Fidelity Securities Lending Cash Central Fund

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TREASURY 254900HROIFWPRGM1V77 UST BILLS 0% 10/17/2019 912796SN0 4370000.00000000 PA USD 4366534.76000000 0.085307352413 Long DBT UST US N 2 2019-10-17 Fixed 0.00000000 N N N N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Investment Grade Bond Central Fund 31606V500 18798492.47130000 NS USD 2116710252.27000000 41.35337455729 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Energy Central Fund 31606V799 276250.89000000 NS USD 26796336.33000000 0.523509975835 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Utilities Central Fund 31606V872 111245.64100000 NS USD 22768645.34000000 0.444822487110 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity High Income Central Fund 31606V690 461194.31510000 NS USD 51289419.78000000 1.002022163739 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Communication Services Central Fund 31606V864 263111.94300000 NS USD 54137913.39000000 1.057672115380 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Consumer Staples Central Fund 31606V781 207031.54600000 NS USD 42495295.13000000 0.830214647729 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Health Care Central Fund 31606V823 213615.35700000 NS USD 87460535.62000000 1.708683691873 Long EC RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Industrials Central Fund 31606V831 218497.73400000 NS USD 62232524.60000000 1.215813499589 Long EC RF US N 1 N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 UST BILLS 0% 12/05/2019 912796RN1 160000.00000000 PA USD 159485.42000000 0.003115806852 Long DBT UST US N 2 2019-12-05 Fixed 0.00000000 N N N N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Financials Central Fund 31606V815 1143247.05500000 NS USD 118611881.96000000 2.317275865403 Long EC RF US N 1 N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 UST BILLS 0% 10/31/2019 912796SQ3 1400000.00000000 PA USD 1397942.29000000 0.027311074373 Long DBT UST US N 2 2019-10-31 Fixed 0.00000000 N N N N N N ICE FUTURES US N/A MSCI EAFE FUT DEC19 MFSZ9 N/A -1335.00000000 NC USD 1458249.45000000 0.028489272747 N/A DE CORP US N 1 ICE FUTURES US N/A Short MSCI EAFE INDX(UN FOR FUTURES) EI09MXEA 2019-12-20 -128176449.45000000 USD 1458249.45000000 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 2599231.39700000 NS USD 267486903.07000000 5.225791333490 Long EC RF US N 1 N N N ISHARES TRUST 549300G3FWQPUM47D181 iShares 20+ Year Treasury Bond ETF 464287432 691715.00000000 NS USD 98970582.20000000 1.933551156319 Long EC RF US N 1 N N N FIDELITY REVERE STREET TRUST 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 160916409.33700000 NS USD 160948592.62000000 3.144392307802 Long STIV RF US N 1 N N N FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC S2V1M15I679NQK6BNY65 Fidelity Materials Central Fund 31606V856 79916.02500000 NS USD 15506106.33000000 0.302936985495 Long EC RF US N 1 N N N 2019-10-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer