iShares MSCI USA Min Vol Factor ETF

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Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Real Estate Equity Central Fund 31606V674 71666.68100000 NS USD 9037885.14000000 0.935121085609 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity U.S. Equity Central Fund 31606V666 3437284.42190000 NS USD 351565450.67000000 36.37535339303 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 204004.73900000 NS USD 20533076.98000000 2.124491840624 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 07/14/2022 912796K57 640000.00000000 PA USD 639753.81000000 0.066193281731 Long DBT UST US N 2 2022-07-14 Fixed 0.00000000 N N N N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity International Credit Central Fund 31607D202 137846.89990000 NS USD 11638413.76000000 1.204189469265 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity International Equity Central Fund 31606V716 1149262.56500000 NS USD 91469807.55000000 9.464088601662 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Floating Rate Central Fund 31606V708 396027.88610000 NS USD 37190978.78000000 3.848031692469 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity High Income Central Fund 31606V690 77357.05560000 NS USD 7703989.17000000 0.797107133425 Long EC RF US N 1 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Local Currency Central Fund 315808709 31297.37300000 NS USD 2547919.14000000 0.263625048928 Long EC RF US N 1 N N N Fidelity Oxford Street Trust II 549300OEP6Z1TBUGHH59 Fidelity Commodity Strategy Central Fund 316167303 2649040.13200000 NS USD 15735298.38000000 1.628081025102 Long EC RF US N 1 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Central Fund 315808600 278863.80500000 NS USD 2088689.90000000 0.216110067403 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 08/25/2022 912796T58 130000.00000000 PA USD 129714.99000000 0.013421195378 Long DBT UST US N 2 2022-08-25 Fixed 0.00000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 16204114.70200000 NS USD 16207355.52000000 1.676923268435 Long STIV RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Securities Lending Cash Central Fund 31635A303 18512798.73500000 NS USD 18514650.01000000 1.915651653991 Long STIV RF US N 1 N N Fidelity Garrison Street Trust GZF76QJ38YQDHAIO0Y79 VIP Investment Grade Central Fund 316167204 3262353.84140000 NS USD 312990227.54000000 32.38409836244 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Emerging Markets Equity Central Fund 31606V682 254560.45300000 NS USD 48811966.86000000 5.050418182326 Long EC RF US N 1 N N N ICE FUTURES US N/A MSCI EMGMKT FUT SEP22 MESU2 N/A 175.00000000 NC USD -5647.60000000 -0.00058433911 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EMERGING MARKETS INDEX MXEF 2022-09-16 8779272.60000000 USD -5647.60000000 N N N ISHARES CORE TOTAL USD BOND MARKET ETF 549300G3FWQPUM47D181 iShares 20+ Year Treasury Bond ETF 464287432 161747.00000000 NS USD 18579877.89000000 1.922400574232 Long EC RF US N 1 N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 09/01/2022 912796T66 790000.00000000 PA USD 787928.56000000 0.081524449469 Long DBT UST US N 2 2022-09-01 Fixed 0.00000000 N N N N N N ICE FUTURES US N/A MSCI EAFE FUT SEP22 MFSU2 N/A -68.00000000 NC USD -38651.50000000 -0.00399914715 N/A DE CORP US N 1 ICE FUTURES US N/A Short MSCI EAFE INDX(UN FOR FUTURES) EI09MXEA 2022-09-16 -6273788.50000000 USD -38651.50000000 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 09/08/2022 912796M71 930000.00000000 PA USD 927252.72000000 0.095939874951 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