Series 2021-1A Class A,

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

54 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 2.443% 7/15/46 $56,463 0.001% 09229CAA7 US09229CAA71 Ashton Woods U.S.A. LLC/Ashton Woods Finance Co. 9.875% 4/1/27 $56,443 0.001% %ASHW27A 045086AH8 US045086AH86 BJ72CJ4 Match Group Holdings II LLC 4.125% 8/1/30 $56,418 0.001% %MTCH30A 57665RAL0 US57665RAL06 BLM1N20 BAMLL Commercial Mortgage Securities Trust sequential payer Series 2019-BPR Class AMP, 3.287% 11/5/32 $56,403 0.001% 05492PAQ1 US05492PAQ19 Tempur Sealy International, Inc. 4% 4/15/29 $56,378 0.001% %TPX29A 88023UAH4 US88023UAH41 BNNLLH4 Uruguay Republic 5.1% 6/18/50 $56,355 0.001% %URUGU50 760942BA9 US760942BA98 BNB7S17 Pine Street Trust II 5.568% 2/15/49 $56,333 0.001% %EQH49A 72284LAA7 US72284LAA70 BK1VHS8 Chesapeake Energy Corp. 5.875% 2/1/29 $56,164 0.001% %CHK29A 165167DG9 US165167DG90 BMCPTN2 Time Warner Cable LLC 4% 9/1/21 $55,858 0.001% %TWC921 88732JBA5 US88732JBA51 B4N1L82 Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd. 5.75% 1/20/26 $55,832 0.001% %HA26A 41984LAA5 US41984LAA52 BMGWDD7 GrafTech Finance, Inc. 4.625% 12/15/28 $55,806 0.001% %EAF28A 384311AA4 US384311AA42 BMHLJ35 Petroleos Mexicanos 4.875% 1/24/22 $55,763 0.001% %PEM0122 71654QBB7 US71654QBB77 B7WC8Q4 Joseph T. Ryerson & Son, Inc. 8.5% 8/1/28 $55,748 0.001% %RYI28A 48088LAB3 US48088LAB36 BLCGQH1 Go Daddy Operating Co. LLC / GD Finance Co., Inc. 5.25% 12/1/27 $55,727 0.001% %GDDY27A 38016LAA3 US38016LAA35 BJLPZ45 Barbados Government 6.5% 10/1/29 $55,707 0.001% %BARB29A 067070AH5 US067070AH54 BKKL6N7 AusNet Services Holdings Pty Ltd. 1.625% 3/11/81 (Reg. S) $55,598 0.001% %ANVA81S XS2308313860 BKQN541 Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.75% 1/15/28 $55,472 0.001% %AM28A 03690AAF3 US03690AAF30 BK60MT6 NRG Energy, Inc. 5.75% 1/15/28 $55,385 0.001% %NRG28 629377CE0 US629377CE03 BF5J772 Altice Financing SA 5% 1/15/28 $55,279 0.001% %ALTIC28 02154CAF0 US02154CAF05 BKP87R4 Teachers Insurance & Annuity Association of America 4.9% 9/15/44 $55,150 0.001% %TIAG44A 878091BD8 US878091BD86 BQVC9R6 Pacific Gas & Electric Co. 3.95% 12/1/47 $55,103 0.001% %PCG47 694308HY6 US694308HY69 BD24YZ3 Sunoco LP/Sunoco Finance Corp. 4.5% 5/15/29 $55,089 0.001% %SUN29A 86765LAR8 US86765LAR87 BMX5049 Columbia Cent CLO Ltd. / Columbia Cent CLO Corp. Series 2021-30A Class A1, 3 month U.S. LIBOR + 1.310% 1.534% 1/20/34 $55,061 0.001% 19736WAC4 US19736WAC47 Royal Caribbean Cruises Ltd. 11.5% 6/1/25 $55,009 0.001% %RCL25A 780153AZ5 US780153AZ50 BMFMWD1 Bank of America Corp. 3.5% 4/19/26 $54,979 0.001% %BA1226 06051GFX2 US06051GFX25 BYM7C88 Volkswagen International Finance NV 2.5%(Reg. S) $54,897 0.001% %VWHF49S XS1206540806 BWDPNY0 SEG Holding LLC/SEG Finance Corp. 5.625% 10/15/28 $54,838 0.001% %SEGH28A 78397KAA0 US78397KAA07 BLPJ503 CEC Entertainment LLC 6.75% 5/1/26 $54,832 0.001% %CEC26A 125137AC3 US125137AC31 BN96CG9 Uber Technologies, Inc. 6.25% 1/15/28 $54,818 0.001% %UBER28A 90353TAG5 US90353TAG58 BLN8YB6

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

55 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL CSC Holdings LLC 5% 11/15/31 $54,640 0.001% %CSCD31A 126307BK2 US126307BK24 BMY0YV8 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 4.75% 9/15/24 $54,593 0.001% %IEP924 451102BW6 US451102BW60 BLPTF92 Scripps Escrow, Inc. 5.875% 7/15/27 $54,457 0.001% %SSP27A 81104PAA7 US81104PAA75 BJ9NGK4 Credit Suisse Group Funding Guernsey Ltd. 3.8% 9/15/22 $54,316 0.001% %CS22 225433AH4 US225433AH43 BYVXP44 Mercer International, Inc. 5.125% 2/1/29 $54,246 0.001% %MERC29A 588056BA8 US588056BA87 BMXYFK7 Altice France SA 5.125% 1/15/29 $54,174 0.001% %SFRF29A 02156LAE1 US02156LAE11 BMG70Z3 Argentine Republic 0.125% 7/9/35 $54,173 0.001% %ARGE735 040114HT0 US040114HT09 BNC1788 Lincoln National Corp. 3.4% 1/15/31 $54,163 0.001% %LNC31 534187BK4 US534187BK40 BMWRFD0 Sprint Capital Corp. 6.875% 11/15/28 $53,905 0.001% %S28 852060AD4 US852060AD48 2327354 SeaWorld Parks & Entertainment, Inc. 9.5% 8/1/25 $53,865 0.001% %SEA725A 81282UAE2 US81282UAE29 BK9RMY9 Ventas Realty LP 3% 1/15/30 $53,847 0.001% %VTR30 92277GAU1 US92277GAU13 BKFV9M2 Freddie Mac floater Series 2021-F108 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.26% 2/25/31 $53,815 0.001% 3137FYUP9 US3137FYUP91 U.S. Renal Care, Inc. 10.625% 7/15/27 $53,792 0.001% %USRE27A 07335BAA4 US07335BAA44 BKF9DX5 United Mexican States 6.05% 1/11/40 $53,757 0.001% %MEX40 91086QAV0 US91086QAV05 B5VXTJ4 Kennedy-Wilson, Inc. 4.75% 3/1/29 $53,564 0.001% %KW29 489399AL9 US489399AL90 BMVHFJ7 Kennedy-Wilson, Inc. 5% 3/1/31 $53,499 0.001% %KW31 489399AM7 US489399AM73 BMVHFK8 Unum Group 5.75% 8/15/42 $53,375 0.001% %UNM42 91529YAJ5 US91529YAJ55 B89QQ28 Voya CLO Ltd./Voya CLO LLC Series 2020-3A Class A1, 3 month U.S. LIBOR + 1.300% 1.4883% 10/20/31 $53,352 0.001% 92918NAC1 US92918NAC11 UBS Group AG 7% (Reg. S) $53,134 0.001% %US49S CH0271428333 BVXZ4Q2 Cheniere Energy Partners LP 5.625% 10/1/26 $53,092 0.001% %CQP1026 16411QAD3 US16411QAD34 BK971Z3 Winnebago Industries, Inc. 6.25% 7/15/28 $53,092 0.001% %WGO28A 974637AC4 US974637AC45 BLSP252 Tronox, Inc. 4.625% 3/15/29 $53,003 0.001% %TROX29A 897051AC2 US897051AC29 BNQPRV9 Barclays PLC 2.852% 5/7/26 $52,987 0.001% %BACR526 06738EBL8 US06738EBL83 BKY6M29 NRG Energy, Inc. 3.625% 2/15/31 $52,971 0.001% %NRG31A 629377CR1 US629377CR16 BNM51T9 TTM Technologies, Inc. 4% 3/1/29 $52,917 0.001% %TTMI29A 87305RAK5 US87305RAK59 BMZB142 D.R. Horton, Inc. 2.6% 10/15/25 $52,850 0.001% %DHI25 23331ABN8 US23331ABN81 BLBMX57 Fannie Mae 3% 20 Year $52,814 0.001% DP World Crescent Ltd. 3.7495% 1/30/30 $52,769 0.001% %DPW30A 26139PAC7 US26139PAC77 BKTDQV2 Citigroup, Inc. 3.142% 1/24/23 $52,670 0.001% %C123 172967LV1 US172967LV16 BFMTXR7 Seaspan Corp. 6.5% 4/29/26 $52,548 0.001% %SSW26A NO0010981939 BN29JV9 Telecom Italia SpA 5.303% 5/30/24 $52,510 0.001% %TITI24A 87927YAA0 US87927YAA01 BMV1726 The AES Corp. 3.95% 7/15/30 $52,360 0.001% %AES730A 00130HCC7 US00130HCC79 BLFLDY9 Thunderbolt Aircraft Lease Ltd. Series 2018-A Class A, 4.147% 9/15/38 $52,346 0.001% 886065AA9 US886065AA93

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

56 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL KUEHG Corp. Tranche B 2LN, term loan 3 month U.S. LIBOR + 8.250% 9.25% 8/22/25 $52,292 0.001% %KNOLTL2 50118YAB5 US50118YAB56 Match Group Holdings II LLC 5.625% 2/15/29 $52,190 0.001% %MTCH29A 57665RAJ5 US57665RAJ59 BJMFJ86 Tegna, Inc. 5% 9/15/29 $52,185 0.001% %TGNA29A 87901JAH8 US87901JAH86 BMXC0P1 Rockland Park CLO Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.120% 1.12% 4/20/34 $52,153 0.001% 773663AA7 US773663AA73 Dominican Republic 4.875% 9/23/32 $52,107 0.001% %DOMR32A 25714PEF1 US25714PEF18 BNDPBP4 PT Adaro Indonesia 4.25% 10/31/24 $52,013 0.001% %ADRO24A 69368KAB2 US69368KAB26 BGXFHP7 CSC Holdings LLC 4.5% 11/15/31 $51,965 0.001% %CSC31A 126307BH9 US126307BH94 BMY0HH5 Emirate of Abu Dhabi 3.125% 4/16/30 $51,834 0.001% %ADGB30A 29135LAH3 US29135LAH33 BLGWDQ3 Berry Global, Inc. 4.5% 2/15/26 $51,830 0.001% %BERY26A 08576PAA9 US08576PAA93 BDT73B4 Aeroporti di Roma SPA 1.625% 2/2/29 (Reg. S) $51,761 0.001% %ADRI29S XS2265521620 BMYDJB2 Gypsum Management & Supply, Inc. 4.625% 5/1/29 $51,723 0.001% %GMS29A 36261NAA5 US36261NAA54 BKVKRH4 Citizens Financial Group, Inc. 2.638% 9/30/32 $51,642 0.001% %CFG32 174610AW5 US174610AW56 BMB63B2 Charles River Laboratories International, Inc. 4% 3/15/31 $51,384 0.001% %CRL31A 159864AJ6 US159864AJ65 BN6J2F0 Sabre GLBL, Inc. 9.25% 4/15/25 $51,379 0.001% %SABH25A 78573NAC6 US78573NAC65 BLF9945 Zayo Group Holdings, Inc. 6.125% 3/1/28 $51,291 0.001% %ZAYO28A 98919VAB1 US98919VAB18 BLBQF75 Verizon Communications, Inc. 4.862% 8/21/46 $51,131 0.001% %VZ46 92343VCK8 US92343VCK89 BWC4YL2 Scripps Escrow II, Inc. 3.875% 1/15/29 $51,119 0.001% %SSP29A 81105DAA3 US81105DAA37 BMB5SQ9 Alliant Holdings Intermediate LLC Tranche B3 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.25% 11/5/27 $50,978 0.001% %ATLB31 01881UAH8 US01881UAH86 Freddie Mac 3% 20 Year $50,715 0.001% Alfa Bond Issuance PLC 8% (Reg. S) $50,486 0.001% %ALFA49S XS1513741311 BD2ZK69 Flex Acquisition Co., Inc. 6.875% 1/15/25 $50,133 0.001% %FLXA25A 33936YAA3 US33936YAA38 BDHTRW1 Pike Corp. 5.5% 9/1/28 $50,133 0.001% %PIKE28A 721283AA7 US721283AA72 BLCWJR0 Wells Fargo & Co. 5.9% $50,022 0.001% %WFC49 949746RG8 US949746RG83 BLRVT50 KeHE Distributors LLC / KeHE Finance Corp. 8.625% 10/15/26 $49,772 0.001% %KEHE26A 487526AB1 US487526AB19 BKSY9Z1 Thunderbolt III Aircraft Lease Ltd. Series 2019-1 Class A, 3.671% 11/15/39 $49,708 0.001% 88607AAA7 US88607AAA79 Blackbird Capital Aircraft Series 2016-1A Class A, 4.213% 12/16/41 $49,638 0.001% 09228YAB8 US09228YAB83 Lamar Media Corp. 4.875% 1/15/29 $49,604 0.001% %LAMR29 513075BW0 US513075BW03 BLR6WM3 Morgan Stanley BAML Trust sequential payer Series 2016-C28 Class A3, 3.272% 1/15/49 $49,543 0.001% 61766LBR9 US61766LBR96 Delek Overriding Royalty Levia 7.494% 12/30/23 (Reg. S) $49,483 0.001% %DORL23A IL0011691354 BNHNJ50

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

57 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL AIA Group Ltd. 3.375% 4/7/30 $49,413 0.001% %AIA30A 00131LAJ4 US00131LAJ44 BM6JN50 Avient Corp. 5.75% 5/15/25 $49,388 0.001% %POL25A 73179PAM8 US73179PAM86 BKPD4Z6 Malaysian Government 4.762% 4/7/37 $49,358 0.001% %MGS37 MYBMX1700033 BYQJ0V9 Bank of America Corp. 3.3% 1/11/23 $49,311 0.001% %BAC123 06051GEU9 US06051GEU94 B799RR2 Energy Transfer LP 6% 6/15/48 $49,274 0.001% %ETP48 29278NAE3 US29278NAE31 BDFT2Z1 Vistra Operations Co. LLC 5.625% 2/15/27 $49,274 0.001% %VST27A 92840VAB8 US92840VAB80 BHQTTK2 BNP Paribas SA 2.219% 6/9/26 $49,129 0.001% %BNP626A 09659W2L7 US09659W2L77 BMB1C98 Cigna Corp. 4.375% 10/15/28 $49,097 0.001% %CI28 125523AH3 US125523AH38 BKPHS12 Toyota Motor Credit Corp. 2.9% 3/30/23 $49,006 0.001% %TOY0323 89236TGW9 US89236TGW99 BL66P36 MHC Commercial Mortgage Trust floater sequential payer Series 2021-MHC Class A, 1 month U.S. LIBOR + 0.800% 0.8738% 4/15/38 $49,002 0.001% 55316VAA2 US55316VAA26 Upstart Securitization Trust Series 2021-2 Class A, 0.91% 6/20/31 $48,987 0.001% 91680FAA0 US91680FAA03 Ford Motor Credit Co. LLC 5.584% 3/18/24 $48,939 0.001% %F1824 345397ZQ9 US345397ZQ92 BJH4V60 Capital One Financial Corp. 3.8% 1/31/28 $48,896 0.001% %COF128 14040HBW4 US14040HBW43 BFXS0V6 Teekay Corp. 9.25% 11/15/22 $48,850 0.001% %TK22A 87900YAF0 US87900YAF07 BK94J05 Jazz Securities DAC 4.375% 1/15/29 $48,748 0.001% %JAZZ29A 47216FAA5 US47216FAA57 BMB5FL3 TerraForm Power Operating LLC 4.25% 1/31/23 $48,739 0.001% %TER123A 88104LAC7 US88104LAC72 BD2BVB9 Anheuser-Busch InBev Worldwide, Inc. 4.75% 4/15/58 $48,668 0.001% %ABIBB58 035240AP5 US035240AP56 BFYT245 SABIC Capital II BV 4% 10/10/23 $48,241 0.001% %SABI23A 78520LAA8 US78520LAA89 BFY5JX1 Uniti Group LP / Uniti Group Finance, Inc. 4.75% 4/15/28 $48,203 0.001% %UNIT28A 91327BAB6 US91327BAB62 BNSM3M1 Turkish Republic 6.375% 10/14/25 $48,088 0.001% %TUREY25 900123CZ1 US900123CZ18 BJJRLW3 Brazilian Federative Republic 3.875% 6/12/30 $48,024 0.001% %BRAZ630 105756CC2 US105756CC23 BMBT2V4 Capital One Financial Corp. 2.6% 5/11/23 $47,836 0.001% %COF2023 14040HCD5 US14040HCD52 BMTQ2R3 Dominican Republic 6.875% 1/29/26 $47,820 0.001% %DOMR26A 25714PDJ4 US25714PDJ49 BZ82Z52 Epicor Software Corp. 2LN, term loan 3 month U.S. LIBOR + 7.750% 8.75% 7/31/28 $47,659 0.001% %EGLPTTL 29426NAQ7 US29426NAQ79 Sultanate of Oman 6.75% 1/17/48 $47,598 0.001% %OMAN48A 682051AJ6 US682051AJ69 BFWV2D2 Babson CLO Ltd./Cayman Islands Series 2020-1A Class A1, 3 month U.S. LIBOR + 1.400% 1.5838% 10/15/32 $47,537 0.001% 06762LAA6 US06762LAA61 Service Corp. International 5.125% 6/1/29 $47,536 0.001% %SCI29 817565CE2 US817565CE22 BK62T02 Azul Investments LLP 5.875% 10/26/24 $47,521 0.001% %AZUL27A 05502FAA6 US05502FAA66 BD5ZQ80 VICI Properties, Inc. 3.75% 2/15/27 $47,460 0.001% %VIVI27A 92564RAD7 US92564RAD70 BKMH5X6 Alliant Holdings Intermediate LLC Tranche B-2 1LN, term loan 3 month U.S. LIBOR + 3.250% 3.3543% 5/9/25 $47,388 0.001% %ALNTTLB 01881UAF2 US01881UAF21 Omega Healthcare Investors, Inc. 4.75% 1/15/28 $47,384 0.001% %OHI28 681936BK5 US681936BK50 BDVPZZ4

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

58 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Indonesian Republic 4.1% 4/24/28 $47,363 0.001% %IND428 455780CF1 US455780CF11 BZ57H43 Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp. 4.625% 6/1/28 $47,340 0.001% %UNSE28A 019579AA9 US019579AA90 BMVXSB8 Ford Motor Credit Co. LLC 2.9% 2/16/28 $47,267 0.001% %F228 345397B51 US345397B512 BMT9FQ2 Nostrum Oil & Gas Finance BV 8% 7/25/22 $47,218 0.001% %ZHAI22A 66978CAB8 US66978CAB81 BDC3R40 Embraer Netherlands Finance BV 5.05% 6/15/25 $47,173 0.001% %EMBRB25 29082HAA0 US29082HAA05 BZ0D371 Petkim Petrokimya Holding A/S 5.875% 1/26/23 $47,088 0.001% %PETK23A 71638YAA4 US71638YAA47 BDT7392 Madison Park Funding Ltd. Series 2019-37A Class A1, 3 month U.S. LIBOR + 1.300% 1.4838% 7/15/32 $47,085 0.001% 55817EAA4 US55817EAA47 Synchrony Financial 4.25% 8/15/24 $46,896 0.001% %SYF824 87165BAD5 US87165BAD55 BPYKS06 Liberty Mutual Group, Inc. 4.569% 2/1/29 $46,851 0.001% %LIBM29A 53079EBG8 US53079EBG89 BHWZ164 Park Aerospace Holdings Ltd. 5.5% 2/15/24 $46,809 0.001% %AVOL24A 70014LAB6 US70014LAB62 BYYHBM3 Barclays PLC 4.375% 1/12/26 $46,807 0.001% %BACR126 06738EAN5 US06738EAN58 BD0SY79 B2W Digital Lux SARL 4.375% 12/20/30 $46,775 0.001% %BTOW30A 05609AAA9 US05609AAA97 BLH34P1 Omega Healthcare Investors, Inc. 5.25% 1/15/26 $46,734 0.001% %OHI26 681936BH2 US681936BH22 BDG12R8 Pine Street Trust I 4.572% 2/15/29 $46,501 0.001% %EQH29A 722844AA5 US722844AA56 BJLJG99 United Natural Foods, Inc. 6.75% 10/15/28 $46,254 0.001% %UNFI28A 911163AA1 US911163AA17 BMV3XY6 BX Trust floater Series 2019-XL Class E, 1 month U.S. LIBOR + 1.800% 1.873% 10/15/36 $46,220 0.001% 056054AH2 US056054AH24 Emirate of Abu Dhabi 3.875% 4/16/50 $46,213 0.001% %ADGB50A 29135LAJ9 US29135LAJ98 BLGWDR4 Fannie Mae 5% 30 Year $46,207 0.001% Sunoco LP/Sunoco Finance Corp. 5.5% 2/15/26 $46,127 0.001% %SUN26 86765LAL1 US86765LAL18 BG4PWB7 Toyota Motor Credit Corp. 3% 4/1/25 $46,077 0.001% %TOYOA25 89236TGX7 US89236TGX72 BL66P14 Adecoagro SA 6% 9/21/27 $45,894 0.001% %AGRO27A 00676LAA4 US00676LAA44 BZ01ZS0 Bermuda Government 3.717% 1/25/27 $45,799 0.001% %BERM27 085209AD6 US085209AD62 BYM4ZL3 Freddie Mac floater Series 2021-F109 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.240% 0.2593% 3/25/31 $45,661 0.001% 3137FYUT1 US3137FYUT14 Province of Santa Fe 7% 3/23/23 $45,633 0.001% %PRSF23A 74409AAC3 US74409AAC36 BDT7CR3 Ovintiv Exploration, Inc. 5.625% 7/1/24 $45,546 0.001% %NFX24 651290AQ1 US651290AQ17 B8HLLX1 Molina Healthcare, Inc. 4.375% 6/15/28 $45,426 0.001% %MOH28A 60855RAJ9 US60855RAJ95 BMXTM34 Brazilian Federative Republic 7.125% 1/20/37 $45,420 0.001% %BRZ37DT 105756BK5 US105756BK57 B0WG975 Voya CLO Ltd. Series 2019-2A Class A, 3 month U.S. LIBOR + 1.270% 1.4583% 7/20/32 $45,388 0.001% 92917RAC3 US92917RAC34 Tanger Properties LP 3.875% 7/15/27 $45,233 0.001% %SKT27 875484AK3 US875484AK30 BD97M39 Bausch Health Companies, Inc. 9% 12/15/25 $45,197 0.001% %VRX25A 91911KAP7 US91911KAP75 BZ3ZWN3 Netflix, Inc. 4.875% 6/15/30 $45,186 0.001% %NFLX30A 64110LAV8 US64110LAV80 BKM1GZ7 BX Commercial Mortgage Trust floater Series 2021-VINO Class A, 1 month U.S. LIBOR + 0.650%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

59 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 0.7253% 5/15/38 $45,180 0.001% 05608KAA8 US05608KAA88 Micron Technology, Inc. 2.497% 4/24/23 $45,151 0.001% %MU23 595112BR3 US595112BR36 BMVM7D0 LIFE Mortgage Trust floater Series 2021-BMR Class A, 1 month U.S. LIBOR + 0.700% 0.773% 3/15/38 $44,973 0.001% 53218CAA8 US53218CAA80 C&S Group Enterprises LLC 5% 12/15/28 $44,841 0.001% %CSWH28A 12467AAF5 US12467AAF57 BNDS0F6 JD.com, Inc. 3.375% 1/14/30 $44,827 0.001% %JD30 47215PAE6 US47215PAE60 BL3BPR8 Air Lease Corp. 3.375% 7/1/25 $44,729 0.001% %AL25 00914AAH5 US00914AAH59 BL57W28 Air Lease Corp. 4.25% 2/1/24 $44,696 0.001% %AL224 00914AAA0 US00914AAA07 BHXD2B9 Itau Unibanco Holding SA 6.125% $44,690 0.001% %ITAU99A 46556UAB0 US46556UAB08 BYX59M4 Petrobras Global Finance BV 6.875% 1/20/40 $44,539 0.001% %PBR40 71645WAQ4 US71645WAQ42 B57YS94 Voya Series 2020-1A Class A, 3 month U.S. LIBOR + 1.700% 1.8836% 7/16/31 $44,489 0.001% 92918EAA5 US92918EAA55 Anheuser-Busch InBev Worldwide, Inc. 5.45% 1/23/39 $44,464 0.001% %ABIB139 03523TBU1 US03523TBU16 BJ52177 Brandywine Operating Partnership LP 4.55% 10/1/29 $44,435 0.001% %BDN29 105340AP8 US105340AP80 BGGG8Y3 Madison Park Funding L Ltd. / Madison Park Funding L LLC Series 2021-50A Class A, 3 month U.S. LIBOR + 1.140% 1.3358% 4/19/34 $44,393 0.001% 55821FAA5 US55821FAA57 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 4.875% 1/16/24 $44,365 0.001% %AER24 00774MAK1 US00774MAK18 BJ791D2 SRS Distribution, Inc. 4.625% 7/1/28 $44,312 0.001% %SRSD28A 78471RAB2 US78471RAB24 BMXXL95 Corporacion Nacional del Cobre de Chile (Codelco) 3.7% 1/30/50 $44,084 0.001% %CDEL50A 21987BBA5 US21987BBA52 BKPGX69 Centene Corp. 5.375% 8/15/26 $44,046 0.001% %CNC126A 15135BAM3 US15135BAM37 BKWF303 Madison Park Funding XLV Ltd./Madison Park Funding XLV LLC Series 2020-45A Class A, 3 month U.S. LIBOR + 1.650% 1.8338% 7/15/31 $43,987 0.001% 55820BAA5 US55820BAA52 Twilio, Inc. 3.875% 3/15/31 $43,987 0.001% %TWLO31 90138FAD4 US90138FAD42 BMWG1R3 Occidental Petroleum Corp. 5.875% 9/1/25 $43,986 0.001% %OXY825 674599EB7 US674599EB77 BKSGZJ3 Peruvian Republic 6.95% 8/12/31 $43,984 0.001% %PERU31 PEP01000C4G7 B6797W2 The AES Corp. 1.375% 1/15/26 $43,887 0.001% %AESS26A 00130HCD5 US00130HCD52 BMCMZQ8 Nesco Holdings II, Inc. 5.5% 4/15/29 $43,870 0.001% %NSCO29A 64083YAA9 US64083YAA91 BLNB084 Polish Government 1.25% 10/25/30 $43,813 0.001% %POL1030 PL0000112736 BM9GGQ0 Petrobras Global Finance BV 6.75% 6/3/50 $43,686 0.001% %PETBR50 71647NBG3 US71647NBG34 BMX3612 Freddie Mac 3.5% 15 Year $43,683 0.001% Entercom Media Corp. 6.75% 3/31/29 $43,612 0.001% %CBSR29A 29365DAB5 US29365DAB55 BNG5B40 Niagara Park CLO, Ltd. Series 2019-1A Class A, 3 month U.S. LIBOR + 1.300% 1.4898% 7/17/32 $43,540 0.001% 65357LAA3 US65357LAA35 Ares XLI CLO Ltd. / Ares XLI CLO LLC Series 2021-41A Class AR2, 3 month U.S. LIBOR + 1.070%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

60 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 1.6679% 4/15/34 $43,526 0.001% 04016DAS4 US04016DAS45 NCR Corp. 5.125% 4/15/29 $43,467 0.001% %NCR29A 62886EBA5 US62886EBA55 BL6KR10 BX Trust floater, sequential payer Series 2019-IMC Class A, 1 month U.S. LIBOR + 1.000% 1.073% 4/15/34 $43,451 0.001% 05608BAA8 US05608BAA89 The Oil and Gas Holding Co. 7.5% 10/25/27 $43,389 0.001% %OILG27A 67778M2A7 US67778M2A78 BF2K808 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 2.875% 8/14/24 $43,289 0.001% %AER824 00774MAM7 US00774MAM73 BK20BV5 Howmet Aerospace, Inc. 5.95% 2/1/37 $43,249 0.001% %AA37 013817AK7 US013817AK77 B1P7358 Natura Cosmeticos SA 4.125% 5/3/28 $43,207 0.001% %NATU28A 63883KAB1 US63883KAB17 BMF4F27 Antofagasta PLC 2.375% 10/14/30 $43,158 0.001% %ANTO30A 03718NAA4 US03718NAA46 BMDZ1H9 SBA Tower Trust Series 2019, 2.836% 1/15/50 $43,131 0.001% 78403DAN0 US78403DAN03 BJYPQ61 Madison IAQ LLC 4.125% 6/30/28 $43,051 0.001% %MADI28A 55760LAA5 US55760LAA52 BM9PWZ8 KLX Energy Services Holdings, Inc. 11.5% 11/1/25 $43,037 0.001% %KLXE25A 48253LAA4 US48253LAA44 BGNVW50 Brixmor Operating Partnership LP 4.125% 6/15/26 $43,035 0.001% %BRX26 11120VAC7 US11120VAC72 BD203J8 IQVIA, Inc. 5% 10/15/26 $43,010 0.001% %RX26A 449934AD0 US449934AD05 BD91587 VLS Commercial Mortgage Trust sequential payer Series 2020-LAB Class A, 2.13% 10/10/42 $42,968 0.001% 92858TAA4 US92858TAA43 BX Trust floater sequential payer Series 2021-SOAR Class A, 0.77% 6/15/38 $42,907 0.001% 05608WAA2 US05608WAA27 Arab Republic of Egypt 8.5% 1/31/47 $42,885 0.001% %EGYP47A 038461AM1 US038461AM14 BDG6ZJ6 The Walt Disney Co. 3.8% 5/13/60 $42,826 0.001% %DIS60 254687GA8 US254687GA88 BMDWGW0 Eaton Vance CLO, Ltd. Series 2020-2A Class A1, 3 month U.S. LIBOR + 1.370% 1.5538% 10/15/32 $42,780 0.001% 27829PAA4 US27829PAA49 Freddie Mac floater Series 2021-F110 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.240% 0.2593% 3/25/31 $42,753 0.001% 3137FYZC3 US3137FYZC34 Turkish Republic 4.75% 1/26/26 $42,687 0.001% %TUKY26 900123DB3 US900123DB31 BMDJ3V9 Affiliated Managers Group, Inc. 3.5% 8/1/25 $42,672 0.001% %AMG825 008252AN8 US008252AN84 BVXC612 TripAdvisor, Inc. 7% 7/15/25 $42,670 0.001% %TRIP25A 896945AA0 US896945AA07 BMVZ8T2 Quicken Loans LLC 5.25% 1/15/28 $42,636 0.001% %QUIC28A 74840LAB8 US74840LAB80 BF3VY24 EQT Corp. 3.625% 5/15/31 $42,579 0.001% %EQT31A 26884LAN9 US26884LAN91 BMYY681 WP Carey, Inc. 4% 2/1/25 $42,547 0.001% %WPC25 92936UAC3 US92936UAC36 BVL8SC7 VTR Comunicaciones SpA 5.125% 1/15/28 $42,536 0.001% %VTR128A 918367AA1 US918367AA16 BMB3MW7 El Salvador Republic 7.75% 1/24/23 $42,506 0.001% %ELSA23 283875AK8 US283875AK83 2044017 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 6.375% 12/15/25 $42,504 0.001% %IEP25 451102BQ9 US451102BQ92 BF0VDZ3 Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 4.464% 7/23/22 $42,443 0.001% %CHR22 161175BB9 US161175BB96 BDFF420

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

61 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL New Home Co., Inc. 7.25% 10/15/25 $42,401 0.001% %NWHM25A 645370AC1 US645370AC18 BMH6DT4 Retail Properties America, Inc. 4% 3/15/25 $42,384 0.001% %RPAI25 76131VAA1 US76131VAA17 BXVMCZ4 SPA Holdings 3 OY 4.875% 2/4/28 $42,346 0.001% %AHLMUNA 84612JAA0 US84612JAA07 BNT2MT0 GE Capital Funding LLC 4.4% 5/15/30 $42,335 0.001% %GE0530 36166NAJ2 US36166NAJ28 BMBV5J9 Freddie Mac 4% 20 Year $42,278 0.001% Vedanta Resources PLC 6.375% 7/30/22 $42,138 0.001% %VEDL22A 92241TAK8 US92241TAK88 BD31JP8 Ziggo BV 4.875% 1/15/30 $42,108 0.001% %ZIGG30A 98955DAA8 US98955DAA81 BK73JD7 Milos CLO, Ltd. Series 2020-1A Class AR, 3 month U.S. LIBOR + 1.070% 1.2583% 10/20/30 $42,032 0.001% 60162PAE2 US60162PAE25 Omega Healthcare Investors, Inc. 3.625% 10/1/29 $41,978 0.001% %OHI29 681936BL3 US681936BL34 BKXCFB8 Bristol Park CLO, Ltd. Series 2020-1A Class AR, 3 month U.S. LIBOR + 0.990% 1.1738% 4/15/29 $41,917 0.001% 11014PAJ4 US11014PAJ49 WF-RBS Commercial Mortgage Trust sequential payer Series 2014-C24 Class A4, 3.343% 11/15/47 $41,872 0.001% 92939KAD0 US92939KAD00 EQT Corp. 3.125% 5/15/26 $41,853 0.001% %EQT526A 26884LAM1 US26884LAM19 BMYY692 Emirates NBD Bank PJSC 6.125% (Reg. S) $41,838 0.001% %EBIU99S XS1964681610 BFY8SB1 Twilio, Inc. 3.625% 3/15/29 $41,782 0.001% %TWLO29 90138FAC6 US90138FAC68 BMWG1Q2 Ferrellgas LP/Ferrellgas Finance Corp. 5.375% 4/1/26 $41,781 0.001% %FGP26A 315289AA6 US315289AA69 BLGZL35 SCIH Salt Holdings, Inc. 6.625% 5/1/29 $41,779 0.001% %USSA29A 78433BAB4 US78433BAB45 BMHVCD6 The Walt Disney Co. 3.6% 1/13/51 $41,756 0.001% %DIS51 254687FZ4 US254687FZ49 BMDHPZ1 Sonic Automotive, Inc. 6.125% 3/15/27 $41,660 0.001% %SAH27 83545GBC5 US83545GBC50 BF4BMJ6 Barings CLO Ltd. Series 2021-4A Class A, 3 month U.S. LIBOR + 1.220% 1.444% 1/20/32 $41,563 0.001% 06762BAC4 US06762BAC46 MicroStrategy, Inc. 6.125% 6/15/28 $41,556 0.001% %MSTR28A 594972AF8 US594972AF82 BMF0DL0 Petroleos Mexicanos 3.5% 1/30/23 $41,551 0.001% %PEME123 71654QBG6 US71654QBG64 BD5JSL9 Intelsat Jackson Holdings SA 8.5% 10/15/24 $41,541 0.001% %INT924A 45824TBA2 US45824TBA25 BGLRLW0 AIMCO CLO Ltd. Series 2021-12A Class A, 3 month U.S. LIBOR + 1.210% 1.4356% 1/17/32 $41,484 0.001% 00140LAB0 US00140LAB09 Kingdom of Saudi Arabia 2.25% 2/2/33 $41,481 0.001% %KSAM33A 80413TAV1 US80413TAV17 BMFGVY7 Cogent Communications Group, Inc. 3.5% 5/1/26 $41,277 0.001% %CCOI26A 19240CAC7 US19240CAC73 BMD54K3 Columbia Cent CLO 31 Ltd. Series 2021-31A Class A1, 3 month U.S. LIBOR + 1.200% 1.3474% 4/20/34 $41,174 0.001% 19737LAC7 US19737LAC72 Tengizchevroil Finance Co. International Ltd. 3.25% 8/15/30 $41,040 0.001% %TENG30A 88034QAC1 US88034QAC15 BLCBBZ9 T-Mobile U.S.A., Inc. 3.75% 4/15/27 $41,011 0.001% %TMU427 87264ABD6 US87264ABD63 BN79ZV6 FMG Resources (August 2006) Pty Ltd. 4.375% 4/1/31 $40,939 0.001% %FMGA31A 30251GBC0 US30251GBC06 BMGJ9V8 Ford Motor Credit Co. LLC 4% 11/13/30 $40,918 0.001% %F1130 345397B36 US345397B363 BMX50B6 Castlelake Aircraft Securitization Trust Series

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

62 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 2019-1A Class A, 3.967% 4/15/39 $40,915 0.001% 14855MAA6 US14855MAA62 United Mexican States 3.25% 4/16/30 $40,832 0.001% %MEX430 91087BAH3 US91087BAH33 BKWHS26 Diamond Sports Group LLC/Diamond Sports Finance Co. 6.625% 8/15/27 $40,819 0.001% %DSPO27A 25277LAC0 US25277LAC00 BKKGCN4 Turkish Republic 4.25% 3/13/25 $40,784 0.001% %TRKY25 900123CX6 US900123CX69 BKTVYS9 Eaton Vance CLO, Ltd. Series 2020-1A Class A, 3 month U.S. LIBOR + 1.650% 1.8338% 10/15/30 $40,752 0.001% 278300AA6 US278300AA64 United Mexican States 3.75% 1/11/28 $40,682 0.001% %MEX28 91087BAE0 US91087BAE02 BYWP538 CANPACK SA and Eastern PA Land Investment Holding LLC 3.125% 11/1/25 $40,670 0.001% %CANP25A 13805AAA5 US13805AAA51 BMTW6C4 WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 $40,661 0.001% %WASM26A 93710WAA3 US93710WAA36 BMZ1012 Central Garden & Pet Co. 4.125% 10/15/30 $40,620 0.001% %CENT30 153527AN6 US153527AN61 BMHY6S8 Peachtree Corners Funding Trust 3.976% 2/15/25 $40,562 0.001% %VOYA25A 70466WAA7 US70466WAA71 BWC0GQ9 Voya CLO Ltd./Voya CLO LLC Series 2020-2A Class A1, 3 month U.S. LIBOR + 1.600% 1.7898% 7/19/31 $40,552 0.001% 92918HAA8 US92918HAA86 Ford Motor Credit Co. LLC 3.375% 11/13/25 $40,506 0.001% %F112025 345397B28 US345397B280 BMWS436 TerraForm Power Operating LLC 5% 1/31/28 $40,478 0.001% %TERP28A 88104LAE3 US88104LAE39 BD2BVC0 Centene Corp. 2.45% 7/15/28 $40,369 0.001% %CNC628 15135BAY7 US15135BAY74 BLH04G3 Banco Mercantil del Norte SA 6.875% $40,349 0.001% %BANO99A 05962GAH2 US05962GAH20 BYVX8T0 Sasol Financing U.S.A. LLC 4.375% 9/18/26 $40,341 0.001% %SASOL26 80386WAC9 US80386WAC91 BNDK007 Flatiron CLO Ltd. / Flatiron CLO LLC Series 2020-1A Class A, 3 month U.S. LIBOR + 1.300% 1.4553% 11/20/33 $40,314 0.001% 33883MAA2 US33883MAA27 Israeli State 3.375% 1/15/50 $40,301 0.001% %ISRAE50 46513JXN6 US46513JXN61 BL2FJH9 The Williams Companies, Inc. 3.7% 1/15/23 $40,225 0.001% %WMB23 969457BU3 US969457BU31 B956HF9 Regency Centers LP 3.7% 6/15/30 $40,187 0.001% %REG30 75884RBA0 US75884RBA05 BM8RKP1 Nielsen Co. SARL (Luxembourg) 5% 2/1/25 $40,186 0.001% %NLSN25A 65410CAC4 US65410CAC47 BD7F923 Dominican Republic 5.95% 1/25/27 $40,155 0.001% %DOMR27A 25714PDT2 US25714PDT21 BD85Y27 Ministry of Finance of the Russian Federation 4.375% 3/21/29(Reg. S) $40,146 0.001% %RUS329S RU000A0ZYYN4 BD4B195 Superior Plus LP / Superior General Partner, Inc. 4.5% 3/15/29 $40,113 0.001% %SPBC29A 86828LAC6 US86828LAC63 BKQMZJ3 Flatiron CLO Ltd. Series 2019-1A Class A, 3 month U.S. LIBOR + 1.320% 1.4759% 11/16/32 $40,107 0.001% 33883JAB7 US33883JAB70 Hess Corp. 7.875% 10/1/29 $39,973 0.001% %AHC29 023551AF1 US023551AF16 2517638 Occidental Petroleum Corp. 4.4% 4/15/46 $39,915 0.001% %OXY46 674599CJ2 US674599CJ22 BDBFN16 CF Hippolyta Issuer LLC sequential payer Series 2020-1 Class A2, 1.99% 7/15/60 $39,913 0.001% 12530MAB1 US12530MAB19 Brandywine Operating Partnership LP 3.95% 2/15/23 $39,848 0.001% %BDN23 105340AM5 US105340AM59 B95BD01

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

63 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL ENN Clean Energy International Investment Ltd. 3.375% 5/12/26 $39,821 0.001% %VEYO26A 268733AA0 US268733AA05 BNXLXC3 Ukraine Government 7.75% 9/1/22 $39,781 0.001% %UK22TMP 903724AP7 US903724AP76 BZ09DS0 The Coca-Cola Co. 3.375% 3/25/27 $39,707 0.001% %KO2027 191216CR9 US191216CR95 BLTZ808 Ares CLO Ltd. Series 2020-58A Class A, 3 month U.S. LIBOR + 1.220% 1.4558% 1/15/33 $39,681 0.001% 04018AAC3 US04018AAC36 Hilton Domestic Operating Co., Inc. 3.75% 5/1/29 $39,573 0.001% %HLT29A 432833AJ0 US432833AJ07 BNDLGY6 DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/47 $39,529 0.001% 233046AF8 US233046AF89 BFBM5P9 Hilton Domestic Operating Co., Inc. 4% 5/1/31 $39,529 0.001% %HLT31A 432833AL5 US432833AL52 BNDLGZ7 Ecuador Republic 0.5% 7/31/30 $39,489 0.001% %ECU30A XS2214238102 BMGR2B3 Synchrony Financial 4.375% 3/19/24 $39,360 0.001% %SYF24 87165BAN3 US87165BAN38 BJQ1Y74 Telesat Canada/Telesat LLC 6.5% 10/15/27 $39,243 0.001% %TELS27A 87952VAM8 US87952VAM81 BKDN9P3 Cent CLO Ltd. / Cent CLO Series 2020-29A Class A1N, 3 month U.S. LIBOR + 1.700% 1.8883% 7/20/31 $39,239 0.001% 197363AA2 US197363AA29 Valvoline, Inc. 4.25% 2/15/30 $39,228 0.001% %VVV30A 92047WAD3 US92047WAD39 BLK7847 Ministry of Finance of the Russian Federation 5.25% 6/23/47 $39,219 0.001% %RUSS47A RU000A0JXU22 BF4TXT7 OI European Group BV 4% 3/15/23 $39,122 0.001% %OI323A 67777LAC7 US67777LAC72 BD1DFC5 Brixmor Operating Partnership LP 4.125% 5/15/29 $39,118 0.001% %BRX029 11120VAH6 US11120VAH69 BJCX1Y0 Energy Transfer LP 5% 5/15/50 $39,015 0.001% %ETP50 29278NAR4 US29278NAR44 BL3BQC0 Stericycle, Inc. 3.875% 1/15/29 $38,986 0.001% %SRCL29A 858912AG3 US858912AG34 BMX5072 Republic of Kenya 7% 5/22/27 $38,864 0.001% %KENI27A 491798AJ3 US491798AJ30 BK5XNB5 Albertsons Companies LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC 3.5% 3/15/29 $38,858 0.001% %ACI29A 013092AG6 US013092AG61 BKPMPR2 HCA Holdings, Inc. 5.875% 2/1/29 $38,853 0.001% %HCA29 404119BW8 US404119BW86 BFMY0T3 Morgan Stanley 3.125% 7/27/26 $38,804 0.001% %MS726 61761J3R8 US61761J3R84 BYV6G28 NBM U.S. Holdings, Inc. 6.625% 8/6/29 $38,783 0.001% %MRFGB29 62877VAB7 US62877VAB71 BK971X1 NAK Naftogaz Ukraine 7.375% 7/19/22 (Reg. S) $38,781 0.001% %NAFT22S XS2027393938 BJJZMG8 Ukraine Government 7.253% 3/15/33 $38,767 0.001% %UKRA33A 903724BY7 US903724BY74 BMQ6696 Republic of Benin 4.875% 1/19/32 $38,764 0.001% %BENI32A XS2278994681 BMT9HR7 Romanian Republic 3% 2/14/31 $38,743 0.001% %ROMA31A 77586RAH3 US77586RAH30 BMW0XS0 Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 10.75% 6/1/28 $38,736 0.001% %NWEF28A 667449AA0 US667449AA03 BMHJRR9 Usiminas International SARL 5.875% 7/18/26 $38,673 0.001% %USIM26A 91734JAA8 US91734JAA88 BK77D48 Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 $38,670 0.001% %DSPO26A 25277LAA4 US25277LAA44 BKKGCH8 Comstock Resources, Inc. 5.875% 1/15/30 $38,633 0.001% %CRK30A 205768AT1 US205768AT12 BNKCJP4 Ares LV CLO Ltd. Series 2021-55A Class A1R, 3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

64 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL month U.S. LIBOR + 1.130% 0% 7/15/34 $38,534 0.001% 04018BAL1 US04018BAL18 Arconic Corp. 6% 5/15/25 $38,468 0.001% %ARNC25A 03966VAB3 US03966VAB36 BKX7YM7 Credit Suisse Group AG 3.75% 3/26/25 $38,445 0.001% %CS25 225433AC5 US225433AC55 BYYCFP9 Bank of America Corp. 4.2% 8/26/24 $38,283 0.001% %BAC0824 06051GFH7 US06051GFH74 BQ8NSJ7 CEMEX S.A.B. de CV 5.125% $38,209 0.001% %CEME99A 151290CA9 US151290CA97 BMJ1JS8 Liquid Telecommunications Financing PLC 5.5% 9/4/26 $38,185 0.001% %LIQT26A 536333AB3 US536333AB32 BNRKDB5 Jordanian Kingdom 4.95% 7/7/25 $38,147 0.001% %JORD25A 418097AK7 US418097AK79 BMHKZ78 EnfraGen Energia Sur SA 5.375% 12/30/30 $38,119 0.001% %ENFG30A 29280LAA1 US29280LAA17 BN47HT5 Occidental Petroleum Corp. 6.2% 3/15/40 $38,093 0.001% %OXY40 674599DJ1 US674599DJ13 BJCRNM4 Delek Logistics Partners LP 7.125% 6/1/28 $38,080 0.001% %DKL28A 24665FAC6 US24665FAC68 BMXXLD9 BAMLL Commercial Mortgage Securities Trust floater sequential payer Series 2020-JGDN Class A, 1 month U.S. LIBOR + 2.750% 2.823% 11/15/30 $38,000 0.001% 05493DAA2 US05493DAA28 Oracle Corp. 3.85% 4/1/60 $37,955 0.001% %ORCL60 68389XBY0 US68389XBY04 BM5M639 Republic of Kenya 6.875% 6/24/24 $37,929 0.001% %KENI24A 491798AE4 US491798AE43 BNG7Y70 Magnetite XXIX, Ltd. / Magnetite XXIX LLC Series 2021-29A Class A, 3 month U.S. LIBOR + 0.990% 1.0944% 1/15/34 $37,912 0.001% 55955KAA2 US55955KAA25 Discover Financial Services 4.5% 1/30/26 $37,906 0.001% %DFS126 254709AP3 US254709AP32 BHWF829 CEDF Series 2021-6A Class ARR, 3 month U.S. LIBOR + 1.050% 1.2383% 4/20/34 $37,902 0.001% 15032DAR2 US15032DAR26 Oleoducto Central SA 4% 7/14/27 $37,855 0.001% %OCEN27A 680617AC1 US680617AC18 BN4CG48 Ivory Coast 5.875% 10/17/31 $37,850 0.001% %IVYC31A XS2064786838 BHR40G9 Oracle Corp. 2.8% 4/1/27 $37,834 0.001% %ORCL427 68389XBU8 US68389XBU81 BM5J9Z3 Freddie Mac floater Series 2021-F111 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.240% 0.2593% 3/25/31 $37,808 0.001% 3137H0H27 US3137H0H270 JBS U.S.A. Food Co. 7% 1/15/26 $37,717 0.001% %JBSS26A 46650CAA7 US46650CAA71 BGL1L44 ADES International Holding Ltd. 8.625% 4/24/24 $37,716 0.001% %ADES24A XS1979294482 BJLSTN1 Trivium Packaging Finance BV 5.5% 8/15/26 $37,675 0.001% %TRIV26A 89686QAA4 US89686QAA40 BK0YKJ0 Oracle Corp. 2.95% 4/1/30 $37,657 0.001% %ORL2030 68389XBV6 US68389XBV64 BM5JB13 Oracle Corp. 3.6% 4/1/40 $37,629 0.001% %ORCLL40 68389XBW4 US68389XBW48 BM5M628 PBF Holding Co. LLC/PBF Finance Corp. 7.25% 6/15/25 $37,628 0.001% %PBFEN25 69318FAG3 US69318FAG37 BF2VZB1 The GEO Group, Inc. 5.125% 4/1/23 $37,561 0.001% %GEO23 36159RAG8 US36159RAG83 BFTX048 Brandywine Operating Partnership LP 4.1% 10/1/24 $37,509 0.001% %BDN1024 105340AN3 US105340AN33 BYZZ5W4 Oracle Corp. 2.5% 4/1/25 $37,478 0.001% %ORCL425 68389XBT1 US68389XBT19 BM5JB35 Wolverine Escrow LLC 8.5% 11/15/24 $37,476 0.001% %WAIR24 97789LAC0 US97789LAC00 BJXCLZ7

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

65 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL HSBC Holdings PLC 2.099% 6/4/26 $37,334 0.001% %HSBC626 404280CG2 US404280CG21 BMXNKB0 Emergent BioSolutions, Inc. 3.875% 8/15/28 $37,332 0.001% %EBS30A 29089QAC9 US29089QAC96 BMDNMS1 Ceridian HCM Holding, Inc. Tranche B, term loan 3 month U.S. LIBOR + 2.500% 2.5944% 4/30/25 $37,276 0.001% %CENTLB 15677GAF1 US15677GAF19 GENM Capital Labuan Ltd. 3.882% 4/19/31 $37,146 0.001% %GENM31A 37231BAA6 US37231BAA61 BM8F5K5 Arches Buyer, Inc. 4.25% 6/1/28 $37,097 0.001% %ACOM28A 039524AA1 US039524AA11 BMHJ3J3 Bank of America Corp. 4.183% 11/25/27 $37,038 0.001% %BAC1127 06051GGC7 US06051GGC78 BZ013F3 Unisys Corp. 6.875% 11/1/27 $36,980 0.001% %UIS27A 909214BV9 US909214BV97 BN7HDK5 AASET Trust Series 2019-2 Class A, 3.376% 10/16/39 $36,903 0.001% 00038RAA4 US00038RAA41 Performance Food Group, Inc. 5.5% 6/1/24 $36,887 0.001% %PFGC24A 71376LAB6 US71376LAB62 BDDQNX9 Goldman Sachs Group, Inc. 4.25% 10/21/25 $36,863 0.001% %GS2025 38141GVR2 US38141GVR28 BYNMJP8 Colombian Republic 3.25% 4/22/32 $36,768 0.001% %COLOM32 195325DZ5 US195325DZ51 BN7N9J4 Ares LV CLO Ltd. Series 2020-55A Class A1, 3 month U.S. LIBOR + 1.700% 1.8838% 4/15/31 $36,726 0.001% 04018BAA5 US04018BAA52 Bank of America Corp. 3.419% 12/20/28 $36,697 0.001% %BAC228 06051GHD4 US06051GHD43 BF50RK8 Citigroup, Inc. 3.352% 4/24/25 $36,693 0.001% %C425 172967MF5 US172967MF56 BJ9MV40 Murphy Oil Corp. 5.875% 12/1/27 $36,680 0.001% %MUR27 626717AM4 US626717AM42 BJV9C80 Oracle Corp. 3.6% 4/1/50 $36,633 0.001% %ORCL50 68389XBX2 US68389XBX21 BM5JB02 Cleveland-Cliffs, Inc. 4.625% 3/1/29 $36,607 0.001% %CLF29A 185899AK7 US185899AK74 BMBRRK2 Alibaba Group Holding Ltd. 2.125% 2/9/31 $36,604 0.001% %BABA31 01609WAX0 US01609WAX02 BNKTZD5 Energean Israel Finance Ltd. 4.875% 3/30/26 (Reg. S) $36,599 0.001% %ENGA26S IL0011736654 BLH2QQ3 Graham Packaging Co., Inc. 7.125% 8/15/28 $36,589 0.001% %GRAH28A 384701AA6 US384701AA65 BN4RFW4 Magnetite XXI Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.020% 1.2083% 4/20/34 $36,586 0.001% 55954PAN4 US55954PAN42 Kingdom of Saudi Arabia 2.9% 10/22/25 $36,583 0.001% %KS1025A 80413TAS8 US80413TAS87 BMF0514 Brazilian Federative Republic 10% 1/1/31 $36,566 0.001% %BNTNF31 BRSTNCNTF204 BK6FNL0 AutoZone, Inc. 4% 4/15/30 $36,547 0.001% %AZO30 053332AZ5 US053332AZ56 BK8TZ58 Cleveland-Cliffs, Inc. 4.875% 3/1/31 $36,528 0.001% %CLF31A 185899AL5 US185899AL57 BMBRRM4 Galaxy Pipeline Assets BidCo Ltd. 2.625% 3/31/36 $36,480 0.001% %ADGL36A 36321PAB6 US36321PAB67 BNC1DV3 Vail Resorts, Inc. 6.25% 5/15/25 $36,474 0.001% %MTN25A 91879QAL3 US91879QAL32 BKSHXX6 Prosus NV 4.027% 8/3/50 $36,374 0.001% %PRXN50A 74365PAD0 US74365PAD06 BN2Y9J2 Freddie Mac floater Series 2021-F104 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.26% 1/25/31 $36,362 0.001% 3137FXZA9 US3137FXZA94 Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 5.375% 3/1/29 $36,347 0.001% %CAR29A 053773BF3 US053773BF30 BLKH0C9 Petroleos Mexicanos 4.5% 1/23/26 $36,276 0.001% %PEMX126 71654QBW1 US71654QBW15 BZ8TPF3 Termocandelaria Power Ltd. 7.875% 1/30/29 $36,227 0.001% %TERM29A 880879AA9 US880879AA92 BJP13G7

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

66 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Crocs, Inc. 4.25% 3/15/29 $36,090 0.001% %CROX29A 227046AA7 US227046AA78 BK7Z7V7 State of Qatar 4% 3/14/29 $36,084 0.001% %QATA29A 74727PBA8 US74727PBA84 BH3W937 Chobani LLC/Finance Corp., Inc. 4.625% 11/15/28 $36,049 0.001% %CHBA28A 17027NAB8 US17027NAB82 BMCKMV6 Ares CLO Series 2019-54A Class A, 3 month U.S. LIBOR + 1.320% 1.5038% 10/15/32 $36,007 0.001% 04017WAC6 US04017WAC64 Banco Do Brasil SA 6.25% $35,934 0.001% %BANR49A 05958AAK4 US05958AAK43 B946460 Spin Holdco, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 4.75% 3/4/28 $35,862 0.001% %DRYTL1B 84850XAK8 US84850XAK81 Brazil Government Bill 1/1/24 $35,856 0.001% BRSTNCLTN7S1 BL1GQH2 Brixmor Operating Partnership LP 4.05% 7/1/30 $35,846 0.001% %BRX30 11120VAJ2 US11120VAJ26 BMC8VY6 Discover Bank 4.682% 8/9/28 $35,750 0.001% %DFS28 25466AAN1 US25466AAN19 BGB5RZ9 Korean Republic 1% 9/16/30 $35,719 0.001% %KRA30 50064FAS3 US50064FAS39 BM96RQ7 United Kingdom, Great Britain and Northern Ireland 3.25% 1/22/44 $35,698 0.001% %UK44 GB00B84Z9V04 B84Z9V0 Gabonese Republic 6.375% 12/12/24 $35,683 0.001% %GAB24A 362420AB7 US362420AB78 BH58VZ9 Emirate of Abu Dhabi 1.7% 3/2/31 $35,643 0.001% %ADGB31A 29135LAM2 US29135LAM28 BN15FQ5 Sultanate of Oman 3.875% 3/8/22 $35,524 0.001% %OMAN22A 682051AD9 US682051AD99 BF0BFC4 Travelport Finance Luxembourg SARL 1LN, term loan 3 month U.S. LIBOR + 8.000% 9% 2/28/25 $35,503 0.001% %TPOTL1 XAL9308UAU42 Clearway Energy Operating LLC 5% 9/15/26 $35,501 0.001% %NYLD26 62943WAE9 US62943WAE93 BDG0JY1 The Scotts Miracle-Gro Co. 4% 4/1/31 $35,390 0.001% %SMG31A 810186AT3 US810186AT39 BNYCWV7 Arab Republic of Egypt 7.6003% 3/1/29 $35,360 0.001% %EGYPT29 03846JW71 US03846JW719 BHL9394 Turkish Republic 5.75% 5/11/47 $35,345 0.001% %TURKE47 900123CM0 US900123CM05 BD3N0C8 Dell International LLC/EMC Corp. 5.45% 6/15/23 $35,313 0.001% %DELL623 24703TAA4 US24703TAA43 BL982D8 Vistra Operations Co. LLC 5.5% 9/1/26 $35,263 0.001% %VST26A 92840VAA0 US92840VAA08 BFXKZR3 Ghana Republic 7.75% 4/7/29 $35,247 0.001% %GHAN29A 37443GAL5 US37443GAL59 BMTRDT5 Cable Onda SA 4.5% 1/30/30 $35,217 0.001% %CONA30A 12686LAA7 US12686LAA70 BKFVX31 Republic of Paraguay 4.95% 4/28/31 $35,210 0.001% %PARG31A 699149AJ9 US699149AJ91 BLF0C94 Turkish Republic 4.875% 4/16/43 $35,186 0.001% %TURKE43 900123CB4 US900123CB40 B8T2WV7 Broadcom, Inc. 3.75% 2/15/51 $35,144 0.001% %AVGO51A 11135FBG5 US11135FBG54 BMCGST4 MDC GMTN BV 2.875% 11/7/29 $35,114 0.001% %MUBA29A 55276VAJ1 US55276VAJ17 BJ0LR04 NagaCorp Ltd. 7.95% 7/6/24 (Reg. S) $35,108 0.001% %NAGL24S XS2197693265 BMG6PP5 Post Holdings, Inc. 4.5% 9/15/31 $34,968 0.001% %POST31A 737446AR5 US737446AR57 BMZ9QV8 Moody’s Corp. 3.75% 3/24/25 $34,926 0.001% %MCO25 615369AS4 US615369AS40 BMF34F0 YPF SA 8.5% 3/23/25 $34,911 0.001% %YPFR25A 984245AT7 US984245AT72 BMYGH62 Simmons Foods, Inc. 4.625% 3/1/29 $34,851 0.001% %SIMF29A 82873MAA1 US82873MAA18 BLKH085 Dryden CLO, Ltd. / Dryden CLO, LLC Series 2020-85A Class A1, 3 month U.S. LIBOR + 1.350% 1.5338% 10/15/32 $34,820 0.001% 26246BAA2 US26246BAA26

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

67 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Rackspace Hosting, Inc. 5.375% 12/1/28 $34,806 0.001% %RAX28A 750098AA3 US750098AA35 BN7N7Q7 Avolon Holdings Funding Ltd. 5.25% 5/15/24 $34,792 0.001% %AVO24A 05401AAD3 US05401AAD37 BJLBBR8 T.C. Ziraat Bankasi A/S 5.125% 5/3/22 $34,735 0.001% %TCZI22A 90015JAA0 US90015JAA07 BF0YBL4 Emirate of Abu Dhabi 2.5% 4/16/25 $34,660 0.001% %ADGB25A 29135LAG5 US29135LAG59 BLGWDP2 InterContinental Hotel Group PLC 3.75% 8/14/25 (Reg. S) $34,636 0.001% %IHGL25S XS1275957121 BZ56PF7 CBRE Group, Inc. 2.5% 4/1/31 $34,611 0.001% %CBG31 12505BAE0 US12505BAE02 BLF7SZ3 Islamic Republic of Pakistan 6% 4/8/26 $34,521 0.001% %PKST26A 695847AS2 US695847AS28 BNGCFR2 Indonesian Republic 5.95% 1/8/46 $34,490 0.001% %INDO46A 455780BW5 US455780BW52 BYV6156 Time Warner Cable LLC 7.3% 7/1/38 $34,480 0.001% %TWC38 88732JAN8 US88732JAN81 B3B14R7 Illinois Gen. Oblig. Series 2003, 5.1% 6/1/33 $34,473 0.001% 452151LF8 US452151LF83 Hilton Domestic Operating Co., Inc. 3.625% 2/15/32 $34,471 0.001% %HLT32A 432833AN1 US432833AN19 BKPJT48 IQVIA, Inc. 5% 5/15/27 $34,451 0.001% %IQV27A 46266TAA6 US46266TAA60 BK62T46 Intertape Polymer Group, Inc. 4.375% 6/15/29 $34,434 0.001% %ITPC29A 460919AB9 US460919AB94 BP4F9T7 Arcosa, Inc. 4.375% 4/15/29 $34,431 0.001% %ACA29A 039653AA8 US039653AA89 BNKH1X1 Illinois Gen. Oblig. Series 2010-3, 7.35% 7/1/35 $34,382 0.001% 452152GS4 US452152GS43 Unum Group 4% 6/15/29 $34,379 0.001% %UNM29 91529YAN6 US91529YAN67 BKDY1V6 HUB International Ltd. 7% 5/1/26 $34,355 0.001% %HBGC26A 44332PAD3 US44332PAD33 BFXTLW7 The AES Corp. 2.45% 1/15/31 $34,341 0.001% %AES31A 00130HCF0 US00130HCF01 BMCMZK2 Endurance Acquisition Merger Sub 6% 2/15/29 $34,323 0.001% %EIGI29A 29279XAA8 US29279XAA81 BMFZ7B3 AssuredPartners, Inc. 5.625% 1/15/29 $34,313 0.001% %ASSP29A 04624VAB5 US04624VAB53 BM8KSR8 Indonesia Asahan Aluminium Tbk PT 5.45% 5/15/30 $34,300 0.001% %IDASAL 74445PAF9 US74445PAF99 BMDWYX7 Asian Infrastructure Investment Bank 2.375% 2/10/25 (Reg. S) $34,254 0.001% %AII25S XS2297639465 Dana, Inc. 4.25% 9/1/30 $34,201 0.001% %DAN30 235825AH9 US235825AH97 BN29V46 Castlelake Aircraft Structured Trust Series 2018-1 Class A, 4.125% 6/15/43 $34,198 0.001% 14856CAA7 US14856CAA71 Sultanate of Oman 6% 8/1/29 $34,175 0.001% %OMAN29A 68205LAB9 US68205LAB99 BK77CY1 Peoples Republic of China 3.81% 9/14/50 $34,147 0.001% %CBG50 CND10003N750 BMC3TQ9 Enterprise Fleet Financing LLC Series 2021-1 Class A2, 0.44% 12/21/26 $34,146 0.001% 29374EAB2 US29374EAB20 Great Lakes Dredge & Dock Corp. 5.25% 6/1/29 $34,123 0.001% %GLDD29A 390607AF6 US390607AF62 BMC2Y05 Leviathan Bond Ltd. 6.125% 6/30/25 (Reg. S) $34,079 0.001% %LVIA25S IL0011677742 BMF1186 Clear Channel Outdoor Holdings, Inc. 7.75% 4/15/28 $34,078 0.001% %CCO28A 18453HAC0 US18453HAC07 BM9NG16 Spectrum Brands Holdings, Inc. 3.875% 3/15/31 $34,067 0.001% %SPB31A 84762LAX3 US84762LAX38 BKSHH12 Berry Global, Inc. 4.875% 7/15/26 $34,048 0.001% %BRGE26A 085770AA3 US085770AA31 BJKFFH9 Dominican Republic 9.75% 6/5/26 (Reg. S) $33,944 0.001% %DOM26S USP3579ECD78 BJ0LZH7 Sapphire Aviation Finance Series 2020-1A Class A, 3.228% 3/15/40 $33,913 0.001% 80307AAA7 US80307AAA79

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

68 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Avolon Holdings Funding Ltd. 4.375% 5/1/26 $33,835 0.001% %AVOL26A 05401AAG6 US05401AAG67 BJV0CQ1 CDK Global, Inc. 5.25% 5/15/29 $33,822 0.001% %CDK29A 12508EAJ0 US12508EAJ01 BK94J38 Cigna Corp. 4.9% 12/15/48 $33,819 0.001% %CI48 125523AK6 US125523AK66 BKPHS34 GeoPark Ltd. 6.5% 9/21/24 $33,811 0.001% %GEOP24A 37255BAA7 US37255BAA70 BF0GV54 Ivory Coast 6.375% 3/3/28 $33,697 0.001% %IVY28A 221625AM8 US221625AM84 BW1YMJ7 Goldman Sachs Group, Inc. 3.691% 6/5/28 $33,693 0.001% %GS0628 38141GWL4 US38141GWL49 BF6Q761 Sasol Financing International PLC 4.5% 11/14/22 $33,618 0.001% %SAS22 803865AA2 US803865AA25 B8T2WZ1 Ford Motor Credit Co. LLC 5.875% 8/2/21 $33,611 0.001% %F821 345397VU4 US345397VU41 B4LGX83 Ministry of Finance of the Russian Federation 4.25% 6/23/27(Reg. S) $33,548 0.001% %RUSS27S RU000A0JXTS9 BF4TVM6 Marsh & McLennan Companies, Inc. 4.375% 3/15/29 $33,535 0.001% %MMC29 571748BG6 US571748BG65 BJ2NYK7 Colgate Energy Partners III LLC 5.875% 7/1/29 $33,506 0.001% %COLG29A 19416MAB5 US19416MAB54 BMBYK60 CBRE Group, Inc. 4.875% 3/1/26 $33,435 0.001% %CBG26 12505BAD2 US12505BAD29 BZ4V360 Cascade Funding Mortgage Trust Series 2021-HB6 Class A, 0.8983% 6/25/36 $33,381 0.001% 12527LAA0 US12527LAA08 CVS Health Corp. 3.875% 7/20/25 $33,377 0.001% %CVS25 126650CL2 US126650CL25 BYPFB82 Lanark Master Issuer PLC Series 2020-1A Class 1A, 2.277% 12/22/69 $33,275 0.001% 513770BE6 US513770BE60 BKX9W18 Intesa Sanpaolo SpA 5.017% 6/26/24 $33,210 0.001% %ISP24A 46115HAT4 US46115HAT41 BNH5752 Colombian Republic 3.125% 4/15/31 $33,150 0.001% %COLOM31 195325DS1 US195325DS19 BM8HHM7 Bank of America Corp. 4.25% 10/22/26 $33,127 0.001% %BAC1026 06051GFL8 US06051GFL86 BRS6105 Investment Energy Resources Ltd. 6.25% 4/26/29 $33,055 0.001% %CMIE29A 46143NAB6 US46143NAB64 BMD06S0 Ortho-Clinical Diagnostics, Inc. 7.375% 6/1/25 $33,045 0.001% %ORTC25A 68752DAC2 US68752DAC20 BMXNK98 Symphony CLO XXVI Ltd. / Symphony CLO XXVI LLC Series 2021-26A Class AR, 3 month U.S. LIBOR + 1.080% 1.1892% 4/20/33 $33,019 0.001% 87190GAC5 US87190GAC50 KFC Holding Co./Pizza Hut Holding LLC 4.75% 6/1/27 $32,919 0.001% %YUM27A 48250NAC9 US48250NAC92 BDFZC60 BX Trust floater Series 2019-XL Class D, 1 month U.S. LIBOR + 1.450% 1.523% 10/15/36 $32,896 0.001% 056054AG4 US056054AG41 Nationstar HECM Loan Trust Series 2020-1A Class A1, 1.2686% 9/25/30 $32,894 0.001% 63862XAA0 US63862XAA00 Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.5% 7/15/27 $32,811 0.001% %NG1227A 87612BBL5 US87612BBL53 BKVFC29 Cigna Corp. 4.8% 8/15/38 $32,734 0.001% %CI38 125523AJ9 US125523AJ93 BKPHS23 Moroccan Kingdom 2.375% 12/15/27 $32,675 0.001% %MORO27A 617726AK0 US617726AK00 BMQBRQ5 Viatris, Inc. 2.7% 6/22/30 $32,644 0.001% %UPJOH0A 91533BAD2 US91533BAD29 BL57WV7 Dryden 68 CLO Ltd. 3 month U.S. LIBOR + 1.310% 1.4938% 7/15/32 $32,640 0.001% 26252QAA0 US26252QAA04 U.S. Treasury Bonds 3% 5/15/47 $32,564 0.001% 912810RX8 US912810RX81 BF0T9Z9

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

69 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Project Silver Series 2019-1 Class A, 3.967% 7/15/44 $32,482 0.001% 827304AA4 US827304AA49 BGMG267 Turkish Republic 12.4% 3/8/28 $32,460 0.001% %TURKG28 TRT080328T15 BZ2YS99 Petroleos Mexicanos 6.95% 1/28/60 $32,237 0.001% %PEMEX60 71654QDF6 US71654QDF63 BMZB959 New Residential Mortgage Loan Trust Series 2019-5A Class A1B, 3.5% 8/25/59 $32,180 0.001% 64830MAG8 US64830MAG87 Turkish Republic 5.125% 2/17/28 $32,178 0.001% %TURKE28 900123CP3 US900123CP36 BFWJ979 The Williams Companies, Inc. 4.3% 3/4/24 $32,170 0.001% %WPZ24 96950FAM6 US96950FAM68 BK74GJ5 Lenovo Group Ltd. 3.421% 11/2/30 $32,166 0.001% %LENO30A 526250AB1 US526250AB16 BNKD946 Volkswagen Group of America Finance LLC 3.125% 5/12/23 $32,127 0.001% %VW523A 928668BD3 US928668BD33 BMV76B6 Meituan 2.125% 10/28/25 $32,121 0.001% %MTDP25A 58533EAB9 US58533EAB92 BMYVTD8 Cascade Funding Mortgage Trust Series 2021-HB5 Class A, 0.8006% 2/25/31 $32,096 0.001% 12526PAA2 US12526PAA21 Massachusetts Mutual Life Insurance Co. 3.729% 10/15/70 $32,078 0.001% %MASSM 575767AN8 US575767AN80 BGPZ056 Omega Healthcare Investors, Inc. 3.25% 4/15/33 $32,074 0.001% %OHI33 681936BN9 US681936BN99 BMD1XR1 BX Commercial Mortgage Trust floater sequential payer Series 2020-FOX Class A, 1 month U.S. LIBOR + 1.000% 1.073% 11/15/32 $31,990 0.001% 12433AAA7 US12433AAA79 Occidental Petroleum Corp. 2.9% 8/15/24 $31,913 0.001% %OXY24 674599CW3 US674599CW33 BKKGQD2 Brandywine Operating Partnership LP 3.95% 11/15/27 $31,892 0.001% %BDN27 105340AQ6 US105340AQ63 BGGG8Z4 Guara Norte SARL 5.198% 6/15/34 $31,873 0.001% %GUAN34A 400666AA1 US400666AA13 BLH1VW1 Time Warner Cable LLC 4.5% 9/15/42 $31,822 0.001% %TWC942 88732JBD9 US88732JBD90 B8N2417 Consolidated Communications, Inc. 5% 10/1/28 $31,776 0.001% %CNS628A 20903XAH6 US20903XAH61 BMW6PM6 Turk Sise ve Cam Fabrikalari A/S 6.95% 3/14/26 $31,661 0.001% %SISE26A 90016AAB6 US90016AAB61 BHNF691 Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp. 4.625% 6/1/28 $31,649 0.001% %UNSM28A 049362AA4 US049362AA49 BMVXSF2 Energy Transfer LP 4.95% 6/15/28 $31,563 0.001% %ETP28 29278NAF0 US29278NAF06 BDD88Q3 Realogy Group LLC/Realogy Co-Issuer Corp. 7.625% 6/15/25 $31,553 0.001% %RLGY25A 75606DAJ0 US75606DAJ00 BMHTDS2 Boston Properties, Inc. 4.5% 12/1/28 $31,550 0.001% %BXP28 10112RBA1 US10112RBA14 BGKYSR6 Alexandria Real Estate Equities, Inc. 4.9% 12/15/30 $31,414 0.001% %ARE1230 015271AU3 US015271AU38 BMF8DN6 Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/49 $31,366 0.001% 72703PAC7 US72703PAC77 Entercom Media Corp. 6.5% 5/1/27 $31,364 0.001% %CBSR27A 29365DAA7 US29365DAA72 BK97MV6 United Mexican States 2.659% 5/24/31 $31,264 0.001% %MEX231 91087BAM2 US91087BAM28 BN8ZSV4 Fannie Mae 4.5% 20 Year $31,264 0.001%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

70 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Brixmor Operating Partnership LP 3.25% 9/15/23 $31,261 0.001% %BRX23 11120VAD5 US11120VAD55 BD3BW48 Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 4.908% 7/23/25 $31,222 0.001% %CHTR25 161175AY0 US161175AY09 BZ06JV6 Bank of America Corp. 3.95% 4/21/25 $30,902 0.001% %BAC0425 06051GFP9 US06051GFP90 BWX8CH5 Royal Bank of Scotland Group PLC 3.073% 5/22/28 $30,898 0.001% %RBS28 780097BP5 US780097BP50 BMGLSV7 Telefonica Celular del Paraguay SA 5.875% 4/15/27 $30,897 0.001% %TCDP27A 87936VAB3 US87936VAB36 BJ5RY17 Match Group Holdings II LLC 5% 12/15/27 $30,830 0.001% %MTCH27A 57665RAG1 US57665RAG11 BDSHS54 Golden Nugget, Inc. 8.75% 10/1/25 $30,818 0.001% %NUGG25A 38113YAC3 US38113YAC30 BYWFXH8 MPLX LP 6.875% $30,719 0.001% %MPLX 55336VAU4 US55336VAU44 BKFGXH0 General Motors Financial Co., Inc. 4.25% 5/15/23 $30,718 0.001% %GM523 37045XAL0 US37045XAL01 BJT3FD0 General Electric Co. 4.35% 5/1/50 $30,700 0.001% %GE50 369604BY8 US369604BY81 BLB4M56 Freeport-McMoRan, Inc. 5.4% 11/14/34 $30,689 0.001% %FCXM34 35671DBJ3 US35671DBJ37 BSN4Q39 HTA Group Ltd. 7% 12/18/25 $30,676 0.001% %HTWS25A 40435WAB6 US40435WAB63 BMTCWL5 Cedar Funding Ltd. Series 2019-10A Class A, 3 month U.S. LIBOR + 1.340% 1.5283% 10/20/32 $30,644 0.001% 15033XAA4 US15033XAA46 VimpelCom Holdings BV 7.25% 4/26/23 $30,629 0.001% %VIP423A 36251BAB1 US36251BAB18 BZ00DS3 Allegro CLO, Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.140% 0% 7/20/34 $30,588 0.001% 01750WAC3 US01750WAC38 Hasbro, Inc. 3% 11/19/24 $30,530 0.001% %HAS24 418056AX5 US418056AX57 BL3LYQ0 Indonesian Republic 6.75% 1/15/44 $30,495 0.001% %INDO44A 455780BR6 US455780BR67 BJ04CH5 Colombian Republic 3% 1/30/30 $30,478 0.001% %COLOM30 195325DR3 US195325DR36 BKLWBB2 Georgia Republic 2.75% 4/22/26 $30,426 0.001% %GEOR26A 37311PAB6 US37311PAB67 BMD6893 CNX Resources Corp. 6% 1/15/29 $30,425 0.001% %CNX29A 12653CAJ7 US12653CAJ71 BMHJ3P9 Realogy Group LLC/Realogy Co-Issuer Corp. 5.75% 1/15/29 $30,410 0.001% %RLGY29A 75606DAL5 US75606DAL55 BNNKW78 Constellium NV 5.875% 2/15/26 $30,320 0.001% %CSTM26A 210383AG0 US210383AG04 BF4YHC3 State of Qatar 9.75% 6/15/30 $30,311 0.001% %QTR30 74727PAE1 US74727PAE16 4066172 MPLX LP 5.5% 2/15/49 $30,297 0.001% %MPLX49 55336VAT7 US55336VAT70 BH4Q9M7 Qtel International Finance Ltd. 3.25% 2/21/23 $30,279 0.001% %QTEL23A 74735K2A9 US74735K2A99 B94W435 Wells Fargo Commercial Mortgage Trust sequential payer Series 2016-LC24 Class A3, 2.684% 10/15/49 $30,261 0.001% 95000HBE1 US95000HBE18 Wells Fargo & Co. 2.406% 10/30/25 $30,165 0.001% %WCF25 95000U2H5 US95000U2H53 BKRKNB4 Cablevision Lightpath LLC 3.875% 9/15/27 $30,041 0.001% %CVLG27A 12687GAA7 US12687GAA76 BMG6S45 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 4.125% 7/3/23 $30,020 0.001% %AER23 00774MAF2 US00774MAF23 BF2XNZ7 NBK Tier 1 Financing 2 Ltd. 4.5% $30,002 0.001% %NTBA99A 62878WAA6 US62878WAA62 BKTNPW6 AIMCO CLO Ltd. Series 2020-11A Class A1, 3 month U.S. LIBOR + 1.380% 1.5638% 10/15/31 $29,934 0.001% 00140NAA8 US00140NAA81 Atlantica Sustainable Infrastructure PLC 4.125%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

71 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 6/15/28 $29,878 0.001% %AY28A 04916WAA2 US04916WAA27 BN7QKN4 Travelport Finance Luxembourg SARL 1LN, term loan 3 month U.S. LIBOR + 5.000% 5.1473% 5/30/26 $29,850 0.001% %TPORTLB XAL9308UAQ30 Gazprom PJSC Via Gaz Finance PLC 4.5985% $29,771 0.001% %GAZP99A XS2243624470 BMDCHJ4 Ginnie Mae 5% 30 Year $29,726 0.001% HCA Holdings, Inc. 5.875% 5/1/23 $29,676 0.001% %HCA523 404121AG0 US404121AG00 B6RQPK7 Celtic Resources Holdings DAC 4.125% 10/9/24 $29,640 0.001% %NORD24A 15119CAA7 US15119CAA71 BKKFS77 BCP Raptor LLC Tranche B, term loan 3 month U.S. LIBOR + 4.250% 5.25% 6/24/24 $29,217 0.001% %EGCTLB1 05549KAB8 US05549KAB89 Clear Channel International BV 6.625% 8/1/25 $29,195 0.001% %CCO25A 18452MAB2 US18452MAB28 BMXFRB5 Barclays PLC 7.125% $29,145 0.001% %BARCP99 XS1998799792 BJF8Q70 Weekley Homes LLC/Weekley Finance Corp. 4.875% 9/15/28 $29,124 0.001% %WEEK28A 948565AD8 US948565AD85 BN7KGS3 PepsiCo, Inc. 2.75% 3/19/30 $29,107 0.001% %PEP30 713448ES3 US713448ES36 BLRBSW0 Dryden Senior Loan Fund Series 2020-78A Class A, 3 month U.S. LIBOR + 1.180% 1.3698% 4/17/33 $29,094 0.001% 26253LAA0 US26253LAA08 DP World Crescent Ltd. 3.875% 7/18/29 (Reg. S) $29,058 0.001% %DPWD29S XS2026710553 BKFH1X5 Wells Fargo Commercial Mortgage Trust floater Series 2021-FCMT Class A, 1 month U.S. LIBOR + 1.200% 1.273% 5/15/31 $28,974 0.001% 95003EAA4 US95003EAA47 Synaptics, Inc. 4% 6/15/29 $28,877 0.001% %SYNA29A 87157DAG4 US87157DAG43 BLH2QJ6 Ghana Republic 10.75% 10/14/30 $28,862 0.001% %GHAN30A 374422AD5 US374422AD53 BYX44L5 Qtel International Finance Ltd. 2.625% 4/8/31 $28,843 0.001% %QTEL31A 74735KAA0 US74735KAA07 BL652H6 UBS Group AG 4.125% 9/24/25 $28,659 0.001% %UBS25A 90351DAB3 US90351DAB38 BYTX397 Pacific LifeCorp 5.125% 1/30/43 $28,623 0.001% %PAC43A 694476AD4 US694476AD42 B8KL7G3 Metalsa SA de CV 3.75% 5/4/31 $28,423 0.001% %METL31A 59132VAB4 US59132VAB45 BN2WDB6 BX Commercial Mortgage Trust floater Series 2018-BIOA Class A, 1 month U.S. LIBOR + 0.670% 0.7441% 3/15/37 $28,408 0.001% 056057AA0 US056057AA02 Tupy Overseas SA 4.5% 2/16/31 $28,329 0.001% %TUPY31A 89990BAB6 US89990BAB62 BKPSM24 Westpac Banking Corp. 4.11% 7/24/34 $28,300 0.001% %WST34 961214EF6 US961214EF61 BKBQ7Z0 Egypt Government Bill 9/14/21 $28,267 0.001% %EGYT921 EGT9980E9L15 GB Trust floater Series 2020-FLIX Class A, 1 month U.S. LIBOR + 1.120% 1.193% 8/15/37 $28,218 0.001% 368306AA4 US368306AA42 Petrorio Luxembourg SARL 6.125% 6/9/26 $28,163 0.001% %PRIO26A 71677WAA0 US71677WAA09 BP2Q7Q5 Duquesne Light Holdings, Inc. 2.775% 1/7/32 $28,143 0.001% %DQE32A 266233AJ4 US266233AJ47 BKVBJR1 Ziggo Bond Co. BV 5.125% 2/28/30 $28,071 0.001% %ZIG30A 98953GAD7 US98953GAD79 BL6Z588 JPMorgan Chase & Co. 2.956% 5/13/31 $27,971 0.001% %JPM0531 46647PBP0 US46647PBP09 BMV5T55 Taconic Park CLO, Ltd. Series 2020-1A Class A1R, 3

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

72 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL month U.S. LIBOR + 1.000% 1.1883% 1/20/29 $27,964 0.001% 873549AJ8 US873549AJ80 SM Energy Co. 6.625% 1/15/27 $27,937 0.001% %SM127 78454LAP5 US78454LAP58 BG43WV1 UBS Commercial Mortgage Trust Series 2012-C1 Class A/S, 4.171% 5/10/45 $27,890 0.001% 90269GAE1 US90269GAE17 Berry Global, Inc. 5.625% 7/15/27 $27,876 0.001% %BRGE27A 085770AB1 US085770AB14 BJKFFK2 BX Commercial Mortgage Trust floater Series 2020-BXLP Class D, 1 month U.S. LIBOR + 1.250% 1.323% 12/15/36 $27,863 0.001% 05607QAR9 US05607QAR92 Petroleos Mexicanos 3 month U.S. LIBOR + 3.650% 3.7748% 3/11/22 $27,798 0.001% 71654QCF7 US71654QCF72 BF2LHD7 Flatiron CLO Ltd. Series 2021-1A Class A1, 3 month U.S. LIBOR + 1.110% 1.11% 7/19/34 $27,744 0.001% 33883PAC1 US33883PAC14 Credit Suisse Mortgage Trust Series 2018-SITE Class A, 4.284% 4/15/36 $27,713 0.001% 12690CAA1 US12690CAA18 Lowe’s Companies, Inc. 4.5% 4/15/30 $27,697 0.001% %LOW430 548661DU8 US548661DU82 BMH1W14 Madison Park Funding XLV Ltd./Madison Park Funding XLV LLC Series 2021-45A Class AR, 3 month U.S. LIBOR + 1.120% 1.12% 7/15/34 $27,667 0.001% 55820BAJ6 US55820BAJ61 Alexandria Real Estate Equities, Inc. 2% 5/18/32 $27,584 0.001% %ARE32 015271AW9 US015271AW93 BLH1NS1 Golden Entertainment, Inc. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 3.75% 10/20/24 $27,553 0.001% %GDETLB1 38101JAC0 US38101JAC09 Corporate Office Properties LP 5% 7/1/25 $27,522 0.001% %OFC725 22003BAK2 US22003BAK26 BZBX057 Indonesian Republic 5.25% 1/17/42 $27,513 0.001% %INDO42A 455780BJ4 US455780BJ42 B7H0NW4 Party City Holdings, Inc. 8.75% 2/15/26 $27,504 0.001% %PRTY26A 702150AG8 US702150AG84 BM8C3F7 Viper Energy Partners LP 5.375% 11/1/27 $27,334 0.001% %VNOM27A 92763MAA3 US92763MAA36 BKVB302 Ford Motor Credit Co. LLC 4.535% 3/6/25 $27,327 0.001% %FRD25 XS1959498244 BJT13J6 Freddie Mac 5% 30 Year $27,304 0.001% Millicom International Cellular SA 4.5% 4/27/31 $27,281 0.001% %TIGO31A 600814AR8 US600814AR85 BMF75D7 Baidu.com, Inc. 1.72% 4/9/26 $27,147 0.001% %BIDU26 056752AS7 US056752AS75 BNG1LQ0 BCP Raptor II LLC Tranche B, term loan 3 month U.S. LIBOR + 4.750% 4.8543% 11/3/25 $27,127 0.001% %CAPMTLB 05550DAB0 US05550DAB01 Brass PLC Series 2021-10A Class A1, 0.669% 4/16/69 $27,125 0.001% 10554PAA1 US10554PAA12 MSCI, Inc. 5.375% 5/15/27 $27,060 0.001% %MSCI27A 55354GAF7 US55354GAF72 BD0MGN1 Bermuda Government 4.75% 2/15/29 $27,027 0.001% %BERM29A 085209AF1 US085209AF11 BGRCBM9 ADT Corp. 4.875% 7/15/32 $26,899 0.001% %ADT32A 74166NAA2 US74166NAA28 BDR0DC6 Commercial Metals Co. 3.875% 2/15/31 $26,882 0.001% %CMC31 201723AP8 US201723AP84 BMDJ3M0 SA Global Sukuk Ltd. 1.602% 6/17/26 $26,865 0.001% %ARAM26A 78397PAB7 US78397PAB76 BNHV1L4 Unum Group 3.875% 11/5/25 $26,820 0.001% %UNM25 91529YAL0 US91529YAL02 BYZKLT8 Springer Nature Deutschland GmbH Tranche B18 1LN,

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

73 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL term loan 3 month U.S. LIBOR + 3.000% 3.75% 8/14/26 $26,818 0.001% %STLB181 XAD1200YAV92 Arab Republic of Egypt 7.903% 2/21/48 $26,803 0.001% %EGYP48A 03846JW55 US03846JW552 BF0V3R5 Scripps Escrow II, Inc. 5.375% 1/15/31 $26,748 0.001% %SSP31A 81105DAB1 US81105DAB10 BM9XR35 Air Lease Corp. 4.25% 9/15/24 $26,680 0.001% %AL924 00912XAN4 US00912XAN49 BQY7DD2 NRG Energy, Inc. 3.375% 2/15/29 $26,612 0.001% %NRG329A 629377CQ3 US629377CQ33 BNM51Z5 Downstream Development Authority of The Qua 10.5% 2/15/23 $26,608 0.001% %QUAP23A 26112TAJ5 US26112TAJ51 BG0GY29 EnLink Midstream LLC 5.625% 1/15/28 $26,590 0.001% %ENLC28A 29336TAC4 US29336TAC45 BLCXV00 Fannie Mae 4% 20 Year $26,540 0.001% Ovintiv, Inc. 8.125% 9/15/30 $26,503 0.001% %ECACN30 012873AH8 US012873AH83 2687519 Cimpor Financial Operations BV 5.75% 7/17/24 $26,467 0.001% %CIMP24A 17186LAA1 US17186LAA17 BP4RGM5 VimpelCom Holdings BV 3.375% 11/25/27 $26,441 0.001% %VIP27A 91823N2A0 US91823N2A05 BLH34R3 Kraft Heinz Foods Co. 5.5% 6/1/50 $26,367 0.001% %KHC50 50077LBJ4 US50077LBJ44 BNG49V0 Peoples Republic of China 1.2% 10/21/30 $26,278 0.001% %CHIN30A 16955EAC4 US16955EAC49 BMTMJW5 State of Qatar 5.103% 4/23/48 $26,264 0.001% %QATA48A 74727PAY7 US74727PAY79 BDRV8P7 Republic of Nigeria 6.375% 7/12/23 $26,154 0.001% %NGER23A 65412ACD2 US65412ACD28 BC5ZG94 Saudi Arabian Oil Co. 4.375% 4/16/49 $26,099 0.001% %ARAM49A 80414L2F1 US80414L2F13 BK0L4L1 Dominican Republic 6% 7/19/28 $25,982 0.001% %DOMR28A 25714PDZ8 US25714PDZ80 BF4P3P1 BAMLL Commercial Mortgage Securities Trust sequential payer Series 2019-BPR Class ANM, 3.112% 11/5/32 $25,977 0.001% 05492PAA6 US05492PAA66 Neptune Energy Bondco PLC 6.625% 5/15/25 $25,965 0.001% %NEPE25A 64073KAA1 US64073KAA16 BFMFKC9 ViaSat, Inc. 5.625% 9/15/25 $25,891 0.001% %VSAT25A 92552VAK6 US92552VAK61 BDG75N3 Indonesian Republic 4.35% 1/11/48 $25,864 0.001% %INDON48 455780CE4 US455780CE46 BF133W5 Boston Properties, Inc. 3.25% 1/30/31 $25,775 0.001% %BXP31 10112RBD5 US10112RBD52 BM9KMK8 Triton Water Holdings, Inc. 6.25% 4/1/29 $25,710 0.001% %TRIW29A 89680EAA7 US89680EAA73 BLF8T86 Finance of America HECM Buyout Series 2021-HB1 Class A, 0.8754% 2/25/31 $25,701 0.001% 31735RAA5 US31735RAA59 Viatris, Inc. 4% 6/22/50 $25,682 0.001% %UPJO50A 91533BAF7 US91533BAF76 BL57WY0 CNX Midstream Partners LP 6.5% 3/15/26 $25,657 0.001% %CNXM26A 12654TAA8 US12654TAA88 BZ1JJD6 Nuance Communications, Inc. 5.625% 12/15/26 $25,604 0.001% %NUAN26A 67020YAQ3 US67020YAQ35 BFNPKW8 Bausch Health Companies, Inc. 7.25% 5/30/29 $25,601 0.001% %BHCC29A 071734AF4 US071734AF49 BK8KJZ9 Ascend Learning LLC 6.875% 8/1/25 $25,522 0.001% %ASCL25A 043502AB9 US043502AB91 BJ2W9X2 Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp. 5.75% 4/1/25 $25,515 0.001% %CMLP25 226373AP3 US226373AP35 BDSHKJ2 Altice France SA Tranche B 13LN, term loan 3 month U.S. LIBOR + 4.000% 4.1548% 8/14/26 $25,400 0.001% %SFTLB13 XAF6628DAM65 Teachers Insurance & Annuity Association of

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

74 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL America 3.3% 5/15/50 $25,394 0.001% %TIAA50A 878091BG1 US878091BG18 BMQ57B2 IHS Markit Ltd. 4.75% 2/15/25 $25,385 0.001% %INFO25A 44962LAB3 US44962LAB36 BYNHPT9 The Boeing Co. 5.93% 5/1/60 $25,364 0.001% %BA60 097023CX1 US097023CX16 BL0CVM1 Mongolia Government 5.125% 4/7/26 $25,352 0.001% %MNGL26A 60937LAC9 US60937LAC90 BMCFZG7 Ecuador Republic 0.5% 7/31/35 $25,347 0.001% %ECU735A XS2214238524 BMGR2F7 First Eagle Holdings, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.500% 2.6473% 2/1/27 $25,323 0.001% %ARNLTLB 05554JAH0 US05554JAH05 Morgan Stanley 3.7% 10/23/24 $25,314 0.001% %MS1024 61761JVL0 US61761JVL06 BRSG3G5 Allied Universal Holdco LLC / Allied Universal Finance Corp. 6% 6/1/29 $25,277 0.001% %UNSE29A 019576AC1 US019576AC18 BMVXSG3 Wells Fargo Commercial Mortgage Trust sequential payer Series 2015-C26 Class A4, 3.166% 2/15/48 $25,255 0.001% 94989CAX9 US94989CAX92 Tanger Properties LP 3.125% 9/1/26 $25,244 0.001% %SKT926 875484AJ6 US875484AJ66 BDCCRQ9 Guatemalan Republic 5.375% 4/24/32 $25,239 0.001% %GUAT32A 401494AS8 US401494AS84 BMWWJK0 Ministry of Finance of the Russian Federation 5.25% 6/23/47(Reg. S) $25,212 0.001% %RUSS47S RU000A0JXU14 BD57MZ5 Hess Corp. 4.3% 4/1/27 $25,211 0.001% %HES27 42809HAG2 US42809HAG20 BD7XTG1 NextEra Energy Partners LP 4.5% 9/15/27 $25,183 0.001% %NEP27A 65342QAB8 US65342QAB86 BZ6CT29 Performance Food Group, Inc. 6.875% 5/1/25 $25,166 0.001% %PFGC25A 71376LAD2 US71376LAD29 BMW55W3 German Federal Republic 2.5% 7/4/44 $25,156 0.001% %DBR0744 DE0001135481 B7X7Y93 Fannie Mae 2.5% 20 Year $25,148 0.001% Prosus NV 3.68% 1/21/30 $25,144 0.001% %PRXN30A 74365PAA6 US74365PAA66 BL0CJK5 Turkish Republic 4.875% 10/9/26 $25,008 0.001% %TURKY26 900123CK4 US900123CK49 BDCRD11 Renewable Energy Group, Inc. 5.875% 6/1/28 $24,858 0.001% %REG528A 75972AAD5 US75972AAD54 BKPGJS3 Plains All American Pipeline LP/PAA Finance Corp. 3.8% 9/15/30 $24,842 0.001% %PAA30 72650RBN1 US72650RBN17 BMC8W21 Belarus Republic 6.875% 2/28/23 $24,742 0.001% %BELR23A 07737JAB9 US07737JAB98 BYVS680 Leidos, Inc. 2.95% 5/15/23 $24,718 0.001% %LDOS23 52532XAB1 US52532XAB10 BMB63M3 Leviathan Bond Ltd. 5.75% 6/30/23 (Reg. S) $24,678 0.001% %LVIA23S IL0011677668 BMF1197 SRS Distribution, Inc. 6.125% 7/1/29 $24,560 0.001% %SRSD29A 78471RAC0 US78471RAC07 BMXXL84 The Coca-Cola Co. 3.45% 3/25/30 $24,526 0.001% %KO30 191216CT5 US191216CT51 BLTZ7Y5 Dominican Republic 7.45% 4/30/44 $24,497 0.001% %DOMR44A 25714PCF3 US25714PCF36 BLZGSS3 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 4.45% 4/3/26 $24,462 0.001% %AER26 00774MAL9 US00774MAL90 BK15Z86 Petroleos Mexicanos 5.375% 3/13/22 $24,444 0.001% %PEMX322 71654QCE0 US71654QCE08 BFYPLW4 Symphony CLO XXIII Ltd. Series 2020-23A Class A, 3 month U.S. LIBOR + 1.320% 1.5038% 1/15/34 $24,440 0.001% 87167NAC9 US87167NAC92 United Mexican States 4.5% 4/22/29 $24,432 0.001% %MEX429 91087BAF7 US91087BAF76 BH4KQ39 Cablevision Lightpath LLC 5.625% 9/15/28 $24,427 0.001% %CVLG28A 12687GAB5 US12687GAB59 BMG5F07

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

75 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Republic of Paraguay 5.4% 3/30/50 $24,370 0.001% %PARG50A 699149AH3 US699149AH36 BJDQ2F6 Saudi Arabian Oil Co. 1.625% 11/24/25 $24,300 0.001% %ARAM25A 80414L2H7 US80414L2H78 BLD4ZH7 AASET Trust Series 2019-1 Class A, 3.844% 5/15/39 $24,272 0.001% 00256DAA0 US00256DAA00 Extended Stay America Trust floater Series 2021-ESH Class A, 1 month U.S. LIBOR + 1.080% 1.08% 7/15/38 $24,266 0.001% 30227FAA8 US30227FAA84 Wynn Macau Ltd. 5.5% 1/15/26 $24,226 0.001% %WYNC26A 98313RAG1 US98313RAG11 BMGKST2 The Boeing Co. 5.805% 5/1/50 $24,207 0.001% %BA550 097023CW3 US097023CW33 BL0CVF4 Goldman Sachs Group, Inc. 3.75% 2/25/26 $24,114 0.001% %GS226 38143U8H7 US38143U8H71 BYYLHX8 SITE Centers Corp. 4.25% 2/1/26 $23,992 0.001% %DDR26 23317HAE2 US23317HAE27 BYZR2V8 Kingdom of Saudi Arabia 4% 4/17/25 $23,991 0.001% %KSA25A 80413TAG4 US80413TAG40 BF3RKY6 MHP SA 7.75% 5/10/24 $23,953 0.001% %MHPS24A 55302TAD7 US55302TAD72 BD45XD5 Medco Platinum Road Pte Ltd. 6.75% 1/30/25 $23,817 0.001% %MEDC25A 58406HAA8 US58406HAA86 BG063F5 Nouryon Holding BV 8% 10/1/26 $23,787 0.001% %SPCH26A 85529VAA2 US85529VAA26 BFM58V4 Magnetite XXIII, Ltd. Series 2019-23A Class A, 3 month U.S. LIBOR + 1.300% 1.4758% 10/25/32 $23,720 0.001% 55954NAA7 US55954NAA72 Teva Pharmaceutical Finance Netherlands III BV 2.8% 7/21/23 $23,710 0.001% %TEVA23 88167AAD3 US88167AAD37 BD9F761 Puget Energy, Inc. 4.1% 6/15/30 $23,710 0.001% %PSD30 745310AK8 US745310AK84 BN7GF17 Prima Capital Ltd. floater sequential payer Series 2021-9A Class A, 1 month U.S. LIBOR + 1.450% 1.5434% 12/15/37 $23,690 0.001% 74167CAA5 US74167CAA53 Cedar Funding XII CLO Ltd. / Cedar Funding XII CLO LLC Series 2020-12A Class A, 3 month U.S. LIBOR + 1.270% 1.4458% 10/25/32 $23,622 0.001% 15033TAB1 US15033TAB17 Republic of Iraq 5.8% 1/15/28 (Reg. S) $23,621 0.001% %IRAQ28 XS0240295575 B0WLS73 Elanco Animal Health, Inc. 5.272% 8/28/23 $23,611 0.001% %ELAAN23 28414HAE3 US28414HAE36 BK6NCQ2 Cleco Corporate Holdings LLC 3.375% 9/15/29 $23,591 0.001% %CNL29 18551PAE9 US18551PAE97 BMY5R14 Golden Entertainment, Inc. 7.625% 4/15/26 $23,590 0.001% %GDEN26A 381013AA9 US381013AA98 BHZQX24 Banco Mercantil del Norte SA 6.75% $23,585 0.001% %BNRT99S 05971PAA6 US05971PAA66 BK5VM56 Indika Energy Capital IV Pte Ltd. 8.25% 10/22/25 $23,581 0.001% %INDY25A 45569GAA0 US45569GAA04 BN2CZQ5 The Third Pakistan International Sukuk Co. Ltd. 5.5% 10/13/21 $23,531 0.001% %PKST21A 88429JAA4 US88429JAA43 BD6CCN7 Hightower Holding LLC 6.75% 4/15/29 $23,495 0.001% %HIGT29A 43118DAA8 US43118DAA81 BMYDPK3 Indonesian Republic 3.85% 10/15/30 $23,463 0.001% %INDON30 455780CS3 US455780CS32 BKPQKH9 MTN (Mauritius) Investments Ltd. 6.5% 10/13/26 $23,407 0.001% %MTNS26A 55377XAB2 US55377XAB29 BD6C6D5 Discovery Communications LLC 3.625% 5/15/30 $23,389 0.001% %DISCA30 25470DBJ7 US25470DBJ72 BMDHQ36 Wells Fargo Commercial Mortgage Trust Series 2018-C48 Class A5, 4.302% 1/15/52 $23,309 0.001% 95001RAX7 US95001RAX70 BHSRF28

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

76 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Fannie Mae 5.5% 30 Year $23,234 0.001% BX Trust floater Series 2019-XL Class C, 1 month U.S. LIBOR + 1.250% 1.323% 10/15/36 $23,224 0.001% 056054AF6 US056054AF67 WP Carey, Inc. 4.6% 4/1/24 $23,134 0.001% %WPC24 92936UAA7 US92936UAA79 BLMPGK1 Bayer AG 3.75% 7/1/74 (Reg. S) $23,097 0.001% %BAYN74S DE000A11QR73 BNLPXY9 UMBS 2% 15 Year $23,077 0.001% General Motors Financial Co., Inc. 4% 1/15/25 $23,012 0.001% %GM0125 37045XAS5 US37045XAS53 BV9CMF2 Bharti Airtel International BV 5.35% 5/20/24 $22,958 0.001% %BHRT24S 08861JAB5 US08861JAB52 BMN90L8 CAS Capital No 1 Ltd. 4% (Reg. S) $22,894 0.001% %CAC99S XS2277590209 BN91Z32 BX Trust floater Series 2019-IMC Class B, 1 month U.S. LIBOR + 1.300% 1.373% 4/15/34 $22,862 0.001% 05608BAG5 US05608BAG59 AIA Group Ltd. 3.2% 9/16/40 $22,815 0.001% %AIA40A 00131LAK1 US00131LAK17 BKP3TT5 NCL Finance Ltd. 6.125% 3/15/28 $22,645 0.001% %NCLH28A 62888HAA7 US62888HAA77 BNQPS27 BX Trust floater Series 2020-BXLP Class E, 1 month U.S. LIBOR + 1.600% 1.673% 12/15/36 $22,634 0.001% 05607QAU2 US05607QAU22 Fannie Mae 6% 30 Year $22,578 0.001% Murphy Oil U.S.A., Inc. 3.75% 2/15/31 $22,533 0.001% %MUSA31A 626738AF5 US626738AF53 BND9P09 KazMunaiGaz National Co. 3.5% 4/14/33 $22,492 0.001% %KZOK33A 48126PAA0 US48126PAA03 BKSB0T3 BFLD Trust floater sequential payer Series 2020-OBRK Class A, 1 month U.S. LIBOR + 2.050% 2.123% 11/15/28 $22,463 0.001% 05553JAA6 US05553JAA60 TMK Capital SA 4.3% 2/12/27 (Reg. S) $22,459 0.001% %TRUB27S XS2116222451 BKKJMD3 Sinopec Group Overseas Development Ltd. 1.45% 1/8/26 $22,451 0.001% %SIN126A 82939GAR9 US82939GAR92 BMDT386 SM Energy Co. 6.5% 7/15/28 $22,448 0.001% %SM28 78454LAW0 US78454LAW00 BNG1ND1 Affinity Gaming LLC 6.875% 12/15/27 $22,429 0.001% %AFFG28A 00842XAA7 US00842XAA72 BMB5T00 General Electric Co. 3.625% 5/1/30 $22,428 0.001% %GE530 369604BW2 US369604BW26 BLD2043 BX Commercial Mortgage Trust floater Series 2020-BXLP Class B, 1 month U.S. LIBOR + 1.000% 1.073% 12/15/36 $22,359 0.001% 05607QAK4 US05607QAK40 New Residential Mortgage Loan Trust Series 2020-1A Class A1B, 3.5% 10/25/59 $22,311 0.001% 64830TAD0 US64830TAD00 Option with an exercise rate of 2.75% on a credit default swap with BNP Paribas S.A. to buy protection on the 5-Year iTraxx Europe Crossover Series 35 Index expiring September 2021, paying 5% quarterly. $22,294 0.001% BNPI275 GS Mortgage Securities Trust Series 2012-GCJ9 Class A/S, 3.124% 11/10/45 $22,288 0.001% 36192PAT3 US36192PAT30

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

77 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Michaels Companies, Inc. 1LN, term loan 3 month U.S. LIBOR + 4.250% 5% 4/15/28 $22,284 0.001% %MIKTL1 59408UAB3 US59408UAB35 The Dow Chemical Co. 4.55% 11/30/25 $22,266 0.001% %DOW125 260543CN1 US260543CN13 BH3TTV6 DB Master Finance LLC Series 2017-1A Class A2I, 3.629% 11/20/47 $22,256 0.001% 233046AE1 US233046AE15 BYPFPY6 U.S. Treasury Notes 2.625% 2/15/29 $22,244 0.001% 9128286B1 US9128286B18 BJ7G9F1 Republic of Nigeria 7.143% 2/23/30 $22,184 0.001% %NGER30A 65412JAD5 US65412JAD54 BF5G825 Fresnillo PLC 4.25% 10/2/50 $22,166 0.001% %FRES50A 358070AB6 US358070AB61 BMCM2L2 Central American Bottling Corp. 5.75% 1/31/27 $22,116 0.001% %CAME27A 15238XAB5 US15238XAB55 BYQFPH8 Anheuser-Busch InBev Worldwide, Inc. 4.5% 6/1/50 $22,106 0.001% %ABIBB50 035240AT7 US035240AT78 BM8MLZ3 Brazilian Federative Republic 3.75% 9/12/31 $22,083 0.001% %BRAZI31 105756CE8 US105756CE88 BMD7M49 AT&T, Inc. 4.3% 2/15/30 $22,013 0.001% %AT30 00206RGQ9 US00206RGQ92 BG6F4D1 Kingdom of Saudi Arabia 4.625% 10/4/47 $21,949 0.001% %KSA47A 80413TAF6 US80413TAF66 BD0TRN9 M&G PLC 6.5% 10/20/48 (Reg. S) $21,857 0.001% %PRUFI48 XS1888930150 BGS4PL1 RETL floater Series 2019-RVP Class C, 1 month U.S. LIBOR + 2.100% 2.173% 3/15/36 $21,838 0.001% 74952PAJ6 US74952PAJ66 DCP Midstream Operating LP 3.875% 3/15/23 $21,813 0.001% %DPM323 23311VAD9 US23311VAD91 B92XBZ1 Symphony CLO XXV Ltd. / Symphony CLO XXV LLC Series 2021-25A Class A, 3 month U.S. LIBOR + 0.980% 1.1653% 4/19/34 $21,806 0.001% 87167WAC9 US87167WAC91 Occidental Petroleum Corp. 4.3% 8/15/39 $21,797 0.001% %OXY39 674599CX1 US674599CX16 BKKGQG5 MCE Finance Ltd. 4.875% 6/6/25 $21,686 0.001% %MPEL25A 58547DAA7 US58547DAA72 BYZQ5Q1 Dominican Republic 6.85% 1/27/45 $21,630 0.001% %DOMR45A 25714PCW6 US25714PCW68 BVGCM00 VTR Finance BV 6.375% 7/15/28 $21,625 0.001% %VTRC28A 918374AA7 US918374AA74 BMFQ8Z7 Aon PLC 4% 11/27/23 $21,618 0.001% %AON23 00185AAD6 US00185AAD63 BGR6PN0 Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 5.75% 4/1/48 $21,615 0.001% %CHTR48 161175BN3 US161175BN35 BFY3BX9 Omega Healthcare Investors, Inc. 3.375% 2/1/31 $21,602 0.001% %OHI31 681936BM1 US681936BM17 BMXWN07 Time Warner Cable LLC 6.75% 6/15/39 $21,595 0.001% %TWC639 88732JAU2 US88732JAU25 B62X8Y8 DCP Midstream Operating LP 5.6% 4/1/44 $21,589 0.001% %DPM44 23311VAF4 US23311VAF40 BKR3FX9 Kingdom of Saudi Arabia 3.625% 3/4/28 $21,565 0.001% %KSA28A 80413TAE9 US80413TAE91 BD0TQP4 Comcast Corp. 4.65% 7/15/42 $21,514 0.001% %CMCSA42 20030NBE0 US20030NBE04 B7TGGL0 Provincia de Cordoba 5% 6/1/27 $21,371 0.001% %PDCA24A 74408DAD6 US74408DAD66 BDT5G75 Republic of Benin 5.75% 3/26/26 $21,153 0.001% %BENIN26 XS1963477556 BJ1F0P1 Meituan 3.05% 10/28/30 $21,138 0.001% %MTDP30A 58533EAC7 US58533EAC75 BMYVTT4 VM Holding SA 6.5% 1/18/28 $21,070 0.001% %NEXA28A 65290DAA1 US65290DAA19 BMY72P9 Promigas SA ESP/Gases del Pacifico SAC 3.75% 10/16/29 $21,038 0.001% %PROM29A 74348DAA5 US74348DAA54 BK8JBY9 Romanian Republic 3.65% 9/24/31 $20,969 0.001% %ROM0931 RO1631DBN055 BYVQH36

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

78 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Petroleos Mexicanos 8.625% 2/1/22 $20,961 0.001% %PMX22 706451AG6 US706451AG65 2487162 Philippine Republic 6.25% 1/14/36 $20,960 0.001% %PHIL136 718286BM8 US718286BM88 B3LJ4G0 Argentine Republic 0.125% 1/9/38 $20,902 0.001% %ARGNT38 040114HU7 US040114HU71 BNC1841 Enbridge, Inc. 4% 10/1/23 $20,853 0.001% %ENB1023 29250NAF2 US29250NAF24 BF6DWS9 JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-C8 Class A/S, 3.4239% 10/15/45 $20,849 0.001% 46638UAH9 US46638UAH95 OCP SA 3.75% 6/23/31 $20,835 0.001% %OCPM31A 67091TAD7 US67091TAD72 BKP8PT2 Horizon Aircraft Finance Ltd. Series 2019-1 Class A, 3.721% 7/15/39 $20,829 0.001% 44040HAA0 US44040HAA05 JPMorgan Chase Commercial Mortgage Securities Trust floater Series 2019-BKWD Class A, 1 month U.S. LIBOR + 1.000% 1.073% 9/15/29 $20,818 0.001% 46591JAA4 US46591JAA43 TRI Pointe Homes, Inc. 5.7% 6/15/28 $20,813 0.001% %TPH28 87265HAG4 US87265HAG48 BMBT269 CrownRock LP/CrownRock Finance, Inc. 5% 5/1/29 $20,700 0.001% %CRRO29A 228701AG3 US228701AG35 BMDLB33 Starwood Property Trust, Inc. 5% 12/15/21 $20,643 0.001% %STWD21 85571BAG0 US85571BAG05 BZ609M3 GS Mortgage Securities Trust floater Series 2018-3PCK Class A, 1 month U.S. LIBOR + 1.450% 1.523% 9/15/31 $20,577 0.001% 36255YAA9 US36255YAA91 Catalent Pharma Solutions 5% 7/15/27 $20,471 0.001% %CTLT27A 14879EAE8 US14879EAE86 BHWTW30 Uruguay Republic 8.5% 3/15/28 (Reg. S) $20,450 0.001% %UR1528S USP80557BV53 BDH4834 MPLX LP 4.875% 12/1/24 $20,444 0.001% %MPLX24 55336VAG5 US55336VAG59 BDCG2P5 BBVA Bancomer SA Texas Branch 6.75% 9/30/22 $20,398 0.001% %BBVA22A 05533UAC2 US05533UAC27 B844FP3 Ritchie Bros. Auctioneers, Inc. 5.375% 1/15/25 $20,288 0.001% %RIBR24A 767744AA3 US767744AA37 BDGMHW1 Consumer Loan Underlying Bond Credit Trust Series 2019-HP1 Class A, 2.59% 12/15/26 $20,276 0.001% 21055MAA9 US21055MAA99 Yum! Brands, Inc. 7.75% 4/1/25 $20,272 0.001% %YUM25A 988498AM3 US988498AM33 BM5M606 TreeHouse Foods, Inc. 4% 9/1/28 $20,269 0.001% %THS28 89469AAD6 US89469AAD63 BMZMQP1 Lucali CLO Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.210% 1.4484% 1/15/33 $20,224 0.001% 54929JAC7 US54929JAC71 Ministry of Finance of the Russian Federation 5.625% 4/4/42 $20,212 0.001% %RUS42A 78307ADE0 US78307ADE01 B7JQSD6 Republic of Serbia 2.125% 12/1/30 $20,205 0.001% %SERB30A 817477AF9 US817477AF95 BMH2SF3 CSC Holdings LLC 5.875% 9/15/22 $20,056 0.001% %CVC22 12686CBB4 US12686CBB46 B6ZY4Y0 Societe Generale 4.25% 4/14/25 $20,025 0.001% %SOCG25A 83367TBJ7 US83367TBJ79 BVYP870 Sultanate of Oman 4.125% 1/17/23 $19,961 0.001% %OMAN23A 682051AG2 US682051AG21 BFWV2Q5 FMG Resources (August 2006) Pty Ltd. 5.125% 5/15/24 $19,907 0.001% %FMGA24A 30251GAW7 US30251GAW78 BDFVF70 Petroleos Mexicanos 6.875% 10/16/25 $19,905 0.001% %PEM25A 71654QDG4 US71654QDG47 BMXWN30 Post Holdings, Inc. 5.75% 3/1/27 $19,876 0.001% %POST27A 737446AM6 US737446AM60 BYNHPV1

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

79 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Baytex Energy Corp. 5.625% 6/1/24 $19,857 0.001% %BTEC24A 07317QAG0 US07317QAG01 BN5H5R8 Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/51 $19,841 0.001% 61691RAE6 US61691RAE62 Utah Acquisition Sub, Inc. 3.95% 6/15/26 $19,809 0.001% %MYLN26 62854AAN4 US62854AAN46 BYMX833 Tops Markets LLC 1LN, term loan 3 month U.S. LIBOR + 8.500% 9.5% 11/19/23 $19,795 0.001% %TOP1EXT Hungarian Republic 3% 10/27/38 $19,786 0.001% %HGB1038 HU0000403555 BFM4532 Omega Healthcare Investors, Inc. 4.5% 1/15/25 $19,752 0.001% %OHI125 681936BD1 US681936BD18 BYV6W08 KAR Auction Services, Inc. 5.125% 6/1/25 $19,738 0.001% %KAR25A 48238TAA7 US48238TAA79 BD3VQ24 Allegany Park CLO, Ltd. / Allegany Series 2020-1A Class A, 3 month U.S. LIBOR + 1.330% 1.5183% 1/20/33 $19,683 0.001% 017154AA3 US017154AA30 Madison Park Funding XXXIII Ltd. Series 2019-33A Class A, 3 month U.S. LIBOR + 1.330% 1.5138% 10/15/32 $19,648 0.001% 55819JAA1 US55819JAA16 Barclays PLC 5.2% 5/12/26 $19,603 0.001% %BAC526 06738EAP0 US06738EAP07 BD8ZS14 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 3.3% 1/23/23 $19,593 0.001% %AER123 00774MAD7 US00774MAD74 BFNJ967 Voya Financial, Inc. 3.125% 7/15/24 $19,561 0.001% %VOYA24 929089AD2 US929089AD25 BYXKMR5 Leidos, Inc. 3.625% 5/15/25 $19,501 0.001% %LDOS25 52532XAD7 US52532XAD75 BLD3GV5 SM Energy Co. 6.75% 9/15/26 $19,450 0.001% %SM26 78454LAN0 US78454LAN01 BDJ0GW5 Ukraine Government 7.375% 9/25/32 $19,345 0.001% %UKRA32A 903724BM3 US903724BM37 BF226N3 Panamanian Republic 2.252% 9/29/32 $19,324 0.001% %PANA32 698299BN3 US698299BN37 BM9F098 FEL Energy VI SARL 5.75% 12/1/40 $19,295 0.001% %TIEM40A 30260LAA3 US30260LAA35 BMC6NN3 Turkish Republic 6.35% 8/10/24 $19,177 0.001% %TURK824 900123CV0 US900123CV04 BJGR193 Starfruit U.S. Holdco LLC Tranche B, term loan 3 month U.S. LIBOR + 2.750% 3.133% 10/1/25 $19,166 0.001% %EKATLB XAN8232NAB37 Ginnie Mae guaranteed REMIC pass-thru certificates sequential payer Series 2017-139 Class BA, 3% 9/20/47 $19,130 0.001% 38380HES7 US38380HES76 Sun Communities Operating LP 2.7% 7/15/31 $19,098 0.001% %SUI31 866677AE7 US866677AE75 BMDRCH2 State Oil Co. of Azerbaijan Republic 6.95% 3/18/30 (Reg. S) $19,009 0.001% %SOI330S XS1196496688 BWC9V05 Energy Transfer LP 5.8% 6/15/38 $18,934 0.000% %ETP638 29278NAD5 US29278NAD57 BDFY052 JPMorgan Chase & Co. 3.797% 7/23/24 $18,927 0.000% %JPM0724 46647PAU0 US46647PAU03 BFMYVQ7 Tencent Holdings Ltd. 2.39% 6/3/30 $18,882 0.000% %TNCT30A 88032WAU0 US88032WAU09 BMXB5C0 Swiss Re Finance Luxembourg SA 5% 4/2/49 $18,840 0.000% %SREN49A 87089NAA8 US87089NAA81 BJVLL56 Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 6% 2/15/28 $18,801 0.000% %NWFI28A 667449AC6 US667449AC68 BLH2351

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

80 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL T-Mobile U.S.A., Inc. 4.5% 4/15/50 $18,739 0.000% %TMUS50 87264AAZ8 US87264AAZ84 BN0ZMM1 Turkish Republic 5.75% 3/22/24 $18,734 0.000% %TRK24 900123CF5 US900123CF53 BJ7WCZ0 CGDB Commercial Mortgage Trust floater Series 2019-MOB Class A, 1 month U.S. LIBOR + 0.950% 1.0229% 11/15/36 $18,717 0.000% 125284AA7 US125284AA75 Corporacion Nacional del Cobre de Chile (Codelco) 3.15% 1/14/30 $18,713 0.000% %CDEL30A 21987BBB3 US21987BBB36 BKBH162 Morgan Stanley BAML Trust Series 2012-C5 Class A/S, 3.792% 8/15/45 $18,676 0.000% 61761ABA5 US61761ABA51 Ford Credit Floorplan Master Owner Trust Series 2019-3 Class A1, 2.23% 9/15/24 $18,639 0.000% 34528QHA5 US34528QHA58 BKDZ7T9 Occidental Petroleum Corp. 4.5% 7/15/44 $18,627 0.000% %OXY744 674599DK8 US674599DK85 BJCRNP7 Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 6.484% 10/23/45 $18,618 0.000% %CHTR45 161175BA1 US161175BA14 BYQ7R23 Exterran Energy Solutions LP 8.125% 5/1/25 $18,599 0.000% %EXTNR25 30227KAE9 US30227KAE91 BD1MLF7 Commonwealth Bank of Australia 3.61% 9/12/34 $18,597 0.000% %CBAU24A 202712BK0 US202712BK06 BK5W9M5 Horizon Aircraft Finance I Ltd. Series 2018-1 Class A, 4.458% 12/15/38 $18,491 0.000% 440405AE8 US440405AE86 BX Trust floater Series 2019-XL Class B, 1 month U.S. LIBOR + 1.080% 1.153% 10/15/36 $18,485 0.000% 056054AE9 US056054AE92 Mattel, Inc. 3.75% 4/1/29 $18,399 0.000% %MAT29A 577081BF8 US577081BF84 BLGT513 Mattel, Inc. 3.375% 4/1/26 $18,354 0.000% %MAT26A 577081BE1 US577081BE10 BKP89B2 NCL Corp. Ltd. 5.875% 3/15/26 $18,283 0.000% %NCL26A 62886HBA8 US62886HBA86 BMB5SR0 Angola Republic 8.25% 5/9/28 $18,139 0.000% %ANGO28A 035198AB6 US035198AB62 BFY6P69 Illinois Gen. Oblig. Series 2003, 4.95% 6/1/23 $18,075 0.000% 452151LE1 US452151LE19 Moog, Inc. 4.25% 12/15/27 $18,064 0.000% %MOGA27A 615394AM5 US615394AM52 BKQNVK9 DCP Midstream Operating LP 6.45% 11/3/36 $18,058 0.000% %DUK1136 26439XAH6 US26439XAH61 B1GC716 Charles River Laboratories International, Inc. 4.25% 5/1/28 $18,043 0.000% %CRL28A 159864AE7 US159864AE78 BK59DC4 Venezuelan Republic 9.25% 9/15/27 $18,036 0.000% %VENE27E 922646AS3 US922646AS37 5331062 RLGH Trust floater Series 2021-TROT Class A, 1 month U.S. LIBOR + 0.800% 0.873% 4/15/36 $18,024 0.000% 74969CAA5 US74969CAA53 Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/40 $17,916 0.000% 00255UAA3 US00255UAA34 Anheuser-Busch InBev Worldwide, Inc. 4.6% 6/1/60 $17,888 0.000% %ABIBB60 035240AU4 US035240AU42 BM8MM83 Qtel International Finance Ltd. 5% 10/19/25 $17,870 0.000% %QTEL25A 74733LAE2 US74733LAE20 B4TV841 Citigroup, Inc. 4.4% 6/10/25 $17,868 0.000% %C12325 172967JT9 US172967JT97 BYZRZP3 BX Commercial Mortgage Trust floater Series 2020-BXLP Class C, 1 month U.S. LIBOR + 1.120%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

81 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 1.193% 12/15/36 $17,839 0.000% 05607QAN8 US05607QAN88 Charles River Laboratories International, Inc. 3.75% 3/15/29 $17,814 0.000% %CRL29A 159864AG2 US159864AG27 BN6J2C7 Banco Mercantil del Norte SA 7.625% $17,795 0.000% %BANOA 05962GAJ8 US05962GAJ85 BYVX878 Guatemalan Republic 6.125% 6/1/50 $17,733 0.000% %GUAT50A 401494AR0 US401494AR02 BKBDXR5 Petroleos Mexicanos 6.35% 2/12/48 $17,733 0.000% %PEMEX48 71654QCL4 US71654QCL41 BGPYW91 Plastipak Holdings, Inc. 6.25% 10/15/25 $17,725 0.000% %PLAS25A 727610AN7 US727610AN78 BF2FKG3 Rent-A-Center, Inc. 6.375% 2/15/29 $17,721 0.000% %RCII29A 76009NAL4 US76009NAL47 BMFNQS7 Dell International LLC/EMC Corp. 6.1% 7/15/27 $17,704 0.000% %DELL27 24703TAF3 US24703TAF30 BL982B6 State of Qatar 3.4% 4/16/25 $17,694 0.000% %QATA25A 74727PBC4 US74727PBC41 BL6DKD2 AT&T, Inc. 4.75% 5/15/46 $17,649 0.000% %T46 00206RCQ3 US00206RCQ39 BX2H2X6 Archrock Partners LP / Archrock Partners Finance Corp. 6.875% 4/1/27 $17,641 0.000% %APLP27A 03959KAA8 US03959KAA88 BJSDZR5 Argentine Republic 1% 7/9/29 $17,611 0.000% %ARGE729 040114HX1 US040114HX11 BNC18N0 Petroleos Mexicanos 2.5% 11/24/22 (Reg. S) $17,567 0.000% %PEMX22S XS1824425349 BD5KYM5 Network i2i Ltd. 5.65% $17,554 0.000% %BHARA 64132NAA4 US64132NAA46 BHPH833 Morgan Stanley BAML Trust Series 2012-C6 Class A/S, 3.476% 11/15/45 $17,503 0.000% 61761DAE2 US61761DAE22 Teva Pharmaceutical Finance Co. BV 2.95% 12/18/22 $17,488 0.000% %TEVA22 88165FAG7 US88165FAG72 B8FZD73 Goldman Sachs Group, Inc. 5.15% 5/22/45 $17,488 0.000% %GS45 38148LAF3 US38148LAF31 BY58YT3 Beechwood Park CLO Ltd. Series 2019-1A Class A1, 3 month U.S. LIBOR + 1.330% 1.5198% 1/17/33 $17,486 0.000% 07355TAA0 US07355TAA07 Dryden CLO, Ltd. Series 2021-83A Class A, 3 month U.S. LIBOR + 1.220% 1.4573% 1/18/32 $17,453 0.000% 26246EAC2 US26246EAC21 Energy Transfer LP 5.25% 4/15/29 $17,436 0.000% %EETP29 29278NAG8 US29278NAG88 BJ2DPR1 Kraft Heinz Foods Co. 4.375% 6/1/46 $17,356 0.000% %KHC646 50077LAB2 US50077LAB27 BD7YG30 Chukchansi Economic Development Authority 8% 4/15/28 $17,354 0.000% %CHUK28A 171276AP3 US171276AP31 BMDV7X5 Equate Petrochemical BV 2.625% 4/28/28 $17,345 0.000% %EQPT28A 29441WAD7 US29441WAD74 BM9CPN8 Orbia Advance Corp. S.A.B. de CV 1.875% 5/11/26 $17,343 0.000% %ORBI26A 68560EAA6 US68560EAA64 BN2WDF0 Sysco Corp. 3.25% 7/15/27 $17,324 0.000% %SYY727 871829BF3 US871829BF39 BDGGZT6 Dominican Republic 5.875% 1/30/60 $17,312 0.000% %DOMP60A 25714PEE4 US25714PEE43 BK94CJ5 WF-RBS Commercial Mortgage Trust Series 2012-C8 Class A/S, 3.66% 8/15/45 $17,307 0.000% 92936YAE1 US92936YAE14 Anheuser-Busch InBev Worldwide, Inc. 4.35% 6/1/40 $17,296 0.000% %ABI2040 035240AS9 US035240AS95 BM8GDK4 Turkish Republic 5.125% 6/22/26 $17,267 0.000% %TURK26A 421790AG1 US421790AG12 BM9C9W5 Kingdom of Saudi Arabia 4.5% 4/22/60 $17,155 0.000% %KSA60A 80413TAU3 US80413TAU34 BMF0428 Kingdom of Saudi Arabia 3.75% 1/21/55 $17,153 0.000% %KSA55A 80413TAR0 US80413TAR05 BKVD0X0 Republic of Uzbekistan 3.7% 11/25/30 $17,141 0.000% %UZBE30A 91822Q2C0 US91822Q2C08 BMWB565

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

82 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Toledo Hospital 5.325% 11/15/28 $17,100 0.000% %TOLHO28 889184AC1 US889184AC18 BGYVLX0 Vizient, Inc. 6.25% 5/15/27 $17,076 0.000% %VIZI27A 92856JAB6 US92856JAB61 BK1LR77 Moody’s Corp. 3.25% 1/15/28 $17,010 0.000% %MCO28 615369AM7 US615369AM79 BZ1GZR3 Asbury Automotive Group, Inc. 4.75% 3/1/30 $16,874 0.000% %ABG30 043436AV6 US043436AV64 BMD2QQ4 SITE Centers Corp. 3.625% 2/1/25 $16,872 0.000% %DDR225 23317HAD4 US23317HAD44 BVCXLF5 Real Hero Merger Sub 2 6.25% 2/1/29 $16,871 0.000% %TRUK29A 75602BAA7 US75602BAA70 BMF88D1 Ventas Realty LP 4% 3/1/28 $16,870 0.000% %VTR328 92277GAM9 US92277GAM96 BYWJDB4 WEC Energy Group, Inc. 3 month U.S. LIBOR + 2.110% 2.2684% 5/15/67 $16,851 0.000% %WEC67 976657AH9 US976657AH99 B1XCTQ8 Fox Corp. 5.476% 1/25/39 $16,800 0.000% %FOXA39 35137LAJ4 US35137LAJ44 BMPRYX0 Marsh & McLennan Companies, Inc. 4.75% 3/15/39 $16,765 0.000% %MMC39 571748BH4 US571748BH49 BJ2NYM9 Democratic Socialist Republic of Sri Lanka 7.85% 3/14/29 $16,735 0.000% %SRIL29A 85227SAZ9 US85227SAZ92 BJKGRL0 Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/39 $16,699 0.000% 14855MAB4 US14855MAB46 UKG, Inc. 1LN, term loan 3 month U.S. LIBOR + 3.750% 3.8543% 5/4/26 $16,683 0.000% %ULTITL1 90385KAB7 US90385KAB70 Asbury Automotive Group, Inc. 4.5% 3/1/28 $16,616 0.000% %ABG28 043436AU8 US043436AU81 BMCVTF2 Digicel Group Ltd. 6.75% 3/1/23 $16,586 0.000% %DLLT23A 25380QAH2 US25380QAH20 BW0XTF0 Empresa Nacional de Petroleo 4.375% 10/30/24 $16,459 0.000% %ENAP24A 29245JAH5 US29245JAH59 BRTL9H2 HSBC Holdings PLC 4.25% 3/14/24 $16,440 0.000% %HSBC324 404280AP4 US404280AP48 BKJLDZ9 Energy Transfer LP 3.75% 5/15/30 $16,403 0.000% %ETP530 29278NAQ6 US29278NAQ60 BL3BQ53 MGM Resorts International 7.75% 3/15/22 $16,381 0.000% %MGM22 552953BX8 US552953BX80 B7MQJ41 Cogent Communications Group, Inc. 5.375% 3/1/22 $16,353 0.000% %CCOI22A 19240CAA1 US19240CAA18 BVGBFY2 Egypt Government Bill 11/23/21 $16,349 0.000% EGT9980NBL11 AFLAC, Inc. 3.6% 4/1/30 $16,267 0.000% %AFLL30 001055BJ0 US001055BJ00 BLTZKL3 Egypt Government Bill 8/3/21 $16,259 0.000% %EGYT21 EGT998038L17 BM8FWP9 Prosus NV 2.031% 8/3/32 (Reg. S) $16,184 0.000% %PRXN32S XS2211183756 BK7YNZ0 Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc. 7% 12/31/27 $16,184 0.000% %KIKC27A 50106GAF9 US50106GAF90 BM9LXZ3 Anheuser-Busch InBev Worldwide, Inc. 3.5% 6/1/30 $16,165 0.000% %ABIBB30 035240AV2 US035240AV25 BM8GDL5 Dell International LLC/EMC Corp. 6.2% 7/15/30 $16,083 0.000% %DELL30 24703TAH9 US24703TAH95 BL979J0 Moody’s Corp. 4.875% 2/15/24 $16,008 0.000% %MCO224 615369AC9 US615369AC97 BCZQWY4 MPLX LP 3 month U.S. LIBOR + 1.100% 1.2231% 9/9/22 $15,985 0.000% %MPLX22 55336VBH2 US55336VBH24 BJDSXT3 DAE Funding LLC 1.55% 8/1/24 $15,977 0.000% %DUB824A 23371DAJ3 US23371DAJ37 BNNJN61 Petronas Capital Ltd. 3.5% 4/21/30 $15,970 0.000% %PETK30A 716743AP4 US716743AP46 BMF66D1 Telefonica del Peru SA 7.375% 4/10/27 $15,929 0.000% %TELEF27 87938YAA7 US87938YAA73 BK6RN50 Avolon Holdings Funding Ltd. 3.95% 7/1/24 $15,901 0.000% %AVO724A 05401AAF8 US05401AAF84 BJV0CR2 Affiliated Managers Group, Inc. 4.25% 2/15/24 $15,899 0.000% %AMG24 008252AM0 US008252AM02 BJT7ZG5

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

83 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Deere & Co. 3.1% 4/15/30 $15,864 0.000% %DE0430 244199BJ3 US244199BJ37 BLPN3F6 SB Capital SA 5.125% 10/29/22 $15,836 0.000% %SBE22A 78406JAC8 US78406JAC80 B87ZVD3 Azul Investments LLP 7.25% 6/15/26 $15,825 0.000% %AZUL26A 05502FAC2 US05502FAC23 BMH7D97 Ortho-Clinical Diagnostics, Inc. 7.25% 2/1/28 $15,796 0.000% %ORTC28A 68752DAA6 US68752DAA63 BH3T5L8 BBVA Bancomer SA Texas Branch 5.125% 1/18/33 $15,790 0.000% %BBVA33A 05533UAF5 US05533UAF57 BFY0TP8 BX Trust floater Series 2019-IMC Class D, 1 month U.S. LIBOR + 1.900% 1.973% 4/15/34 $15,787 0.000% 05608BAL4 US05608BAL45 Toyota Motor Credit Corp. 3.375% 4/1/30 $15,613 0.000% %TOYOA30 89236TGY5 US89236TGY55 BL66P03 Southeast Supply Header LLC 4.25% 6/15/24 $15,602 0.000% %SESH624 841504AB9 US841504AB96 BN7N7N4 BX Trust floater Series 2018-EXCL Class B, 1 month U.S. LIBOR + 1.320% 1.398% 9/15/37 $15,540 0.000% 12433WAC5 US12433WAC55 Ukraine Government 1.258% 5/31/40 $15,538 0.000% %UK49TMP 903724AW2 US903724AW28 BZ09BY2 Jamaican Government 7.875% 7/28/45 $15,521 0.000% %JAMAN45 470160CB6 US470160CB63 BYZRKT2 Ally Financial, Inc. 5.125% 9/30/24 $15,489 0.000% %ALLY24 02005NAV2 US02005NAV29 BR23ZV1 SBA Tower Trust 1.884% 7/15/50 $15,478 0.000% 78403DAP5 US78403DAP50 Kingdom of Saudi Arabia 4.5% 10/26/46 $15,474 0.000% %KSA46A 80413TAC3 US80413TAC36 BYQ6M92 Fox Corp. 4.709% 1/25/29 $15,473 0.000% %FOXA29 35137LAH8 US35137LAH87 BJLV907 VTR Comunicaciones SpA 4.375% 4/15/29 $15,459 0.000% %VTRC29A 918367AC7 US918367AC71 BN92JH7 AASET Trust Series 2018-1A Class A, 3.844% 1/16/38 $15,400 0.000% 000367AA0 US000367AA05 BF593H4 Republic of Nigeria 6.5% 11/28/27 $15,381 0.000% %NGER27A 65412JAC7 US65412JAC71 BF2W0F3 Tencent Holdings Ltd. 1.81% 1/26/26 $15,367 0.000% %TENC26A 88032WAT3 US88032WAT36 BMXB5B9 Extended Stay America Trust floater Series 2021-ESH Class D, 1 month U.S. LIBOR + 2.250% 2.25% 7/15/38 $15,315 0.000% 30227FAJ9 US30227FAJ93 Qwest Corp. 7.25% 9/15/25 $15,311 0.000% %QUS725 912920AK1 US912920AK17 2729013 Egypt Government Bill 7/6/21 $15,297 0.000% %EGYT721 EGT998067L11 BM99WP0 Panamanian Republic 3.87% 7/23/60 $15,244 0.000% %PANAM59 698299BL7 US698299BL70 BJVN8G2 Islamic Republic of Pakistan 6.875% 12/5/27 $15,207 0.000% %PKST27A 740840AC7 US740840AC76 BFF9B92 Time Warner Cable LLC 5.5% 9/1/41 $15,124 0.000% %TWC941 88732JBB3 US88732JBB35 B441BS1 BAE Systems PLC 3.4% 4/15/30 $15,123 0.000% %BAL30A 05523RAD9 US05523RAD98 BKY6326 Baidu.com, Inc. 2.375% 10/9/30 $15,102 0.000% %BIDUI30 056752AT5 US056752AT58 BK4MYF4 Duquesne Light Holdings, Inc. 2.532% 10/1/30 $15,095 0.000% %DQE30A 266233AH8 US266233AH80 BMZ1QP8 BX Trust floater Series 2019-IMC Class C, 1 month U.S. LIBOR + 1.600% 1.673% 4/15/34 $15,076 0.000% 05608BAJ9 US05608BAJ98 Ghana Republic 8.125% 1/18/26 $15,009 0.000% %GHAN26A 374422AC7 US374422AC70 BQT3VQ4 AT&T, Inc. 6.2% 3/15/40 $14,956 0.000% %T340 00206RJD5 US00206RJD52 BJ11MJ7 Viatris, Inc. 3.85% 6/22/40 $14,955 0.000% %UPJO40A 91533BAE0 US91533BAE02 BL57WX9 CEMEX S.A.B. de CV 3.875% 7/11/31 $14,954 0.000% %CEME31A 151290BZ5 US151290BZ57 BL0P0K1 IPALCO Enterprises, Inc. 3.7% 9/1/24 $14,934 0.000% %AES924 462613AM2 US462613AM21 BDFKM54

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

84 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Camposol SA 6% 2/3/27 $14,903 0.000% %CSOL27A 134638AE5 US134638AE50 BKKF1S9 Alrosa Finance SA 3.1% 6/25/27 $14,897 0.000% %ALRS27A 02109TAE2 US02109TAE29 Frontier Communications Holdings LLC 5.875% 11/1/29 $14,883 0.000% %FTR!29A 35908MAA8 US35908MAA80 BNZFBY1 Sibur Securities DAC 2.95% 7/8/25 $14,842 0.000% %SIBU25A 825795AC1 US825795AC13 BMVF751 Republic of Uzbekistan 4.75% 2/20/24 $14,764 0.000% %UZBE24A 91822Q2B2 US91822Q2B25 BHZQ1B9 Boyd Gaming Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.250% 2.3383% 9/15/23 $14,746 0.000% %BYDTMB1 10330JAU2 US10330JAU25 Moody’s Corp. 3.25% 5/20/50 $14,738 0.000% %MCO550 615369AT2 US615369AT23 BMF6PG7 PTT Treasury Center Co. Ltd. 3.7% 7/16/70 $14,689 0.000% %PTTB70A 74446T2C6 US74446T2C68 BN2TTD1 Sinopec Group Overseas Development Ltd. 2.7% 5/13/30 $14,635 0.000% %SINO30A 82939GAP3 US82939GAP37 BL981B9 Store Capital Corp. 4.625% 3/15/29 $14,622 0.000% %STOR29 862121AB6 US862121AB61 BJ7MB42 Endure Digital, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 4.25% 1/29/28 $14,620 0.000% %EIGITLD Fannie Mae 3.5% 20 Year $14,572 0.000% Energy Transfer LP 6.25% 4/15/49 $14,563 0.000% %ETP49 29279FAA7 US29279FAA75 BJ2NY29 The GEO Group, Inc. 5.875% 10/15/24 $14,558 0.000% %GEO24 36162JAA4 US36162JAA43 BQZDT42 Western Gas Partners LP 4.65% 7/1/26 $14,540 0.000% %WES26 958254AF1 US958254AF13 BD2NKX0 MPLX LP 4.5% 7/15/23 $14,527 0.000% %MPLXL23 55336VAE0 US55336VAE02 BDCVWY9 NBK Tier 1 Financing Ltd. 3.625% $14,509 0.000% %NTBKKKA 62879NAA5 US62879NAA54 BNNHZR0 Credit Suisse Group AG 3.869% 1/12/29 $14,410 0.000% %CS129A 225401AF5 US225401AF50 BD265F6 Romanian Republic 4.375% 8/22/23 $14,406 0.000% %ROMA23A 77586RAB6 US77586RAB69 B9KDK34 GMF Floorplan Owner Revolving Trust Series 2018-4 Class A2, 1 month U.S. LIBOR + 0.410% 0.4829% 9/15/23 $14,342 0.000% 361886BY9 US361886BY95 Verizon Communications, Inc. 3.15% 3/22/30 $14,315 0.000% %V2030 92343VFE9 US92343VFE92 BLB7FP6 Store Master Funding Series 2021-1A Class A1, 2.12% 6/20/51 $14,246 0.000% 86190BAA2 US86190BAA26 Ally Financial, Inc. 1.45% 10/2/23 $14,239 0.000% 02005NBL3 US02005NBL38 BMGYHC0 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2017-H06 Class FA, U.S. TREASURY 1 YEAR INDEX + 0.350% 0.4% 8/20/66 $14,229 0.000% 38376RV60 US38376RV604 Time Warner Cable LLC 5.875% 11/15/40 $14,222 0.000% %TWC40 88732JAY4 US88732JAY47 B66BW80 Chicago Gen. Oblig. (Taxable Proj.) Series 2010 C1, 7.781% 1/1/35 $14,196 0.000% 167486MM8 US167486MM83 B5TX5R6 Jamaican Government 6.75% 4/28/28 $14,169 0.000% %JAM428 470160CA8 US470160CA80 BYZ7VR7 Costa Rican Republic 6.125% 2/19/31 $14,131 0.000% %COST31A 221597CP0 US221597CP00 BJTM2H0 Ginnie Mae guaranteed REMIC pass-thru certificates

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

85 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Series 2014-2 Class BA, 3% 1/20/44 $14,130 0.000% 38378YG78 US38378YG789 NAK Naftogaz Ukraine 7.625% 11/8/26 $14,126 0.000% %NAFT26A 50050MAB1 US50050MAB19 BKKFTG3 Affirm, Inc. Series 2021-A Class A, 0.88% 8/15/25 $14,093 0.000% 00833MAA2 US00833MAA27 BX Trust floater Series 2018-IND Class F, 1 month U.S. LIBOR + 1.800% 1.873% 11/15/35 $14,089 0.000% 056059AQ1 US056059AQ10 Lukoil International Finance BV 4.75% 11/2/26 $13,992 0.000% %LUKO26A 549876AL4 US549876AL44 BD8NWF0 Telecom Italia Capital SA 6% 9/30/34 $13,973 0.000% %TITM34 87927VAM0 US87927VAM00 B0LNP13 Rolls-Royce PLC 5.75% 10/15/27 (Reg. S) $13,960 0.000% %ROLL27S XS2244321787 BMTLNX1 Discover Financial Services 3.85% 11/21/22 $13,949 0.000% %DFS1122 254709AJ7 US254709AJ71 B97GSJ8 Colombia Telecomunicaciones SA 4.95% 7/17/30 $13,941 0.000% %TELE30A 19533PAC4 US19533PAC41 BMZ5SK9 Plains All American Pipeline LP/PAA Finance Corp. 3.65% 6/1/22 $13,940 0.000% %PAA0622 72650RAZ5 US72650RAZ55 B753KJ1 Tops Markets LLC 13% 11/19/24 pay-in-kind $13,907 0.000% %TOMA24 89079AAA4 US89079AAA43 BJ2KZW7 BX Trust floater Series 2018-EXCL Class A, 1 month U.S. LIBOR + 1.088% 1.1606% 9/15/37 $13,893 0.000% 12433WAA9 US12433WAA99 Chilean Republic 3.86% 6/21/47 $13,880 0.000% %CHILE47 168863CE6 US168863CE60 BDT5NK7 Benchmark Mortgage Trust Series 2020-B17 Class XA, 1.5412% 3/15/53 $13,856 0.000% 08162MAZ1 US08162MAZ14 Extended Stay America Trust floater Series 2021-ESH Class B, 1 month U.S. LIBOR + 1.380% 1.38% 7/15/38 $13,829 0.000% 30227FAE0 US30227FAE07 Enterprise Products Operating LP 3.7% 2/15/26 $13,825 0.000% %EPD0226 29379VBH5 US29379VBH50 BWWC4W7 McDonald’s Corp. 3.6% 7/1/30 $13,800 0.000% %MCD730 58013MFQ2 US58013MFQ24 BLCCBX0 Peruvian Republic 7.35% 7/21/25 $13,709 0.000% %PERU25 715638AS1 US715638AS19 B0DJQ49 NBCUniversal, Inc. 5.95% 4/1/41 $13,686 0.000% %CMCSA41 63946BAG5 US63946BAG59 B56D2T0 Enbridge, Inc. 4.25% 12/1/26 $13,620 0.000% %ENBCN26 29250NAL9 US29250NAL91 BZ6CXC7 KazMunaiGaz National Co. 5.75% 4/19/47 $13,595 0.000% %KZOK47A 48667QAP0 US48667QAP00 BZ0X434 Arches Buyer, Inc. 6.125% 12/1/28 $13,575 0.000% %ACO028A 039524AB9 US039524AB93 BMHJ3H1 Dryden CLO, Ltd. Series 2019-76A Class A1, 3 month U.S. LIBOR + 1.330% 1.5183% 10/20/32 $13,528 0.000% 26252WAA7 US26252WAA71 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2016-H13 Class FB, U.S. TREASURY 1 YEAR INDEX + 0.500% 0.55% 5/20/66 $13,522 0.000% 38376RUU8 US38376RUU84 UKG, Inc. 2LN, term loan 3 month U.S. LIBOR + 6.750% 7.5% 5/3/27 $13,508 0.000% %ULTITL2 90385KAF8 US90385KAF84 Ukraine Government 7.75% 9/1/26 $13,489 0.000% %UK26TMP 903724AT9 US903724AT98 BYSRYL9 Colombian Republic 4.125% 5/15/51 $13,479 0.000% %COLOM51 195325DT9 US195325DT91 BM8M272 TIAA Asset Management Finance LLC 4.125% 11/1/24 $13,462 0.000% %TIAA24A 87246YAC0 US87246YAC03 BRTMFH7 The Oil and Gas Holding Co. 8.375% 11/7/28 $13,452 0.000% %OILG28A 67778M2D1 US67778M2D18 BFM85J0

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

86 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Dell International LLC/EMC Corp. 6.02% 6/15/26 $13,449 0.000% %DELL26 24703TAD8 US24703TAD81 BL97CL3 Republic of Paraguay 2.739% 1/29/33 $13,429 0.000% %PARG33A 699149AK6 US699149AK64 BMX5ZP5 DP World Salaam 6% (Reg. S) $13,395 0.000% %DPWDS XS2158697255 BMFQ8R9 Lanark Master Issuer PLC Series 2019-2A Class 1A, 2.71% 12/22/69 $13,334 0.000% 513770BD8 US513770BD87 BKBDLP9 Occidental Petroleum Corp. 3.5% 8/15/29 $13,268 0.000% %OXY829 674599CS2 US674599CS21 BKKGQK9 Romanian Republic 4% 2/14/51 $13,181 0.000% %ROMA51A 77586RAJ9 US77586RAJ95 BN4BYZ2 Turkish Republic 4.25% 4/14/26 $13,113 0.000% %TURKE26 900123CJ7 US900123CJ75 BVYNZS4 Hess Corp. 7.3% 8/15/31 $13,023 0.000% %AMHC31 023551AJ3 US023551AJ38 2791205 Ivory Coast 4.875% 1/30/32 $13,006 0.000% %IVY32A XS2264968665 BMYD8X7 Credit Suisse Mortgage Trust sequential payer Series 2020-NET Class A, 2.2569% 8/15/37 $12,988 0.000% 126438AA8 US126438AA86 Hasbro, Inc. 2.6% 11/19/22 $12,974 0.000% %HAS22 418056AW7 US418056AW74 BJV9B72 Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc. 5% 12/31/26 $12,895 0.000% %KIKC26A 50106GAE2 US50106GAE26 BM9KXC7 Lexington Corporate Properties Trust 4.4% 6/15/24 $12,803 0.000% %LXPD24 529043AD3 US529043AD36 BMN1YK1 Tencent Holdings Ltd. 2.88% 4/22/31 $12,771 0.000% %TENC31A 88032WBA3 US88032WBA36 BMD03Z6 RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/50 $12,749 0.000% 76971EAA2 US76971EAA29 Tencent Holdings Ltd. 3.975% 4/11/29 $12,686 0.000% %TENC29A 88032WAN6 US88032WAN65 BJRF8C8 Halliburton Co. 4.85% 11/15/35 $12,660 0.000% %HAL35 406216BJ9 US406216BJ98 BYNR6K7 Nakilat, Inc. 6.067% 12/31/33 $12,558 0.000% %QGTS33A 62983PAA3 US62983PAA30 B1L4GM1 DP World Ltd. 5.625% 9/25/48 $12,477 0.000% %DPWU48A 23330JAB7 US23330JAB70 BFXC1B5 Store Capital Corp. 2.75% 11/18/30 $12,456 0.000% %STOR30 862121AC4 US862121AC45 BNDPYX3 Advanced Drain Systems, Inc. 5% 9/30/27 $12,448 0.000% %WMS927A 00790RAA2 US00790RAA23 BJYQBC5 Ventas Realty LP 4.125% 1/15/26 $12,420 0.000% %VTR26 92277GAG2 US92277GAG29 BYMPWN7 Silverstone Master Issuer PLC floater Series 2019-1A Class 1A, 3 month U.S. LIBOR + 0.570% 0.756% 1/21/70 $12,377 0.000% 82846GAV2 US82846GAV23 BJMXQP6 El Salvador Republic 7.1246% 1/20/50 $12,342 0.000% %ELSA50A 283875BZ4 US283875BZ44 BJBLT29 Ventas Realty LP 3.75% 5/1/24 $12,316 0.000% %VTR424 92277GAD9 US92277GAD97 BLT50B3 Republic of Honduras 5.625% 6/24/30 $12,255 0.000% %HOND30A 438180AJ0 US438180AJ03 BLB2D57 Consolidated Energy Finance SA Tranche B, term loan 3 month U.S. LIBOR + 2.500% 2.595% 5/7/25 $12,172 0.000% %CONSBTL XAL1957LAB70 Qwest Corp. 6.75% 12/1/21 $12,155 0.000% %CTL1221 74913GAX3 US74913GAX34 B3SVC10 The Hillman Group, Inc. 6.375% 7/15/22 $12,128 0.000% %HILC22A 40423BAA8 US40423BAA89 BNC81H6 Merit floater Series 2020-HILL Class A, 1 month U.S. LIBOR + 1.150% 1.223% 8/15/37 $12,119 0.000% 590027AA6 US590027AA64 SBA Tower Trust 2.328% 7/15/52 $12,118 0.000% 78403DAR1 US78403DAR17

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

87 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/46 $12,103 0.000% 14856GAA8 US14856GAA85 Chicago Gen. Oblig. (Taxable Proj.) Series 2012 B, 5.432% 1/1/42 $12,080 0.000% 167486PG8 US167486PG88 Exelon Corp. 4.05% 4/15/30 $12,067 0.000% %EXC430 30161NAX9 US30161NAX93 BM5M651 CHC Commercial Mortgage Trust floater Series 2019-CHC Class C, 1 month U.S. LIBOR + 1.750% 1.823% 6/15/34 $12,067 0.000% 162665AJ2 US162665AJ29 New York Life Insurance Co. 3.75% 5/15/50 $12,055 0.000% %NYLI50A 64952GAT5 US64952GAT58 BLGYKF7 CVS Health Corp. 3.625% 4/1/27 $12,044 0.000% %CVS2027 126650DH0 US126650DH04 BK8TZ81 MercadoLibre, Inc. 3.125% 1/14/31 $11,975 0.000% %MELI31 58733RAF9 US58733RAF91 BLB39M9 BBVA Bancomer SA Texas Branch 5.35% 11/12/29 $11,907 0.000% %BBVA29A 05533UAE8 US05533UAE82 BSLJBB9 National Bank of Uzbekistan 4.85% 10/21/25 (Reg. S) $11,817 0.000% %UZBE25S XS2242418957 BMTM8G2 Ventas Realty LP 3.5% 2/1/25 $11,743 0.000% %VTR125 92277GAE7 US92277GAE70 BV9CMB8 M/I Homes, Inc. 5.625% 8/1/25 $11,740 0.000% %MHO25 55305BAQ4 US55305BAQ41 BF032M9 Biz Finance PLC 9.625% 4/27/22 $11,715 0.000% %EXIM22A XS1261826512 BYSGLY8 Altria Group, Inc. 5.375% 1/31/44 $11,713 0.000% %MO44 02209SAR4 US02209SAR40 BG3KW02 Peruvian Republic 3.55% 3/10/51 $11,699 0.000% %PERU51 715638DT6 US715638DT64 BMV33J1 Vornado Realty LP 2.15% 6/1/26 $11,661 0.000% %VNO626 929043AK3 US929043AK39 BNDQK61 Volcan Compania Minera SAA 4.375% 2/11/26 $11,655 0.000% %VOLC26A 92863UAB2 US92863UAB26 BKPSMK2 Lexington Corporate Properties Trust 2.7% 9/15/30 $11,655 0.000% %LXP30 529043AE1 US529043AE19 BLB61R7 Fox Corp. 5.576% 1/25/49 $11,640 0.000% %FOXA49 35137LAK1 US35137LAK17 BM63802 CDK Global, Inc. 4.875% 6/1/27 $11,551 0.000% %CDK27 12508EAF8 US12508EAF88 BFFW726 Mylan NV 4.55% 4/15/28 $11,533 0.000% %MYL28 628530BK2 US628530BK28 BHQSS68 Colombian Republic 7.375% 9/18/37 $11,529 0.000% %COLO37 195325BK0 US195325BK01 B1DW3T9 Madison Park Funding XXXII, Ltd. / Madison Park Funding XXXII LLC Series 2021-32A Class A2R, 3 month U.S. LIBOR + 1.200% 1.3879% 1/22/31 $11,499 0.000% 55817AAQ7 US55817AAQ76 McDonald’s Corp. 3.5% 7/1/27 $11,454 0.000% %MCD727 58013MFP4 US58013MFP41 BLD6KK1 Energy Transfer LP 5.4% 10/1/47 $11,451 0.000% %ETP1047 86765BAV1 US86765BAV18 BD35XM5 Shell International Finance BV 4.375% 5/11/45 $11,390 0.000% %RDSA45 822582BF8 US822582BF88 BXC5W74 Fannie Mae Series 2018-3 Class SB, 6.150% - 1 month U.S. LIBOR 6.0585% 2/25/48 $11,339 0.000% 3136B0VJ2 US3136B0VJ22 Avolon Holdings Funding Ltd. 3.625% 5/1/22 $11,320 0.000% %AVO22A 05401AAE1 US05401AAE10 BJV0CS3 Hewlett Packard Enterprise Co. 4.4% 10/15/22 $11,312 0.000% %HPE22 42824CAN9 US42824CAN92 BYXLJZ5 Gold Fields Orogen Holding BVI Ltd. 5.125% 5/15/24 $11,208 0.000% %GFISJ24 38060AAB0 US38060AAB08 BJDQMS9 VEREIT Operating Partnership LP 3.4% 1/15/28 $11,194 0.000% %VER28 92340LAF6 US92340LAF67 BLF5MV1 Comcast Corp. 3.4% 4/1/30 $11,180 0.000% %CMA2030 20030NDG3 US20030NDG34 BMGQ5B1

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

88 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Archer Daniels Midland Co. 3.25% 3/27/30 $11,151 0.000% %ADM30 039482AB0 US039482AB02 BLPLLM3 Chobani LLC/Finance Corp., Inc. 7.5% 4/15/25 $11,118 0.000% %CHBA25A 17027NAA0 US17027NAA00 BDHB0X9 Ukraine Government 6.876% 5/21/29 $11,061 0.000% %UKRA29A 90372UAR5 US90372UAR59 BP2C1N8 MercadoLibre, Inc. 2.375% 1/14/26 $10,983 0.000% %MELI26 58733RAE2 US58733RAE27 BLB39N0 Dominican Republic 6.4% 6/5/49 $10,939 0.000% %DOMR49A 25714PEB0 US25714PEB04 BKC5XL4 Omega Healthcare Investors, Inc. 4.375% 8/1/23 $10,903 0.000% %OHI23 681936BJ8 US681936BJ87 BDFZDQ7 JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class EFX, 5.5422% 7/5/33 $10,891 0.000% 46645WBG7 US46645WBG78 Comcast Corp. 3.3% 4/1/27 $10,883 0.000% %CMCS427 20030NDK4 US20030NDK46 BMGQ577 Corporate Office Properties LP 2.25% 3/15/26 $10,857 0.000% %OFC26 22003BAL0 US22003BAL09 BM98CV3 LIFE Mortgage Trust floater Series 2021-BMR Class B, 1 month U.S. LIBOR + 0.880% 0.953% 3/15/38 $10,852 0.000% 53218CAC4 US53218CAC47 Ivory Coast 6.125% 6/15/33 $10,844 0.000% %IVYC33A XS1632632037 BYW6508 Sempra Energy 6% 10/15/39 $10,832 0.000% %SRE1039 816851AP4 US816851AP42 B4T9B57 Elanco Animal Health, Inc. 5.9% 8/28/28 $10,819 0.000% %ELAN28 28414HAG8 US28414HAG83 BK6ZHZ2 Columbia Pipeline Group, Inc. 4.5% 6/1/25 $10,811 0.000% %CPGX25 198280AF6 US198280AF63 BYY9FJ4 State Oil Co. of Azerbaijan Republic 4.75% 3/13/23 (Reg. S) $10,801 0.000% %SOIA23S XS0903465127 B907359 CHC Commercial Mortgage Trust floater Series 2019-CHC Class B, 1 month U.S. LIBOR + 1.500% 1.573% 6/15/34 $10,736 0.000% 162665AG8 US162665AG89 Emera U.S. Finance LP 3.55% 6/15/26 $10,685 0.000% %EMACN26 29103DAJ5 US29103DAJ54 BDRHY79 Abu Dhabi National Energy Co. PJSC 4% 10/3/49 $10,580 0.000% %TAQA49A 00388WAH4 US00388WAH43 BK5MNL2 HSBC Holdings PLC 4.95% 3/31/30 $10,545 0.000% %HSC30 404280CF4 US404280CF48 BLCC7J8 IHS Markit Ltd. 4% 3/1/26 $10,529 0.000% %INFO26A 44962LAC1 US44962LAC19 BD2BVJ7 VS Buyer LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.1043% 2/28/27 $10,506 0.000% %VSBUTLB 91834WAC4 US91834WAC47 Kazakhstan Temir Zholy Finance BV 6.95% 7/10/42 $10,501 0.000% %KTZK42A 48667DAD6 US48667DAD66 B8J9B66 RMF Buyout Issuance Trust Series 2020-1 Class A, 2.1582% 2/25/30 $10,478 0.000% 74968QAA5 US74968QAA58 Broadcom, Inc. 1.95% 2/15/28 $10,435 0.000% %AVO28A 11135FBE0 US11135FBE07 BMCGT13 Petroleos Mexicanos 6.5% 6/2/41 $10,411 0.000% %PEMEX41 71654QAZ5 US71654QAZ54 B3XJ8P5 USI, Inc. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 3.1473% 5/16/24 $10,410 0.000% %COMITMB 90351NAE5 US90351NAE58 NIKE, Inc. 2.75% 3/27/27 $10,387 0.000% %NKE27 654106AJ2 US654106AJ22 BLD6KH8 Plains All American Pipeline LP/PAA Finance Corp. 3.6% 11/1/24 $10,337 0.000% %PAA1124 72650RBF8 US72650RBF82 BQQCCH2 Maravai Intermediate Holdings LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.75%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

89 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 10/19/27 $10,322 0.000% %CYGNTLB 56589PAG0 US56589PAG00 Pride International, Inc. 7.875% 8/15/40 $10,310 0.000% %PDE40 74153QAJ1 US74153QAJ13 B4XLZL3 Bermuda Government 3.375% 8/20/50 $10,274 0.000% %BERM50A 085209AH7 US085209AH76 BMTV8T2 JPMBB Commercial Mortgage Securities Trust Series 2013-C14 Class A/S, 4.4093% 8/15/46 $10,237 0.000% 46640LAH5 US46640LAH50 Extended Stay America Trust floater Series 2021-ESH Class C, 1 month U.S. LIBOR + 1.700% 3.7% 7/15/38 $10,202 0.000% 30227FAG5 US30227FAG54 GS Mortgage Securities Trust Series 2011-GC5 Class A/S, 5.209% 8/10/44 $10,201 0.000% 36191YAE8 US36191YAE86 Valaris PLC 4.5% 10/1/24 $10,187 0.000% %ESV24 91889DAB2 US91889DAB29 BKDKR16 Omega Healthcare Investors, Inc. 4.95% 4/1/24 $10,160 0.000% %OHI424 681936BB5 US681936BB51 BYZ5LF9 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2018-159 Class F, 1 month U.S. LIBOR + 0.350% 0.4434% 11/20/48 $10,152 0.000% 38381AZN9 US38381AZN98 Healthcare Trust of America Holdings LP 3.5% 8/1/26 $10,085 0.000% %HTA26 42225UAD6 US42225UAD63 BD1DQP5 CGDB Commercial Mortgage Trust floater Series 2019-MOB Class B, 1 month U.S. LIBOR + 1.250% 1.3229% 11/15/36 $10,027 0.000% 125284AC3 US125284AC32 Credit Suisse Mortgage Trust Series 2018-SITE Class D, 4.9414% 4/15/36 $9,962 0.000% 12690CAJ2 US12690CAJ27 Enable Midstream Partners LP 3.9% 5/15/24 $9,953 0.000% %ENBL24 292480AH3 US292480AH37 BD8R564 Petroleos Mexicanos 5.95% 1/28/31 $9,934 0.000% %PEMEX31 71654QDE9 US71654QDE98 BLNBRW7 BX Trust floater Series 2018-EXCL Class D, 1 month U.S. LIBOR + 2.620% 2.698% 9/15/37 $9,923 0.000% 12433WAG6 US12433WAG69 BX Commercial Mortgage Trust floater sequential payer Series 2019-CALM Class A, 1 month U.S. LIBOR + 0.870% 0.949% 11/15/32 $9,898 0.000% 05608FAA9 US05608FAA93 Energy Transfer LP 4.5% 4/15/24 $9,879 0.000% %ET24 29278NAH6 US29278NAH61 BJ2NY18 Fox Corp. 4.03% 1/25/24 $9,864 0.000% %FOXA124 35137LAG0 US35137LAG05 BJLV8C2 The Williams Companies, Inc. 4.5% 11/15/23 $9,856 0.000% %WPZ23 96950FAL8 US96950FAL85 BGHVV59 Costa Rican Republic 5.625% 4/30/43 $9,833 0.000% %COST43A 221597BT3 US221597BT31 B907R79 WP Carey, Inc. 3.85% 7/15/29 $9,806 0.000% %WPC29 92936UAF6 US92936UAF66 BGBN0J8 Nationstar HECM Loan Trust sequential payer Series 2019-2A Class A, 2.2722% 11/25/29 $9,804 0.000% 63862UAA6 US63862UAA60 Ventas Realty LP 3.125% 6/15/23 $9,797 0.000% %VTR623 92277GAH0 US92277GAH02 BDDRLP0 CSX Corp. 3.8% 4/15/50 $9,724 0.000% %CSX450 126408HS5 US126408HS51 BK8TZ70 Ginnie Mae guaranteed REMIC pass-thru certificates

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

90 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL planned amortization class Series 2018-13 Class Q, 3% 4/20/47 $9,712 0.000% 38380UVE0 US38380UVE09 Fannie Mae 3.5% 15 Year $9,644 0.000% Consolidated Edison Co. of New York, Inc. 3.95% 4/1/50 $9,528 0.000% %ED450 209111FY4 US209111FY40 BKP3KX6 LIFE Mortgage Trust floater Series 2021-BMR Class D, 1 month U.S. LIBOR + 1.400% 1.473% 3/15/38 $9,522 0.000% 53218CAG5 US53218CAG50 General Electric Co. 3.45% 5/1/27 $9,509 0.000% %GE0127 369604BV4 US369604BV43 BLD2065 Fannie Mae Series 2019-67 Class SA, 6.050% - 1 month U.S. LIBOR 5.9585% 11/25/49 $9,462 0.000% 3136B64Q3 US3136B64Q37 Hess Corp. 7.125% 3/15/33 $9,438 0.000% %AHC33 023551AM6 US023551AM66 2888152 T-Mobile U.S.A., Inc. 4.375% 4/15/40 $9,392 0.000% %TMUS40 87264AAX3 US87264AAX37 BMW1GL7 Duke Realty LP 3.625% 4/15/23 $9,390 0.000% %DRE23D 26441YAX5 US26441YAX58 B9353J4 Healthcare Trust of America Holdings LP 3.1% 2/15/30 $9,362 0.000% %HTA30 42225UAG9 US42225UAG94 BK5W8R3 Ajax Mortgage Loan Trust Series 2021-C Class A, 2.115% 1/25/61 $9,358 0.000% 009733AA4 US009733AA45 Discover Financial Services 4.1% 2/9/27 $9,304 0.000% %DFS27 254709AM0 US254709AM01 BYNHPL1 Dominican Republic 6.5% 2/15/48 (Reg. S) $9,291 0.000% %DOMR48S USP3579EBY25 BF2FTH7 Turkish Republic 6% 1/14/41 $9,289 0.000% %TURK141 900123BJ8 US900123BJ84 B669ZF2 Oman Oil Co. 5.125% 5/6/28 $9,278 0.000% %OMAO28A 67624L2A5 US67624L2A50 BMV3QY7 Dell International LLC/EMC Corp. 5.85% 7/15/25 $9,235 0.000% %DELL25 24703TAC0 US24703TAC09 BL97D09 Fannie Mae Series 2010-95 Class ZC, 5% 9/25/40 $9,216 0.000% 31398NFC3 US31398NFC39 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2019-23 Class NF, 1 month U.S. LIBOR + 0.450% 0.5434% 2/20/49 $9,205 0.000% 38381RQS1 US38381RQS12 New Cotai LLC 1LN, term loan 3 month U.S. LIBOR + 12.000% 14% 9/9/25 $9,181 0.000% %NEWC1EX Brazilian Federative Republic 4.75% 1/14/50 $9,169 0.000% %BRAZI50 105756CB4 US105756CB40 BK71V79 MPLX LP 4.8% 2/15/29 $9,157 0.000% %MPLX29 55336VAS9 US55336VAS97 BYW3N72 Plains All American Pipeline LP/PAA Finance Corp. 3.55% 12/15/29 $9,126 0.000% %PAA29 72650RBM3 US72650RBM34 BK6V1G9 Discover Bank 3.35% 2/6/23 $9,053 0.000% %DFS223 25466AAK7 US25466AAK79 BFWSS24 JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/33 $9,030 0.000% 46645WBE2 US46645WBE21 Air Lease Corp. 2.25% 1/15/23 $9,024 0.000% %AL0123 00914AAD4 US00914AAD46 BK7CQV1 Sasol Financing U.S.A. LLC 5.875% 3/27/24 $8,989 0.000% %SASOL24 80386WAA3 US80386WAA36 BG8F4P1 Oschadbank Via SSB #1 PLC 9.375% 3/10/23 $8,938 0.000% %OSC323 XS1273034014 BYQK9K4 Tenet Healthcare Corp. 6.875% 11/15/31 $8,894 0.000% %THC31 88033GAV2 US88033GAV23 2842749

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

91 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ginnie Mae guaranteed REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/44 $8,889 0.000% 38379AEF3 US38379AEF30 Verizon Communications, Inc. 3% 3/22/27 $8,803 0.000% %VZ327 92343VFF6 US92343VFF67 BLB7G19 AT&T, Inc. 4.9% 6/15/42 $8,767 0.000% %T0642 00206RJH6 US00206RJH66 BJ11MM0 Eaton Vance CLO, Ltd. / Eaton Vance CLO LLC Series 2021-1A Class A13R, 3 month U.S. LIBOR + 1.250% 1.4338% 1/15/34 $8,726 0.000% 27830BBN3 US27830BBN38 Western Gas Partners LP 4.75% 8/15/28 $8,638 0.000% %WES828 958254AK0 US958254AK08 BFXKXC4 COMM Mortgage Trust sequential payer Series 2014-CR18 Class A5, 3.828% 7/15/47 $8,622 0.000% 12632QAX1 US12632QAX16 CIT Group, Inc. 3.929% 6/19/24 $8,606 0.000% %CIT624 125581HA9 US125581HA94 BN2X3D1 Energy Transfer LP 4.2% 9/15/23 $8,563 0.000% %ETP923 29278NAC7 US29278NAC74 BDFY0F2 OCP SA 6.875% 4/25/44 $8,557 0.000% %OCPM44A 67091TAB1 US67091TAB17 BLT2HR9 Ginnie Mae guaranteed REMIC pass-thru certificates planned amortization class Series 2017-153 Class GA, 3% 9/20/47 $8,540 0.000% 38380HC42 US38380HC425 Development Bank of Mongolia 7.25% 10/23/23 $8,434 0.000% %DBMM23A 25161AAA7 US25161AAA79 BFZPTZ2 Benchmark Mortgage Trust Series 2020-B18 Class XA, 1.9187% 7/15/53 $8,409 0.000% 08163AAF0 US08163AAF03 NextEra Energy Partners LP 4.25% 9/15/24 $8,367 0.000% %NEP24A 65342QAC6 US65342QAC69 BZ6CLN4 Peruvian Republic 3.3% 3/11/41 $8,364 0.000% %PERU41 715638DS8 US715638DS81 BMV3391 Comcast Corp. 3.9% 3/1/38 $8,362 0.000% %CMCS38 20030NCJ8 US20030NCJ81 BFY1N04 Ukraine Government 7.75% 9/1/27 $8,322 0.000% %UK27TMP 903724AU6 US903724AU61 BZ09DT1 Braskem Idesa SAPI 7.45% 11/15/29 $8,319 0.000% %BRAI29A 10554NAA6 US10554NAA63 BKVHZG0 LIFE Mortgage Trust floater Series 2021-BMR Class E, 1 month U.S. LIBOR + 1.750% 1.823% 3/15/38 $8,313 0.000% 53218CAJ9 US53218CAJ99 O’Reilly Automotive, Inc. 4.2% 4/1/30 $8,311 0.000% %ORLY30 67103HAJ6 US67103HAJ68 BLPMSC5 Credit Suisse Group AG 4.55% 4/17/26 $8,292 0.000% %CS426 225433AR2 US225433AR25 BYWJPN0 Essex Portfolio LP 3.875% 5/1/24 $8,264 0.000% %ESS24 29717PAN7 US29717PAN78 BQ0Q9R9 SoFi Consumer Loan Program Trust Series 2019-4 Class A, 2.45% 8/25/28 $8,240 0.000% 83405BAA0 US83405BAA08 Credit Suisse Mortgage Trust Series 2018-SITE Class B, 4.5349% 4/15/36 $8,206 0.000% 12690CAE3 US12690CAE30 Lenovo Group Ltd. 5.875% 4/24/25 (Reg. S) $8,177 0.000% %LENO25S XS2125052261 BMB2GF5 Morgan Stanley Capital I Trust Series 2019-MEAD Class B, 3.283% 11/10/36 $8,090 0.000% 61771LAE2 US61771LAE20 Telecom Italia Capital SA 6.375% 11/15/33 $8,070 0.000% %TITI33 87927VAF5 US87927VAF58 B06Y4X6 Venezuelan Republic 11.95% 8/5/31 (Reg. S) $7,938 0.000% %VZA31 USP17625AD98 B6QHPC3 Ovintiv, Inc. 5.15% 11/15/41 $7,917 0.000% %ECACN41 292505AK0 US292505AK09 B40MFM0

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

92 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Islamic Republic of Pakistan 8.25% 4/15/24 $7,883 0.000% %PKST24A 695847AK9 US695847AK91 BLP5868 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/44 $7,861 0.000% 38376MAY3 US38376MAY30 Lamb Weston Holdings, Inc. 4.875% 11/1/26 $7,855 0.000% %LW26A 513272AB0 US513272AB00 BYTY5N8 Blackbird Capital Aircraft Series 2016-1A Class AA, 2.487% 12/16/41 $7,817 0.000% 09228YAA0 US09228YAA01 Georgia Bank Joint Stock Co. 11.125% (Reg. S) $7,815 0.000% %GEBG99S XS1970667769 BZ016Q5 Republic of Armenia 7.15% 3/26/25 $7,777 0.000% %ARME25A 042207AB6 US042207AB67 BWG0YZ0 OEC Finance Ltd. 7.5% pay-in-kind $7,767 0.000% %OEC99A 67614CAG5 US67614CAG50 OCP SA 4.5% 10/22/25 $7,689 0.000% %OCPM25A 67091TAC9 US67091TAC99 BWX1XP9 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2014-H05 Class FB, 1 month U.S. LIBOR + 0.600% 0.7073% 12/20/63 $7,665 0.000% 38375UDY3 US38375UDY38 Morgan Stanley Capital I Trust Series 2019-MEAD Class C, 3.283% 11/10/36 $7,654 0.000% 61771LAG7 US61771LAG77 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/40 $7,650 0.000% 38378UQY6 US38378UQY63 MEGlobal Canada, Inc. 5% 5/18/25 $7,648 0.000% %EQPT25A 58518N2B7 US58518N2B76 BMFHGX4 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/45 $7,604 0.000% 38380T6K7 US38380T6K78 Sultanate of Oman 6.25% 1/25/31 $7,595 0.000% %OMAN31A 68205LAS2 US68205LAS25 BMYBVB0 AutoZone, Inc. 3.625% 4/15/25 $7,567 0.000% %AZO25 053332AY8 US053332AY81 BK8TZ47 Pacific Gas & Electric Co. 3.75% 8/15/42 $7,561 0.000% %PCG842 694308HA8 US694308HA83 B7MTCC9 KazMunaiGaz National Co. 4.75% 4/24/25 $7,512 0.000% %KZOKZ25 48667QAR6 US48667QAR65 BFM7CJ6 Alfa Bond Issuance PLC 6.95% (Reg. S) $7,512 0.000% %ALFAR99 XS1760786340 BD71TQ5 Ginnie Mae guaranteed REMIC pass-thru certificates sequential payer Series 2010-160 Class DY, 4% 12/20/40 $7,509 0.000% 38377RLW3 US38377RLW33 Corporate Office Properties LP 2.75% 4/15/31 $7,493 0.000% %OFC31 22003BAM8 US22003BAM81 BMTYMJ9 Liberty Mutual Group, Inc. 3.951% 10/15/50 $7,488 0.000% %LIBT50A 53079EBJ2 US53079EBJ29 BKMH7Z2 McDonald’s Corp. 4.2% 4/1/50 $7,464 0.000% %MCD50 58013MFR0 US58013MFR07 BLD6K89 Mongolia Government 3.5% 7/7/27 $7,464 0.000% %MONG27A 60937LAF2 US60937LAF22 BNDKL15 Duke Realty LP 3.75% 12/1/24 $7,453 0.000% %DRE24 26441YAY3 US26441YAY32 BSNBKF0 Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.9113% 12/15/62 $7,443 0.000% 08162YAK8 US08162YAK82 Morgan Stanley 4.1% 5/22/23 $7,443 0.000% %MS523 61747YDU6 US61747YDU64 B9WG9Z6 Medco Oak Tree Pte Ltd. 7.375% 5/14/26 $7,428 0.000% %MEDC26A 58405FAA3 US58405FAA30 BJLQZQ0 Energy Transfer LP 4.25% 3/15/23 $7,411 0.000% %ETP123 29278NAL7 US29278NAL73 BJXMVG8 Boyd Gaming Corp. 4.75% 12/1/27 $7,373 0.000% %BYD27 103304BU4 US103304BU40 BMWJDF4

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

93 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Moroccan Kingdom 4% 12/15/50 $7,350 0.000% %MORC50A 617726AM6 US617726AM65 BMQ84B0 Welltower, Inc. 4% 6/1/25 $7,317 0.000% %HCN625 42217KBF2 US42217KBF21 BY6Z910 Intercontinental Exchange, Inc. 3.75% 12/1/25 $7,287 0.000% %ICE25 45866FAD6 US45866FAD69 BZ1MY18 Nine Energy Service, Inc. 8.75% 11/1/23 $7,266 0.000% %NINE23A 65441VAA9 US65441VAA98 BGL1L33 Intelsat Jackson Holdings SA Tranche B-4, term loan 3 month U.S. LIBOR + 5.500% 8.75% 1/2/24 $7,244 0.000% %INTTLB4 XAL5137LAG04 Retail Opportunity Investments Partnership LP 4% 12/15/24 $7,240 0.000% %ROIC24 76132FAB3 US76132FAB31 BM94P56 Verizon Communications, Inc. 5.012% 4/15/49 $7,240 0.000% %VZ49 92343VDS0 US92343VDS07 BDFLJP6 Intelsat Jackson Holdings SA Tranche B-5, term loan 8.625% 1/2/24 $7,238 0.000% %INTTMB5 XAL5137LAH86 Abu Dhabi National Energy Co. PJSC 4.875% 4/23/30 $7,235 0.000% %TAQ430A 00388WAG6 US00388WAG69 BFZYKG7 Jordanian Kingdom 7.375% 10/10/47 $7,230 0.000% %JOR47A 418097AJ0 US418097AJ07 BF032R4 Lukoil Securities BV 3.875% 5/6/30 $7,205 0.000% %LUKO30A 54988LAB2 US54988LAB27 BJP44P2 Moroccan Kingdom 3% 12/15/32 $7,201 0.000% %MORO32A 617726AL8 US617726AL82 BN459V5 Ensco Jersey Finance Ltd. 3% 1/31/24 $7,146 0.000% %ESV24A 29359WAB1 US29359WAB19 BFX7905 Realty Income Corp. 3.25% 1/15/31 $7,127 0.000% %O31 756109AX2 US756109AX24 BMTQ2Q2 Ginnie Mae guaranteed REMIC pass-thru certificates planned amortization class Series 2017-182 Class KA, 3% 10/20/47 $7,113 0.000% 38380UAT0 US38380UAT07 Corporacion Nacional del Cobre de Chile (Codelco) 3% 9/30/29 $7,093 0.000% %CDEL29A 21987BAZ1 US21987BAZ13 BKRS8N5 Valaris PLC 5.2% 3/15/25 $7,076 0.000% %ESV325 91889DAD8 US91889DAD84 BJH95Y1 Aerovias de Mexico SA de CV 7% 2/5/25 $7,060 0.000% %AERM25A 008065AD6 US008065AD67 BJN6TY4 Citgo Holding, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 7.000% 8% 8/1/23 $7,052 0.000% %CITHTB1 17304YAD4 US17304YAD40 Elanco Animal Health, Inc. 4.912% 8/27/21 $6,982 0.000% %ELAN21 28414HAF0 US28414HAF01 BK6ZHY1 The Williams Companies, Inc. 3.9% 1/15/25 $6,890 0.000% %WPZ125 96950FAQ7 US96950FAQ72 BNKMVQ9 MasterCard, Inc. 3.35% 3/26/30 $6,885 0.000% %MA30 57636QAP9 US57636QAP90 BMH9HD5 Berkshire Hathaway Energy Co. 3.7% 7/15/30 $6,834 0.000% %BRKH30 084659AV3 US084659AV35 BN6JKF6 LIFE Mortgage Trust floater Series 2021-BMR Class C, 1 month U.S. LIBOR + 1.100% 1.173% 3/15/38 $6,833 0.000% 53218CAE0 US53218CAE03 Flex Acquisition Co., Inc. 7.875% 7/15/26 $6,791 0.000% %FLXA26A 33936YAC9 US33936YAC93 BFZLNC5 Arab Republic of Egypt 8.7002% 3/1/49 $6,755 0.000% %EGYP49A 03846JW89 US03846JW891 BGSGVZ3 Kaisa Group Holdings Ltd. 8.5% 6/30/22 (Reg. S) $6,705 0.000% %KAIG22S XS1627597955 BYW5T25 Teva Pharmaceutical Finance Netherlands III BV 2.2% 7/21/21 $6,699 0.000% %TEVA721 88167AAC5 US88167AAC53 BYYRQT5 Archer Daniels Midland Co. 2.75% 3/27/25 $6,455 0.000% %ADM325 039482AA2 US039482AA29 BLB1MB3 VEREIT Operating Partnership LP 2.85% 12/15/32 $6,433 0.000% %VER32 92340LAG4 US92340LAG41 BN0T1H1

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

94 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Viatris, Inc. 1.65% 6/22/25 $6,423 0.000% %UPJO25A 91533BAB6 US91533BAB62 BL57WL7 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2019-98 Class FN, 1 month U.S. LIBOR + 0.500% 0.5934% 8/20/49 $6,408 0.000% 38381YCS1 US38381YCS19 Air Lease Corp. 3% 9/15/23 $6,369 0.000% %AL23 00912XAT1 US00912XAT19 BYXYFH8 Indonesian Republic 6.625% 2/17/37 $6,297 0.000% %IND37A 455780AX4 US455780AX45 B1RDF92 Banco de Reservas de La Republica Dominicana 7% 2/1/23 $6,281 0.000% %BRSV23A 059566AA7 US059566AA75 B94SVM1 Ventas Realty LP 4.375% 2/1/45 $6,265 0.000% %VTR45 92277GAF4 US92277GAF46 BV9CM96 Lebanese Republic 6.375% 12/31/49 $6,255 0.000% %LEBAN20 XS0493540297 B3L8PZ3 GS Mortgage Securities Trust Series 2013-GC16 Class A/S, 4.649% 11/10/46 $6,180 0.000% 36248GAH3 US36248GAH39 Democratic Socialist Republic of Sri Lanka 7.55% 3/28/30 $6,145 0.000% %SRIL30A 85227SBB1 US85227SBB16 BKFHSP6 HarbourVest Partners LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.250% 2.4338% 3/1/25 $6,135 0.000% %HATLB1 41165QAG2 US41165QAG29 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2018-77 Class FA, 1 month U.S. LIBOR + 0.300% 0.3934% 6/20/48 $6,114 0.000% 38380XLH8 US38380XLH88 Progressive Corp. 3.2% 3/26/30 $6,087 0.000% %PGR30 743315AW3 US743315AW31 BLQ1VR7 CoreCivic, Inc. 4.625% 5/1/23 $6,055 0.000% %CXW23 22025YAP5 US22025YAP51 BC9LVH1 Surgery Center Holdings, Inc. 6.75% 7/1/25 $6,055 0.000% %SURC25A 84611WAB0 US84611WAB00 BDGGZX0 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2018-78 Class AF, 1 month U.S. LIBOR + 0.300% 0.3934% 6/20/48 $5,974 0.000% 38380XFF9 US38380XFF96 Exelon Corp. 4.7% 4/15/50 $5,958 0.000% %EXC2050 30161NAY7 US30161NAY76 BLTZKK2 Western Gas Partners LP 3.95% 6/1/25 $5,916 0.000% %WES25 958254AE4 US958254AE48 BYLHT44 U.S. Treasury Bonds 2.5% 2/15/45 $5,886 0.000% 912810RK6 US912810RK60 BVVT273 GB Trust floater Series 2020-FLIX Class B, 1 month U.S. LIBOR + 1.350% 1.423% 8/15/37 $5,818 0.000% 368306AJ5 US368306AJ50 Deere & Co. 2.75% 4/15/25 $5,808 0.000% %DE425 244199BH7 US244199BH70 BLR8T17 Teva Pharmaceutical Finance Co. BV 3.65% 11/10/21 $5,750 0.000% %TEV1121 88165FAF9 US88165FAF99 B4MCGL4 Mid-America Apartments LP 4% 11/15/25 $5,713 0.000% %MAA25 59523UAM9 US59523UAM99 BYZG709 Freddie Mac Multi-family Structured pass-thru certificates Series 4386 Class AZ, 4.5% 11/15/40 $5,699 0.000% 3137BE3R3 US3137BE3R33 AutoNation, Inc. 4.75% 6/1/30 $5,689 0.000% %AN30 05329WAQ5 US05329WAQ50 BMG4PG0 California Gen. Oblig. Series 2009, 7.35% 11/1/39 $5,662 0.000% 13063BBU5 US13063BBU52 Freddie Mac Series 2017-4683 Class LM, 3% 5/15/47 $5,626 0.000% 3137BYKR0 US3137BYKR04 Angola Republic 9.375% 5/8/48 $5,613 0.000% %ANGO48A 035198AC4 US035198AC46 BG206D4

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

95 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Petroleos Mexicanos 8.625% 12/1/23 $5,609 0.000% %PEMEX23 706451BC4 US706451BC43 B0Z2VT6 BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/32 $5,607 0.000% 05492PAE8 US05492PAE88 Post Apartment Homes LP 3.375% 12/1/22 $5,579 0.000% %PPS22 737415AL3 US737415AL35 B8Y52T9 AASET Trust Series 2019-2 Class B, 4.458% 10/16/39 $5,578 0.000% 00038RAB2 US00038RAB24 Axtel S.A.B. de CV 6.375% 11/14/24 $5,574 0.000% %AXTE24A 05462GAJ3 US05462GAJ31 BF185R9 Molson Coors Beverage Co. 5% 5/1/42 $5,491 0.000% %TAP542 60871RAD2 US60871RAD26 B82MC25 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H20 Class FA, 1 month U.S. LIBOR + 0.550% 0.6573% 9/20/61 $5,468 0.000% 38375BNA6 US38375BNA60 Retail Opportunity Investments Partnership LP 5% 12/15/23 $5,458 0.000% %ROIC23 76132FAA5 US76132FAA57 BH550R5 Credit Suisse Mortgage Trust Series 2018-SITE Class C, 4.9414% 4/15/36 $5,428 0.000% 12690CAG8 US12690CAG87 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/44 $5,416 0.000% 38378Y2R9 US38378Y2R95 Benchmark Mortgage Trust sequential payer Series 2018-B4 Class A5, 4.121% 7/15/51 $5,398 0.000% 08161HAF7 US08161HAF73 Moroccan Kingdom 5.5% 12/11/42 $5,370 0.000% %MORO42A 617726AG9 US617726AG97 B8F69J0 HSBC Holdings PLC 5.25% 3/14/44 $5,362 0.000% %HSBC44 404280AQ2 US404280AQ21 BKJL6Z0 Marlette Funding Trust Series 2019-4A Class A, 2.39% 12/17/29 $5,331 0.000% 57110AAA2 US57110AAA25 Goldman Sachs Group, Inc. 4.411% 4/23/39 $5,308 0.000% %GS439 38141GXA7 US38141GXA74 BFXTLH2 JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/33 $5,275 0.000% 46645WBC6 US46645WBC64 Consolidated Edison Co. of New York, Inc. 3.35% 4/1/30 $5,254 0.000% %ED30 209111FX6 US209111FX66 BK8TZ69 Bank of America Corp. 4.45% 3/3/26 $5,252 0.000% %BACP26 06051GFU8 US06051GFU85 BYYD0K2 VEREIT Operating Partnership LP 2.2% 6/15/28 $5,079 0.000% 92340LAH2 US92340LAH24 BN0T1D7 Valaris PLC 7.75% 2/1/26 $5,070 0.000% %ESV126 91889DAE6 US91889DAE67 BJCRPP1 Tanger Properties LP 3.875% 12/1/23 $5,057 0.000% %SKT23 875484AG2 US875484AG28 BGM1BS7 Fannie Mae floater Series 2018-38 Class FG, 1 month U.S. LIBOR + 0.300% 0.3915% 6/25/48 $5,047 0.000% 3136B1T20 US3136B1T205 Lebanese Republic 5.8% 12/31/49 $5,025 0.000% %LEBA20S XS1052421150 BLG3786 Healthpeak Properties, Inc. 3.5% 7/15/29 $5,014 0.000% %HCP29 40414LAR0 US40414LAR06 BKDK998 JPMorgan Chase & Co. 4.203% 7/23/29 $5,010 0.000% %JPM0729 46647PAV8 US46647PAV85 BFMW7H4 Citigroup Commercial Mortgage Trust Series 2019-GC41 Class XA, 1.1857% 8/10/56 $5,009 0.000% 17328FBB0 US17328FBB04 Petroleos Mexicanos 5.35% 2/12/28 $4,989 0.000% %PEMEX28 71654QCK6 US71654QCK67 BJ1MRN9

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

96 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL IHS Markit Ltd. 5% 11/1/22 $4,975 0.000% %INFO22A 44962LAA5 US44962LAA52 BDG22W6 MasterCard, Inc. 3.3% 3/26/27 $4,867 0.000% %MA327 57636QAR5 US57636QAR56 BMH9M74 Altria Group, Inc. 5.95% 2/14/49 $4,865 0.000% %MO249 02209SBF9 US02209SBF92 BJ2W9Y3 The Home Depot, Inc. 2.5% 4/15/27 $4,861 0.000% %HD0427 437076CA8 US437076CA82 BK8TZC5 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2017-161 Class DF, 1 month U.S. LIBOR + 0.250% 0.3434% 10/20/47 $4,856 0.000% 38380HZJ4 US38380HZJ49 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2018-65 Class DF, 1 month U.S. LIBOR + 0.300% 0.3934% 5/20/48 $4,851 0.000% 38380WJ75 US38380WJ759 COMM Mortgage Trust Series 2012-CR1 Class AM, 3.912% 5/15/45 $4,818 0.000% 12624BAF3 US12624BAF31 Western Gas Partners LP 4.5% 3/1/28 $4,809 0.000% %WES328 958254AH7 US958254AH78 BFXHLH6 OEC Finance Ltd. 7.125% 12/26/46 pay-in-kind $4,771 0.000% OEC42A 67614CAF7 US67614CAF77 BMBRC29 Thomson Reuters Corp. 3.85% 9/29/24 $4,760 0.000% %TRICN24 884903BT1 US884903BT19 BR17B83 Equitable Holdings, Inc. 3.9% 4/20/23 $4,712 0.000% %EQH23 054561AC9 US054561AC95 BJ0CF58 CVS Health Corp. 3% 8/15/26 $4,647 0.000% %CVS826 126650DF4 US126650DF48 BK5R458 General Mills, Inc. 2.875% 4/15/30 $4,638 0.000% %GIS430 370334CL6 US370334CL64 BM6QSF6 JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class A/S, 4.2707% 6/15/45 $4,626 0.000% 46637WAF0 US46637WAF05 El Salvador Republic 7.625% 2/1/41 $4,608 0.000% %ELS41A 283875AQ5 US283875AQ53 B3NS056 Dominican Republic 6.5% 2/15/48 $4,585 0.000% %DOMR48A 25714PDW5 US25714PDW59 BF2FTM2 Fannie Mae Series 2017-74 Class SH, 6.200% - 1 month U.S. LIBOR 6.1085% 10/25/47 $4,553 0.000% 3136AX5D3 US3136AX5D31 Fannie Mae Series 2015-70 Class JC, 3% 10/25/45 $4,533 0.000% 3136AQCV0 US3136AQCV00 PepsiCo, Inc. 2.625% 3/19/27 $4,466 0.000% %PEP327 713448ER5 US713448ER52 BLPTFR0 BANK sequential payer Series 2019-BN21 Class A5, 2.851% 10/17/52 $4,441 0.000% 06540BBD0 US06540BBD01 Fannie Mae Series 2010-150 Class ZC, 4.75% 1/25/41 $4,435 0.000% 31397QAV0 US31397QAV05 Emirate of Dubai 3.9% 9/9/50 (Reg. S) $4,431 0.000% %DUGB50S XS2226973522 BNBXNP4 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2019-128 Class FH, 1 month U.S. LIBOR + 0.500% 0.5934% 10/20/49 $4,389 0.000% 38382AFL4 US38382AFL44 Healthpeak Properties, Inc. 3.25% 7/15/26 $4,309 0.000% %HCP26 40414LAQ2 US40414LAQ23 BKDK9B0 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2010-H03 Class FA, 1 month U.S. LIBOR + 0.550% 0.64% 3/20/60 $4,298 0.000% 38376XNT6 US38376XNT62 Occidental Petroleum Corp. 3.2% 8/15/26 $4,230 0.000% %OX26 674599CR4 US674599CR48 BKKGQF4 BX Trust floater, sequential payer Series 2019-XL

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

97 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Class A, 1 month U.S. LIBOR + 0.920% 0.993% 10/15/36 $4,215 0.000% 056054AA7 US056054AA70 State Street Corp. 2.825% 3/30/23 $4,195 0.000% %STT2023 857477BL6 US857477BL68 BKPSQN3 State Street Corp. 2.901% 3/30/26 $4,127 0.000% %ST26 857477BM4 US857477BM42 BMZ0NQ5 El Salvador Republic 6.375% 1/18/27 $4,071 0.000% %ELSA27A 283875AS1 US283875AS10 BQT47R0 California Gen. Oblig. Series 2010, 7.625% 3/1/40 $4,015 0.000% 13063BFR8 US13063BFR87 Comcast Corp. 3.75% 4/1/40 $4,010 0.000% %CMCS440 20030NDH1 US20030NDH17 BMGWCS5 Ginnie Mae guaranteed REMIC pass-thru certificates planned amortization class Series 2010-158 Class MS, 10.000% - 1 month U.S. LIBOR 9.8132% 12/20/40 $3,984 0.000% 38377RBW4 US38377RBW43 Silknet JSC 11% 4/2/24 (Reg. S) $3,962 0.000% %SILN24S XS1843443430 BJSFBC8 Comcast Corp. 3.1% 4/1/25 $3,952 0.000% %CMCA25 20030NDJ7 US20030NDJ72 BL549C8 McDonald’s Corp. 3.3% 7/1/25 $3,944 0.000% %MCD725 58013MFN9 US58013MFN92 BLB1MD5 Summit Midstream Partners LP 9.5% $3,839 0.000% %SMLP99 866142AA0 US866142AA01 BFCM8H1 Weingarten Realty Investors 3.375% 10/15/22 $3,636 0.000% %WRI1022 948741AH6 US948741AH62 B81VX75 Freddie Mac sequential payer Series 3871 Class KB, 5.5% 6/15/41 $3,619 0.000% 3137AC7K9 US3137AC7K99 Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 1.1028% 8/15/51 $3,603 0.000% 95001QAV3 US95001QAV32 OEC Finance Ltd. 4.375% 10/25/29 pay-in-kind $3,576 0.000% %OEC25A 67614CAD2 US67614CAD20 Trapeza CDO XII Ltd./Trapeza CDO XII, Inc. Series 2007-12A Class B, 3 month U.S. LIBOR + 0.560% 0.7543% 4/6/42 $3,565 0.000% 89413GAG3 US89413GAG38 Zoetis, Inc. 3.25% 2/1/23 $3,512 0.000% %ZTS23 98978VAB9 US98978VAB99 BG3PT39 Freddie Mac 6.5% 30 Year $3,501 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H12 Class FA, 1 month U.S. LIBOR + 0.490% 0.5973% 2/20/61 $3,485 0.000% 38375BLS9 US38375BLS96 AT&T, Inc. 4.45% 4/1/24 $3,458 0.000% %T424 00206RDC3 US00206RDC34 BD20MG8 Gscofi Swap Cy451600 12/16/72 $3,437 0.000% DCP Midstream Operating LP 4.95% 4/1/22 $3,427 0.000% %DPM22 23311VAB3 US23311VAB36 B7RRM84 Fannie Mae Series 2020-13 Class A/S, 6.200% - 1 month U.S. LIBOR 6.1085% 8/25/48 $3,416 0.000% 3136B8ZV4 US3136B8ZV40 Costa Rican Republic 7% 4/4/44 $3,366 0.000% %COST44A 221602AC9 US221602AC91 BLD3574 Kinder Morgan Energy Partners LP 6.55% 9/15/40 $3,360 0.000% %KMP940 494550BF2 US494550BF27 B3S4PJ8 Duke Realty LP 3.25% 6/30/26 $3,345 0.000% %DRE26 26441YAZ0 US26441YAZ07 BD44FG9 Bank of America Corp. 4.271% 7/23/29 $3,339 0.000% %BAC729 06051GHM4 US06051GHM42 BFM3F84 Freddie Mac Multi-family Structured pass-thru certificates floater Series 4795 Class FA, 1 month

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

98 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL U.S. LIBOR + 0.300% 0.3729% 5/15/48 $3,227 0.000% 3137F5PW3 US3137F5PW35 3M Co. 3.7% 4/15/50 $3,211 0.000% %MMM50 88579YBP5 US88579YBP51 BLD6L97 Fannie Mae floater Series 2017-36 Class FB, 1 month U.S. LIBOR + 0.350% 0.4415% 5/25/47 $3,192 0.000% 3136AWTD9 US3136AWTD96 Liberty Mutual Group, Inc. 4.25% 6/15/23 $3,134 0.000% %LIBM23A 53079EBE3 US53079EBE32 BBLGLZ5 GB Trust floater Series 2020-FLIX Class C, 1 month U.S. LIBOR + 1.600% 1.673% 8/15/37 $3,060 0.000% 368306AL0 US368306AL07 Freddie Mac Series 2017-4720 Class IO, 4% 9/15/47 $3,049 0.000% 3137FAZ43 US3137FAZ438 Freddie Mac planned amortization class Series 3832 Class PE, 5% 3/15/41 $3,003 0.000% 3137A7WV8 US3137A7WV85 COMM Mortgage Trust sequential payer Series 2012=CR5 Class AM, 3.223% 12/10/45 $2,991 0.000% 12623SAJ9 US12623SAJ96 Guatemalan Republic 4.9% 6/1/30 $2,964 0.000% %GUAT30A 401494AQ2 US401494AQ29 BK0RLW9 Sapphire Aviation Finance Series 2020-1A Class B, 4.335% 3/15/40 $2,936 0.000% 80307AAB5 US80307AAB52 3M Co. 2.65% 4/15/25 $2,918 0.000% %MMM425 88579YBM2 US88579YBM21 BLR7LP2 Colombian Republic 6.125% 1/18/41 $2,900 0.000% %COLOM41 195325BM6 US195325BM66 B512BZ1 Bermuda Government 2.375% 8/20/30 $2,891 0.000% %BERM30A 085209AG9 US085209AG93 BMTV8S1 Petroleos de Venezuela SA 6% 11/15/26 $2,871 0.000% %PDVS26A 716558AF8 US716558AF83 BJ2S996 Park Place Securities, Inc. Series 2005-WCH1 Class M4, 1 month U.S. LIBOR + 1.240% 1.3365% 1/25/36 $2,869 0.000% 70069FFL6 US70069FFL67 Kimberly-Clark Corp. 3.1% 3/26/30 $2,834 0.000% %KMB30 494368CB7 US494368CB71 BMGWDJ3 Freddie Mac Series 3237 Class C, 5.5% 11/15/36 $2,791 0.000% 31397CDM8 US31397CDM82 Freddie Mac Series 4471 Class PA 4% 12/15/40 $2,783 0.000% 3137BJGM9 US3137BJGM95 Freddie Mac Series 2933 Class ZM, 5.75% 2/15/35 $2,768 0.000% 31395MT74 US31395MT747 Valaris PLC 5.75% 10/1/44 $2,745 0.000% %ESV44 91889DAF3 US91889DAF33 BJGV2B4 Freddie Mac Series 2018-4765 Class IB, 4% 3/15/48 $2,692 0.000% 3137FEPF1 US3137FEPF11 Ascend Learning LLC 6.875% 8/1/25 $2,661 0.000% %ALPF25A 043502AA1 US043502AA19 BZHJVS9 Morgan Stanley Capital I Trust floater Series 2018-BOP Class C, 1 month U.S. LIBOR + 1.500% 1.573% 8/15/33 $2,592 0.000% 61768FAJ9 US61768FAJ93 CVS Health Corp. 3.7% 3/9/23 $2,580 0.000% %CVS2023 126650CV0 US126650CV07 BF4JKN0 Banque Centrale de Tunisie 5.75% 1/30/25 $2,518 0.000% %BTUN25A 066716AH4 US066716AH49 BVSSF85 Fannie Mae Series 2018-44 Class SA, 6.200% - 1 month U.S. LIBOR 6.1085% 6/25/48 $2,456 0.000% 3136B13G7 US3136B13G72 3M Co. 3.05% 4/15/30 $2,423 0.000% %MMM430 88579YBN0 US88579YBN04 BLD6LC0 Freddie Mac Series 2935 Class ZK, 5.5% 2/15/35 $2,390 0.000% 31395MRB7 US31395MRB71 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H21 Class FA, 1 month U.S.

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

99 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL LIBOR + 0.600% 0.7073% 10/20/61 $2,386 0.000% 38375BNE8 US38375BNE82 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H07 Class FA, 1 month U.S. LIBOR + 0.500% 0.6073% 2/20/61 $2,378 0.000% 38375BKP6 US38375BKP66 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H14 Class FB, 1 month U.S. LIBOR + 0.500% 0.6073% 5/20/61 $2,376 0.000% 38375BLZ3 US38375BLZ30 Ginnie Mae 6% 30 Year $2,374 0.000% Fannie Mae Series 2005-72 Class ZC, 5.5% 8/25/35 $2,346 0.000% 31394EWW4 US31394EWW47 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 Class M55D, 4% 8/25/57 $2,325 0.000% 35563PGL7 US35563PGL76 JPMorgan Chase Commercial Mortgage Securities Corp. Series 2012-C6 Class A/S, 4.1166% 5/15/45 $2,314 0.000% 46634SAF2 US46634SAF20 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H01 Class FA, 1 month U.S. LIBOR + 0.700% 0.8073% 11/20/61 $2,298 0.000% 38375BNX6 US38375BNX63 Ginnie Mae 5.5% 30 Year $2,297 0.000% Ginnie Mae 7% 30 Year $2,250 0.000% BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class CNM, 3.8425% 11/5/32 $2,219 0.000% 05492PAG3 US05492PAG37 CNH Equipment Trust Series 2019-C Class A2, 1.99% 3/15/23 $2,192 0.000% 12597CAB3 US12597CAB37 Fannie Mae 2.319% 30 Year $2,183 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H06 Class FA, 1 month U.S. LIBOR + 0.630% 0.7373% 1/20/62 $2,161 0.000% 38375BPQ9 US38375BPQ94 Petroleos de Venezuela SA 6% 5/16/24 $2,157 0.000% %PDVS24A 716558AG6 US716558AG66 BP8RXD1 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H17 Class FA, 1 month U.S. LIBOR + 0.530% 0.6373% 6/20/61 $2,154 0.000% 38375BML3 US38375BML35 Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/40 $2,150 0.000% 00255UAB1 US00255UAB17 iHeartCommunications, Inc. 8.375% 5/1/27 $2,139 0.000% %IHRT27 45174HBD8 US45174HBD89 BK0NK86 Freddie Mac 6% 30 Year $2,129 0.000% Cleveland Electric Illuminating Co. 5.95% 12/15/36 $2,084 0.000% %FE1236 186108CE4 US186108CE42 B1L4G76 Freddie Mac Series 2018-4763 Class SC, 6.200% - 1 month U.S. LIBOR 6.1271% 8/15/47 $2,065 0.000% 3137F3MN1 US3137F3MN15 VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/42 $2,062 0.000% 92858TAC0 US92858TAC09

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

100 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.5162% 10/10/42 $2,054 0.000% 92858TAL0 US92858TAL08 Fannie Mae Series 2019-82 Class PI, 4% 6/25/49 $2,041 0.000% 3136B7X97 US3136B7X972 Ultra Resources, Inc. 11% 7/12/24 pay-in-kind $2,027 0.000% %UPL24 90400GAE1 US90400GAE17 BHXD220 Freddie Mac Series 2996 Class ZD, 5.5% 6/15/35 $2,001 0.000% 31395UZR5 US31395UZR57 Continental Resources, Inc. 4.5% 4/15/23 $1,977 0.000% %CLR23 212015AL5 US212015AL58 BCCWFC4 Sparc Em Spc 0% 12/5/22 $1,968 0.000% %PANA22A 846502AC6 US846502AC62 BYXD252 Towd Point Mortgage Trust Series 2019-1 Class A1, 3.7218% 3/25/58 $1,869 0.000% 89177BAA3 US89177BAA35 BJ0N0F6 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2014-H11 Class BA, 1 month U.S. LIBOR + 0.500% 0.6073% 6/20/64 $1,862 0.000% 38375UKG4 US38375UKG49 Occidental Petroleum Corp. 4.4% 8/15/49 $1,851 0.000% %OXY49 674599CY9 US674599CY98 BKKGQH6 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2014-H03 Class FA, 1 month U.S. LIBOR + 0.600% 0.7073% 1/20/64 $1,846 0.000% 38375UEJ5 US38375UEJ51 Fannie Mae floater Series 2018-32 Class FB, 1 month U.S. LIBOR + 0.300% 0.3915% 5/25/48 $1,836 0.000% 3136B1C51 US3136B1C516 Air Lease Corp. 3.875% 7/3/23 $1,834 0.000% %AL723 00912XBC7 US00912XBC74 BFYT9G6 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H14 Class FC, 1 month U.S. LIBOR + 0.500% 0.6073% 5/20/61 $1,824 0.000% 38375BMB5 US38375BMB52 Odebrecht Holdco Finance Ltd. 0% 9/10/58 $1,730 0.000% %OEC58A 67577TAA6 US67577TAA60 BMBRBZ5 Fannie Mae 5.255% 30 Year $1,724 0.000% Marlette Funding Trust Series 2020-1A Class A, 2.24% 3/15/30 $1,721 0.000% 57109JAA6 US57109JAA60 Freddie Mac floater Series 4709 Class FE, 1 month U.S. LIBOR + 0.350% 0.4229% 8/15/47 $1,716 0.000% 3137FANA2 US3137FANA20 Sempra Energy 2.875% 10/1/22 $1,716 0.000% %SRE22 816851AT6 US816851AT63 B81Z5C6 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2010-H10 Class FA, 1 month U.S. LIBOR + 0.330% 0.42% 5/20/60 $1,709 0.000% 38375BBV3 US38375BBV36 Ginnie Mae guaranteed REMIC pass-thru certificates planned amortization class Series 2016-69 Class WA, 3% 2/20/46 $1,696 0.000% 38379WN73 US38379WN738 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H05 Class FA, 1 month U.S. LIBOR + 0.500% 0.6073% 12/20/60 $1,684 0.000% 38375BKD3 US38375BKD37 Ginnie Mae guaranteed REMIC pass-thru certificates

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

101 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL sequential payer Series 2010-170 Class B, 4% 12/20/40 $1,684 0.000% 38377NRP1 US38377NRP14 HCA Holdings, Inc. 4.75% 5/1/23 $1,619 0.000% %HCA23 404121AF2 US404121AF27 B8ML9Q5 KeyBank NA 6.95% 2/1/28 $1,573 0.000% %KEY28 49306CAB7 US49306CAB72 2540344 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2011-H13 Class FA, 1 month U.S. LIBOR + 0.500% 0.6073% 4/20/61 $1,569 0.000% 38375BLW0 US38375BLW09 Long Beach Mortgage Loan Trust Series 2003-3 Class M1, 1 month U.S. LIBOR + 1.120% 1.2165% 7/25/33 $1,550 0.000% 542514EA8 US542514EA87 Fannie Mae floater Series 2012-154 Class F, 1 month U.S. LIBOR + 0.300% 0.3915% 1/25/43 $1,540 0.000% 3136AA6R1 US3136AA6R16 Fannie Mae Series 2011-4 Class PZ, 5% 2/25/41 $1,528 0.000% 31397QKY3 US31397QKY34 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H03 Class FA, 1 month U.S. LIBOR + 0.700% 0.8073% 1/20/62 $1,527 0.000% 38375BPJ5 US38375BPJ51 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-98 Class FA, 1 month U.S. LIBOR + 0.400% 0.4934% 8/20/42 $1,509 0.000% 38375GZX2 US38375GZX23 Venezuelan Republic 12.75% 8/23/22 $1,506 0.000% %VENZ822 USP17625AC16 B5B14V5 Morgan Stanley Capital I Trust Series 2011-C3 Class AJ, 5.4752% 7/15/49 $1,496 0.000% 61760RAE2 US61760RAE27 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2010-H27 Series FA, 1 month U.S. LIBOR + 0.380% 0.4873% 12/20/60 $1,479 0.000% 38375BJK9 US38375BJK98 Brazos Higher Education Authority, Inc. Series 2010-1 Class A1, 3 month U.S. LIBOR + 0.900% 1.047% 5/25/29 $1,478 0.000% 10620NCD8 US10620NCD84 Thornburg Mortgage Securities Trust floater Series 2003-4 Class A1, 1 month U.S. LIBOR + 0.640% 0.7315% 9/25/43 $1,474 0.000% 885220DW0 US885220DW07 B04YJR7 Alliant Holdings Intermediate LLC Tranche B, term loan 3 month U.S. LIBOR + 3.250% 3.3543% 5/10/25 $1,465 0.000% %ALIATBE 01881UAE5 US01881UAE55 CBOT 2-Year U.S. Treasury Note Contracts (United States) $1,457 0.000% TUU1 Healthpeak Properties, Inc. 3.4% 2/1/25 $1,423 0.000% %HCP225 40414LAM1 US40414LAM19 BVDPRL8 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H07 Class FA, 1 month U.S. LIBOR + 0.630% 0.7373% 3/20/62 $1,390 0.000% 38375BQA3 US38375BQA34 Freddie Mac planned amortization class Series 3806

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

102 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Class UP, 4.5% 2/15/41 $1,341 0.000% 3137A6ZL9 US3137A6ZL93 SLM Student Loan Trust Series 2003-10A Class A3, 3 month U.S. LIBOR + 0.470% 0.5889% 12/15/27 $1,303 0.000% 78442GJG2 US78442GJG29 B018NZ8 Fannie Mae 6.606% 30 Year $1,301 0.000% Fannie Mae Series 2005-79 Class ZC, 5.9% 9/25/35 $1,263 0.000% 31394FGT6 US31394FGT66 Interest Rate Swaps $1,244 0.000% Fannie Mae 7% 30 Year $1,230 0.000% Freddie Mac planned amortization class Series 4765 Class PE, 3% 12/15/41 $1,203 0.000% 3137FEPY0 US3137FEPY00 Petroleos de Venezuela SA 5.375% 4/12/27 $1,183 0.000% %PDVS27 XS0294364954 B1VX673 iHeartCommunications, Inc. 6.375% 5/1/26 $1,172 0.000% %IHRT26 45174HBC0 US45174HBC07 BK0NK53 Freddie Mac Series 2947 Class XZ, 6% 3/15/35 $1,135 0.000% 31395RA81 US31395RA811 Morgan Stanley Capital I Trust floater Series 2018-BOP Class B, 1 month U.S. LIBOR + 1.250% 1.323% 8/15/33 $1,080 0.000% 61768FAG5 US61768FAG54 Freddie Mac 2.178% 30 Year $1,046 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates sequential payer Series 2004-24 Class ZM, 5% 4/20/34 $1,046 0.000% 38374F2L7 US38374F2L73 Alterra Mountain Co. Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.750% 2.8543% 7/31/24 $1,017 0.000% %SNOTLB1 46124CAB3 US46124CAB37 Ashton Woods U.S.A. LLC/Ashton Woods Finance Co. 6.625% 1/15/28 $1,012 0.000% %ASHW28A 045086AK1 US045086AK16 BKKBHX4 Canadian Natural Resources Ltd. 3.8% 4/15/24 $967 0.000% %CNQCN24 136385AT8 US136385AT87 BL10MM1 Ginnie Mae guaranteed REMIC pass-thru certificates planned amortization class Series 2017-134 Class BA, 2.5% 11/20/46 $961 0.000% 38380GF25 US38380GF255 Unum Group 4% 3/15/24 $940 0.000% %UNM324 91529YAK2 US91529YAK29 BLRLV09 Providence Place Group Ltd. Partnership Series 2000-C1 Class A2, 7.75% 7/20/28 $927 0.000% 743784AB6 US743784AB61 Fannie Mae 7.5% 30 Year $914 0.000% Chicago Gen. Oblig. (Taxable Proj.) Series 2008 B, 5.63% 1/1/22 $910 0.000% 1674856E6 US1674856E65 Brazos Higher Education Authority, Inc. Series 2011-2 Class A2, 3 month U.S. LIBOR + 0.850% 1.0258% 7/25/29 $902 0.000% 10620NCK2 US10620NCK28 B8CJKC2 Station Casinos LLC 4.5% 2/15/28 $845 0.000% %RRR28A 857691AG4 US857691AG41 BHKD706 Navient Student Loan Trust Series 2017-3A Class A2, 1 month U.S. LIBOR + 0.600% 0.6915% 7/26/66 $837 0.000% 63940JAB5 US63940JAB52

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

103 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Halliburton Co. 3.8% 11/15/25 $834 0.000% %HAL25 406216BG5 US406216BG59 BYNR4P8 Fannie Mae 2.099% 30 Year $795 0.000% Collegiate Funding Services Education Loan Trust Series 2004-A Class A4, 3 month U.S. LIBOR + 0.340% 0.486% 9/28/30 $792 0.000% 19458LAV2 US19458LAV27 Fannie Mae planned amortization class Series 2012-149 Class GA, 1.75% 6/25/42 $777 0.000% 3136AA2T1 US3136AA2T18 Fannie Mae Series 2015-42 Class IL, 6% 6/25/45 $750 0.000% 3136ANY68 US3136ANY684 Freddie Mac planned amortization class Series 3002 Class NE, 5% 7/15/35 $725 0.000% 31395WMR5 US31395WMR50 Fannie Mae planned amortization class Series 2012-149 Class DA, 1.75% 1/25/43 $718 0.000% 3136AA4A0 US3136AA4A09 Brixmor Operating Partnership LP 3.85% 2/1/25 $711 0.000% %BRX225 11120VAA1 US11120VAA17 BVDPV49 Fannie Mae Series 2011-39 Class ZA, 6% 11/25/32 $709 0.000% 31397SVY7 US31397SVY70 B81SB49 Freddie Mac planned amortization class Series 2131 Class BG, 6% 3/15/29 $706 0.000% 3133TK2P4 US3133TK2P42 Freddie Mac floater target amortization class Series 3366 Class FD, 1 month U.S. LIBOR + 0.250% 0.3229% 5/15/37 $679 0.000% 31397KMB4 US31397KMB43 Freddie Mac planned amortization class Series 2693 Class MD, 5.5% 10/15/33 $672 0.000% 31394KF41 US31394KF412 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2010-H19 Class FG, 1 month U.S. LIBOR + 0.300% 0.4073% 8/20/60 $669 0.000% 38375BFQ0 US38375BFQ05 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2010-H18 Class AF, 1 month U.S. LIBOR + 0.300% 0.4073% 9/20/60 $665 0.000% 38375BER9 US38375BER96 Fannie Mae planned amortization class Series 1999-57 Class PH, 6.5% 12/25/29 $656 0.000% 31359XGQ6 US31359XGQ60 Boston Properties, Inc. 3.85% 2/1/23 $656 0.000% %BXP223 10112RAU8 US10112RAU86 B8G1875 Eversource Energy 2.8% 5/1/23 $655 0.000% %NU523 664397AK2 US664397AK26 BC9SBS3 Unifin Financiera S.A.B. de CV 7.25% 9/27/23 $653 0.000% %ARRU23A 90470TAA6 US90470TAA60 BD87R24 Delta Merlin Dunia Tekstil PT 2.5% 6/26/28 $644 0.000% %DUNIA28 69374VAC8 US69374VAC81 BMFPDN7 Freddie Mac planned amortization class Series 3189 Class PD, 6% 7/15/36 $636 0.000% 31396UAR1 US31396UAR14 Chicago Gen. Oblig. Series 2008 E, 6.05% 1/1/29 $630 0.000% 167486FA2 US167486FA29 Provident Funding Mortgage Trust sequential payer Series 2019-1 Class A3, 3% 12/25/49 $627 0.000% 74387LAE1 US74387LAE11 Freddie Mac 7% 30 Year $623 0.000%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

104 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Fannie Mae 6.5% 30 Year $615 0.000% General Motors Financial Co., Inc. 5.2% 3/20/23 $614 0.000% %GM323 37045XCW4 US37045XCW48 BMF32G7 Fannie Mae 6.5% 20 Year $590 0.000% Fannie Mae 3.4% 30 Year $587 0.000% Freddie Mac planned amortization class Series 4135 Class AB, 1.75% 6/15/42 $585 0.000% 3137AWAE5 US3137AWAE53 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/40 $570 0.000% 38377LAL2 US38377LAL27 Freddie Mac planned amortization class Series 3119 Class PO 2/15/36 $561 0.000% 31396HSG5 US31396HSG55 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2010-H17 Class FA, 1 month U.S. LIBOR + 0.330% 0.42% 7/20/60 $555 0.000% 38375BDY5 US38375BDY56 Ginnie Mae REMIC Trust Series 2015-H17 Class GZ, 3.997% 5/20/65 $546 0.000% 38376REM4 US38376REM43 Freddie Mac 4.5% 15 Year $543 0.000% Prosper Marketplace Issuance Trust Series 2019-4A Class A, 2.48% 2/17/26 $536 0.000% 74362GAA9 US74362GAA94 Freddie Mac sequential payer Series 2357 Class ZB, 6.5% 9/15/31 $521 0.000% 3133TUUS5 US3133TUUS58 Freddie Mac Series 3949 Class MK, 4.5% 10/15/34 $507 0.000% 3137AFZS4 US3137AFZS42 Fannie Mae Series 2010-135 Class ZA, 4.5% 12/25/40 $504 0.000% 31398SE82 US31398SE823 Fannie Mae planned amortization class Series 2006-15 Class OP 3/25/36 $473 0.000% 31395BTU7 US31395BTU79 B81SBK5 Enterprise Products Operating LP 3.75% 2/15/25 $452 0.000% %EPD225 29379VBE2 US29379VBE20 BRKFLN3 Fannie Mae 2.363% 30 Year $441 0.000% Fannie Mae planned amortization class Series 2006-12 Class BO 10/25/35 $417 0.000% 31394VS43 US31394VS438 Fannie Mae 5% 15 Year $416 0.000% Freddie Mac 2.566% 30 Year $407 0.000% Discover Bank 4.2% 8/8/23 $405 0.000% %DFS823 25466AAD3 US25466AAD37 BCZM4H9 Fannie Mae planned amortization class Series 1999-54 Class PH, 6.5% 11/18/29 $402 0.000% 31359XBH1 US31359XBH17 Ginnie Mae 7.5% 30 Year $399 0.000% Fannie Mae Series 2017-30 Class AI, 5.5% 5/25/47 $397 0.000% 3136AWQD2 US3136AWQD24 Ingersoll-Rand Global Holding Co. Ltd. 4.25% 6/15/23 $388 0.000% %IR623 45687AAJ1 US45687AAJ16 BNB7LS5 Freddie Mac 2.329% 30 Year $387 0.000% Freddie Mac Series 3297 Class BI, 6.760% - 1 month

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

105 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL U.S. LIBOR 6.6871% 4/15/37 $369 0.000% 31397GRY8 US31397GRY88 Fannie Mae Series 2007-66 Class SA, 39.600% - 1 month U.S. LIBOR 39.051% 7/25/37 $367 0.000% 31396WYX8 US31396WYX81 Metropolitan Life Global Funding I 3% 1/10/23 $337 0.000% %MET23A 59217GAX7 US59217GAX79 B8FZDZ1 Ginnie Mae 6.5% 30 Year $321 0.000% Freddie Mac planned amortization class Series 3123 Class LO 3/15/36 $320 0.000% 31396JPR0 US31396JPR04 Freddie Mac planned amortization class Series 3145 Class GO 4/15/36 $318 0.000% 31396NCS3 US31396NCS36 Fannie Mae 2.077% 30 Year $303 0.000% Petroleos de Venezuela SA 9.75% 5/17/35 $293 0.000% %PDVS35A 716558AE1 US716558AE19 B89LNV1 Petroleos de Venezuela SA 12.75% 2/17/22 $292 0.000% %PDV22A 716558AC5 US716558AC52 B44H004 Freddie Mac planned amortization class Series 3258 Class PM, 5.5% 12/15/36 $288 0.000% 31397CXF1 US31397CXF12 Fannie Mae planned amortization class Series 2005-81 Class PC, 5.5% 9/25/35 $285 0.000% 31394FCS2 US31394FCS20 Freddie Mac planned amortization class Series 2802 Class OB, 6% 5/15/34 $283 0.000% 31394YPA6 US31394YPA63 Freddie Mac Series 3287 Class SD, 6.750% - 1 month U.S. LIBOR 6.6771% 3/15/37 $283 0.000% 31397G6Z8 US31397G6Z87 Freddie Mac 2.244% 30 Year $275 0.000% Freddie Mac planned amortization class Series 2520 Class BE, 6% 11/15/32 $273 0.000% 31392XV96 US31392XV960 Freddie Mac planned amortization class Series 3415 Class PC, 5% 12/15/37 $268 0.000% 31397R3R5 US31397R3R53 Ginnie Mae guaranteed REMIC pass-thru certificates sequential payer Series 2013-H06 Class HA, 1.65% 1/20/63 $255 0.000% 38375BJ60 US38375BJ605 Freddie Mac planned amortization class Series 3110 Class OP 9/15/35 $245 0.000% 31396HU49 US31396HU495 Fannie Mae planned amortization class Series 2006-62 Class KP 4/25/36 $244 0.000% 31395N6X0 US31395N6X06 Fannie Mae Series 2007-57 Class SA, 40.600% - 1 month U.S. LIBOR 40.071% 6/25/37 $242 0.000% 31396WJV9 US31396WJV90 Freddie Mac planned amortization class Series 2095 Class PE, 6% 11/15/28 $240 0.000% 3133TGWC9 US3133TGWC94 Fannie Mae sequential payer Series 2001-20 Class Z, 6% 5/25/31 $225 0.000% 31359SXB1 US31359SXB14 Fannie Mae planned amortization class Series

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

106 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 1999-32 Class PL, 6% 7/25/29 $220 0.000% 31359WHX2 US31359WHX20 Freddie Mac Series 4427 Class LI, 3.5% 2/15/34 $217 0.000% 3137BGB32 US3137BGB328 Fannie Mae 3.65% 30 Year $212 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates Series 2010-14 Class SN, 5.950% - 1 month U.S. LIBOR 5.8754% 2/16/40 $211 0.000% 38376WKH7 US38376WKH78 Freddie Mac 7.5% 30 Year $208 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/64 $206 0.000% 38376RCQ7 US38376RCQ74 Fannie Mae planned amortization class Series 1999-17 Class PG, 6% 4/25/29 $203 0.000% 31359VSD6 US31359VSD63 Freddie Mac Manufactured Housing participation certificates guaranteed sequential payer Series 2056 Class Z, 6% 5/15/28 $202 0.000% 3133TDZM1 US3133TDZM19 Fannie Mae 2.03% 30 Year $200 0.000% Freddie Mac 2.389% 30 Year $200 0.000% Fannie Mae Series 2012-100 Class WI, 3% 9/25/27 $188 0.000% 3136A8PY0 US3136A8PY09 Freddie Mac 2.05% 30 Year $185 0.000% Freddie Mac sequential payer Series 2519 Class ZD, 5.5% 11/15/32 $182 0.000% 31393FCL8 US31393FCL85 Fannie Mae Series 2008-12 Class SG, 6.350% - 1 month U.S. LIBOR 6.2585% 3/25/38 $181 0.000% 31396YMM1 US31396YMM11 Freddie Mac planned amortization class Series 2154 Class PT, 6% 5/15/29 $180 0.000% 3133TKW97 US3133TKW970 Fannie Mae sequential payer Series 1999-25 Class Z, 6% 6/25/29 $180 0.000% 31359VU27 US31359VU270 Tribune Co. Claim $178 0.000% %TRB.TC Freddie Mac 7% 20 Year $173 0.000% Freddie Mac Series 3244 Class SG, 6.660% - 1 month U.S. LIBOR 6.5871% 11/15/36 $172 0.000% 31397CDA4 US31397CDA45 Freddie Mac 2.16% 30 Year $171 0.000% Fannie Mae 2.2% 30 Year $168 0.000% Freddie Mac planned amortization class Series 3225 Class EO 10/15/36 $166 0.000% 31397BQR5 US31397BQR59 Fannie Mae planned amortization class Series 1999-33 Class PK, 6% 7/25/29 $164 0.000% 31359WKN0 US31359WKN01 Fannie Mae Series 2010-135 Class LS, 6.050% - 1 month U.S. LIBOR 5.9585% 12/25/40 $163 0.000% 31398SD91 US31398SD916 Delta Merlin Dunia Tekstil PT 0% 6/26/32 $162 0.000% %DUNIA32 69374VAD6 US69374VAD64

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

107 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Freddie Mac 1.905% 30 Year $162 0.000% Fannie Mae 2.028% 30 Year $157 0.000% Pacific Drilling SA 12% 4/1/24 pay-in-kind $155 0.000% %PACD24A 69419WAA7 US69419WAA71 BFX38T5 Freddie Mac 2.135% 30 Year $150 0.000% Fannie Mae 4.25% 30 Year $146 0.000% Fannie Mae planned amortization class Series 2006-45 Class OP 6/25/36 $145 0.000% 31395NEN3 US31395NEN30 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2012-76 Class GS, 6.700% - 1 month U.S. LIBOR 6.6254% 6/16/42 $143 0.000% 38375C5E6 US38375C5E65 Fannie Mae 2.283% 30 Year $142 0.000% Fannie Mae 2.175% 30 Year $141 0.000% Freddie Mac 2.498% 30 Year $140 0.000% Consumer Loan Underlying Bond Credit Trust Series 2019-P1 Class A, 2.94% 7/15/26 $140 0.000% 21054AAA6 US21054AAA60 Fannie Mae 4.5% 15 Year $139 0.000% Fannie Mae 1.535% 30 Year $137 0.000% Freddie Mac sequential payer Series 2281 Class ZB, 6% 3/15/30 $133 0.000% 3133TNM84 US3133TNM843 Fannie Mae Series 2013-134 Class SA, 6.050% - 1 month U.S. LIBOR 5.9585% 1/25/44 $132 0.000% 3136AHTW0 US3136AHTW01 Fannie Mae Series 2013-N1 Class A, 6.720% - 1 month U.S. LIBOR 6.6285% 6/25/35 $132 0.000% 31394D4V9 US31394D4V95 Freddie Mac 1.812% 30 Year $129 0.000% Fannie Mae floater Series 2003-118 Class S, 8.100% - 1 month U.S. LIBOR 8.0085% 12/25/33 $129 0.000% 31393UNH2 US31393UNH22 Fannie Mae 2.023% 30 Year $127 0.000% Freddie Mac sequential payer Series 2502 Class ZC, 6% 9/15/32 $127 0.000% 31392UTM6 US31392UTM61 B8WRRX6 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2011-94 Class SA, 6.100% - 1 month U.S. LIBOR 6.0066% 7/20/41 $126 0.000% 38377WN83 US38377WN831 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2013-124 Class ES, 8.667% - 1 month U.S. LIBOR 8.5422% 4/20/39 $120 0.000% 38378WVW0 US38378WVW09 Fannie Mae 2.602% 30 Year $117 0.000% Freddie Mac 2.158% 30 Year $117 0.000% Freddie Mac Series 3336 Class LI, 6.580% - 1 month U.S. LIBOR 6.5071% 6/15/37 $114 0.000% 31397J7J7 US31397J7J72

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

108 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Fannie Mae 2.193% 30 Year $114 0.000% Fannie Mae sequential payer Series 2001-31 Class ZC, 6.5% 7/25/31 $112 0.000% 313920CW8 US313920CW87 Freddie Mac target amortization class Series 2156 Class TC, 6.25% 5/15/29 $109 0.000% 3133TKZ78 US3133TKZ783 Freddie Mac planned amortization class Series 2137 Class PG, 6% 3/15/29 $109 0.000% 3133TJR70 US3133TJR709 Fannie Mae planned amortization class Series 1993-207 Class H, 6.5% 11/25/23 $102 0.000% 31359E3G4 US31359E3G47 Freddie Mac 6.5% 20 Year $102 0.000% Fannie Mae Series 2007-66 Class SB, 39.600% - 1 month U.S. LIBOR 39.051% 7/25/37 $101 0.000% 31396WYZ3 US31396WYZ30 Fannie Mae 1.785% 30 Year $100 0.000% Fannie Mae 1.755% 30 Year $99 0.000% Freddie Mac 1.91% 30 Year $98 0.000% Fannie Mae Stripped Mortgage-Backed Securities Series 384 Class 6, 5% 7/25/37 $96 0.000% 3136FER61 US3136FER611 B285FZ0 Fannie Mae 1.563% 30 Year $95 0.000% Fannie Mae 2.269% 30 Year $94 0.000% Fannie Mae 7% 20 Year $94 0.000% Freddie Mac planned amortization class Series 2121 Class MG, 6% 2/15/29 $93 0.000% 3133TJA60 US3133TJA606 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2016-H20 Class FM, 1 month U.S. LIBOR + 0.400% 0.5073% 12/20/62 $92 0.000% 38376RYJ9 US38376RYJ93 Fannie Mae 1.896% 30 Year $92 0.000% Freddie Mac 2.575% 30 Year $89 0.000% Fannie Mae 2.395% 30 Year $87 0.000% Freddie Mac Manufactured Housing participation certificates guaranteed sequential payer Series 2043 Class ZH, 6% 4/15/28 $87 0.000% 3133TDPN0 US3133TDPN02 Fannie Mae 2.411% 30 Year $86 0.000% Terwin Mortgage Trust Series 2003-4HE Class A1, 1 month U.S. LIBOR + 0.860% 0.9515% 9/25/34 $86 0.000% 881561BU7 US881561BU72 Fannie Mae planned amortization class Series 2005-102 Class CO 11/25/35 $86 0.000% 31394UHV7 US31394UHV70 Freddie Mac planned amortization class Series 3121 Class KO 3/15/36 $85 0.000% 31396JG74 US31396JG748 Freddie Mac sequential payer Series 2998 Class LY,

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

109 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 5.5% 7/15/25 $82 0.000% 31395VV55 US31395VV553 Freddie Mac 2.195% 30 Year $81 0.000% Freddie Mac 2.936% 30 Year $81 0.000% Fannie Mae 2.126% 30 Year $80 0.000% Fannie Mae 2.75% 30 Year $79 0.000% Aetna, Inc. 2.75% 11/15/22 $78 0.000% %AET1122 008117AP8 US008117AP87 B8L7F66 Fannie Mae sequential payer Series 2002-16 Class ZD, 6.5% 4/25/32 $76 0.000% 31392CVK7 US31392CVK79 Fannie Mae 2.417% 30 Year $74 0.000% Fannie Mae floater Series 2006-104 Class GI, 6.680% - 1 month U.S. LIBOR 6.5885% 11/25/36 $74 0.000% 31396LMA5 US31396LMA51 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2013-H07 Class BA, 1 month U.S. LIBOR + 0.360% 0.4673% 3/20/63 $74 0.000% 38375BQ54 US38375BQ543 Petroleos de Venezuela SA 5.5% 4/12/37 $74 0.000% %PETR37 XS0294367205 B1VXHC5 Freddie Mac 2.32% 30 Year $71 0.000% Fannie Mae 2.096% 30 Year $70 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2007-37 Class TS, 6.690% - 1 month U.S. LIBOR 6.6154% 6/16/37 $69 0.000% 38375KNC2 US38375KNC26 Freddie Mac sequential payer Series 2274 Class ZM, 6.5% 1/15/31 $69 0.000% 3133TR4H5 US3133TR4H52 Ginnie Mae 8.5% 30 Year $66 0.000% Freddie Mac 2.407% 30 Year $66 0.000% Freddie Mac Series 4055 Class BI, 3.5% 5/15/31 $65 0.000% 3137AQ6B9 US3137AQ6B91 Freddie Mac sequential payer Series 2303 Class ZV, 6% 4/15/31 $65 0.000% 3133TSTH6 US3133TSTH66 Fannie Mae 1.968% 30 Year $64 0.000% Fannie Mae Series 06-116 Class SG, 6.640% - 1 month U.S. LIBOR 6.5485% 12/25/36 $62 0.000% 31396LZK9 US31396LZK96 Ginnie Mae 8% 30 Year $61 0.000% Fannie Mae Series 2013-133 Class IB, 3% 4/25/32 $61 0.000% 3136AHQ94 US3136AHQ948 Fannie Mae 1.803% 30 Year $59 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H23 Class WA, 1 month U.S. LIBOR + 0.520% 0.6273% 10/20/62 $58 0.000% 38375BXV9 US38375BXV97 Freddie Mac 2.247% 30 Year $55 0.000% Fannie Mae 2.3% 30 Year $55 0.000% Fannie Mae 2.261% 30 Year $54 0.000%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

110 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Fannie Mae 5.5% 15 Year $53 0.000% Fannie Mae Series 2012-14 Class JS, 6.650% - 1 month U.S. LIBOR 6.5585% 12/25/30 $51 0.000% 3136A4WY1 US3136A4WY12 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2015-H07 Class FA, 1 month U.S. LIBOR + 0.300% 0.4073% 3/20/65 $51 0.000% 38375UVP2 US38375UVP29 Fannie Mae Series 2012-9 Class SH, 6.550% - 1 month U.S. LIBOR 6.4585% 6/25/41 $51 0.000% 3136A3M81 US3136A3M819 Fannie Mae 3.9% 30 Year $50 0.000% Freddie Mac Series 2013-4281 Class AI, 4% 12/15/28 $50 0.000% 3137B6MF5 US3137B6MF52 Fannie Mae 1.988% 30 Year $50 0.000% Fannie Mae 2.185% 30 Year $49 0.000% Freddie Mac sequential payer Series 2135 Class JE, 6% 3/15/29 $48 0.000% 3133TJWJ8 US3133TJWJ86 Fannie Mae 2.11% 30 Year $47 0.000% Freddie Mac 2.114% 30 Year $47 0.000% Fannie Mae sequential payer Series 1997-41 Class J, 7.5% 6/18/27 $47 0.000% 31359PQC3 US31359PQC31 Fannie Mae 2.036% 30 Year $46 0.000% Fannie Mae planned amortization class Series 2003-28 Class KG, 5.5% 4/25/23 $46 0.000% 31393ADJ3 US31393ADJ34 Freddie Mac 2.481% 30 Year $44 0.000% Fannie Mae Series 2013-51 Class GI, 3% 10/25/32 $43 0.000% 3136AECM7 US3136AECM70 Fannie Mae 1.779% 30 Year $43 0.000% Fannie Mae planned amortization class Series 2006-37 Class OW 5/25/36 $42 0.000% 31395DMG1 US31395DMG15 Ginnie Mae guaranteed REMIC pass-thru certificates Series 2004-73 Class AL, 7.200% - 1 month U.S. LIBOR 7.1254% 8/17/34 $42 0.000% 38374H2N9 US38374H2N93 Fannie Mae 2.557% 30 Year $41 0.000% Fannie Mae floater Series 2002-63 Class FN, 1 month U.S. LIBOR + 1.000% 1.0915% 10/25/32 $40 0.000% 31392ED23 US31392ED232 Freddie Mac 1.375% 30 Year $40 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2015-H13 Class FL, 1 month U.S. LIBOR + 0.280% 0.3873% 5/20/63 $39 0.000% 38376RCN4 US38376RCN44 Bayview Commercial Asset Trust Series 2004-1, Class IO, 1.25% 4/25/34 $39 0.000% 07324SAK8 US07324SAK87 Freddie Mac planned amortization class Series 2162

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

111 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Class PH, 6% 6/15/29 $37 0.000% 3133TLBA5 US3133TLBA52 Fannie Mae planned amortization class Series 1996-28 Class PK, 6.5% 7/25/25 $37 0.000% 31359KKK2 US31359KKK24 Fannie Mae 2.321% 30 Year $36 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates Series 2004-32 Class GS, 6.500% - 1 month U.S. LIBOR 6.4254% 5/16/34 $35 0.000% 38374GZM7 US38374GZM76 Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2015-H19 Class FA, 1 month U.S. LIBOR + 0.200% 0.3073% 4/20/63 $34 0.000% 38376RFZ4 US38376RFZ47 Fannie Mae planned amortization class Series 2005-73 Class SA, 17.500% - 1 month U.S. LIBOR 17.3121% 8/25/35 $34 0.000% 31394EB64 US31394EB646 Freddie Mac 1.7% 30 Year $34 0.000% Fannie Mae 2.016% 30 Year $33 0.000% Freddie Mac Series 4149 Class IO, 3% 1/15/33 $33 0.000% 3137AXRF2 US3137AXRF29 Freddie Mac 8% 30 Year $33 0.000% Freddie Mac Series 06-3115 Class SM, 6.600% - 1 month U.S. LIBOR 6.5271% 2/15/36 $32 0.000% 31396HLM9 US31396HLM96 Fannie Mae 3.25% 30 Year $32 0.000% Fannie Mae 2.065% 30 Year $32 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H21 Class DF, 1 month U.S. LIBOR + 0.650% 0.7573% 5/20/61 $32 0.000% 38375BWC2 US38375BWC26 B8B3Y67 Fannie Mae floater Series 2002-60 Class FV, 1 month U.S. LIBOR + 1.000% 1.0915% 4/25/32 $31 0.000% 31392EVD9 US31392EVD92 Freddie Mac 2.269% 30 Year $31 0.000% Fannie Mae sequential payer Series 2002-74 Class SV, 7.550% - 1 month U.S. LIBOR 7.4585% 11/25/32 $31 0.000% 31392FRK5 US31392FRK56 Fannie Mae 2.333% 30 Year $31 0.000% Freddie Mac sequential payer Series 2546 Class MJ, 5.5% 3/15/23 $30 0.000% 31393MSV4 US31393MSV45 Freddie Mac floater Series 2432 Class FE, 1 month U.S. LIBOR + 0.900% 0.9729% 6/15/31 $30 0.000% 31339NNM4 US31339NNM47 Fannie Mae 1.94% 30 Year $30 0.000% Fannie Mae Series 07-40 Class SE, 6.440% - 1 month U.S. LIBOR 6.3485% 5/25/37 $30 0.000% 31396VYS1 US31396VYS14 Fannie Mae floater Series 2002-39 Class FD, 1 month U.S. LIBOR + 1.000% 1.0825% 3/18/32 $27 0.000% 31392DPW6 US31392DPW64

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

112 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Ginnie Mae guaranteed REMIC pass-thru certificates floater Series 2012-H26, Class CA, 1 month U.S. LIBOR + 0.530% 0.6373% 7/20/60 $27 0.000% 38375BYS5 US38375BYS59 Freddie Mac 2.92% 30 Year $26 0.000% Freddie Mac Manufactured Housing participation certificates guaranteed floater Series 1686 Class FA, 1 month U.S. LIBOR + 0.900% 1.0009% 2/15/24 $26 0.000% 3133T4DV5 US3133T4DV56 Freddie Mac Series 4314 Class AI, 5% 3/15/34 $25 0.000% 3137B9ED3 US3137B9ED36 Fannie Mae Stripped Mortgage-Backed Securities Series 339 Class 5, 5.5% 7/25/33 $24 0.000% 3136FAZ78 US3136FAZ786 Fannie Mae 5% 20 Year $23 0.000% Fannie Mae planned amortization class Series 2001-52 Class YZ, 6.5% 10/25/31 $23 0.000% 313921MN5 US313921MN51 Freddie Mac 2.015% 30 Year $23 0.000% Fannie Mae sequential payer Series 2012-67 Class AI, 4.5% 7/25/27 $23 0.000% 3136A7HT2 US3136A7HT23 Sequoia Mortgage Trust floater Series 2004-6 Class A3B, 6 month U.S. LIBOR + 0.880% 1.0386% 7/20/34 $23 0.000% 81744FCU9 US81744FCU93 Fannie Mae Series 2010-139 Class NI, 4.5% 2/25/40 $22 0.000% 31398SVQ3 US31398SVQ38 Freddie Mac 2.095% 30 Year $22 0.000% Fannie Mae 2.21% 30 Year $22 0.000% Freddie Mac planned amortization class Series 2101 Class PD, 6% 11/15/28 $20 0.000% 3133TGPD5 US3133TGPD50 Fannie Mae 2.33% 30 Year $19 0.000% Fannie Mae Stripped Mortgage-Backed Securities Series 343 Class 16, 5.5% 5/25/34 $19 0.000% 3136FA6N5 US3136FA6N50 Fannie Mae Stripped Mortgage-Backed Securities Series 348 Class 14, 6.5% 8/25/34 $19 0.000% 3136FCEU6 US3136FCEU67 Fannie Mae 3.525% 30 Year $18 0.000% Freddie Mac floater Series 2424 Class FM, 1 month U.S. LIBOR + 1.000% 1.0729% 3/15/32 $17 0.000% 31339WJT4 US31339WJT45 B03R0N0 Freddie Mac 5.5% 15 Year $17 0.000% Fannie Mae 8% 30 Year $17 0.000% Freddie Mac floater Series 2423 Class FA, 1 month U.S. LIBOR + 0.900% 0.9729% 3/15/32 $17 0.000% 31339WBA3 US31339WBA36 Freddie Mac 8.5% 30 Year $16 0.000% Ginnie Mae guaranteed REMIC pass-thru certificates Series 2007-35 Class SC, 40.200% - 1 month U.S. LIBOR 39.7522% 6/16/37 $16 0.000% 38375KVH2 US38375KVH21

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

113 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Fannie Mae floater Series 2002-18 Class FD, 1 month U.S. LIBOR + 0.800% 0.8915% 2/25/32 $15 0.000% 31392CHM9 US31392CHM91 B03NR48 Fannie Mae floater Series 2002-7 Class FC, 1 month U.S. LIBOR + 0.750% 0.8415% 1/25/32 $15 0.000% 31392B2Z8 US31392B2Z83 Ginnie Mae guaranteed REMIC pass-thru certificates planned amortization class Series 2011-136 Class WI, 4.5% 5/20/40 $14 0.000% 38377YTR1 US38377YTR17 Freddie Mac 1.97% 30 Year $14 0.000% Freddie Mac 2.13% 30 Year $14 0.000% Fannie Mae Stripped Mortgage-Backed Securities Series 351 Class 13, 6% 3/25/34 $14 0.000% 3136FCJC1 US3136FCJC15 Freddie Mac floater Series 2412 Class FK, 1 month U.S. LIBOR + 0.800% 0.8729% 1/15/32 $13 0.000% 31339DTC2 US31339DTC29 Freddie Mac sequential payer Series 2601 Class TB, 5.5% 4/15/23 $13 0.000% 31393P4T8 US31393P4T87 Fannie Mae 1.815% 30 Year $11 0.000% Freddie Mac 2.168% 30 Year $10 0.000% Fannie Mae 6% 15 Year $10 0.000% Fannie Mae 2.083% 30 Year $9 0.000% Freddie Mac floater Series 2432 Class FG, 1 month U.S. LIBOR + 0.900% 0.9729% 3/15/32 $9 0.000% 31339NNN2 US31339NNN20 Fannie Mae Stripped Mortgage-Backed Securities Series 351 Class 12, 5.5% 4/25/34 $9 0.000% 3136FCJB3 US3136FCJB32 Fannie Mae Stripped Mortgage-Backed Securities Series 359 Class 19, 6% 7/25/35 $9 0.000% 3136FCUL8 US3136FCUL84 Freddie Mac 6% 15 Year $8 0.000% Freddie Mac 2.369% 30 Year $8 0.000% Freddie Mac 6.5% 15 Year $7 0.000% Fannie Mae Series 2003-21 Class SK, 8.100% - 1 month U.S. LIBOR 8.0085% 3/25/33 $7 0.000% 31392JY37 US31392JY377 Fannie Mae Series 2011-67 Class AI, 4% 7/25/26 $7 0.000% 31397U4B2 US31397U4B21 Fannie Mae 1.8% 30 Year $6 0.000% Fannie Mae Series 1993-165 Class SH, 19.800% - 1 month U.S. LIBOR 19.541% 9/25/23 $5 0.000% 31359D5R0 US31359D5R02 Fannie Mae 6.5% 15 Year $5 0.000% Freddie Mac 1.83% 30 Year $5 0.000% Northwestern Mutual Life Insurance Co. 6.063% 3/30/40 $4 0.000% %NORW40A 668131AA3 US668131AA38 B58P7W2 Fannie Mae planned amortization class Series

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

114 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL 1992-168 Class KB, 7% 10/25/22 $4 0.000% 31358Q2R5 US31358Q2R58 Fannie Mae 1.651% 30 Year $3 0.000% Fannie Mae 1.99% 30 Year $2 0.000% Freddie Mac 2.567% 30 Year $1 0.000% Freddie Mac planned amortization class Series 3786 Class HI, 4% 3/15/38 $1 0.000% 3137A5SJ4 US3137A5SJ48 Fannie Mae Series 2011-83 Class DI, 6% 9/25/26 $1 0.000% 3136A0U39 US3136A0U396 Freddie Mac Series 2844 Class SD, 86.400% - 1 month U.S. LIBOR 85.5025% 8/15/24 $0 0.000% 31395EWX1 US31395EWX11 Fannie Mae 1.76% 30 Year $0 0.000% Freddie Mac Series 2844 Class SC, 46.800% - 1 month U.S. LIBOR 46.3263% 8/15/24 $0 0.000% 31395EWW3 US31395EWW38 Ginnie Mae 9% 30 Year $0 0.000% Mesquite Energy, Inc. 1LN, term loan 3 month U.S. LIBOR + 8.000% 0% $0 0.000% %SCHT1LD Mesquite Energy, Inc. term loan 3 month U.S. LIBOR + 0.000% 0% $0 0.000% %SCHTLD Alpha Natural Resources, Inc. 9.75% 4/15/18 $0 0.000% %ANR18 02076XAD4 US02076XAD49 B7W0R50 iHeartCommunications, Inc. 9% 5/15/22 $0 0.000% Bayview Commercial Asset Trust Series 2006-3A, Class IO, 0% 10/25/36 $0 0.000% 07324NAM5 US07324NAM56 BD60P65 ICE Long Gilt Contracts (United Kingdom) -$13,145 -0.000% G_U1 GB00J92SMB14 Credit Default Swap buy Volvo Treas AB (1%) Citibank, N.A. 6/2024 -$90,774 -0.002% Credit Default Swap buy Standard Chartered Bank (1%) Goldman Sachs Bank U.S.A. 6/2022 -$99,730 -0.003% Option on an interest rate swap with Bank of America N.A. to pay semi-annually a fixed rate of 2.5175% and receive quarterly a floating rate based on 3-month LIBOR, expiring April 2026 Written Call Options -$118,529 -0.003% BOAM0426 Option on an interest rate swap with Bank of America N.A. to receive semi-annually a fixed rate of 2.5175% and pay quarterly a floating rate based on 3-month LIBOR, expiring April 2026 -$121,657 -0.003% BOAM426 Credit Default Swap buy Assicurazioni Generali SpA (1%) BNP Paribas SA 6/2026 -$181,950 -0.005% Credit Default Swap buy Gas Natural Capital Markets SA (1%) Goldman Sachs Bank U.S.A. 6/2022 -$195,028 -0.005%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

115 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Credit Default Swap buy Assicurazioni Generali SpA (1%) BNP Paribas SA 6/2026 -$214,059 -0.006% Credit Default Swap buy BMW Finance NV (1%) Citibank, N.A. 6/2026 -$387,013 -0.010% Credit Default Swap buy Shell International Finance BV (1%) Citibank, N.A. 6/2026 -$387,332 -0.010% Credit Default Swap buy Daimler AG (1%) Citibank, N.A. 6/2026 -$394,444 -0.010% Credit Default Swap buy Barclays PLC (1%) JPMorgan Chase Bank, N.A. 6/2026 -$394,753 -0.010% Credit Default Swap buy Akzo Nobel NV (1%) Citibank, N.A. 6/2024 -$559,376 -0.015% Bonds Total: $326,955,068 8.6%

Short-Term/Money Market & Net Other Assets Fidelity Cash Central Fund 0.06% $93,737,342 2.471% CF.TAXMM 31635A105 US31635A1051 U.S. Treasury Bill 0.04% 7/15/21 $2,479,957 0.065% 9127963S6 US9127963S60 BMZ5SM1 U.S. Treasury Bill 0.05% 9/2/21 $2,339,785 0.062% 912796D63 US912796D639 BMZ9YV4 U.S. Treasury Bill 0.05% 8/12/21 $1,539,897 0.041% 9127964B2 US9127964B27 BMF3X86 U.S. Treasury Bill 0.04% 8/5/21 $1,192,531 0.031% 912796C64 US912796C649 BMFZ6X8 UniCredit SpA 6.572% 1/14/22 $444,284 0.012% %UCGM22A 904678AJ8 US904678AJ86 BJ2NYC9 U.S. Treasury Bill 7/1/21 $442,334 0.012% 912796B40 US912796B401 BNNXCN3 U.S. Treasury Bill 0.04% 8/26/21 $435,254 0.011% 912796D55 US912796D555 BLKH0T6 Rub 8/26/2021 Forward Cc $366,998 0.010% Thb 8/26/2021 Forward Cc $345,312 0.009% Pln 8/26/2021 Forward Cc $344,902 0.009% U.S. Treasury Bill 0.04% 7/8/21 $254,525 0.007% 912796B57 US912796B575 BMWNJ14 Czk 8/26/2021 Forward Cc $233,757 0.006% Idr 8/26/2021 Forward Cc $227,465 0.006% Egp 8/26/2021 Forward Cc $204,176 0.005% Myr 8/26/2021 Forward Cc $143,466 0.004% Gbp Spot Cc $137,426 0.004% Mxn 8/26/2021 Forward Cc $100,529 0.003% General Motors Financial Co., Inc. 4.375% 9/25/21 $69,847 0.002% %GM921 37045XAQ9 US37045XAQ97 BQH0Y24 Kzt 8/26/2021 Forward Cc $69,405 0.002%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

116 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Blackstone Property Partners Europe LP 1.4% 7/6/22 (Reg. S) $67,404 0.002% %BPPE22S XS1851268463 BG21LK9 Deutsche Bank AG New York Branch 5% 2/14/22 $66,856 0.002% %DB222 251526CA5 US251526CA59 BJBZTC1 Zar 8/26/2021 Forward Cc $64,463 0.002% AbbVie, Inc. 3.45% 3/15/22 $60,714 0.002% %ABVI22 00287YCS6 US00287YCS63 BMWTZV4 Citigroup, Inc. 4.05% 7/30/22 $52,478 0.001% %CIT722 172967GK1 US172967GK16 B8RC822 Discover Bank 3.2% 8/9/21 $48,031 0.001% %DFS821 25466AAF8 US25466AAF84 BPGVNP7 Hkd Spot Cc $44,032 0.001% Pen 8/26/2021 Forward Cc $38,743 0.001% Volkswagen Group of America Finance LLC 2.9% 5/13/22 $36,069 0.001% %VW522A 928668BC5 US928668BC59 BMV7683 American International Group, Inc. 4.875% 6/1/22 $35,098 0.001% %AIG622 026874CU9 US026874CU91 B7V7HB8 Air Lease Corp. 3.75% 2/1/22 $33,191 0.001% %AL22 00912XAQ7 US00912XAQ79 BV99GN9 Php 8/26/2021 Forward Cc $31,154 0.001% Cop 8/26/2021 Forward Cc $29,207 0.001% U.S. Treasury Bill 0.04% 9/23/21 $22,512 0.001% 912796F53 US912796F535 BMDNPJ3 Viatris, Inc. 1.125% 6/22/22 $19,900 0.001% %UPJO22A 91533BAA8 US91533BAA89 BL57WH3 Duquesne Light Holdings, Inc. 5.9% 12/1/21 $19,764 0.001% %%DQE21A 266233AD7 US266233AD76 B3TH507 Synchrony Bank 3% 6/15/22 $18,205 0.000% %SYF22 87166FAA1 US87166FAA12 BDD1FC7 Kinder Morgan Energy Partners LP 5% 10/1/21 $17,945 0.000% %EPB21 28370TAE9 US28370TAE91 B6RYCK0 Puget Energy, Inc. 6% 9/1/21 $15,685 0.000% %PSD21 745310AD4 US745310AD42 B6Q7K06 Walgreens Boots Alliance, Inc. 3.3% 11/18/21 $14,636 0.000% %WAG21 931427AF5 US931427AF53 BSL6VH6 Regency Energy Partners LP/Regency Energy Finance Corp. 5.875% 3/1/22 $13,180 0.000% %RGP22 75886AAL2 US75886AAL26 BJSVP24 Discover Financial Services 5.2% 4/27/22 $12,348 0.000% %DFS422 254709AG3 US254709AG33 B92LVK0 Morgan Stanley 3 month U.S. LIBOR + 0.930% 1.1138% 7/22/22 $10,986 0.000% %MS722 61744YAJ7 US61744YAJ73 BZ9P8Z1 Synchrony Financial 2.85% 7/25/22 $10,827 0.000% %SYF2022 87165BAQ6 US87165BAQ68 BJBL220 Ron 8/26/2021 Forward Cc $5,959 0.000% Fox Corp. 3.666% 1/25/22 $5,280 0.000% %FOXA22 35137LAF2 US35137LAF22 BL96PJ9 BB&T Corp. 3.95% 3/22/22 $4,908 0.000% %BBTC322 05531GAA9 US05531GAA94 B6Z5LL9 Illinois Gen. Oblig. Series 2010-5, 6.2% 7/1/21 $2,931 0.000% 452152GR6 US452152GR69 AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 3.5% 5/26/22 $2,418 0.000% %AER2022 00774MAA3 US00774MAA36 BZ072L0 Prudential Financial, Inc. 4.5% 11/16/21 $2,157 0.000% %PRU21 74432QBT1 US74432QBT13 B78G9B2 General Motors Financial Co., Inc. 3.45% 4/10/22 $1,850 0.000% %GM22 37045XAW6 US37045XAW65 BWTXKZ8 Fifth Third Bancorp 3.5% 3/15/22 $1,729 0.000% %FITB22 316773CL2 US316773CL24 B4MRJP4 Unknown Security $13 0.000% Unknown Security $0 0.000%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

117 % of Net Security Name Market Value Assets Ticker CUSIP ISIN SEDOL Unknown Security $0 0.000% Cad 8/5/2021 Forward Cc -$5,653 -0.000% Huf 8/26/2021 Forward Cc -$10,012 -0.000% Inr 8/26/2021 Forward Cc -$21,737 -0.001% Cny 8/26/2021 Forward Cc -$23,652 -0.001% Jpy Spot Cc -$28,952 -0.001% Eur Spot Cc -$32,654 -0.001% Brl 8/26/2021 Forward Cc -$56,354 -0.001% Clp 8/26/2021 Forward Cc -$69,419 -0.002% Try 8/26/2021 Forward Cc -$86,990 -0.002% Credit Default Swap buy Sanpaolo SpA (1%) JPMorgan Chase Bank, N.A. 6/2026 -$396,185 -0.010% Credit Default Swap buy Deutsche Bank AG (1%) Citibank, N.A. 6/2026 -$404,751 -0.011% Eur 9/17/2021 Forward Cc -$6,408,172 -0.169% Gbp 8/5/2021 Forward Cc -$8,083,671 -0.213% Eur 8/5/2021 Forward Cc -$12,841,137 -0.339% Short-Term/Money Market & Net Other Assets Total: $77,450,525 2.0%

466719.7.0 Fidelity Distributors Company, LLC 500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

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