iShares MSCI USA Min Vol Factor ETF

NPORT-P false 0000354046 XXXXXXXX S000019187 C000052989 C000052990 C000052992 C000052994 C000205015 C000052993 Fidelity Charles Street Trust 811-03221 0000354046 SG47DUH2I0FYWTB12921 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Asset Manager 30% S000019187 JYXJU7FSP3NDDBOA6J60 2022-09-30 2022-06-30 N 2428886601.93 41683835.25 2387202766.68 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N ISHARES CORE TOTAL USD BOND MARKET ETF 549300G3FWQPUM47D181 iShares MSCI USA Min Vol Factor ETF 46429B697 605397.00000000 NS USD 42504923.37000000 1.780532595021 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 S and P500 EMINI FUT SEP22 ESU2 N/A -387.00000000 NC USD -688264.60000000 -0.02883142603 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Short S and P 500 INDX 783786106 2022-09-16 -72638560.40000000 USD -688264.60000000 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Real Estate Equity Central Fund 31606V674 167745.00100000 NS USD 21154322.08000000 0.886155226328 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity U.S. Equity Central Fund 31606V666 5275106.52400000 NS USD 539537895.27000000 22.60125963327 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 369033.69200000 NS USD 37143241.10000000 1.555931553801 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity International Credit Central Fund 31607D202 272571.03790000 NS USD 23013172.73000000 0.964022539317 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity International Equity Central Fund 31606V716 1597816.01400000 NS USD 127170176.55000000 5.327162749851 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Floating Rate Central Fund 31606V708 898974.82790000 NS USD 84422726.09000000 3.536470687297 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity High Income Central Fund 31606V690 184753.31000000 NS USD 18399582.14000000 0.770759082421 Long EC RF US N 1 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Local Currency Central Fund 315808709 66129.57500000 NS USD 5383608.70000000 0.225519540071 Long EC RF US N 1 N N N Fidelity Garrison Street Trust GZF76QJ38YQDHAIO0Y79 Fidelity Money Market Central Fund 31635A402 262056397.29200000 NS USD 262030191.65000000 10.97645308171 Long EC RF US N 1 N N N Fidelity Oxford Street Trust II 549300OEP6Z1TBUGHH59 Fidelity Commodity Strategy Central Fund 316167303 5493211.22200000 NS USD 32629674.66000000 1.366858111738 Long EC RF US N 1 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Central Fund 315808600 662239.09600000 NS USD 4960170.83000000 0.207781714198 Long EC RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 21482405.03900000 NS USD 21486701.52000000 0.900078611666 Long STIV RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Securities Lending Cash Central Fund 31635A303 40357214.28700000 NS USD 40361250.01000000 1.690734049631 Long STIV RF US N 1 N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Emerging Markets Equity Central Fund 31606V682 403625.73200000 NS USD 77395234.11000000 3.242088824219 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Investment Grade Bond Central Fund 31606V500 10293631.17800000 NS USD 1040171430.54000000 43.57281438587 Long EC RF US N 1 N N N ICE FUTURES US N/A MSCI EMGMKT FUT SEP22 MESU2 N/A 359.00000000 NC USD -11577.62000000 -0.00048498687 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EMERGING MARKETS INDEX MXEF 2022-09-16 18010042.62000000 USD -11577.62000000 N N N ISHARES CORE TOTAL USD BOND MARKET ETF 549300G3FWQPUM47D181 iShares 20+ Year Treasury Bond ETF 464287432 352514.00000000 NS USD 40493283.18000000 1.696264923331 Long EC RF US N 1 N N ICE FUTURES US N/A MSCI EAFE FUT SEP22 MFSU2 N/A -277.00000000 NC USD -158067.07000000 -0.00662143460 N/A DE CORP US N 1 ICE FUTURES US N/A Short MSCI EAFE INDX(UN FOR FUTURES) EI09MXEA 2022-09-16 -25555842.93000000 USD -158067.07000000 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 09/08/2022 912796M71 6700000.00000000 PA USD 6680207.80000000 0.279834117706 Long DBT UST US N 2 2022-09-08 Fixed 0.00000000 N N N N N N 2022-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX