Fidelity Securities Lending Cash Central Fund

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Fund 31606V856 444860.21300000 NS USD 80928969.95000000 0.867543365876 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity International Credit Central Fund 31607D202 1359843.16700000 NS USD 139900665.02000000 1.499708866859 Long EC RF US N 1 N N N Fidelity Garrison Street Trust GZF76QJ38YQDHAIO0Y79 Fidelity Money Market Central Fund 31635A402 111571910.00600000 NS USD 111594224.39000000 1.196269136991 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 4479053.61800000 NS USD 476705676.56000000 5.110195365526 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Energy Central Fund 31606V799 1368367.78600000 NS USD 90038600.32000000 0.965196893382 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Financials Central Fund 31606V815 5758212.88400000 NS USD 498776400.01000000 5.346789377793 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Floating Rate Central Fund 31606V708 439316.80780000 NS USD 41251848.25000000 0.442212069442 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Consumer Staples Central Fund 31606V781 1060198.22800000 NS USD 211668576.22000000 2.269047402649 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 S and P500 EMINI FUT SEP20 ESU0 N/A -1334.00000000 NC USD -6070773.94000000 -0.06507755703 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Short S and P 500 INDX 783786106 2020-09-18 -200045566.06000000 USD -6070773.94000000 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Central Fund 315808600 9575818.92800000 NS USD 84937513.89000000 0.910514204429 Long EC RF US N 1 N N N 2020-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX