Fidelity Investments Money Market Treasury Portfolio

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/ Buy CADN/A1NCUSD227490N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8337116403USD49172237CAD2019-10-3022749NNNN/AN/ASell EUR / Buy USDN/A1NCUSD19090N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83175214EUR193327USD2019-10-301909NNNN/AN/ASell GBP / Buy USDN/A1NCUSD111500N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83839660GBP1044641USD2019-10-3011150NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-21550N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83149808USD218560AUD2019-10-30-2155NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-104400N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83662295USD529600GBP2019-10-30-10440NNNN/AN/ASell USD / Buy EURN/A1NCUSD-11400N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8385728USD77428EUR2019-10-30-1140NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-13240N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83107925USD86608GBP2019-10-30-1324NNNN/AN/ASell AUD / Buy USDN/A1NCUSD11220N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83101049AUD69388USD2019-10-301122NNNN/AN/ASell EUR / Buy USDN/A1NCUSD1210N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P837667EUR8497USD2019-10-30121NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-16420N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83118821USD173452AUD2019-10-30-1642NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-3910N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8324836USD19860GBP2019-10-30-391NNNN/AN/ASell AUD / Buy USDN/A1NCUSD800N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8314492AUD9870USD2019-10-3080NNNN/AN/ASell USD / Buy EURN/A1NCUSD-27010N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83181321USD163500EUR2019-10-30-2701NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-85050N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83497396USD397200GBP2019-10-30-8505NNNN/AN/ASell USD / Buy CADN/A1NCUSD580N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8332108USD42588CAD2019-10-3058NNNN/AN/ASell GBP / Buy USDN/A1NCUSD2740N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8319860GBP24719USD2019-10-30274NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-9040N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83237180USD349743AUD2019-10-30-904NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-134220N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83893427USD714960GBP2019-10-30-13422NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-30N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P836124USD9060AUD2019-10-30-3NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-2990N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8341040USD33100GBP2019-10-30-299NNNN/AN/ASell EUR / Buy USDN/A1NCUSD481850N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P838119080EUR8918104USD2019-10-3048185NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-950N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83119278USD176419AUD2019-10-30-95NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-680N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8339949USD59033AUD2019-10-30-68NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-950N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8365281USD52960GBP2019-10-30-95NNNN/AN/ASell AUD / Buy USDN/A1NCUSD750N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8329535AUD20028USD2019-10-3075NNNN/AN/ALONG GILT FUTURE Dec19N/A662NC1092442010.0806N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2019-12-27108055671GBP520402NNNN/AN/AAUST 10Y BOND FUT Dec19N/A324NC322157560.0238N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2019-12-1632396615AUD231378NNNN/AN/ACommonwealth Bank of AustraliaN/A-2205000OUNotionalUSD-643170N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76COMMONWEALTH BANK AUSTCommonwealth Bank of AustraliaYCommonwealth Bank of Australia2023-06-200USD25914.93USD-2205000USD-38402NNNN/AN/AWestpac Banking CorpN/A-2205000OUNotionalUSD-602110N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76WESTPAC BANKING CORPWestpac Banking CorpYWestpac Banking Corporation2023-06-200USD26922.46USD-2205000USD-33288NNNN/AN/ANational Australia BankN/A-4410000OUNotionalUSD-120659-0.0001N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76NATIONAL AUSTRALIA BANKNational Australia Bank LtdYNational Australia Bank Limited2023-06-200USD53845USD-4410000USD-66814NNNN/AN/ACommonwealth Bank of AustraliaN/A-2205000OUNotionalUSD-643170N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76COMMONWEALTH BANK AUSTCommonwealth Bank of AustraliaYCommonwealth Bank of Australia2023-06-200USD28623.95USD-2205000USD-35693NNNN/AN/AWestpac Banking CorpN/A-2205000OUNotionalUSD-602110N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76WESTPAC BANKING CORPWestpac Banking CorpYWestpac Banking Corporation2023-06-200USD29126.6USD-2205000USD-31084NNNN/AN/ARenault SAN/A-3000000OUNotional-496940N/ADCRUSN2Barclays Bank PLCG5GSEF7VJP517OUK5573RENAULT SARenault SAYRenault SA2021-12-2010703.76USD0USD-3000000EUR-60398NNNN/AN/AHost Hotels & Resorts, L.P.N/A-1250000OUNotionalUSD-139270N/ADCRUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97HOST HOTELS & RESORTS LPHost Hotels & Resorts LPYHost Hotels & Resorts, L.P.2020-12-2020186.14USD0USD-1250000USD-34113NNNN/AN/AHost Hotels & Resorts, L.P.N/A-1250000OUNotionalUSD-139270N/ADCRUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97HOST HOTELS & RESORTS LPHost Hotels & Resorts LPYHost Hotels & Resorts, L.P.2020-12-2020186.14USD0USD-1250000USD-34113NNNN/AN/AArrow Electronics Inc.N/A-8100000OUNotionalUSD-128209-0.0001N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76ARROW ELECTRONICS INCArrow Electronics IncYARROW ELECTRONICS INC2023-12-200USD7354.11USD-8100000USD-120855NNNN/AN/AAvnet Inc.N/A-4050000OUNotionalUSD-591420N/ADCRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76AVNET INCAvnet IncYAVNET INC2023-12-200USD0USD-4050000USD-59142NNN2019-11-14JESPER NERGAARDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX