0001752724-24-072057.txt : 20240327 0001752724-24-072057.hdr.sgml : 20240327 20240327162733 ACCESSION NUMBER: 0001752724-24-072057 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20240430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST CENTRAL INDEX KEY: 0000035315 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02105 FILM NUMBER: 24791164 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 FIXED INCOME TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND DATE OF NAME CHANGE: 19860904 FORMER COMPANY: 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0.002320235486 Long EC CORP US N 1 N N SPLUNK INC 549300XGDSGBP6UEI867 SPLUNK INC 848637104 6677.00000000 NS USD 1024051.49000000 0.097622770341 Long EC CORP US N 1 N N N METTLER-TOLEDO INTL INC 5493000BD5GJNUDIUG10 METTLER-TOLEDO INTL INC 592688105 935.00000000 NS USD 1119372.65000000 0.106709731107 Long EC CORP US N 1 N N N GRACO INC 4T5VJ4S81BRT6Q7GGT78 GRACO INC 384109104 2990.00000000 NS USD 255047.00000000 0.024313616014 Long EC CORP US N 1 N N N BIO TECHNE CORP 54930073RLKQ51TILZ35 BIO TECHNE CORP 09073M104 6328.00000000 NS USD 444984.96000000 0.042420390946 Long EC CORP US N 1 N N N WORKDAY INC 549300J0DYC0N31V7G13 WORKDAY INC CL A 98138H101 8626.00000000 NS USD 2510769.82000000 0.239351544246 Long EC CORP US N 1 N N N BJS WHOLESALE CLUB HOLDINGS INC 549300UCIWH1C93V0J03 BJS WHSL CLUB HLDGS INC 05550J101 1975.00000000 NS USD 127071.50000000 0.012113718873 Long EC CORP US N 1 N N N WAYFAIR INC 54930027N9ZAVYFDHK53 WAYFAIR INC 94419L101 1212.00000000 NS USD 60903.00000000 0.005805879528 Long EC CORP US N 1 N N N SOUTHERN COPPER CORP DEL 2549007U6NAP46Q9TU15 SOUTHERN COPPER CORP 84265V105 3634.00000000 NS USD 298351.40000000 0.028441822005 Long EC CORP US N 1 N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 SBA COMMUNICATIONS CORP 78410G104 456.00000000 NS USD 102080.16000000 0.009731295851 Long EC CORP US N 1 N N N BROWN FORMAN CORP 549300873K3LXF7ARU34 BROWN FORMAN CORP CL A 115637100 1621.00000000 NS USD 91375.77000000 0.008710846960 Long EC CORP US N 1 N N AIRBNB INC 549300HMUDNO0RY56D37 AIRBNB INC CLASS A 009066101 17421.00000000 NS USD 2511062.94000000 0.239379487359 Long EC CORP US N 1 N N N GRAINGER (W.W.) INC 549300TWZSP6O1IH2V34 WW GRAINGER INC 384802104 1897.00000000 NS USD 1699029.08000000 0.161968345635 Long EC CORP US N 1 N N N DECKERS OUTDOOR CORP 5493008LG4W3I6K8J118 DECKERS OUTDOOR CORP 243537107 1122.00000000 NS USD 845685.06000000 0.080619108706 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC 444859102 2330.00000000 NS USD 880879.80000000 0.083974221270 Long EC CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC 29452E101 14861.00000000 NS USD 485806.09000000 0.046311866949 Long EC CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PEPSICO INC 713448108 40900.00000000 NS USD 6892877.00000000 0.657097572667 Long EC CORP US N 1 N N N INSPIRE MEDICAL SYSTEMS INC 549300XQQCQ7HCJKTW25 INSPIRE MEDICAL SYSTEMS INC 457730109 1222.00000000 NS USD 257683.14000000 0.024564919091 Long EC CORP US N 1 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 NETAPP INC 64110D104 3653.00000000 NS USD 318541.60000000 0.030366552624 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC 91324P102 33599.00000000 NS USD 17193952.26000000 1.639098491762 Long EC CORP US N 1 N N N NCINO INC N/A NCINO INC 63947X101 256.00000000 NS USD 8058.88000000 0.000768252572 Long EC CORP US N 1 N N N XP INC 5493008KDA8NBZRJST80 XP INC CL A N/A 1121.00000000 NS USD 27554.18000000 0.002626738413 Long EC CORP KY N 1 N N N CABLE ONE INC 549300648QS85T0XSH18 CABLE ONE INC 12685J105 16.00000000 NS USD 8782.88000000 0.000837271451 Long EC CORP US N 1 N N N UNIVERSAL DISPLAY CORP N/A UNIVERSAL DISPLAY CORP 91347P105 890.00000000 NS USD 151095.30000000 0.014403906361 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 SIMON PPTY GROUP INC - REIT 828806109 3084.00000000 NS USD 427473.24000000 0.040750999674 Long EC CORP US N 1 N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 RPM INTERNATIONAL INC 749685103 1045.00000000 NS USD 111459.70000000 0.010625446866 Long EC CORP US N 1 N N N RB GLOBAL INC 5493002H8U24DJXQ4886 RB GLOBAL INC 74935Q107 6036.00000000 NS USD 386122.92000000 0.036809076019 Long EC CORP CA N 1 N N FIVE9 INC 254900MXP6EWY0SFFR59 FIVE9 INC 338307101 3023.00000000 NS USD 229324.78000000 0.021861518244 Long EC CORP US N 1 N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 DARDEN RESTAURANTS INC 237194105 2452.00000000 NS USD 398646.16000000 0.038002915776 Long EC CORP US N 1 N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 GEN DIGITAL INC 668771108 3631.00000000 NS USD 85255.88000000 0.008127438195 Long EC CORP US N 1 N N N SHIFT4 PAYMENTS INC N/A SHIFT4 PAYMENTS INC 82452J109 2264.00000000 NS USD 162577.84000000 0.015498536247 Long EC CORP US N 1 N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 REPLIGEN 759916109 1040.00000000 NS USD 196976.00000000 0.018777710885 Long EC CORP US N 1 N N N KENVUE INC 5493008HSF8L4M2LIJ82 KENVUE INC 49177J102 25282.00000000 NS USD 524854.32000000 0.050034332496 Long EC CORP US N 1 N N N ETSY INC 54930089Q7XT501AEA40 ETSY INC 29786A106 2920.00000000 NS USD 194355.20000000 0.018527870170 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 AMERICAN TOWER CORP 03027X100 20008.00000000 NS USD 3914565.20000000 0.373175278039 Long EC CORP US N 1 N N N DYNATRACE INC N/A DYNATRACE INC 268150109 10328.00000000 NS USD 588696.00000000 0.056120356222 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 ROSS STORES INC 778296103 13475.00000000 NS USD 1890273.00000000 0.180199617660 Long EC CORP US N 1 N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 HILTON WORLDWIDE HOLDINGS INC 43300A203 4932.00000000 NS USD 941814.72000000 0.089783143731 Long EC CORP US N 1 N N N HENRY (JACK) and ASSOCIATES 529900X1QS8C54W0JB21 HENRY (JACK) and ASSOCIATES INC 426281101 982.00000000 NS USD 162845.06000000 0.015524010314 Long EC CORP US N 1 N N N CENCORA INC AI8GXW8LG5WK7E9UD086 CENCORA INC 03073E105 6942.00000000 NS USD 1615264.56000000 0.153983078704 Long EC CORP US N 1 N N N INSULET CORP 549300TZTYD2PYN92D43 INSULET CORP 45784P101 2970.00000000 NS USD 566883.90000000 0.054041009969 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 OVINTIV INC 69047Q102 4842.00000000 NS USD 205397.64000000 0.019580545347 Long EC CORP US N 1 N N N AMERICAN AIRLS GROUP INC N/A AMERICAN AIRLINES GROUP INC 02376R102 10336.00000000 NS USD 147081.28000000 0.014021250063 Long EC CORP US N 1 N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 SEALED AIR CORP 81211K100 3429.00000000 NS USD 118471.95000000 0.011293924260 Long EC CORP US N 1 N N N HUNT (JB) TRANSPORT SERVICES 549300XCD1MPI1C5GK90 HUNT J B TRANSPORT SERVICES IN 445658107 681.00000000 NS USD 136867.38000000 0.013047559556 Long EC CORP US N 1 N N N WYNDHAM HOTELS and RESORTS INC 549300FE3MQ4RVXXC673 WYNDHAM HOTELS and RESORTS INC 98311A105 241.00000000 NS USD 18781.13000000 0.001790404055 Long EC CORP US N 1 N N N CARMAX INC N/A CARMAX INC 143130102 367.00000000 NS USD 26123.06000000 0.002490309825 Long EC CORP US N 1 N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 TRACTOR SUPPLY CO. 892356106 4717.00000000 NS USD 1059438.20000000 0.100996183394 Long EC CORP US N 1 N N VISTRA CORP 549300KP43CPCUJOOG15 VISTRA CORP 92840M102 4489.00000000 NS USD 184183.67000000 0.017558218793 Long EC CORP US N 1 N N N OLLIES BARGAIN OUTLET HLDGS INC 529900YO5DSQCPEFDZ05 OLLIES BARGAIN OUTLET HOLDINGS INC 681116109 830.00000000 NS USD 59701.90000000 0.005691378733 Long EC CORP US N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 ARISTA NETWORKS INC 040413106 10773.00000000 NS USD 2786759.64000000 0.265661638101 Long EC CORP US N 1 N N N ROCKWELL AUTOMATION INC VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMATION INC 773903109 4936.00000000 NS USD 1250190.08000000 0.119180549274 Long EC CORP US N 1 N N N MOODYS CORP 549300GCEDD8YCF5WU84 MOODYS CORP 615369105 6216.00000000 NS USD 2436920.64000000 0.232311506113 Long EC CORP US N 1 N N N TERADATA CORP DEL 549300JU9SOUHV4U4R71 TERADATA CORP 88076W103 4192.00000000 NS USD 193586.56000000 0.018454595762 Long EC CORP US N 1 N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 NEW FORTRESS ENERGY INC 644393100 2725.00000000 NS USD 90551.75000000 0.008632293181 Long EC CORP US N 1 N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO 025816109 8189.00000000 NS USD 1643859.86000000 0.156709067028 Long EC CORP US N 1 N N N AMERIPRISE FINL INC 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC 03076C106 4409.00000000 NS USD 1705533.47000000 0.162588408764 Long EC CORP US N 1 N N N JAZZ PHARMACEUTICALS PLC 635400GAUMJCLEZRRV50 JAZZ PHARMA PLC N/A 1334.00000000 NS USD 163708.48000000 0.015606320094 Long EC CORP IE N 1 N N N RINGCENTRAL INC 549300C8EH0H1614VE84 RINGCENTRAL INC CL A 76680R206 3591.00000000 NS USD 121698.99000000 0.011601557800 Long EC CORP US N 1 N N N SMARTSHEET INC 549300N9WF42OK9VL589 SMARTSHEET INC 83200N103 5615.00000000 NS USD 252506.55000000 0.024071435060 Long EC CORP US N 1 N N N MATCH GROUP INC 15OMOPB0A8K0EFUVD031 MATCH GROUP INC 57667L107 10918.00000000 NS USD 419032.84000000 0.039946376822 Long EC CORP US N 1 N N N IONIS PHARMACEUTICALS INC 549300SI4ZGLG0BLUZ92 IONIS PHARMACEUTICALS INC 462222100 5355.00000000 NS USD 275193.45000000 0.026234175948 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LAS VEGAS SANDS CORP 517834107 14728.00000000 NS USD 720493.76000000 0.068684629192 Long EC CORP US N 1 N N N MASIMO CORP 549300Q4A8JK0PIYCU29 MASIMO CORP 574795100 1835.00000000 NS USD 236604.90000000 0.022555531670 Long EC CORP US N 1 N N N LINDE PLC 5299003QR1WT0EF88V51 LINDE PLC N/A 1947.00000000 NS USD 788204.01000000 0.075139443477 Long EC CORP IE N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 ALPHABET INC CL A 02079K305 255633.00000000 NS USD 35814183.30000000 3.414164058562 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC 90353T100 84580.00000000 NS USD 5520536.60000000 0.526272440329 Long EC CORP US N 1 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 CHENIERE ENERGY INC 16411R208 10285.00000000 NS USD 1686637.15000000 0.160787023652 Long EC CORP US N 1 N N N COUPANG INC 549300XR4L1D80AK4W76 COUPANG INC A 22266T109 46797.00000000 NS USD 655158.00000000 0.062456174905 Long EC CORP US N 1 N N N LAMAR ADVERTISING CO 529900Y8WW4MKVPTB543 LAMAR ADVERTISING CO CL A 512816109 2884.00000000 NS USD 301897.12000000 0.028779835291 Long EC CORP US N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 ENTEGRIS INC 29362U104 322.00000000 NS USD 37899.40000000 0.003612947648 Long EC CORP US N 1 N N N ULTA BEAUTY INC 529900CIV6HN8M28YM82 ULTA BEAUTY INC 90384S303 2115.00000000 NS USD 1061835.75000000 0.101224741700 Long EC CORP US N 1 N N N 2024-03-01 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3222_20240131.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Large Cap Growth Index Fund
January 31, 2024
CGI-NPRT3-0324
1.9891257.105
Common Stocks - 100.0%
 
 
Shares
Value ($)
 
COMMUNICATION SERVICES - 11.6%
 
 
 
Diversified Telecommunication Services - 0.0%
 
 
 
Iridium Communications, Inc.
 
4,854
176,006
Entertainment - 1.2%
 
 
 
Live Nation Entertainment, Inc. (a)
 
1,507
133,897
Netflix, Inc. (a)
 
17,946
10,123,518
Playtika Holding Corp. (a)
 
801
5,783
Roblox Corp. (a)
 
19,276
748,102
Roku, Inc. Class A (a)
 
643
56,623
Spotify Technology SA (a)
 
5,821
1,253,552
TKO Group Holdings, Inc.
 
2,563
214,497
 
 
 
12,535,972
Interactive Media & Services - 10.1%
 
 
 
Alphabet, Inc.:
 
 
 
 Class A (a)
 
247,113
34,620,531
 Class C (a)
 
208,571
29,575,368
Match Group, Inc. (a)
 
10,404
399,306
Meta Platforms, Inc. Class A
 
91,948
35,872,593
Pinterest, Inc. Class A (a)
 
24,298
910,446
Zoominfo Technologies, Inc. (a)
 
6,545
104,982
 
 
 
101,483,226
Media - 0.3%
 
 
 
Cable One, Inc.
 
16
8,783
Charter Communications, Inc. Class A (a)
 
4,179
1,549,197
Liberty Broadband Corp.:
 
 
 
 Class A (a)
 
149
11,595
 Class C (a)
 
1,006
78,921
Nexstar Media Group, Inc. Class A
 
488
86,722
The Trade Desk, Inc. (a)
 
18,292
1,251,722
 
 
 
2,986,940
TOTAL COMMUNICATION SERVICES
 
 
117,182,144
CONSUMER DISCRETIONARY - 14.8%
 
 
 
Automobiles - 2.1%
 
 
 
Tesla, Inc. (a)
 
114,694
21,481,039
Broadline Retail - 5.9%
 
 
 
Amazon.com, Inc. (a)
 
374,520
58,125,504
Coupang, Inc. Class A (a)
 
45,468
636,552
eBay, Inc.
 
1,392
57,169
Etsy, Inc. (a)
 
2,920
194,355
Ollie's Bargain Outlet Holdings, Inc. (a)
 
830
59,702
 
 
 
59,073,282
Distributors - 0.1%
 
 
 
Pool Corp.
 
1,575
584,719
Diversified Consumer Services - 0.0%
 
 
 
Bright Horizons Family Solutions, Inc. (a)(b)
 
298
29,279
Grand Canyon Education, Inc. (a)
 
350
45,707
H&R Block, Inc.
 
3,991
186,938
Service Corp. International
 
2,249
150,953
 
 
 
412,877
Hotels, Restaurants & Leisure - 2.9%
 
 
 
Airbnb, Inc. Class A (a)
 
16,843
2,427,750
Booking Holdings, Inc. (a)
 
1,483
5,201,578
Caesars Entertainment, Inc. (a)
 
3,458
151,702
Cava Group, Inc. (b)
 
523
24,476
Chipotle Mexican Grill, Inc. (a)
 
1,142
2,750,815
Choice Hotels International, Inc. (b)
 
1,275
154,428
Churchill Downs, Inc.
 
2,942
355,894
Darden Restaurants, Inc.
 
2,331
378,974
Domino's Pizza, Inc.
 
1,448
617,167
Doordash, Inc. (a)
 
9,948
1,036,582
Draftkings Holdings, Inc. (a)
 
17,353
677,635
Expedia, Inc. (a)
 
4,176
619,426
Hilton Worldwide Holdings, Inc.
 
4,733
903,814
Las Vegas Sands Corp.
 
14,249
697,061
Marriott International, Inc. Class A
 
10,122
2,426,547
McDonald's Corp.
 
12,518
3,664,269
Norwegian Cruise Line Holdings Ltd. (a)(b)
 
4,280
76,184
Planet Fitness, Inc. (a)
 
1,710
115,870
Royal Caribbean Cruises Ltd. (a)
 
2,922
372,555
Starbucks Corp.
 
46,882
4,361,432
Texas Roadhouse, Inc. Class A
 
2,766
347,742
Travel+Leisure Co.
 
1,382
55,860
Vail Resorts, Inc.
 
155
34,410
Wendy's Co.
 
7,273
138,769
Wingstop, Inc.
 
1,241
348,858
Wyndham Hotels & Resorts, Inc.
 
241
18,781
Wynn Resorts Ltd.
 
259
24,457
Yum! Brands, Inc.
 
10,208
1,321,834
 
 
 
29,304,870
Household Durables - 0.0%
 
 
 
NVR, Inc. (a)
 
11
77,828
Tempur Sealy International, Inc.
 
1,426
71,143
TopBuild Corp. (a)
 
86
31,745
 
 
 
180,716
Leisure Products - 0.0%
 
 
 
Brunswick Corp.
 
228
18,395
Peloton Interactive, Inc. Class A (a)(b)
 
14,127
78,546
Polaris, Inc.
 
193
17,362
YETI Holdings, Inc. (a)(b)
 
3,645
160,271
 
 
 
274,574
Specialty Retail - 3.2%
 
 
 
AutoZone, Inc. (a)
 
610
1,684,899
Best Buy Co., Inc.
 
1,115
80,826
Burlington Stores, Inc. (a)
 
2,678
511,900
CarMax, Inc. (a)
 
367
26,123
Dick's Sporting Goods, Inc.
 
183
27,280
Five Below, Inc. (a)
 
2,271
407,554
Floor & Decor Holdings, Inc. Class A (a)
 
4,314
433,816
Lowe's Companies, Inc.
 
17,593
3,744,494
Murphy U.S.A., Inc.
 
753
265,448
O'Reilly Automotive, Inc. (a)
 
2,083
2,131,013
RH (a)
 
115
29,150
Ross Stores, Inc.
 
13,015
1,825,744
The Home Depot, Inc.
 
41,575
14,674,312
TJX Companies, Inc.
 
47,877
4,544,006
Tractor Supply Co. (b)
 
4,544
1,020,582
Ulta Beauty, Inc. (a)
 
2,041
1,024,684
Valvoline, Inc. (a)
 
1,534
55,976
Victoria's Secret & Co. (a)(b)
 
1,439
37,486
Wayfair LLC Class A (a)(b)
 
1,212
60,903
Williams-Sonoma, Inc.
 
346
66,913
 
 
 
32,653,109
Textiles, Apparel & Luxury Goods - 0.6%
 
 
 
Birkenstock Holding PLC (b)
 
360
16,700
Crocs, Inc. (a)
 
2,480
251,670
Deckers Outdoor Corp. (a)
 
1,089
820,812
lululemon athletica, Inc. (a)
 
4,624
2,098,464
NIKE, Inc. Class B
 
26,347
2,675,011
Skechers U.S.A., Inc. Class A (sub. vtg.) (a)
 
387
24,164
Tapestry, Inc.
 
609
23,623
 
 
 
5,910,444
TOTAL CONSUMER DISCRETIONARY
 
 
149,875,630
CONSUMER STAPLES - 4.1%
 
 
 
Beverages - 1.4%
 
 
 
Boston Beer Co., Inc. Class A (a)
 
365
127,484
Brown-Forman Corp.:
 
 
 
 Class A (b)
 
1,621
91,376
 Class B (non-vtg.)
 
6,024
330,718
Celsius Holdings, Inc. (a)(b)
 
5,962
297,504
Constellation Brands, Inc. Class A (sub. vtg.)
 
678
166,164
Monster Beverage Corp.
 
30,909
1,700,613
PepsiCo, Inc.
 
39,570
6,668,732
The Coca-Cola Co.
 
80,316
4,777,999
 
 
 
14,160,590
Consumer Staples Distribution & Retail - 1.9%
 
 
 
Albertsons Companies, Inc.
 
1,492
31,660
BJ's Wholesale Club Holdings, Inc. (a)
 
1,975
127,072
Casey's General Stores, Inc.
 
224
60,785
Costco Wholesale Corp.
 
18,418
12,798,300
Dollar General Corp.
 
9,092
1,200,780
Maplebear, Inc. (NASDAQ) (b)
 
616
15,074
Performance Food Group Co. (a)
 
2,977
216,368
Sysco Corp.
 
21,069
1,705,114
Target Corp.
 
19,107
2,657,402
 
 
 
18,812,555
Food Products - 0.1%
 
 
 
Freshpet, Inc. (a)
 
505
43,481
Lamb Weston Holdings, Inc.
 
5,693
583,191
The Hershey Co.
 
4,615
893,187
 
 
 
1,519,859
Household Products - 0.6%
 
 
 
Church & Dwight Co., Inc.
 
9,088
907,437
Kimberly-Clark Corp.
 
13,159
1,591,844
Procter & Gamble Co.
 
18,424
2,895,147
The Clorox Co.
 
5,127
744,697
 
 
 
6,139,125
Personal Care Products - 0.1%
 
 
 
Estee Lauder Companies, Inc. Class A
 
3,000
395,970
Kenvue, Inc.
 
24,421
506,980
 
 
 
902,950
TOTAL CONSUMER STAPLES
 
 
41,535,079
ENERGY - 0.5%
 
 
 
Energy Equipment & Services - 0.0%
 
 
 
Halliburton Co.
 
7,502
267,446
Oil, Gas & Consumable Fuels - 0.5%
 
 
 
Antero Midstream GP LP (b)
 
4,743
58,054
APA Corp.
 
11,255
352,619
Cheniere Energy, Inc.
 
9,960
1,633,340
Hess Corp.
 
6,445
905,716
New Fortress Energy, Inc. (b)
 
2,725
90,552
ONEOK, Inc.
 
1,341
91,523
Ovintiv, Inc.
 
4,612
195,641
Targa Resources Corp.
 
9,185
780,358
Texas Pacific Land Corp.
 
256
374,100
 
 
 
4,481,903
TOTAL ENERGY
 
 
4,749,349
FINANCIALS - 6.5%
 
 
 
Banks - 0.1%
 
 
 
First Citizens Bancshares, Inc.
 
50
75,500
Nu Holdings Ltd. (a)
 
66,486
572,444
 
 
 
647,944
Capital Markets - 1.3%
 
 
 
Ameriprise Financial, Inc.
 
4,261
1,648,283
Ares Management Corp.
 
6,776
823,148
Blackstone, Inc.
 
29,617
3,685,836
Blue Owl Capital, Inc. Class A
 
3,054
47,459
FactSet Research Systems, Inc.
 
1,592
757,665
Houlihan Lokey
 
151
18,087
KKR & Co. LP
 
6,776
586,666
LPL Financial
 
3,128
748,186
MarketAxess Holdings, Inc.
 
1,536
346,383
Moody's Corp.
 
6,013
2,357,337
Morningstar, Inc.
 
1,056
294,941
MSCI, Inc.
 
1,594
954,200
S&P Global, Inc.
 
1,108
496,772
TPG, Inc. (b)
 
778
32,388
Tradeweb Markets, Inc. Class A
 
1,680
160,255
XP, Inc. Class A
 
1,121
27,554
 
 
 
12,985,160
Consumer Finance - 0.2%
 
 
 
American Express Co.
 
7,899
1,585,645
SLM Corp.
 
3,768
74,908
 
 
 
1,660,553
Financial Services - 4.1%
 
 
 
Apollo Global Management, Inc.
 
21,670
2,175,668
Block, Inc. Class A (a)
 
8,369
544,069
Equitable Holdings, Inc.
 
14,299
467,434
Euronet Worldwide, Inc. (a)
 
988
98,454
Fiserv, Inc. (a)
 
6,804
965,283
FleetCor Technologies, Inc. (a)
 
2,773
803,976
Jack Henry & Associates, Inc.
 
982
162,845
MasterCard, Inc. Class A
 
34,517
15,506,072
PayPal Holdings, Inc. (a)
 
41,332
2,535,718
Rocket Companies, Inc. (a)
 
1,803
22,195
Shift4 Payments, Inc. (a)
 
2,264
162,578
The Western Union Co.
 
2,217
27,868
Toast, Inc. (a)(b)
 
14,537
258,322
UWM Holdings Corp. Class A (b)
 
1,354
9,072
Visa, Inc. Class A
 
66,315
18,121,237
WEX, Inc. (a)
 
822
168,009
 
 
 
42,028,800
Insurance - 0.8%
 
 
 
Arch Capital Group Ltd. (a)
 
2,129
175,493
Arthur J. Gallagher & Co.
 
497
115,384
Brighthouse Financial, Inc. (a)
 
275
14,237
Brown & Brown, Inc.
 
3,807
295,271
Everest Re Group Ltd.
 
241
92,778
Kinsale Capital Group, Inc.
 
904
359,403
Lincoln National Corp.
 
630
17,294
Marsh & McLennan Companies, Inc.
 
16,465
3,191,576
Primerica, Inc.
 
947
221,750
Progressive Corp.
 
18,190
3,242,368
RenaissanceRe Holdings Ltd.
 
558
127,687
RLI Corp.
 
389
53,048
Ryan Specialty Group Holdings, Inc. (a)
 
4,018
174,060
Willis Towers Watson PLC
 
550
135,465
 
 
 
8,215,814
TOTAL FINANCIALS
 
 
65,538,271
HEALTH CARE - 10.8%
 
 
 
Biotechnology - 2.5%
 
 
 
AbbVie, Inc.
 
73,360
12,060,384
Alnylam Pharmaceuticals, Inc. (a)
 
4,126
713,427
Amgen, Inc.
 
15,099
4,745,012
Apellis Pharmaceuticals, Inc. (a)
 
4,125
261,071
BioMarin Pharmaceutical, Inc. (a)
 
929
81,826
Exact Sciences Corp. (a)
 
2,613
170,890
Exelixis, Inc. (a)
 
9,839
214,097
Incyte Corp. (a)
 
5,641
331,522
Ionis Pharmaceuticals, Inc. (a)
 
5,077
260,907
Karuna Therapeutics, Inc. (a)
 
1,319
413,401
Natera, Inc. (a)
 
4,396
289,872
Neurocrine Biosciences, Inc. (a)
 
4,011
560,617
Regeneron Pharmaceuticals, Inc. (a)
 
286
269,635
Repligen Corp. (a)
 
1,040
196,976
Roivant Sciences Ltd. (a)
 
14,224
142,240
Sarepta Therapeutics, Inc. (a)
 
3,711
441,572
Ultragenyx Pharmaceutical, Inc. (a)
 
3,308
145,916
Vertex Pharmaceuticals, Inc. (a)
 
9,799
4,246,691
 
 
 
25,546,056
Health Care Equipment & Supplies - 1.7%
 
 
 
Abbott Laboratories
 
4,553
515,172
Align Technology, Inc. (a)
 
3,171
847,672
DexCom, Inc. (a)
 
16,069
1,949,973
Edwards Lifesciences Corp. (a)
 
25,029
1,964,026
GE Healthcare Holding LLC
 
1,248
91,553
Globus Medical, Inc. (a)
 
1,409
74,381
IDEXX Laboratories, Inc. (a)
 
3,422
1,762,604
Inspire Medical Systems, Inc. (a)
 
1,175
247,772
Insulet Corp. (a)
 
2,876
548,942
Intuitive Surgical, Inc. (a)
 
14,521
5,492,133
Masimo Corp. (a)
 
1,757
226,548
Novocure Ltd. (a)
 
4,403
61,290
Penumbra, Inc. (a)
 
1,505
379,546
ResMed, Inc.
 
6,031
1,147,096
Shockwave Medical, Inc. (a)
 
1,498
338,923
Stryker Corp.
 
3,755
1,259,727
Tandem Diabetes Care, Inc. (a)
 
357
8,140
 
 
 
16,915,498
Health Care Providers & Services - 2.3%
 
 
 
agilon health, Inc. (a)(b)
 
10,919
64,313
Cardinal Health, Inc.
 
5,252
573,466
Cencora, Inc.
 
6,719
1,563,377
Chemed Corp.
 
428
253,714
Cigna Group
 
897
269,952
DaVita, Inc. (a)
 
2,201
238,060
Elevance Health, Inc.
 
1,311
646,900
Encompass Health Corp.
 
273
19,394
HCA Holdings, Inc.
 
1,710
521,379
Humana, Inc.
 
2,252
851,391
McKesson Corp.
 
2,150
1,074,764
Molina Healthcare, Inc. (a)
 
1,306
465,511
UnitedHealth Group, Inc.
 
32,499
16,631,038
 
 
 
23,173,259
Health Care Technology - 0.1%
 
 
 
Certara, Inc. (a)
 
1,812
29,282
Doximity, Inc. (a)
 
2,207
59,479
Veeva Systems, Inc. Class A (a)
 
6,016
1,247,779
 
 
 
1,336,540
Life Sciences Tools & Services - 1.3%
 
 
 
10X Genomics, Inc. (a)
 
3,798
158,263
Agilent Technologies, Inc.
 
9,870
1,284,087
Bio-Techne Corp.
 
6,090
428,249
Bruker Corp.
 
4,404
314,930
ICON PLC (a)
 
512
133,565
Illumina, Inc. (a)
 
1,936
276,867
IQVIA Holdings, Inc. (a)
 
7,009
1,459,484
Maravai LifeSciences Holdings, Inc. (a)
 
2,650
15,370
Medpace Holdings, Inc. (a)
 
958
279,334
Mettler-Toledo International, Inc. (a)
 
904
1,082,260
Sotera Health Co. (a)
 
2,916
42,924
Thermo Fisher Scientific, Inc.
 
9,881
5,325,661
Waters Corp. (a)
 
2,431
772,353
West Pharmaceutical Services, Inc.
 
3,075
1,147,067
 
 
 
12,720,414
Pharmaceuticals - 2.9%
 
 
 
Eli Lilly & Co.
 
35,180
22,712,560
Jazz Pharmaceuticals PLC (a)
 
1,334
163,708
Merck & Co., Inc.
 
19,429
2,346,635
Zoetis, Inc. Class A
 
19,237
3,612,901
 
 
 
28,835,804
TOTAL HEALTH CARE
 
 
108,527,571
INDUSTRIALS - 5.7%
 
 
 
Aerospace & Defense - 0.7%
 
 
 
Axon Enterprise, Inc. (a)
 
2,922
727,753
BWX Technologies, Inc.
 
649
52,881
HEICO Corp.
 
1,449
260,226
HEICO Corp. Class A
 
3,332
471,378
Lockheed Martin Corp.
 
9,208
3,954,007
Northrop Grumman Corp.
 
338
151,005
Spirit AeroSystems Holdings, Inc. Class A (a)
 
447
12,275
The Boeing Co. (a)
 
3,150
664,776
TransDigm Group, Inc.
 
372
406,477
 
 
 
6,700,778
Air Freight & Logistics - 0.2%
 
 
 
C.H. Robinson Worldwide, Inc.
 
3,690
310,292
Expeditors International of Washington, Inc.
 
848
107,128
United Parcel Service, Inc. Class B
 
8,318
1,180,324
 
 
 
1,597,744
Building Products - 0.2%
 
 
 
A.O. Smith Corp.
 
539
41,832
Advanced Drain Systems, Inc.
 
2,829
368,958
Allegion PLC
 
3,366
417,014
Armstrong World Industries, Inc.
 
534
52,978
Trane Technologies PLC
 
2,793
703,976
Trex Co., Inc. (a)
 
4,505
367,067
 
 
 
1,951,825
Commercial Services & Supplies - 0.7%
 
 
 
Cintas Corp.
 
3,205
1,937,647
Copart, Inc.
 
35,648
1,712,530
MSA Safety, Inc.
 
260
42,908
RB Global, Inc. (b)
 
5,760
368,467
Rollins, Inc.
 
10,589
458,610
Tetra Tech, Inc.
 
401
63,430
Waste Management, Inc.
 
15,199
2,821,390
 
 
 
7,404,982
Construction & Engineering - 0.0%
 
 
 
EMCOR Group, Inc.
 
682
155,571
Quanta Services, Inc.
 
1,566
303,882
Valmont Industries, Inc.
 
55
12,414
Willscot Mobile Mini Holdings (a)
 
2,046
96,776
 
 
 
568,643
Electrical Equipment - 0.2%
 
 
 
ChargePoint Holdings, Inc. Class A (a)(b)
 
12,810
24,339
Hubbell, Inc. Class B
 
1,013
339,932
Rockwell Automation, Inc.
 
4,771
1,208,399
Vertiv Holdings Co.
 
1,053
59,315
 
 
 
1,631,985
Ground Transportation - 1.0%
 
 
 
Avis Budget Group, Inc.
 
295
48,294
CSX Corp.
 
9,049
323,049
J.B. Hunt Transport Services, Inc.
 
681
136,867
Landstar System, Inc.
 
1,168
223,929
Lyft, Inc. (a)
 
14,575
182,042
Old Dominion Freight Lines, Inc.
 
3,813
1,490,959
Saia, Inc. (a)
 
123
55,421
U-Haul Holding Co. (a)(b)
 
255
16,896
U-Haul Holding Co. (non-vtg.)
 
1,489
95,102
Uber Technologies, Inc. (a)
 
81,799
5,339,021
Union Pacific Corp.
 
10,839
2,643,957
 
 
 
10,555,537
Industrial Conglomerates - 0.1%
 
 
 
Honeywell International, Inc.
 
3,565
721,057
Machinery - 1.3%
 
 
 
Allison Transmission Holdings, Inc.
 
355
21,492
Caterpillar, Inc.
 
15,908
4,777,331
Deere & Co.
 
10,300
4,053,874
Donaldson Co., Inc.
 
2,009
129,761
Graco, Inc.
 
2,840
242,252
IDEX Corp.
 
258
54,567
Illinois Tool Works, Inc.
 
10,145
2,646,831
Lincoln Electric Holdings, Inc.
 
2,165
481,106
Otis Worldwide Corp.
 
1,027
90,828
Toro Co.
 
4,313
398,866
Xylem, Inc.
 
1,127
126,720
 
 
 
13,023,628
Passenger Airlines - 0.0%
 
 
 
American Airlines Group, Inc. (a)
 
10,336
147,081
Delta Air Lines, Inc.
 
1,344
52,604
 
 
 
199,685
Professional Services - 1.0%
 
 
 
Automatic Data Processing, Inc.
 
14,753
3,625,992
Booz Allen Hamilton Holding Corp. Class A
 
5,320
748,896
Broadridge Financial Solutions, Inc.
 
4,069
830,890
Dayforce, Inc. (a)(b)
 
523
36,359
Equifax, Inc.
 
3,499
854,946
FTI Consulting, Inc. (a)
 
258
49,435
Genpact Ltd.
 
1,860
66,774
KBR, Inc.
 
2,044
106,513
Paychex, Inc.
 
13,383
1,629,113
Paycom Software, Inc.
 
2,139
406,923
Paycor HCM, Inc. (a)(b)
 
1,248
24,249
Paylocity Holding Corp. (a)
 
1,739
275,475
Verisk Analytics, Inc.
 
5,927
1,431,548
 
 
 
10,087,113
Trading Companies & Distributors - 0.3%
 
 
 
Fastenal Co.
 
17,764
1,212,038
Ferguson PLC
 
462
86,791
SiteOne Landscape Supply, Inc. (a)
 
619
95,666
United Rentals, Inc.
 
575
359,605
W.W. Grainger, Inc.
 
1,835
1,643,499
Watsco, Inc.
 
347
135,670
 
 
 
3,533,269
TOTAL INDUSTRIALS
 
 
57,976,246
INFORMATION TECHNOLOGY - 44.4%
 
 
 
Communications Equipment - 0.5%
 
 
 
Arista Networks, Inc. (a)
 
10,421
2,695,704
Motorola Solutions, Inc.
 
6,315
2,017,643
Ubiquiti, Inc. (b)
 
144
18,107
 
 
 
4,731,454
Electronic Equipment, Instruments & Components - 0.3%
 
 
 
Amphenol Corp. Class A
 
12,191
1,232,510
CDW Corp.
 
5,286
1,198,442
Jabil, Inc.
 
3,249
407,067
Keysight Technologies, Inc. (a)
 
1,879
287,976
Vontier Corp.
 
2,206
76,306
Zebra Technologies Corp. Class A (a)
 
387
92,706
 
 
 
3,295,007
IT Services - 1.7%
 
 
 
Accenture PLC Class A
 
26,268
9,558,400
Cloudflare, Inc. (a)
 
12,067
953,896
EPAM Systems, Inc. (a)
 
2,307
641,600
Gartner, Inc. (a)
 
3,188
1,458,319
Globant SA (a)
 
1,710
403,235
GoDaddy, Inc. (a)
 
3,689
393,469
MongoDB, Inc. Class A (a)
 
2,779
1,113,045
Okta, Inc. (a)
 
409
33,804
Snowflake, Inc. (a)
 
13,062
2,555,450
Twilio, Inc. Class A (a)
 
1,175
82,638
VeriSign, Inc. (a)
 
198
39,378
 
 
 
17,233,234
Semiconductors & Semiconductor Equipment - 11.2%
 
 
 
Advanced Micro Devices, Inc. (a)
 
37,912
6,357,463
Allegro MicroSystems LLC (a)(b)
 
3,245
84,175
Applied Materials, Inc.
 
29,348
4,821,876
Broadcom, Inc.
 
17,922
21,147,960
Enphase Energy, Inc. (a)
 
5,524
575,214
Entegris, Inc.
 
322
37,899
KLA Corp.
 
5,701
3,386,622
Lam Research Corp.
 
5,180
4,274,381
Lattice Semiconductor Corp. (a)
 
5,644
343,494
Microchip Technology, Inc.
 
15,918
1,355,895
Monolithic Power Systems, Inc.
 
1,908
1,149,990
NVIDIA Corp.
 
98,776
60,773,910
Qualcomm, Inc.
 
40,437
6,005,299
Teradyne, Inc. (b)
 
5,315
513,376
Texas Instruments, Inc.
 
15,392
2,464,567
Universal Display Corp.
 
890
151,095
 
 
 
113,443,216
Software - 19.4%
 
 
 
Adobe, Inc. (a)
 
19,048
11,767,473
Alteryx, Inc. Class A (a)
 
2,578
122,352
ANSYS, Inc. (a)
 
2,973
974,639
AppLovin Corp. (a)
 
2,276
93,612
Atlassian Corp. PLC (a)
 
6,440
1,608,519
Autodesk, Inc. (a)
 
8,929
2,266,269
Bentley Systems, Inc. Class B
 
7,476
376,790
Cadence Design Systems, Inc. (a)
 
11,237
3,241,425
Confluent, Inc. (a)
 
7,822
174,900
Crowdstrike Holdings, Inc. (a)
 
8,870
2,594,475
Datadog, Inc. Class A (a)
 
11,344
1,411,647
DocuSign, Inc. (a)
 
8,394
511,362
DoubleVerify Holdings, Inc. (a)
 
5,597
223,936
Dropbox, Inc. Class A (a)
 
9,439
299,028
Dynatrace, Inc. (a)
 
9,982
568,974
Elastic NV (a)
 
3,292
385,362
Fair Isaac Corp. (a)
 
1,006
1,206,023
Five9, Inc. (a)
 
2,896
219,691
Fortinet, Inc. (a)
 
27,285
1,759,610
Gen Digital, Inc.
 
3,631
85,256
GitLab, Inc. (a)
 
3,588
255,143
HashiCorp, Inc. (a)
 
2,794
61,077
HubSpot, Inc. (a)
 
1,897
1,159,067
Informatica, Inc. (a)
 
136
4,080
Intuit, Inc.
 
11,357
7,170,015
Manhattan Associates, Inc. (a)
 
2,559
620,711
Microsoft Corp.
 
309,380
123,003,294
nCino, Inc. (a)
 
256
8,059
Nutanix, Inc. Class A (a)
 
2,488
139,826
Oracle Corp.
 
26,358
2,944,189
Palantir Technologies, Inc. (a)
 
79,129
1,273,186
Palo Alto Networks, Inc. (a)
 
12,528
4,240,853
Pegasystems, Inc.
 
1,765
86,026
Procore Technologies, Inc. (a)
 
3,234
230,875
PTC, Inc. (a)
 
2,488
449,457
RingCentral, Inc. (a)
 
3,591
121,699
Salesforce, Inc. (a)
 
29,670
8,339,940
SentinelOne, Inc. (a)
 
1,311
35,135
ServiceNow, Inc. (a)
 
8,464
6,478,346
Smartsheet, Inc. (a)
 
5,299
238,296
Splunk, Inc. (a)
 
6,461
990,924
Synopsys, Inc. (a)
 
6,314
3,367,572
Teradata Corp. (a)
 
4,192
193,587
Tyler Technologies, Inc. (a)
 
1,307
552,534
UiPath, Inc. Class A (a)
 
12,105
278,173
Unity Software, Inc. (a)(b)
 
4,833
156,589
Workday, Inc. Class A (a)
 
8,342
2,428,106
Zscaler, Inc. (a)
 
3,676
866,323
 
 
 
195,584,425
Technology Hardware, Storage & Peripherals - 11.3%
 
 
 
Apple, Inc.
 
613,012
113,039,413
HP, Inc.
 
7,489
215,009
NetApp, Inc.
 
3,464
302,061
Pure Storage, Inc. Class A (a)
 
9,227
368,988
 
 
 
113,925,471
TOTAL INFORMATION TECHNOLOGY
 
 
448,212,807
MATERIALS - 0.7%
 
 
 
Chemicals - 0.5%
 
 
 
Axalta Coating Systems Ltd. (a)
 
967
31,350
Ecolab, Inc.
 
8,031
1,591,905
FMC Corp.
 
815
45,803
Ginkgo Bioworks Holdings, Inc. Class A (a)(b)
 
5,792
7,008
Linde PLC
 
1,896
767,558
PPG Industries, Inc.
 
2,436
343,573
RPM International, Inc.
 
1,045
111,460
Sherwin-Williams Co.
 
8,233
2,505,961
The Scotts Miracle-Gro Co. Class A
 
1,736
97,667
 
 
 
5,502,285
Construction Materials - 0.1%
 
 
 
Eagle Materials, Inc.
 
924
209,083
Vulcan Materials Co.
 
1,201
271,438
 
 
 
480,521
Containers & Packaging - 0.1%
 
 
 
Ardagh Metal Packaging SA
 
5,484
20,236
Avery Dennison Corp.
 
1,101
219,594
Graphic Packaging Holding Co.
 
6,567
167,524
Sealed Air Corp.
 
3,429
118,472
 
 
 
525,826
Metals & Mining - 0.0%
 
 
 
Southern Copper Corp.
 
3,513
288,417
TOTAL MATERIALS
 
 
6,797,049
REAL ESTATE - 0.9%
 
 
 
Equity Real Estate Investment Trusts (REITs) - 0.8%
 
 
 
American Tower Corp.
 
19,346
3,785,045
Crown Castle, Inc.
 
1,894
205,026
Equinix, Inc.
 
1,948
1,616,392
Equity Lifestyle Properties, Inc.
 
2,443
165,367
Iron Mountain, Inc.
 
5,927
400,191
Lamar Advertising Co. Class A
 
2,770
289,964
Public Storage
 
3,781
1,070,741
SBA Communications Corp. Class A
 
456
102,080
Simon Property Group, Inc.
 
2,929
405,989
Sun Communities, Inc.
 
1,127
141,269
UDR, Inc.
 
748
26,943
 
 
 
8,209,007
Real Estate Management & Development - 0.1%
 
 
 
CoStar Group, Inc. (a)
 
7,213
602,141
TOTAL REAL ESTATE
 
 
8,811,148
UTILITIES - 0.0%
 
 
 
Independent Power and Renewable Electricity Producers - 0.0%
 
 
 
The AES Corp.
 
16,788
280,024
Vistra Corp.
 
4,489
184,184
 
 
 
464,208
 
TOTAL COMMON STOCKS
 (Cost $616,428,462)
 
 
 
1,009,669,502
 
 
 
 
U.S. Treasury Obligations - 0.0%
 
 
Principal
Amount (c)
 
Value ($)
 
U.S. Treasury Bills, yield at date of purchase 5.42% 2/22/24 (d)
 
 (Cost $398,764)
 
 
400,000
398,772
 
 
 
 
Money Market Funds - 0.4%
 
 
Shares
Value ($)
 
Fidelity Securities Lending Cash Central Fund 5.39% (e)(f)
 
 (Cost $3,473,207)
 
 
3,472,860
3,473,207
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.4%
 (Cost $620,300,433)
 
 
 
1,013,541,481
NET OTHER ASSETS (LIABILITIES) - (0.4)%  
(4,133,632)
NET ASSETS - 100.0%
1,009,407,849
 
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Value ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
Purchased
 
 
 
 
 
 
 
 
 
 
 
Equity Index Contracts
 
 
 
 
 
CME E-mini NASDAQ 100 Index Contracts (United States)
4
Mar 2024
1,379,380
64,844
64,844
CME Micro E-mini S&P 500 Index Contracts (United States)
2
Mar 2024
487,050
18,238
18,238
 
 
 
 
 
 
TOTAL FUTURES CONTRACTS
 
 
 
 
83,082
The notional amount of futures purchased as a percentage of Net Assets is 0.1%
 
Legend
 
(a)
Non-income producing
 
(b)
Security or a portion of the security is on loan at period end.
 
(c)
Amount is stated in United States dollars unless otherwise noted.
 
(d)
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 $200,383.
 
(e)
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.
 
(f)
Investment made with cash collateral received from securities on loan.
 
 
 
 
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,
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 5.39%
3,178,341
131,421,255
134,599,596
126,210
-
-
-
0.0%
Fidelity Securities Lending Cash Central Fund 5.39%
6,762,987
40,984,663
44,274,443
13,429
-
-
3,473,207
0.0%
Total
9,941,328
172,405,918
178,874,039
139,639
-
-
3,473,207
 
 
 
 
 
 
 
 
 
 
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
 
Amounts in the dividend income column 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:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported 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 or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
 
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.
 
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.
 
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.
 
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.
 
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