iShares MSCI USA Min Vol Factor ETF

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31606V666 31679696.51240000 NS USD 3124251670.05000000 34.64656782927 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 1928891.38800000 NS USD 186369485.91000000 2.066755087878 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity International Credit Central Fund 31607D202 1357134.25940000 NS USD 108923595.66000000 1.207914452417 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity International Equity Central Fund 31606V716 13115995.60600000 NS USD 942384284.29000000 10.45062449350 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Floating Rate Central Fund 31606V708 3029952.59280000 NS USD 285482133.29000000 3.165870467445 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity High Income Central Fund 31606V690 767644.56180000 NS USD 75144726.15000000 0.833321744380 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/08/2022 912796X61 8250000.00000000 PA USD 8205362.30000000 0.090993835168 Long DBT UST US N 2 2022-12-08 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/29/2022 912796R27 30000.00000000 PA USD 29767.90000000 0.000330112831 Long DBT UST US N 2 2022-12-29 Fixed 0.00000000 N N N N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Local Currency Central Fund 315808709 296753.48100000 NS USD 23176446.87000000 0.257016534942 Long EC RF US N 1 N N N Fidelity Oxford Street Trust II 549300OEP6Z1TBUGHH59 Fidelity Commodity Strategy Central Fund 316167303 46258313.35300000 NS USD 203536578.75000000 2.257130547132 Long EC RF US N 1 N N N CHICAGO BOARD OF TRADE N/A US 5YR NOTE (CBT) FUT DEC22 FVZ2 N/A 842.00000000 NC USD -35850.25000000 -0.00039756340 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-12-30 90557428.38000000 USD -35850.25000000 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/13/2022 912796V55 4900000.00000000 PA USD 4896457.69000000 0.054299547986 Long DBT UST US N 2 2022-10-13 Fixed 0.00000000 N N N N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Central Fund 315808600 2890674.06200000 NS USD 20639412.80000000 0.228881950320 Long EC RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 91948878.64000000 NS USD 91967268.42000000 1.019876290355 Long STIV RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/01/2022 912796P94 8480000.00000000 PA USD 8439592.21000000 0.093591341170 Long DBT UST US N 2 2022-12-01 Fixed 0.00000000 N N N N N N ICE FUTURES US N/A MSCI EAFE FUT DEC22 MFSZ2 N/A 127.00000000 NC USD 68457.19000000 0.000759159929 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EAFE INDX(UN FOR FUTURES) EI09MXEA 2022-12-16 10476352.81000000 USD 68457.19000000 N N N ICE FUTURES US N/A MSCI EMGMKT FUT DEC22 MESZ2 N/A 565.00000000 NC USD -3333277.17000000 -0.03696456808 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EMERGING MARKETS INDEX MXEF 2022-12-16 27953152.17000000 USD -3333277.17000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 S and P500 EMINI FUT DEC22 ESZ2 N/A -2856.00000000 NC USD 69200848.87000000 0.767406776861 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Short S and P 500 INDX 783786106 2022-12-16 -583495048.87000000 USD 69200848.87000000 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Emerging Markets Equity Central Fund 31606V682 2893630.20600000 NS USD 487403071.90000000 5.405084280713 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Investment Grade Bond Central Fund 31606V500 31124179.52350000 NS USD 2982318881.94000000 33.07259604665 Long EC RF US N 1 N N N ISHARES CORE TOTAL USD BOND MARKET ETF 549300G3FWQPUM47D181 iShares 20+ Year Treasury Bond ETF 464287432 1288034.00000000 NS USD 131959083.30000000 1.463367811905 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 11/03/2022 912796N96 3810000.00000000 PA USD 3801263.67000000 0.042154331177 Long DBT UST US N 2 2022-11-03 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/06/2022 912796M89 6810000.00000000 PA USD 6808608.17000000 0.075504450248 Long DBT UST US N 2 2022-10-06 Fixed 0.00000000 N N N N N N 2022-10-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer