Equity Central Funds - 61.1%
|
|||
Shares
|
Value ($)
|
||
Fidelity Commodity Strategy Central Fund (a)
|
11,876,503
|
70,546,428
|
|
Fidelity Emerging Markets Equity Central Fund (a)
|
1,291,671
|
247,677,986
|
|
Fidelity International Equity Central Fund (a)
|
6,112,006
|
486,454,565
|
|
Fidelity Real Estate Equity Central Fund (a)
|
284,088
|
35,826,391
|
|
Fidelity U.S. Equity Central Fund (a)
|
14,173,526
|
1,449,668,192
|
|
TOTAL EQUITY CENTRAL FUNDS
(Cost $1,783,190,225)
|
2,290,173,562
|
||
Fixed-Income Central Funds - 34.6%
|
|||
Shares
|
Value ($)
|
||
High Yield Fixed-Income Funds - 4.9%
|
|||
Fidelity Emerging Markets Debt Central Fund (a)
|
1,352,021
|
10,126,635
|
|
Fidelity Emerging Markets Debt Local Currency Central Fund (a)
|
112,452
|
9,154,711
|
|
Fidelity Floating Rate Central Fund (a)
|
1,452,260
|
136,381,755
|
|
Fidelity High Income Central Fund (a)
|
305,497
|
30,424,480
|
|
TOTAL HIGH YIELD FIXED-INCOME FUNDS
|
186,087,581
|
||
Investment Grade Fixed-Income Funds - 29.7%
|
|||
Fidelity Inflation-Protected Bond Index Central Fund (a)
|
800,717
|
80,592,139
|
|
Fidelity International Credit Central Fund (a)
|
556,432
|
46,979,591
|
|
Fidelity Investment Grade Bond Central Fund (a)
|
9,734,782
|
983,699,767
|
|
TOTAL INVESTMENT GRADE FIXED-INCOME FUNDS
|
1,111,271,497
|
||
TOTAL FIXED-INCOME CENTRAL FUNDS
(Cost $1,378,256,884)
|
1,297,359,078
|
||
Money Market Central Funds - 2.1%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 1.58% (b)
|
5,228,801
|
5,229,847
|
|
Fidelity Securities Lending Cash Central Fund 1.58% (b)(c)
|
73,741,626
|
73,749,000
|
|
TOTAL MONEY MARKET CENTRAL FUNDS
(Cost $78,978,847)
|
78,978,847
|
||
U.S. Treasury Obligations - 0.3%
|
|||
Principal
Amount (d)
|
Value ($)
|
||
U.S. Treasury Bills, yield at date of purchase 0.75% to 1.22% 7/14/22 to 9/8/22 (e)
(Cost $10,004,412)
|
10,020,000
|
9,999,339
|
|
Investment Companies - 3.8%
|
|||
Shares
|
Value ($)
|
||
iShares 20+ Year Treasury Bond ETF (f)
|
634,435
|
72,877,548
|
|
iShares MSCI USA Minimum Volatility ETF
|
964,225
|
67,698,237
|
|
TOTAL INVESTMENT COMPANIES
(Cost $164,640,178)
|
140,575,785
|
||
TOTAL INVESTMENT IN SECURITIES - 101.9%
(Cost $3,415,070,546)
|
3,817,086,611
|
NET OTHER ASSETS (LIABILITIES) - (1.9)%
|
(71,554,832)
|
NET ASSETS - 100.0%
|
3,745,531,779
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Equity Index Contracts
|
|||||
ICE E-mini MSCI Emerging Markets Index Contracts (United States)
|
1,053
|
Sep 2022
|
52,792,155
|
(28,856)
|
(28,856)
|
Sold
|
|||||
Equity Index Contracts
|
|||||
CME E-mini S&P 500 Index Contracts (United States)
|
247
|
Sep 2022
|
46,800,325
|
(439,280)
|
(439,280)
|
ICE E-mini MSCI EAFE Index Contracts (United States)
|
16
|
Sep 2022
|
1,485,280
|
1,099
|
1,099
|
TOTAL SOLD
|
(438,181)
|
||||
TOTAL FUTURES CONTRACTS
|
(467,037)
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 1.4%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 1.2%
|
ETF
|
-
|
EXCHANGE-TRADED FUND
|
(a)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, other than the Commodity Strategy Central Fund, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(b)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(c)
|
Investment made with cash collateral received from securities on loan.
|
(d)
|
Amount is stated in United States dollars unless otherwise noted.
|
(e)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $6,411,698.
|
(f)
|
Security or a portion of the security is on loan at period end.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
%ownership,
end
of period
|
Fidelity Cash Central Fund 1.58%
|
13,410,720
|
274,609,045
|
282,789,918
|
41,151
|
-
|
-
|
5,229,847
|
0.0%
|
Fidelity Commodity Strategy Central Fund
|
83,949,527
|
15,733,112
|
42,468,741
|
-
|
5,091,309
|
8,241,221
|
70,546,428
|
10.0%
|
Fidelity Emerging Markets Debt Central Fund
|
11,414,065
|
2,251,987
|
1,275,891
|
398,718
|
(92,756)
|
(2,170,770)
|
10,126,635
|
0.4%
|
Fidelity Emerging Markets Debt Local Currency Central Fund
|
10,653,577
|
583,907
|
-
|
583,908
|
-
|
(2,082,773)
|
9,154,711
|
11.0%
|
Fidelity Emerging Markets Equity Central Fund
|
234,454,964
|
123,970,237
|
26,604,648
|
18,665,717
|
5,405,886
|
(89,548,453)
|
247,677,986
|
12.7%
|
Fidelity Floating Rate Central Fund
|
108,883,104
|
61,888,234
|
23,758,319
|
4,789,114
|
(741,263)
|
(9,890,001)
|
136,381,755
|
4.7%
|
Fidelity High Income Central Fund
|
53,808,126
|
4,258,904
|
22,770,667
|
1,505,063
|
1,633,039
|
(6,504,922)
|
30,424,480
|
1.7%
|
Fidelity Inflation-Protected Bond Index Central Fund
|
133,048,713
|
19,873,791
|
60,013,108
|
9,994,772
|
(861,768)
|
(11,455,489)
|
80,592,139
|
13.3%
|
Fidelity International Credit Central Fund
|
64,982,674
|
6,681,000
|
14,207,264
|
1,442,932
|
(961,202)
|
(9,515,617)
|
46,979,591
|
10.3%
|
Fidelity International Equity Central Fund
|
439,305,209
|
209,722,054
|
23,305,852
|
34,420,774
|
(2,803,429)
|
(136,463,417)
|
486,454,565
|
13.4%
|
Fidelity Investment Grade Bond Central Fund
|
930,743,696
|
257,723,868
|
80,306,666
|
17,581,657
|
(1,938,906)
|
(122,522,225)
|
983,699,767
|
3.0%
|
Fidelity Real Estate Equity Central Fund
|
62,092,953
|
27,072,767
|
44,575,875
|
1,012,744
|
(2,217,119)
|
(6,546,335)
|
35,826,391
|
3.0%
|
Fidelity Securities Lending Cash Central Fund 1.58%
|
115,178,950
|
882,500,323
|
923,930,273
|
99,675
|
-
|
-
|
73,749,000
|
0.2%
|
Fidelity U.S. Equity Central Fund
|
1,957,199,900
|
326,306,846
|
355,889,969
|
172,433,069
|
(48,121,300)
|
(429,827,285)
|
1,449,668,192
|
8.7%
|
Total
|
4,219,126,178
|
2,213,176,075
|
1,901,897,191
|
262,969,294
|
(45,607,509)
|
(818,286,066)
|
3,666,511,487
|