Common Stocks - 95.6%
|
|||
Shares
|
Value ($)
|
||
COMMUNICATION SERVICES - 8.3%
|
|||
Diversified Telecommunication Services - 0.7%
|
|||
Frontier Communications Parent, Inc. (a)
|
6,201
|
111,122
|
|
Iridium Communications, Inc.
|
1,833
|
67,913
|
|
Verizon Communications, Inc.
|
82,755
|
2,907,183
|
|
3,086,218
|
|||
Entertainment - 1.1%
|
|||
Liberty Media Corp. Liberty Formula One Class A
|
2,184
|
125,689
|
|
Madison Square Garden Sports Corp.
|
589
|
99,034
|
|
Netflix, Inc. (a)
|
5,211
|
2,145,317
|
|
Roku, Inc. Class A (a)
|
1,323
|
78,811
|
|
Spotify Technology SA (a)
|
560
|
92,266
|
|
The Walt Disney Co. (a)
|
25,928
|
2,115,466
|
|
TKO Group Holdings, Inc.
|
1,293
|
106,000
|
|
4,762,583
|
|||
Interactive Media & Services - 5.8%
|
|||
Alphabet, Inc. Class A (a)
|
131,544
|
16,321,980
|
|
IAC, Inc. (a)
|
1,342
|
57,102
|
|
Meta Platforms, Inc. Class A (a)
|
26,699
|
8,043,608
|
|
Pinterest, Inc. Class A (a)
|
3,368
|
100,636
|
|
24,523,326
|
|||
Media - 0.7%
|
|||
Cable One, Inc.
|
126
|
69,284
|
|
Comcast Corp. Class A
|
58,812
|
2,428,347
|
|
Liberty Broadband Corp. Class A (a)
|
996
|
82,987
|
|
Liberty Media Corp. Liberty SiriusXM Class A
|
4,856
|
118,923
|
|
Nexstar Broadcasting Group, Inc. Class A
|
793
|
111,083
|
|
Sirius XM Holdings, Inc. (b)
|
26,255
|
112,371
|
|
The Trade Desk, Inc. (a)
|
1,080
|
76,637
|
|
2,999,632
|
|||
TOTAL COMMUNICATION SERVICES
|
35,371,759
|
||
CONSUMER DISCRETIONARY - 10.0%
|
|||
Automobile Components - 0.1%
|
|||
Autoliv, Inc.
|
1,350
|
123,728
|
|
Gentex Corp.
|
3,901
|
111,881
|
|
Lear Corp.
|
1,519
|
197,105
|
|
Visteon Corp. (a)
|
595
|
68,502
|
|
501,216
|
|||
Automobiles - 1.7%
|
|||
Ford Motor Co.
|
65,249
|
636,178
|
|
Rivian Automotive, Inc. (a)
|
2,484
|
40,290
|
|
Tesla, Inc. (a)
|
32,989
|
6,625,511
|
|
7,301,979
|
|||
Broadline Retail - 3.4%
|
|||
Amazon.com, Inc. (a)
|
108,440
|
14,432,280
|
|
Kohl's Corp.
|
4,766
|
107,473
|
|
Macy's, Inc.
|
6,732
|
81,996
|
|
14,621,749
|
|||
Distributors - 0.1%
|
|||
LKQ Corp.
|
11,182
|
491,113
|
|
Diversified Consumer Services - 0.1%
|
|||
H&R Block, Inc.
|
2,667
|
109,480
|
|
Service Corp. International
|
1,755
|
95,507
|
|
204,987
|
|||
Hotels, Restaurants & Leisure - 2.0%
|
|||
ARAMARK Holdings Corp.
|
3,590
|
96,679
|
|
Booking Holdings, Inc. (a)
|
549
|
1,531,468
|
|
Boyd Gaming Corp.
|
2,893
|
159,838
|
|
Choice Hotels International, Inc.
|
1,610
|
177,905
|
|
Churchill Downs, Inc.
|
1,643
|
180,467
|
|
Draftkings Holdings, Inc. (a)
|
4,494
|
124,124
|
|
Hyatt Hotels Corp. Class A (b)
|
2,618
|
268,188
|
|
Light & Wonder, Inc. Class A (a)
|
1,251
|
91,461
|
|
Marriott Vacations Worldwide Corp.
|
1,128
|
101,362
|
|
McDonald's Corp.
|
12,673
|
3,322,480
|
|
Penn Entertainment, Inc. (a)
|
3,566
|
70,357
|
|
Planet Fitness, Inc. (a)
|
1,276
|
70,525
|
|
Starbucks Corp.
|
17,176
|
1,584,314
|
|
Texas Roadhouse, Inc. Class A
|
2,122
|
215,468
|
|
Vail Resorts, Inc.
|
680
|
144,330
|
|
Wendy's Co.
|
4,710
|
89,584
|
|
Wyndham Hotels & Resorts, Inc.
|
2,357
|
170,647
|
|
8,399,197
|
|||
Household Durables - 0.3%
|
|||
Leggett & Platt, Inc.
|
4,097
|
95,993
|
|
NVR, Inc. (a)
|
144
|
779,417
|
|
Taylor Morrison Home Corp. (a)
|
1,770
|
67,826
|
|
Tempur Sealy International, Inc.
|
4,369
|
174,454
|
|
Toll Brothers, Inc.
|
3,349
|
236,808
|
|
TopBuild Corp. (a)
|
356
|
81,439
|
|
1,435,937
|
|||
Specialty Retail - 1.8%
|
|||
AutoNation, Inc. (a)
|
1,044
|
135,804
|
|
Burlington Stores, Inc. (a)
|
946
|
114,494
|
|
Five Below, Inc. (a)
|
428
|
74,463
|
|
Floor & Decor Holdings, Inc. Class A (a)
|
1,404
|
115,690
|
|
Gap, Inc.
|
12,015
|
153,792
|
|
Lithia Motors, Inc. Class A (sub. vtg.)
|
486
|
117,714
|
|
Murphy U.S.A., Inc.
|
636
|
230,671
|
|
Penske Automotive Group, Inc. (b)
|
1,420
|
203,174
|
|
RH (a)
|
612
|
133,392
|
|
Ross Stores, Inc.
|
10,025
|
1,162,599
|
|
The Home Depot, Inc.
|
15,915
|
4,530,841
|
|
Ulta Beauty, Inc. (a)
|
1,518
|
578,829
|
|
Valvoline, Inc.
|
2,913
|
86,429
|
|
Williams-Sonoma, Inc.
|
1,220
|
183,293
|
|
7,821,185
|
|||
Textiles, Apparel & Luxury Goods - 0.5%
|
|||
NIKE, Inc. Class B
|
16,756
|
1,722,014
|
|
Ralph Lauren Corp.
|
2,669
|
300,343
|
|
2,022,357
|
|||
TOTAL CONSUMER DISCRETIONARY
|
42,799,720
|
||
CONSUMER STAPLES - 6.3%
|
|||
Beverages - 2.1%
|
|||
Brown-Forman Corp. Class B (non-vtg.)
|
12,499
|
701,944
|
|
Keurig Dr. Pepper, Inc.
|
35,513
|
1,077,109
|
|
PepsiCo, Inc.
|
21,464
|
3,504,642
|
|
The Coca-Cola Co.
|
63,255
|
3,573,275
|
|
8,856,970
|
|||
Consumer Staples Distribution & Retail - 1.8%
|
|||
Albertsons Companies, Inc.
|
5,775
|
125,318
|
|
BJ's Wholesale Club Holdings, Inc. (a)
|
2,838
|
193,325
|
|
Casey's General Stores, Inc.
|
801
|
217,800
|
|
Costco Wholesale Corp.
|
5,762
|
3,183,159
|
|
Performance Food Group Co. (a)
|
2,018
|
116,560
|
|
Target Corp.
|
8,334
|
923,324
|
|
U.S. Foods Holding Corp. (a)
|
3,917
|
152,528
|
|
Walmart, Inc.
|
17,535
|
2,865,394
|
|
7,777,408
|
|||
Food Products - 0.9%
|
|||
Campbell Soup Co.
|
18,256
|
737,725
|
|
Darling Ingredients, Inc. (a)
|
1,404
|
62,183
|
|
Flowers Foods, Inc.
|
8,142
|
178,554
|
|
Ingredion, Inc.
|
924
|
86,468
|
|
Kellanova
|
19,082
|
963,069
|
|
Post Holdings, Inc. (a)(b)
|
3,573
|
286,840
|
|
The Hershey Co.
|
6,201
|
1,161,757
|
|
WK Kellogg Co.
|
5,195
|
52,054
|
|
3,528,650
|
|||
Household Products - 1.5%
|
|||
Colgate-Palmolive Co.
|
25,699
|
1,930,509
|
|
Procter & Gamble Co.
|
30,210
|
4,532,406
|
|
6,462,915
|
|||
TOTAL CONSUMER STAPLES
|
26,625,943
|
||
ENERGY - 4.3%
|
|||
Energy Equipment & Services - 0.4%
|
|||
Championx Corp.
|
3,486
|
107,369
|
|
NOV, Inc.
|
9,734
|
194,291
|
|
Schlumberger Ltd.
|
23,833
|
1,326,545
|
|
TechnipFMC PLC
|
6,381
|
137,319
|
|
Valaris Ltd. (a)
|
1,724
|
113,853
|
|
1,879,377
|
|||
Oil, Gas & Consumable Fuels - 3.9%
|
|||
Cheniere Energy, Inc.
|
1,525
|
253,791
|
|
Chesapeake Energy Corp.
|
1,434
|
123,439
|
|
Chevron Corp.
|
27,919
|
4,068,636
|
|
Chord Energy Corp.
|
1,121
|
185,324
|
|
CNX Resources Corp. (a)
|
5,215
|
113,270
|
|
Diamondback Energy, Inc.
|
8,474
|
1,358,552
|
|
DT Midstream, Inc. (b)
|
1,689
|
91,155
|
|
Exxon Mobil Corp.
|
57,632
|
6,100,347
|
|
Kinder Morgan, Inc.
|
82,630
|
1,338,606
|
|
Marathon Oil Corp.
|
38,547
|
1,052,719
|
|
Matador Resources Co.
|
3,100
|
191,239
|
|
Murphy Oil Corp.
|
5,763
|
258,586
|
|
Occidental Petroleum Corp.
|
13,118
|
810,824
|
|
Ovintiv, Inc.
|
4,950
|
237,600
|
|
Range Resources Corp.
|
3,796
|
136,049
|
|
Southwestern Energy Co. (a)
|
14,756
|
105,210
|
|
16,425,347
|
|||
TOTAL ENERGY
|
18,304,724
|
||
FINANCIALS - 12.4%
|
|||
Banks - 2.7%
|
|||
Bank of America Corp.
|
124,456
|
3,278,171
|
|
Bank OZK
|
2,435
|
87,197
|
|
BOK Financial Corp.
|
1,079
|
70,696
|
|
Columbia Banking Systems, Inc.
|
5,601
|
110,172
|
|
Commerce Bancshares, Inc.
|
2,382
|
104,475
|
|
Cullen/Frost Bankers, Inc.
|
1,194
|
108,642
|
|
First Citizens Bancshares, Inc.
|
70
|
96,652
|
|
First Horizon National Corp.
|
9,490
|
102,018
|
|
JPMorgan Chase & Co.
|
40,758
|
5,667,807
|
|
New York Community Bancorp, Inc.
|
10,011
|
94,904
|
|
Old National Bancorp, Indiana
|
5,752
|
78,802
|
|
Pinnacle Financial Partners, Inc.
|
2,746
|
171,241
|
|
Prosperity Bancshares, Inc.
|
2,366
|
129,042
|
|
Synovus Financial Corp.
|
3,040
|
79,253
|
|
U.S. Bancorp
|
38,762
|
1,235,733
|
|
Webster Financial Corp.
|
3,023
|
114,783
|
|
Wintrust Financial Corp.
|
1,937
|
144,675
|
|
11,674,263
|
|||
Capital Markets - 1.7%
|
|||
Affiliated Managers Group, Inc.
|
632
|
77,584
|
|
Ameriprise Financial, Inc.
|
3,771
|
1,186,243
|
|
Ares Management Corp.
|
3,416
|
336,783
|
|
Carlyle Group LP
|
6,750
|
185,895
|
|
Charles Schwab Corp.
|
23,071
|
1,200,615
|
|
Evercore, Inc. Class A
|
1,544
|
200,998
|
|
Franklin Resources, Inc.
|
19,691
|
448,758
|
|
Houlihan Lokey
|
881
|
88,558
|
|
Interactive Brokers Group, Inc.
|
2,172
|
173,912
|
|
Jefferies Financial Group, Inc.
|
7,237
|
232,887
|
|
KKR & Co. LP
|
6,346
|
351,568
|
|
Lazard Ltd. Class A
|
2,746
|
76,256
|
|
LPL Financial
|
621
|
139,427
|
|
Morgan Stanley
|
27,093
|
1,918,726
|
|
Robinhood Markets, Inc. (a)
|
9,456
|
86,428
|
|
SEI Investments Co.
|
3,474
|
186,415
|
|
Stifel Financial Corp.
|
2,622
|
149,454
|
|
Tradeweb Markets, Inc. Class A
|
2,256
|
203,063
|
|
Virtu Financial, Inc. Class A
|
4,709
|
87,069
|
|
7,330,639
|
|||
Consumer Finance - 0.4%
|
|||
Ally Financial, Inc.
|
7,279
|
176,079
|
|
American Express Co.
|
10,809
|
1,578,438
|
|
SLM Corp.
|
5,661
|
73,593
|
|
1,828,110
|
|||
Financial Services - 5.1%
|
|||
Apollo Global Management, Inc.
|
2,914
|
225,660
|
|
Berkshire Hathaway, Inc. Class B (a)
|
24,794
|
8,462,936
|
|
Block, Inc. Class A (a)
|
2,586
|
104,087
|
|
Equitable Holdings, Inc.
|
8,228
|
218,618
|
|
Fidelity National Information Services, Inc.
|
12,692
|
623,304
|
|
FleetCor Technologies, Inc. (a)
|
2,212
|
498,076
|
|
MasterCard, Inc. Class A
|
12,259
|
4,613,675
|
|
NCR Atleos Corp.
|
1,729
|
38,142
|
|
PayPal Holdings, Inc. (a)
|
17,042
|
882,776
|
|
The Western Union Co.
|
10,021
|
113,137
|
|
Visa, Inc. Class A
|
23,238
|
5,463,254
|
|
Voya Financial, Inc.
|
2,854
|
190,562
|
|
WEX, Inc. (a)
|
477
|
79,411
|
|
21,513,638
|
|||
Insurance - 2.3%
|
|||
AFLAC, Inc.
|
19,155
|
1,496,197
|
|
American Financial Group, Inc.
|
2,253
|
246,388
|
|
Arch Capital Group Ltd. (a)
|
10,078
|
873,561
|
|
Arthur J. Gallagher & Co.
|
7,013
|
1,651,491
|
|
Axis Capital Holdings Ltd.
|
1,909
|
109,004
|
|
Fidelity National Financial, Inc.
|
3,877
|
151,552
|
|
Loews Corp.
|
12,748
|
815,999
|
|
Markel Group, Inc. (a)
|
261
|
383,806
|
|
Old Republic International Corp.
|
6,741
|
184,569
|
|
Prudential Financial, Inc.
|
17,657
|
1,614,556
|
|
Reinsurance Group of America, Inc.
|
700
|
104,629
|
|
RenaissanceRe Holdings Ltd.
|
525
|
115,285
|
|
Selective Insurance Group, Inc.
|
1,045
|
108,795
|
|
Unum Group
|
2,390
|
116,871
|
|
W.R. Berkley Corp.
|
14,488
|
976,781
|
|
Willis Towers Watson PLC
|
3,507
|
827,266
|
|
9,776,750
|
|||
Mortgage Real Estate Investment Trusts - 0.2%
|
|||
AGNC Investment Corp.
|
13,132
|
96,914
|
|
Annaly Capital Management, Inc.
|
9,228
|
144,049
|
|
Rithm Capital Corp.
|
18,735
|
174,798
|
|
Starwood Property Trust, Inc.
|
21,443
|
380,613
|
|
796,374
|
|||
TOTAL FINANCIALS
|
52,919,774
|
||
HEALTH CARE - 12.5%
|
|||
Biotechnology - 2.1%
|
|||
AbbVie, Inc.
|
23,281
|
3,286,812
|
|
Alnylam Pharmaceuticals, Inc. (a)
|
651
|
98,822
|
|
BioMarin Pharmaceutical, Inc. (a)
|
2,171
|
176,828
|
|
Exelixis, Inc. (a)
|
4,083
|
84,069
|
|
Gilead Sciences, Inc.
|
18,547
|
1,456,681
|
|
Moderna, Inc. (a)
|
4,592
|
348,808
|
|
Neurocrine Biosciences, Inc. (a)
|
1,214
|
134,681
|
|
Regeneron Pharmaceuticals, Inc. (a)
|
1,627
|
1,268,881
|
|
Sarepta Therapeutics, Inc. (a)
|
774
|
52,098
|
|
Seagen, Inc. (a)
|
597
|
127,048
|
|
United Therapeutics Corp. (a)
|
458
|
102,070
|
|
Vertex Pharmaceuticals, Inc. (a)
|
4,655
|
1,685,622
|
|
8,822,420
|
|||
Health Care Equipment & Supplies - 2.3%
|
|||
Abbott Laboratories
|
26,053
|
2,463,311
|
|
Align Technology, Inc. (a)
|
1,406
|
259,534
|
|
Boston Scientific Corp. (a)
|
40,218
|
2,058,759
|
|
DexCom, Inc. (a)
|
6,876
|
610,795
|
|
Envista Holdings Corp. (a)
|
2,896
|
67,390
|
|
GE Healthcare Holding LLC
|
11,158
|
742,788
|
|
Globus Medical, Inc. (a)
|
2,569
|
117,429
|
|
ICU Medical, Inc. (a)
|
626
|
61,386
|
|
Inspire Medical Systems, Inc. (a)
|
268
|
39,439
|
|
Intuitive Surgical, Inc. (a)
|
6,096
|
1,598,493
|
|
Masimo Corp. (a)
|
641
|
52,004
|
|
Penumbra, Inc. (a)
|
365
|
69,770
|
|
ResMed, Inc.
|
4,539
|
640,998
|
|
Shockwave Medical, Inc. (a)
|
611
|
126,025
|
|
The Cooper Companies, Inc.
|
2,516
|
784,363
|
|
9,692,484
|
|||
Health Care Providers & Services - 2.9%
|
|||
Acadia Healthcare Co., Inc. (a)
|
1,795
|
131,950
|
|
Centene Corp. (a)
|
12,311
|
849,213
|
|
Chemed Corp.
|
315
|
177,235
|
|
CVS Health Corp.
|
23,282
|
1,606,691
|
|
DaVita HealthCare Partners, Inc. (a)
|
2,962
|
228,755
|
|
Encompass Health Corp.
|
1,731
|
108,291
|
|
HCA Holdings, Inc.
|
4,830
|
1,092,256
|
|
Humana, Inc.
|
2,708
|
1,418,153
|
|
Tenet Healthcare Corp. (a)
|
1,283
|
68,897
|
|
UnitedHealth Group, Inc.
|
12,917
|
6,917,829
|
|
12,599,270
|
|||
Health Care Technology - 0.1%
|
|||
Teladoc Health, Inc. (a)
|
3,563
|
58,932
|
|
Veeva Systems, Inc. Class A (a)
|
1,033
|
199,069
|
|
258,001
|
|||
Life Sciences Tools & Services - 1.1%
|
|||
Avantor, Inc. (a)
|
6,807
|
118,646
|
|
Bruker Corp.
|
1,172
|
66,804
|
|
Danaher Corp.
|
9,864
|
1,894,085
|
|
ICON PLC (a)
|
357
|
87,094
|
|
Medpace Holdings, Inc. (a)
|
543
|
131,770
|
|
QIAGEN NV (a)
|
5,391
|
201,785
|
|
Thermo Fisher Scientific, Inc.
|
5,251
|
2,335,487
|
|
4,835,671
|
|||
Pharmaceuticals - 4.0%
|
|||
Elanco Animal Health, Inc. (a)
|
8,480
|
74,709
|
|
Eli Lilly & Co.
|
9,924
|
5,497,201
|
|
Jazz Pharmaceuticals PLC (a)
|
880
|
111,778
|
|
Johnson & Johnson
|
34,652
|
5,140,278
|
|
Merck & Co., Inc.
|
35,893
|
3,686,211
|
|
Pfizer, Inc.
|
74,149
|
2,265,993
|
|
Royalty Pharma PLC
|
6,434
|
172,882
|
|
16,949,052
|
|||
TOTAL HEALTH CARE
|
53,156,898
|
||
INDUSTRIALS - 7.7%
|
|||
Aerospace & Defense - 1.6%
|
|||
BWX Technologies, Inc.
|
1,695
|
125,905
|
|
Curtiss-Wright Corp.
|
611
|
121,473
|
|
HEICO Corp.
|
1,842
|
291,791
|
|
Howmet Aerospace, Inc.
|
18,794
|
828,815
|
|
Lockheed Martin Corp.
|
4,845
|
2,202,731
|
|
RTX Corp. (b)
|
23,099
|
1,880,028
|
|
The Boeing Co. (a)
|
7,244
|
1,353,324
|
|
Woodward, Inc.
|
950
|
118,465
|
|
6,922,532
|
|||
Air Freight & Logistics - 0.5%
|
|||
GXO Logistics, Inc. (a)
|
1,556
|
78,594
|
|
United Parcel Service, Inc. Class B
|
15,304
|
2,161,690
|
|
2,240,284
|
|||
Building Products - 0.4%
|
|||
Advanced Drain Systems, Inc.
|
757
|
80,870
|
|
Allegion PLC
|
5,914
|
581,701
|
|
Builders FirstSource, Inc. (a)
|
728
|
79,003
|
|
Carlisle Companies, Inc.
|
1,205
|
306,178
|
|
Fortune Brands Home & Security, Inc.
|
3,351
|
186,986
|
|
Lennox International, Inc.
|
901
|
333,857
|
|
Owens Corning
|
1,857
|
210,528
|
|
Trex Co., Inc. (a)
|
2,030
|
114,106
|
|
1,893,229
|
|||
Commercial Services & Supplies - 0.9%
|
|||
Cintas Corp.
|
3,406
|
1,727,251
|
|
Clean Harbors, Inc. (a)
|
644
|
98,963
|
|
Driven Brands Holdings, Inc. (a)
|
3,610
|
41,082
|
|
RB Global, Inc.
|
1,863
|
121,840
|
|
Republic Services, Inc.
|
9,204
|
1,366,702
|
|
Tetra Tech, Inc.
|
1,447
|
218,367
|
|
Vestis Corp.
|
1,795
|
27,446
|
|
3,601,651
|
|||
Construction & Engineering - 0.1%
|
|||
AECOM
|
2,532
|
193,825
|
|
EMCOR Group, Inc.
|
1,115
|
230,415
|
|
Willscot Mobile Mini Holdings (a)
|
2,049
|
80,751
|
|
504,991
|
|||
Electrical Equipment - 0.4%
|
|||
AMETEK, Inc.
|
7,911
|
1,113,631
|
|
nVent Electric PLC
|
4,813
|
231,650
|
|
Regal Rexnord Corp.
|
1,129
|
133,685
|
|
Sensata Technologies, Inc. PLC
|
3,936
|
125,480
|
|
1,604,446
|
|||
Ground Transportation - 0.8%
|
|||
J.B. Hunt Transport Services, Inc.
|
3,144
|
540,359
|
|
Knight-Swift Transportation Holdings, Inc. Class A
|
3,024
|
147,843
|
|
Landstar System, Inc.
|
997
|
164,286
|
|
Saia, Inc. (a)
|
251
|
89,981
|
|
Uber Technologies, Inc. (a)
|
4,830
|
209,042
|
|
Union Pacific Corp.
|
10,202
|
2,118,037
|
|
3,269,548
|
|||
Industrial Conglomerates - 0.6%
|
|||
Honeywell International, Inc.
|
14,048
|
2,574,436
|
|
Machinery - 1.7%
|
|||
AGCO Corp.
|
720
|
82,555
|
|
Caterpillar, Inc.
|
7,839
|
1,772,006
|
|
CNH Industrial NV
|
6,009
|
65,979
|
|
Donaldson Co., Inc.
|
1,368
|
78,879
|
|
Dover Corp.
|
10,192
|
1,324,450
|
|
Graco, Inc.
|
4,383
|
325,876
|
|
IDEX Corp.
|
3,405
|
651,751
|
|
ITT, Inc.
|
2,074
|
193,608
|
|
Lincoln Electric Holdings, Inc.
|
1,556
|
271,989
|
|
Middleby Corp. (a)
|
1,935
|
218,403
|
|
Oshkosh Corp.
|
1,061
|
93,082
|
|
PACCAR, Inc.
|
14,173
|
1,169,698
|
|
Timken Co.
|
1,543
|
106,652
|
|
Toro Co.
|
857
|
69,280
|
|
Watts Water Technologies, Inc. Class A
|
712
|
123,183
|
|
Westinghouse Air Brake Tech Co.
|
6,907
|
732,280
|
|
7,279,671
|
|||
Passenger Airlines - 0.1%
|
|||
American Airlines Group, Inc. (a)
|
39,985
|
445,833
|
|
Professional Services - 0.4%
|
|||
Booz Allen Hamilton Holding Corp. Class A
|
2,486
|
298,146
|
|
CACI International, Inc. Class A (a)
|
513
|
166,602
|
|
Clarivate Analytics PLC (a)(b)
|
9,138
|
58,300
|
|
Genpact Ltd.
|
3,217
|
107,898
|
|
KBR, Inc.
|
3,176
|
184,684
|
|
Paylocity Holding Corp. (a)
|
580
|
104,052
|
|
Science Applications International Corp.
|
1,555
|
169,868
|
|
SS&C Technologies Holdings, Inc.
|
7,101
|
356,825
|
|
TransUnion Holding Co., Inc.
|
2,566
|
112,596
|
|
1,558,971
|
|||
Trading Companies & Distributors - 0.2%
|
|||
Air Lease Corp. Class A
|
2,050
|
70,992
|
|
Ferguson PLC
|
2,594
|
389,619
|
|
MSC Industrial Direct Co., Inc. Class A
|
885
|
83,854
|
|
SiteOne Landscape Supply, Inc. (a)
|
504
|
69,436
|
|
Watsco, Inc.
|
554
|
193,285
|
|
WESCO International, Inc.
|
729
|
93,458
|
|
900,644
|
|||
TOTAL INDUSTRIALS
|
32,796,236
|
||
INFORMATION TECHNOLOGY - 27.1%
|
|||
Communications Equipment - 0.8%
|
|||
Ciena Corp. (a)
|
2,410
|
101,702
|
|
Cisco Systems, Inc.
|
63,255
|
3,297,483
|
|
Ubiquiti, Inc.
|
489
|
59,389
|
|
3,458,574
|
|||
Electronic Equipment, Instruments & Components - 0.5%
|
|||
Amphenol Corp. Class A
|
20,742
|
1,670,768
|
|
Arrow Electronics, Inc. (a)
|
1,489
|
168,867
|
|
Jabil, Inc.
|
1,489
|
182,849
|
|
TD SYNNEX Corp.
|
1,630
|
149,438
|
|
2,171,922
|
|||
IT Services - 1.5%
|
|||
Accenture PLC Class A
|
8,592
|
2,552,597
|
|
Amdocs Ltd.
|
2,239
|
179,478
|
|
Cloudflare, Inc. (a)
|
1,922
|
108,958
|
|
Cognizant Technology Solutions Corp. Class A
|
14,214
|
916,377
|
|
GoDaddy, Inc. (a)
|
2,739
|
200,577
|
|
IBM Corp.
|
14,363
|
2,077,464
|
|
MongoDB, Inc. Class A (a)
|
242
|
83,391
|
|
Snowflake, Inc. (a)
|
557
|
80,837
|
|
Twilio, Inc. Class A (a)
|
1,913
|
98,060
|
|
6,297,739
|
|||
Semiconductors & Semiconductor Equipment - 7.0%
|
|||
Advanced Micro Devices, Inc. (a)
|
21,180
|
2,086,230
|
|
Broadcom, Inc.
|
5,395
|
4,539,191
|
|
Enphase Energy, Inc. (a)
|
2,322
|
184,785
|
|
Entegris, Inc.
|
3,030
|
266,761
|
|
GlobalFoundries, Inc. (a)
|
1,342
|
66,590
|
|
Intel Corp.
|
54,848
|
2,001,952
|
|
Lam Research Corp.
|
3,414
|
2,008,183
|
|
Lattice Semiconductor Corp. (a)
|
1,582
|
87,975
|
|
Micron Technology, Inc.
|
17,264
|
1,154,444
|
|
MKS Instruments, Inc.
|
1,757
|
115,365
|
|
NVIDIA Corp.
|
29,352
|
11,969,746
|
|
Onto Innovation, Inc. (a)
|
1,027
|
115,404
|
|
Qualcomm, Inc.
|
15,283
|
1,665,694
|
|
Skyworks Solutions, Inc.
|
5,582
|
484,183
|
|
Synaptics, Inc. (a)
|
1,009
|
84,413
|
|
Teradyne, Inc.
|
8,245
|
686,561
|
|
Texas Instruments, Inc.
|
14,256
|
2,024,495
|
|
Universal Display Corp.
|
856
|
119,138
|
|
Wolfspeed, Inc. (a)(b)
|
1,028
|
34,788
|
|
29,695,898
|
|||
Software - 10.3%
|
|||
Adobe, Inc. (a)
|
5,780
|
3,075,307
|
|
Atlassian Corp. PLC (a)
|
620
|
111,997
|
|
Bentley Systems, Inc. Class B (b)
|
1,603
|
77,970
|
|
Bill Holdings, Inc. (a)
|
1,119
|
102,154
|
|
Crowdstrike Holdings, Inc. (a)
|
1,173
|
207,351
|
|
Datadog, Inc. Class A (a)
|
1,034
|
84,240
|
|
DocuSign, Inc. (a)
|
2,306
|
89,657
|
|
Dolby Laboratories, Inc. Class A
|
885
|
71,632
|
|
Dropbox, Inc. Class A (a)
|
8,625
|
226,838
|
|
Dynatrace, Inc. (a)
|
2,359
|
105,471
|
|
Elastic NV (a)
|
1,781
|
133,646
|
|
Five9, Inc. (a)
|
1,080
|
62,500
|
|
Guidewire Software, Inc. (a)
|
1,271
|
114,555
|
|
HubSpot, Inc. (a)
|
424
|
179,678
|
|
Intuit, Inc.
|
4,191
|
2,074,335
|
|
Manhattan Associates, Inc. (a)
|
1,299
|
253,279
|
|
Microsoft Corp.
|
88,294
|
29,853,075
|
|
NCR Corp. (a)
|
3,458
|
52,873
|
|
Oracle Corp.
|
21,588
|
2,232,199
|
|
Palantir Technologies, Inc. (a)
|
5,647
|
83,576
|
|
Palo Alto Networks, Inc. (a)
|
4,514
|
1,096,992
|
|
Qualys, Inc. (a)
|
858
|
131,231
|
|
Salesforce, Inc. (a)
|
12,583
|
2,527,044
|
|
Splunk, Inc. (a)
|
1,673
|
246,199
|
|
Unity Software, Inc. (a)
|
1,941
|
49,243
|
|
VMware, Inc. Class A (a)
|
1,855
|
270,181
|
|
Workday, Inc. Class A (a)
|
1,725
|
365,200
|
|
Zoom Video Communications, Inc. Class A (a)
|
2,155
|
129,257
|
|
Zscaler, Inc. (a)
|
867
|
137,584
|
|
44,145,264
|
|||
Technology Hardware, Storage & Peripherals - 7.0%
|
|||
Apple, Inc.
|
174,178
|
29,744,377
|
|
TOTAL INFORMATION TECHNOLOGY
|
115,513,774
|
||
MATERIALS - 2.2%
|
|||
Chemicals - 1.6%
|
|||
Ashland, Inc.
|
1,469
|
112,569
|
|
Axalta Coating Systems Ltd. (a)
|
9,926
|
260,359
|
|
Celanese Corp. Class A
|
5,357
|
613,430
|
|
Dow, Inc.
|
24,829
|
1,200,234
|
|
Eastman Chemical Co.
|
6,760
|
505,175
|
|
Element Solutions, Inc.
|
4,709
|
85,845
|
|
Huntsman Corp.
|
5,748
|
134,101
|
|
Linde PLC
|
8,648
|
3,304,920
|
|
Olin Corp.
|
2,503
|
106,928
|
|
RPM International, Inc.
|
3,848
|
351,207
|
|
Westlake Corp.
|
912
|
105,208
|
|
6,779,976
|
|||
Construction Materials - 0.1%
|
|||
Eagle Materials, Inc.
|
1,480
|
227,787
|
|
Knife River Holding Co.
|
2,906
|
146,230
|
|
374,017
|
|||
Containers & Packaging - 0.2%
|
|||
Aptargroup, Inc.
|
1,468
|
179,492
|
|
Berry Global Group, Inc.
|
2,977
|
163,735
|
|
Crown Holdings, Inc.
|
2,863
|
230,758
|
|
Graphic Packaging Holding Co.
|
6,899
|
148,397
|
|
Silgan Holdings, Inc.
|
2,151
|
86,169
|
|
Sonoco Products Co.
|
2,449
|
126,883
|
|
935,434
|
|||
Metals & Mining - 0.3%
|
|||
Alcoa Corp.
|
3,218
|
82,510
|
|
Cleveland-Cliffs, Inc. (a)
|
5,689
|
95,461
|
|
Newmont Corp.
|
19,588
|
733,962
|
|
Reliance Steel & Aluminum Co.
|
475
|
120,831
|
|
Royal Gold, Inc.
|
524
|
54,669
|
|
Southern Copper Corp.
|
1,095
|
77,636
|
|
United States Steel Corp. (b)
|
3,761
|
127,460
|
|
1,292,529
|
|||
TOTAL MATERIALS
|
9,381,956
|
||
REAL ESTATE - 2.3%
|
|||
Equity Real Estate Investment Trusts (REITs) - 2.3%
|
|||
Agree Realty Corp.
|
2,084
|
116,579
|
|
American Homes 4 Rent Class A
|
10,557
|
345,636
|
|
American Tower Corp.
|
8,706
|
1,551,322
|
|
Americold Realty Trust
|
3,299
|
86,500
|
|
Apartment Income (REIT) Corp.
|
2,780
|
81,204
|
|
Brixmor Property Group, Inc.
|
7,347
|
152,744
|
|
Camden Property Trust (SBI)
|
7,902
|
670,722
|
|
CubeSmart
|
3,458
|
117,883
|
|
EastGroup Properties, Inc.
|
936
|
152,802
|
|
Equity Lifestyle Properties, Inc.
|
4,671
|
307,352
|
|
First Industrial Realty Trust, Inc.
|
2,979
|
126,012
|
|
Gaming & Leisure Properties
|
6,282
|
285,140
|
|
Healthcare Trust of America, Inc.
|
6,441
|
92,428
|
|
Healthpeak Properties, Inc.
|
40,517
|
630,039
|
|
Kite Realty Group Trust
|
4,843
|
103,253
|
|
Lamar Advertising Co. Class A
|
2,122
|
174,577
|
|
Medical Properties Trust, Inc. (b)
|
9,847
|
47,069
|
|
Mid-America Apartment Communities, Inc.
|
10,481
|
1,238,330
|
|
NNN (REIT), Inc.
|
6,620
|
240,505
|
|
Omega Healthcare Investors, Inc.
|
4,621
|
152,955
|
|
Prologis (REIT), Inc.
|
19,216
|
1,936,012
|
|
Rexford Industrial Realty, Inc.
|
3,358
|
145,200
|
|
Spirit Realty Capital, Inc.
|
2,638
|
94,942
|
|
Stag Industrial, Inc.
|
3,458
|
114,875
|
|
Sun Communities, Inc.
|
2,575
|
286,443
|
|
Vornado Realty Trust
|
5,350
|
102,720
|
|
WP Carey, Inc.
|
4,971
|
266,694
|
|
9,619,938
|
|||
Real Estate Management & Development - 0.0%
|
|||
Jones Lang LaSalle, Inc. (a)
|
174
|
22,258
|
|
TOTAL REAL ESTATE
|
9,642,196
|
||
UTILITIES - 2.5%
|
|||
Electric Utilities - 1.2%
|
|||
Exelon Corp.
|
36,126
|
1,406,746
|
|
NextEra Energy, Inc.
|
36,249
|
2,113,317
|
|
Xcel Energy, Inc.
|
28,022
|
1,660,864
|
|
5,180,927
|
|||
Gas Utilities - 0.0%
|
|||
National Fuel Gas Co.
|
1,724
|
87,838
|
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Vistra Corp.
|
2,954
|
96,655
|
|
Multi-Utilities - 1.2%
|
|||
Ameren Corp.
|
18,349
|
1,389,203
|
|
CMS Energy Corp.
|
24,513
|
1,332,036
|
|
DTE Energy Co.
|
14,594
|
1,406,570
|
|
NiSource, Inc.
|
33,787
|
850,081
|
|
4,977,890
|
|||
Water Utilities - 0.1%
|
|||
Essential Utilities, Inc.
|
5,980
|
200,091
|
|
TOTAL UTILITIES
|
10,543,401
|
||
TOTAL COMMON STOCKS
(Cost $412,779,416)
|
407,056,381
|
||
Money Market Funds - 1.9%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.40% (c)
|
5,156,956
|
5,157,987
|
|
Fidelity Securities Lending Cash Central Fund 5.40% (c)(d)
|
2,826,717
|
2,827,000
|
|
TOTAL MONEY MARKET FUNDS
(Cost $7,984,987)
|
7,984,987
|
||
Equity Funds - 1.9%
|
|||
Shares
|
Value ($)
|
||
Domestic Equity Funds - 1.9%
|
|||
iShares S&P 500 Index ETF
(Cost $8,009,869)
|
19,101
|
8,021,274
|
|
Purchased Options - 2.1%
|
||||||
Counterparty
|
Number
of Contracts
|
Notional Amount($)
|
Exercise
Price ($)
|
Expiration
Date
|
Value ($)
|
|
Put Options
|
||||||
S&P 500 Index
|
Chicago Board Options Exchange
|
225
|
94,360,500
|
4,210
|
11/17/23
|
1,518,750
|
S&P 500 Index
|
Chicago Board Options Exchange
|
426
|
178,655,880
|
2,950
|
08/16/24
|
1,188,540
|
S&P 500 Index
|
Chicago Board Options Exchange
|
412
|
172,784,560
|
3,050
|
09/20/24
|
1,526,460
|
S&P 500 Index
|
Chicago Board Options Exchange
|
241
|
101,070,580
|
3,930
|
12/15/23
|
644,675
|
S&P 500 Index
|
Chicago Board Options Exchange
|
290
|
121,620,200
|
4,150
|
01/19/24
|
2,817,350
|
S&P 500 Index
|
Chicago Board Options Exchange
|
410
|
171,945,800
|
2,900
|
10/18/24
|
1,342,750
|
9,038,525
|
||||||
TOTAL PURCHASED OPTIONS
(Cost 8,930,207)
|
9,038,525
|
TOTAL INVESTMENT IN SECURITIES - 101.5%
(Cost $437,704,479)
|
432,101,167
|
NET OTHER ASSETS (LIABILITIES) - (1.5)%
|
(6,277,808)
|
NET ASSETS - 100.0%
|
425,823,359
|
ETF
|
-
|
EXCHANGE-TRADED FUND
|
(a)
|
Non-income producing
|
(b)
|
Security or a portion of the security is on loan at period end.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(d)
|
Investment made with cash collateral received from securities on loan.
|
Affiliate
|
Value,
beginning
of period ($)
|
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 5.40%
|
328,083
|
355,656,881
|
350,826,977
|
89,466
|
-
|
-
|
5,157,987
|
0.0%
|
Fidelity Securities Lending Cash Central Fund 5.40%
|
-
|
29,818,036
|
26,991,036
|
14,778
|
-
|
-
|
2,827,000
|
0.0%
|
Total
|
328,083
|
385,474,917
|
377,818,013
|
104,244
|
-
|
-
|
7,984,987
|
|