# EDGAR Filing Document

**Accession Number:** 0000354046
**File Stem:** 0001752724-23-034762
**Filing Date:** 2023-2
**Character Count:** 31962
**Document Hash:** 1d4fd1207ee1f9083ae3f85da804f31b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034762.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034762

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY CHARLES STREET TRUST
- **CENTRAL INDEX KEY:** 0000354046
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03221
- **FILM NUMBER:** 23656802

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY U S GOVERNMENT RESERVES FUND
- **DATE OF NAME CHANGE:** 19880201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FEDERAL RESERVES
- **DATE OF NAME CHANGE:** 19820215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY UNITED STATES TREASURY TRUST
- **DATE OF NAME CHANGE:** 19811020

## Series and Classes Contracts Data

### Fidelity Asset Manager 60% (Series ID: S000019189)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000053001 | Fidelity Asset Manager 60%                  | FSANX           |
| C000053002 | Fidelity Advisor Asset Manager 60%: Class A | FSAAX           |
| C000053004 | Fidelity Advisor Asset Manager 60%: Class C | FSCNX           |
| C000053005 | Fidelity Advisor Asset Manager 60%: Class M | FSATX           |
| C000053006 | Fidelity Advisor Asset Manager 60%: Class I | FSNIX           |
| C000205017 | Fidelity Advisor Asset Manager 60%: Class Z | FIQAX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity Asset Manager**<sup>®</sup> **60%**

**December 31, 2022**

SAN-NPRT1-0323

1.849920.115 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Equity Central Funds - 58.9%** | &nbsp;&nbsp;**Equity Central Funds - 58.9%** | &nbsp;&nbsp;**Equity Central Funds - 58.9%** |
|  | Shares | Value ($)<br>|
| Fidelity Commodity Strategy Central Fund (a) | 642010 | 65324548 |
| Fidelity Emerging Markets Equity Central Fund (a) | 1349518 | 247231726 |
| Fidelity International Equity Central Fund (a) | 5902797 | 494005078 |
| Fidelity Real Estate Equity Central Fund (a) | 215538 | 24857982 |
| Fidelity U.S. Equity Central Fund (a) | 12932162 | 1336668303 |
| <br> **TOTAL EQUITY CENTRAL FUNDS**<br> (Cost $1,619,503,328) |  | **2168087637** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Central Funds - 37.0%** | &nbsp;&nbsp;**Fixed-Income Central Funds - 37.0%** | &nbsp;&nbsp;**Fixed-Income Central Funds - 37.0%** |
|  | Shares | Value ($)<br>|
| High Yield Fixed-Income Funds - 4.0%  |  |  |
| Fidelity Emerging Markets Debt Central Fund (a) | 1313893 | 9906750 |
| Fidelity Emerging Markets Debt Local Currency Central Fund (a) | 112452 | 9574157 |
| Fidelity Floating Rate Central Fund (a) | 1001887 | 95309526 |
| Fidelity High Income Central Fund (a) | 308652 | 31068937 |
| TOTAL HIGH YIELD FIXED-INCOME FUNDS |  | 145859370 |
| Investment Grade Fixed-Income Funds - 33.0%  |  |  |
| Fidelity Inflation-Protected Bond Index Central Fund (a) | 867872 | 76199188 |
| Fidelity International Credit Central Fund (a) | 469924 | 36423832 |
| Fidelity Investment Grade Bond Central Fund (a) | 11388001 | 1100764203 |
| TOTAL INVESTMENT GRADE FIXED-INCOME FUNDS |  | 1213387223 |
| <br> **TOTAL FIXED-INCOME CENTRAL FUNDS**<br> (Cost $1,490,078,849) |  | <br> **1359246593** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Central Funds - 1.1%** | &nbsp;&nbsp;**Money Market Central Funds - 1.1%** | &nbsp;&nbsp;**Money Market Central Funds - 1.1%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.37% (b) | 16180341 | 16183577 |
| Fidelity Securities Lending Cash Central Fund 4.37% (b)(c) | 24327592 | 24330025 |
| <br> **TOTAL MONEY MARKET CENTRAL FUNDS**<br> (Cost $40,513,602) |  | **40513602** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.4%** |
|  | Principal<br> Amount (d)<br>| Value ($)<br>|
| U.S. Treasury Bills, yield at date of purchase 3.33% to 4.27% 1/5/23 to 3/16/23 (e) <br>(Cost $14,491,488) <br>| 14560000 | **14495494** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Investment Companies - 3.0%** | &nbsp;&nbsp;**Investment Companies - 3.0%** | &nbsp;&nbsp;**Investment Companies - 3.0%** |
|  | Shares | Value ($)<br>|
| iShares 20+ Year Treasury Bond ETF (f) | 175529 | 17475667 |
| iShares MSCI USA Minimum Volatility ETF (f) | 1306607 | 94206365 |
| <br> **TOTAL INVESTMENT COMPANIES**<br> (Cost $119,385,499) |  | **111682032** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.4%**<br> (Cost $3,283,972,766)<br>| <br>**3694025358** |
| **NET OTHER ASSETS (LIABILITIES) - (0.4)%**  | **(16261268)** |
| **NET ASSETS - 100.0%** | **3677764090** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| MSCI EAFE Index Future (United States) | 1104 | Mar 2023 | 107606880 | (1919155) | (1919155) |
| Treasury Contracts |  |  |  |  |  |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 647 | Mar 2023 | 69830508 | 8811 | 8811 |
| TOTAL PURCHASED |  |  |  |  | (1910344) |
| Sold |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| CME Micro E-mini S&P 500 Index Contracts (United States) | 621 | Mar 2023 | 119884050 | 3348407 | 3348407 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **1438063** |
| The notional amount of futures purchased as a percentage of Net Assets is 4.8% | The notional amount of futures purchased as a percentage of Net Assets is 4.8% | The notional amount of futures purchased as a percentage of Net Assets is 4.8% | The notional amount of futures purchased as a percentage of Net Assets is 4.8% | The notional amount of futures purchased as a percentage of Net Assets is 4.8% | The notional amount of futures purchased as a percentage of Net Assets is 4.8% |
| The notional amount of futures sold as a percentage of Net Assets is 3.3% | The notional amount of futures sold as a percentage of Net Assets is 3.3% | The notional amount of futures sold as a percentage of Net Assets is 3.3% | The notional amount of futures sold as a percentage of Net Assets is 3.3% | The notional amount of futures sold as a percentage of Net Assets is 3.3% | The notional amount of futures sold as a percentage of Net Assets is 3.3% |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

(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 $986,937.

(f) Security or a portion of the security is on loan at period end.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.37% | 19144438 | 66013015 | 68973876 | 171133 | - | - | 16183577 | 0.0% |
| Fidelity Commodity Strategy Central Fund | 87982827 | 1645039 | 24432043 | 935666 | (6489136) | 6617861 | 65324548 | 9.0% |
| Fidelity Emerging Markets Debt Central Fund | 9389231 | 375357 | 375814 | 159973 | (66478) | 584454 | 9906750 | 0.5% |
| Fidelity Emerging Markets Debt Local Currency Central Fund | 8782496 | - | - | - | - | 791661 | 9574157 | 11.0% |
| Fidelity Emerging Markets Equity Central Fund | 224652096 | 7874556 | 4904788 | 2806301 | (1053484) | 20663346 | 247231726 | 13.4% |
| Fidelity Floating Rate Central Fund | 106769688 | 3122137 | 15663073 | 2084094 | (667014) | 1747788 | 95309526 | 4.1% |
| Fidelity High Income Central Fund | 29754467 | 1045206 | 563726 | 722123 | 95892 | 737098 | 31068937 | 1.7% |
| Fidelity Inflation-Protected Bond Index Central Fund | 75762196 | 9035818 | 1566834 | 8168724 | (41416) | (6990576) | 76199188 | 12.4% |
| Fidelity International Credit Central Fund | 44027858 | 2256801 | 8444818 | 1820431 | (2427186) | 1011177 | 36423832 | 10.1% |
| Fidelity International Equity Central Fund | 393745617 | 49121835 | 13604173 | 2238626 | (2326731) | 67068530 | 494005078 | 12.3% |
| Fidelity Investment Grade Bond Central Fund | 969331203 | 145481053 | 22382005 | 9149703 | (452476) | 8786428 | 1100764203 | 3.2% |
| Fidelity Real Estate Equity Central Fund | 23887449 | 648743 | 563737 | 325651 | (21847) | 907374 | 24857982 | 2.5% |
| Fidelity Securities Lending Cash Central Fund 4.37% | 21668650 | 213688402 | 211027027 | 4169 | - | - | 24330025 | 0.1% |
| Fidelity U.S. Equity Central Fund | 1329560304 | 41039142 | 100744435 | 26262995 | 810180 | 66003112 | 1336668303 | 8.7% |
| Total | 3344458520 | 541347104 | 473246349 | 54849589 | (12639696) | 167928253 | 3567847832 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Charles Street Trust

- **b. Investment Company Act file number:** 811-03221

- **c. CIK number of Registrant:** 0000354046

- **d. LEI of Registrant:** SG47DUH2I0FYWTB12921

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity Asset Manager 60%

- **b. EDGAR series identifier (if any):** S000019189

- **c. LEI of Series:** 9ENHGPUSM521Q3WYO909

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3672576558.32

**Total Liabilities:** $2815910.86

**Net Assets:** $3669760647.46

**Cash Not Reported:** $4164622.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000053002 | -2.77%               | -0.05%               | -8.47%               |
| Class ID C000053001 | 3.14%                | 6.08%                | -2.92%               |
| Class ID C000053006 | 3.14%                | 6.08%                | -2.90%               |
| Class ID C000205017 | 3.22%                | 6.08%                | -2.83%               |
| Class ID C000053005 | -0.51%               | 2.30%                | -6.34%               |
| Class ID C000053004 | 2.07%                | 5.03%                | -3.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9137945.56             | $122263599.93                              |
| Month 2  | $-7806934.08             | $218039143.27                              |
| Month 3  | $-12064683.95            | $-148384286.84                             |

### Schedule of Portfolio Investments

| Name                                          | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST BILLS                                     | UST BILLS 0% 02/09/2023                                    | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $239042.52     | 0.01%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 01/26/2023                                    | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    770000 | PA      | $768091.01     | 0.02%             | 2023-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF        | iShares MSCI USA Min Vol Factor ETF                        | CUSIP: 46429B697<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   1306607 | NS      | $94206364.70   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC    | Fidelity Real Estate Equity Central Fund                   | CUSIP: 31606V674<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |    215104 | NS      | $24807992.30   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC    | Fidelity U.S. Equity Central Fund                          | CUSIP: 31606V666<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |  12908786 | NS      | $1334252113.48 | 36.36%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 02/02/2023                                    | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5632073.79    | 0.15%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Central Investment Portfolios II LLC | Fidelity Inflation-Protected Bond Index Central Fund       | CUSIP: 31607D103<br>LEI: 0VPAEPVECBYQ0ULYZJ60 | Long             | EC               | RF                | US        |    866133 | NS      | $76046506.46   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 03/09/2023                                    | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2230000 | PA      | $2212915.03    | 0.06%             | 2023-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Central Investment Portfolios II LLC | Fidelity International Credit Central Fund                 | CUSIP: 31607D202<br>LEI: 0VPAEPVECBYQ0ULYZJ60 | Long             | EC               | RF                | US        |    469064 | NS      | $36357178.25   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC    | Fidelity International Equity Central Fund                 | CUSIP: 31606V716<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   5890126 | NS      | $492944620.75  | 13.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC    | Fidelity Floating Rate Central Fund                        | CUSIP: 31606V708<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |    992858 | NS      | $94450590.43   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC    | Fidelity High Income Central Fund                          | CUSIP: 31606V690<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |    306455 | NS      | $30847771.04   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Hanover Street Trust                 | Fidelity Emerging Markets Debt Local Currency Central Fund | CUSIP: 315808709<br>LEI: 13LNM41WRMGAYS9Y7N22 | Long             | EC               | RF                | US        |    112452 | NS      | $9574157.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 03/16/2023                                    | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59502.42      | 0.00%             | 2023-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Oxford Street Trust II               | Fidelity Commodity Strategy Central Fund                   | CUSIP: 316167303<br>LEI: 549300OEP6Z1TBUGHH59 | Long             | EC               | RF                | US        |    730772 | NS      | $74356009.22   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Hanover Street Trust                 | Fidelity Emerging Markets Debt Central Fund                | CUSIP: 315808600<br>LEI: 13LNM41WRMGAYS9Y7N22 | Long             | EC               | RF                | US        |   1303299 | NS      | $9826873.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 01/05/2023                                    | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1740000 | PA      | $1739648.62    | 0.05%             | 2023-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                  | Fidelity Cash Central Fund                                 | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  16180341 | NS      | $16183577.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                        | US 5YR NOTE (CBT) FUT MAR23 FVH3                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       647 | NC      | $8810.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 02/16/2023                                    | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $348259.48     | 0.01%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC    | Fidelity Emerging Markets Equity Central Fund              | CUSIP: 31606V682<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   1347121 | NS      | $246792479.81  | 6.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios II LLC | Fidelity Investment Grade Bond Central Fund                | CUSIP: 31606V500<br>LEI: 0VPAEPVECBYQ0ULYZJ60 | Long             | EC               | RF                | US        |  11331841 | NS      | $1095335718.71 | 29.85%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                | MSCI EAFE FUT MAR23 MFSH3                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      1010 | NC      | $-1885405.47   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF        | iShares 20+ Year Treasury Bond ETF                         | CUSIP: 464287432<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    175529 | NS      | $17475667.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                   | S and P500 EMINI FUT MAR23 ESH3                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -716 | NC      | $3860643.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                     | UST BILLS 0% 03/02/2023                                    | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3520000 | PA      | $3495960.86    | 0.10%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer