UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-3221
Fidelity Charles Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Marc Bryant, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-563-7000
Date of fiscal year end: |
October 31 |
|
|
Date of reporting period: |
July 31, 2015 |
Item 1. Schedule of Investments
Quarterly Holdings Report
for
Fidelity ® Global Balanced Fund
July 31, 2015
1.804837.111
GBL-QTLY-0915
Showing Percentage of Net Assets
Common Stocks - 55.4% |
|||
Shares |
Value |
||
Australia - 1.7% |
|||
AMP Ltd. |
113,840 |
$ 550,027 |
|
Ardent Leisure Group unit |
153,820 |
272,092 |
|
Asciano Ltd. |
57,916 |
344,173 |
|
Australia & New Zealand Banking Group Ltd. |
22,127 |
528,558 |
|
BHP Billiton Ltd. |
29,719 |
573,797 |
|
BlueScope Steel Ltd. |
32,291 |
85,679 |
|
Cabcharge Australia Ltd. |
69,640 |
170,017 |
|
Carsales.com Ltd. |
13,726 |
108,858 |
|
Cimic Group Ltd. |
15,081 |
262,358 |
|
Coca-Cola Amatil Ltd. |
34,236 |
232,230 |
|
Commonwealth Bank of Australia |
21,864 |
1,399,339 |
|
Computershare Ltd. |
47,064 |
425,202 |
|
CSL Ltd. |
7,334 |
530,504 |
|
John Fairfax Holdings Ltd. |
375,837 |
233,510 |
|
Lend Lease Group unit |
40,547 |
462,054 |
|
Macquarie Group Ltd. |
9,983 |
599,455 |
|
Mount Gibson Iron Ltd. |
384,467 |
53,395 |
|
Myer Holdings Ltd. |
231,411 |
213,129 |
|
Pact Group Holdings Ltd. |
69,516 |
229,674 |
|
Paladin Energy Ltd. (Australia) (a) |
307,883 |
46,135 |
|
QBE Insurance Group Ltd. |
54,214 |
578,565 |
|
Sims Metal Management Ltd. |
54,007 |
373,447 |
|
Slater & Gordon Ltd. |
49,784 |
124,452 |
|
Suncorp Group Ltd. |
42,004 |
438,129 |
|
Sunland Group Ltd. |
129,187 |
156,280 |
|
Sydney Airport unit |
145,867 |
598,147 |
|
Transpacific Industries Group Ltd. |
221,314 |
114,856 |
|
TOTAL AUSTRALIA |
9,704,062 |
||
Austria - 0.2% |
|||
Andritz AG |
17,200 |
961,118 |
|
Bailiwick of Jersey - 0.6% |
|||
Randgold Resources Ltd. |
302 |
18,218 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
Bailiwick of Jersey - continued |
|||
Shire PLC |
27,900 |
$ 2,480,203 |
|
Wolseley PLC |
16,426 |
1,091,735 |
|
TOTAL BAILIWICK OF JERSEY |
3,590,156 |
||
Belgium - 0.2% |
|||
KBC Groep NV |
18,894 |
1,316,816 |
|
Bermuda - 0.2% |
|||
China Everbright Water Ltd. (a) |
220,900 |
128,819 |
|
DVN Holdings Ltd. (a) |
597,000 |
153,249 |
|
Vostok Emerging Finance Ltd. (depository receipt) (a) |
47,500 |
12,939 |
|
Vostok New Ventures Ltd. SDR (a) |
165,361 |
1,150,104 |
|
TOTAL BERMUDA |
1,445,111 |
||
Canada - 0.5% |
|||
AG Growth International, Inc. |
160 |
5,535 |
|
Agnico Eagle Mines Ltd. (Canada) |
850 |
18,809 |
|
Agrium, Inc. |
450 |
46,037 |
|
AGT Food & Ingredients, Inc. |
200 |
4,672 |
|
Alimentation Couche-Tard, Inc. Class B (sub. vtg.) |
1,650 |
73,640 |
|
Allied Properties (REIT) |
820 |
22,835 |
|
ARC Resources Ltd. |
2,170 |
32,471 |
|
AutoCanada, Inc. |
310 |
7,957 |
|
Avigilon Corp. (a) |
1,050 |
12,789 |
|
Bank of Nova Scotia |
910 |
44,663 |
|
Canadian National Railway Co. |
2,860 |
178,421 |
|
Canadian Natural Resources Ltd. |
730 |
17,817 |
|
CCL Industries, Inc. Class B |
320 |
44,768 |
|
CGI Group, Inc. Class A (sub. vtg.) (a) |
1,360 |
50,808 |
|
Constellation Software, Inc. |
110 |
48,910 |
|
Eldorado Gold Corp. |
4,320 |
14,864 |
|
Enbridge, Inc. |
2,870 |
125,105 |
|
Entertainment One Ltd. |
1,900 |
9,901 |
|
Fairfax Financial Holdings Ltd. (sub. vtg.) |
80 |
38,582 |
|
George Weston Ltd. |
650 |
54,590 |
|
Gildan Activewear, Inc. |
1,200 |
38,702 |
|
H&R REIT/H&R Finance Trust |
1,290 |
22,025 |
|
Imperial Oil Ltd. |
2,260 |
83,619 |
|
Intact Financial Corp. |
920 |
63,451 |
|
Jean Coutu Group, Inc. Class A (sub. vtg.) |
1,880 |
29,626 |
|
Keyera Corp. |
1,256 |
41,276 |
|
Labrador Iron Ore Royalty Corp. |
600 |
6,207 |
|
Lundin Mining Corp. (a) |
4,540 |
16,385 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
Canada - continued |
|||
Magna International, Inc. Class A (sub. vtg.) |
400 |
$ 21,733 |
|
Manulife Financial Corp. |
530 |
9,390 |
|
Metro, Inc. Class A (sub. vtg.) |
1,100 |
29,934 |
|
National Bank of Canada |
1,470 |
51,411 |
|
North West Co., Inc. |
1,080 |
22,717 |
|
Novadaq Technologies, Inc. (a) |
280 |
3,212 |
|
Open Text Corp. |
660 |
29,956 |
|
Painted Pony Petroleum Ltd. (a) |
1,760 |
9,474 |
|
Paramount Resources Ltd. Class A (a) |
400 |
6,025 |
|
Parkland Fuel Corp. |
860 |
15,663 |
|
Pason Systems, Inc. |
1,130 |
17,116 |
|
Peyto Exploration & Development Corp. |
1,050 |
22,721 |
|
Potash Corp. of Saskatchewan, Inc. |
610 |
16,595 |
|
Power Corp. of Canada (sub. vtg.) |
2,670 |
62,777 |
|
PrairieSky Royalty Ltd. |
920 |
18,887 |
|
Quebecor, Inc. Class B (sub. vtg.) |
700 |
16,555 |
|
Raging River Exploration, Inc. (a) |
1,760 |
10,645 |
|
Rogers Communications, Inc. Class B (non-vtg.) |
2,830 |
99,234 |
|
RONA, Inc. |
1,940 |
22,740 |
|
Royal Bank of Canada |
4,340 |
253,063 |
|
Silver Wheaton Corp. |
1,770 |
23,170 |
|
Spartan Energy Corp. (a) |
6,160 |
12,199 |
|
Stantec, Inc. |
750 |
20,857 |
|
Stella-Jones, Inc. |
430 |
14,595 |
|
Sun Life Financial, Inc. |
3,550 |
115,877 |
|
Suncor Energy, Inc. |
5,622 |
158,363 |
|
Tahoe Resources, Inc. |
1,240 |
10,088 |
|
TELUS Corp. |
3,170 |
108,224 |
|
The Toronto-Dominion Bank |
5,760 |
232,408 |
|
Torex Gold Resources, Inc. (a) |
10,180 |
8,718 |
|
TransForce, Inc. |
1,130 |
21,592 |
|
Valeant Pharmaceuticals International, Inc. (Canada) (a) |
760 |
194,857 |
|
West Fraser Timber Co. Ltd. |
580 |
25,522 |
|
WestJet Airlines Ltd. |
1,060 |
18,698 |
|
Whitecap Resources, Inc. |
2,320 |
20,223 |
|
Winpak Ltd. |
390 |
13,243 |
|
ZCL Composites, Inc. |
2,590 |
12,932 |
|
TOTAL CANADA |
2,905,879 |
||
Cayman Islands - 0.2% |
|||
Baidu.com, Inc. sponsored ADR (a) |
1,500 |
258,990 |
|
CK Hutchison Holdings Ltd. |
25,500 |
378,604 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
Cayman Islands - continued |
|||
Tencent Holdings Ltd. |
17,500 |
$ 326,036 |
|
Uni-President China Holdings Ltd. |
329,000 |
303,439 |
|
TOTAL CAYMAN ISLANDS |
1,267,069 |
||
China - 0.1% |
|||
Ping An Insurance (Group) Co. of China Ltd. (H Shares) |
69,000 |
396,966 |
|
Denmark - 1.0% |
|||
Carlsberg A/S Series B |
14,000 |
1,219,747 |
|
DSV de Sammensluttede Vognmaend A/S |
35,900 |
1,226,809 |
|
Novo Nordisk A/S Series B |
14,000 |
826,231 |
|
Novozymes A/S Series B |
22,500 |
1,174,529 |
|
William Demant Holding A/S (a) |
20,500 |
1,561,293 |
|
TOTAL DENMARK |
6,008,609 |
||
Finland - 1.0% |
|||
Amer Group PLC (A Shares) |
34,658 |
1,009,054 |
|
Cargotec Corp. (B Shares) |
57,200 |
1,985,109 |
|
Huhtamaki Oyj |
28,900 |
1,025,818 |
|
Kesko Oyj |
18,800 |
730,701 |
|
Valmet Corp. |
69,800 |
824,838 |
|
TOTAL FINLAND |
5,575,520 |
||
France - 2.2% |
|||
Bollore Group |
209,340 |
1,158,735 |
|
Christian Dior SA |
7,505 |
1,555,747 |
|
Havas SA |
135,700 |
1,166,925 |
|
Ipsen SA |
11,177 |
718,341 |
|
Publicis Groupe SA |
14,424 |
1,092,089 |
|
Rexel SA |
73,164 |
1,153,458 |
|
Sanofi SA |
33,585 |
3,620,163 |
|
Wendel SA |
8,400 |
1,118,568 |
|
Zodiac Aerospace |
40,600 |
1,210,590 |
|
TOTAL FRANCE |
12,794,616 |
||
Germany - 1.8% |
|||
adidas AG |
13,100 |
1,071,405 |
|
Bayer AG |
13,300 |
1,961,683 |
|
Brenntag AG |
21,300 |
1,184,374 |
|
CompuGroup Medical AG |
20,100 |
634,762 |
|
Continental AG |
5,200 |
1,162,454 |
|
Deutsche Annington Immobilien SE |
38,329 |
1,195,493 |
|
Fresenius SE & Co. KGaA |
22,500 |
1,552,569 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
Germany - continued |
|||
GEA Group AG |
21,021 |
$ 889,977 |
|
LEG Immobilien AG |
15,900 |
1,156,171 |
|
TOTAL GERMANY |
10,808,888 |
||
Hong Kong - 0.6% |
|||
AIA Group Ltd. |
287,000 |
1,869,574 |
|
Hang Seng Bank Ltd. |
400 |
8,199 |
|
Lenovo Group Ltd. |
178,000 |
193,101 |
|
New World Development Co. Ltd. |
298,000 |
360,185 |
|
Power Assets Holdings Ltd. |
30,500 |
287,402 |
|
SJM Holdings Ltd. |
340,000 |
394,722 |
|
Techtronic Industries Co. Ltd. |
125,500 |
442,762 |
|
TOTAL HONG KONG |
3,555,945 |
||
Ireland - 1.5% |
|||
Alkermes PLC (a) |
45,400 |
3,178,908 |
|
Allergan PLC (a) |
7,660 |
2,536,609 |
|
Applegreen PLC (a) |
500 |
2,575 |
|
Cairn Homes PLC (a) |
2,700 |
3,217 |
|
DCC PLC (United Kingdom) |
13,000 |
1,027,253 |
|
James Hardie Industries PLC CDI |
36,966 |
513,115 |
|
Prothena Corp. PLC (a) |
3,000 |
197,910 |
|
Ryanair Holdings PLC sponsored ADR |
8,800 |
652,168 |
|
United Drug PLC (United Kingdom) |
105,417 |
825,592 |
|
TOTAL IRELAND |
8,937,347 |
||
Isle of Man - 0.7% |
|||
Optimal Payments PLC (a) |
518,933 |
2,139,434 |
|
Playtech Ltd. |
117,192 |
1,659,012 |
|
TOTAL ISLE OF MAN |
3,798,446 |
||
Israel - 0.3% |
|||
Sarine Technologies Ltd. |
292,700 |
422,456 |
|
Teva Pharmaceutical Industries Ltd. sponsored ADR |
16,800 |
1,159,536 |
|
TOTAL ISRAEL |
1,581,992 |
||
Italy - 0.3% |
|||
Amplifon SpA |
108,420 |
907,926 |
|
Mediolanum SpA |
117,600 |
940,888 |
|
TOTAL ITALY |
1,848,814 |
||
Japan - 5.5% |
|||
AEON Financial Service Co. Ltd. |
28,900 |
753,193 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
Japan - continued |
|||
Asahi Group Holdings |
34,100 |
$ 1,143,775 |
|
Asahi Kasei Corp. |
97,000 |
737,430 |
|
Bridgestone Corp. |
23,200 |
875,698 |
|
Casio Computer Co. Ltd. |
15,900 |
317,269 |
|
Dai-ichi Mutual Life Insurance Co. |
30,900 |
628,796 |
|
Daikin Industries Ltd. |
14,300 |
925,372 |
|
Fuji Heavy Industries Ltd. |
24,300 |
898,983 |
|
Hitachi Metals Ltd. |
83,100 |
1,237,096 |
|
Hoya Corp. |
38,400 |
1,626,039 |
|
Kubota Corp. |
57,000 |
976,637 |
|
LIXIL Group Corp. |
45,300 |
909,765 |
|
Mitsubishi Heavy Industries Ltd. |
75,000 |
397,103 |
|
NEC Corp. |
400,000 |
1,278,089 |
|
Nihon Kohden Corp. |
34,600 |
768,579 |
|
Nihon Parkerizing Co. Ltd. |
17,700 |
164,239 |
|
Nintendo Co. Ltd. |
6,600 |
1,161,464 |
|
Nippon Ceramic Co. Ltd. |
4,800 |
64,369 |
|
Nippon Shinyaku Co. Ltd. |
27,000 |
901,924 |
|
NTT DOCOMO, Inc. |
40,700 |
859,394 |
|
ORIX Corp. |
108,700 |
1,625,216 |
|
Panasonic Corp. |
96,800 |
1,131,045 |
|
Rakuten, Inc. |
39,700 |
639,217 |
|
ROHM Co. Ltd. |
15,100 |
874,797 |
|
Shimamura Co. Ltd. |
5,600 |
578,368 |
|
SoftBank Corp. |
23,100 |
1,276,833 |
|
Stanley Electric Co. Ltd. |
44,500 |
951,507 |
|
Sumitomo Mitsui Financial Group, Inc. |
37,000 |
1,668,479 |
|
Sumitomo Mitsui Trust Holdings, Inc. |
202,000 |
938,214 |
|
T&D Holdings, Inc. |
27,000 |
411,639 |
|
Temp Holdings Co., Ltd. |
14,600 |
604,333 |
|
Tokyo Electron Ltd. |
9,400 |
518,936 |
|
Toray Industries, Inc. |
106,000 |
844,510 |
|
Tosoh Corp. |
94,000 |
490,725 |
|
Toyota Motor Corp. |
19,600 |
1,305,160 |
|
Tsuruha Holdings, Inc. |
5,800 |
509,638 |
|
Yahoo! Japan Corp. |
157,500 |
690,059 |
|
Yamaha Motor Co. Ltd. |
40,300 |
916,330 |
|
TOTAL JAPAN |
32,600,220 |
||
Korea (South) - 0.0% |
|||
AMOREPACIFIC Corp. |
400 |
140,990 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
Luxembourg - 0.0% |
|||
Samsonite International SA |
79,200 |
$ 258,473 |
|
Netherlands - 0.6% |
|||
ING Groep NV (Certificaten Van Aandelen) |
102,900 |
1,750,035 |
|
NXP Semiconductors NV (a) |
4,200 |
407,358 |
|
RELX NV |
73,259 |
1,220,528 |
|
TOTAL NETHERLANDS |
3,377,921 |
||
Singapore - 0.1% |
|||
Avago Technologies Ltd. |
2,400 |
300,336 |
|
Jardine Cycle & Carriage Ltd. |
1,500 |
32,310 |
|
Rex International Holdings Ltd. (a) |
1,056,500 |
93,185 |
|
Singapore Exchange Ltd. |
32,200 |
187,071 |
|
TOTAL SINGAPORE |
612,902 |
||
Spain - 0.4% |
|||
Amadeus IT Holding SA Class A |
30,800 |
1,343,234 |
|
Red Electrica Corporacion SA |
13,000 |
1,038,955 |
|
TOTAL SPAIN |
2,382,189 |
||
Sweden - 2.0% |
|||
Elekta AB (B Shares) |
181,998 |
1,208,854 |
|
Getinge AB (B Shares) |
103,300 |
2,534,977 |
|
Hemfosa Fastigheter AB |
81,300 |
878,804 |
|
Indutrade AB |
22,800 |
1,115,322 |
|
Kungsleden AB |
123,895 |
829,390 |
|
Lundbergfoeretagen AB |
5,100 |
232,572 |
|
Pandox AB (a) |
73,300 |
1,006,874 |
|
Sandvik AB |
112,000 |
1,132,107 |
|
SKF AB (B Shares) |
43,800 |
857,037 |
|
Svenska Cellulosa AB (SCA) (B Shares) |
49,600 |
1,412,091 |
|
Svenska Handelsbanken AB (A Shares) |
50,400 |
771,183 |
|
TOTAL SWEDEN |
11,979,211 |
||
Switzerland - 0.3% |
|||
ACE Ltd. |
5,000 |
543,850 |
|
Julius Baer Group Ltd. |
21,040 |
1,163,808 |
|
TOTAL SWITZERLAND |
1,707,658 |
||
United Kingdom - 4.9% |
|||
Aberdeen Asset Management PLC |
150,043 |
852,905 |
|
Ashmore Group PLC |
1,700 |
7,070 |
|
Babcock International Group PLC |
104,030 |
1,610,776 |
|
Big Yellow Group PLC |
91,000 |
1,001,166 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
United Kingdom - continued |
|||
British American Tobacco PLC (United Kingdom) |
300 |
$ 17,813 |
|
Bunzl PLC |
42,385 |
1,213,934 |
|
Compass Group PLC |
78,735 |
1,260,304 |
|
Dechra Pharmaceuticals PLC |
48,300 |
742,586 |
|
Diploma PLC |
80,400 |
933,514 |
|
Essentra PLC |
63,528 |
905,278 |
|
Imperial Tobacco Group PLC |
16,000 |
840,792 |
|
International Personal Finance PLC |
225,200 |
1,403,217 |
|
ITV PLC |
223,500 |
979,724 |
|
Land Securities Group PLC |
277 |
5,615 |
|
Lloyds Banking Group PLC |
1,944,900 |
2,532,666 |
|
London Stock Exchange Group PLC |
25,245 |
1,029,357 |
|
Micro Focus International PLC |
45,000 |
982,434 |
|
Prudential PLC |
75,717 |
1,781,274 |
|
Rolls-Royce Group PLC |
94,115 |
1,166,979 |
|
Schroders PLC |
22,236 |
1,098,347 |
|
Senior Engineering Group PLC |
209,300 |
951,470 |
|
Shawbrook Group Ltd. |
126,000 |
657,205 |
|
St. James's Place Capital PLC |
36,020 |
550,694 |
|
Standard Chartered PLC: |
|
|
|
(Hong Kong) |
24,400 |
371,399 |
|
(United Kingdom) |
151,465 |
2,318,519 |
|
Unite Group PLC |
103,600 |
1,020,876 |
|
William Hill PLC |
390,449 |
2,468,856 |
|
TOTAL UNITED KINGDOM |
28,704,770 |
||
United States of America - 28.5% |
|||
AbbVie, Inc. |
100 |
7,001 |
|
Adobe Systems, Inc. (a) |
111,200 |
9,117,288 |
|
Agios Pharmaceuticals, Inc. (a) |
3,500 |
385,630 |
|
Alaska Air Group, Inc. |
58,200 |
4,408,650 |
|
Allegiant Travel Co. |
2,000 |
425,460 |
|
Alnylam Pharmaceuticals, Inc. (a) |
1,726 |
219,944 |
|
AMAG Pharmaceuticals, Inc. (a) |
2,000 |
127,800 |
|
Amazon.com, Inc. (a) |
9,100 |
4,878,965 |
|
American Tower Corp. |
2,000 |
190,220 |
|
Ameriprise Financial, Inc. |
1,800 |
226,206 |
|
Amgen, Inc. |
8,000 |
1,412,720 |
|
Amicus Therapeutics, Inc. (a) |
7,000 |
120,330 |
|
Amphastar Pharmaceuticals, Inc. (a) |
22,000 |
357,720 |
|
Amphenol Corp. Class A |
17,700 |
998,457 |
|
Anacor Pharmaceuticals, Inc. (a) |
1,400 |
208,866 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
United States of America - continued |
|||
Apple, Inc. |
10,300 |
$ 1,249,390 |
|
AutoZone, Inc. (a) |
3,900 |
2,733,666 |
|
Avalanche Biotechnologies, Inc. (a) |
1,500 |
22,080 |
|
Bank of America Corp. |
28,000 |
500,640 |
|
Biogen, Inc. (a) |
2,155 |
686,971 |
|
BioMarin Pharmaceutical, Inc. (a) |
7,000 |
1,023,890 |
|
Black Stone Minerals LP |
770 |
10,880 |
|
BlackRock, Inc. Class A |
1,300 |
437,216 |
|
bluebird bio, Inc. (a) |
5,100 |
845,733 |
|
Boston Scientific Corp. (a) |
21,000 |
364,140 |
|
Bristol-Myers Squibb Co. |
28,900 |
1,896,996 |
|
Cabot Oil & Gas Corp. |
14,000 |
366,240 |
|
Celgene Corp. (a) |
23,100 |
3,031,875 |
|
Celldex Therapeutics, Inc. (a) |
2,300 |
54,165 |
|
Charles Schwab Corp. |
24,000 |
837,120 |
|
Chiasma, Inc. |
5,300 |
124,921 |
|
Chimerix, Inc. (a) |
4,100 |
220,334 |
|
Cidara Therapeutics, Inc. (e) |
5,564 |
77,785 |
|
Citigroup, Inc. |
61,000 |
3,566,060 |
|
Cognizant Technology Solutions Corp. Class A (a) |
21,000 |
1,325,100 |
|
Constellation Brands, Inc. Class A (sub. vtg.) |
13,000 |
1,560,260 |
|
CVS Health Corp. |
67,500 |
7,591,725 |
|
Deere & Co. |
5,500 |
520,135 |
|
DepoMed, Inc. (a) |
9,000 |
283,500 |
|
Diplomat Pharmacy, Inc. |
2,000 |
92,360 |
|
Dyax Corp. (a) |
4,000 |
98,440 |
|
Dynegy, Inc. (a) |
72,900 |
1,899,045 |
|
E*TRADE Financial Corp. (a) |
21,000 |
596,820 |
|
Edgewell Personal Care Co. (a) |
50 |
4,786 |
|
Electronic Arts, Inc. (a) |
17,000 |
1,216,350 |
|
Eli Lilly & Co. |
6,000 |
507,060 |
|
Endurance International Group Holdings, Inc. (a) |
5,000 |
101,050 |
|
EQT Corp. |
10,000 |
768,500 |
|
Estee Lauder Companies, Inc. Class A |
28,600 |
2,548,546 |
|
Express Scripts Holding Co. (a) |
5,300 |
477,371 |
|
Facebook, Inc. Class A (a) |
63,800 |
5,997,838 |
|
Freeport-McMoRan, Inc. |
590 |
6,933 |
|
Gilead Sciences, Inc. |
57,000 |
6,718,020 |
|
Goldman Sachs Group, Inc. |
2,300 |
471,661 |
|
Google, Inc. Class A (a) |
9,200 |
6,049,000 |
|
Hanesbrands, Inc. |
9,000 |
279,270 |
|
HD Supply Holdings, Inc. (a) |
20,000 |
716,000 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
United States of America - continued |
|||
Home Depot, Inc. |
13,700 |
$ 1,603,311 |
|
inContact, Inc. (a) |
95,000 |
881,600 |
|
Intercept Pharmaceuticals, Inc. (a) |
10,900 |
2,875,529 |
|
Intrexon Corp. (a)(e) |
4,500 |
293,625 |
|
Intuit, Inc. |
33,200 |
3,511,564 |
|
Isis Pharmaceuticals, Inc. (a) |
7,500 |
411,975 |
|
JPMorgan Chase & Co. |
52,500 |
3,597,825 |
|
lululemon athletica, Inc. (a) |
12,000 |
754,320 |
|
Marathon Petroleum Corp. |
75,000 |
4,100,250 |
|
MasterCard, Inc. Class A |
48,800 |
4,753,120 |
|
McGraw Hill Financial, Inc. |
98,000 |
9,971,500 |
|
Mead Johnson Nutrition Co. Class A |
160 |
14,142 |
|
Medivation, Inc. (a) |
7,000 |
737,310 |
|
Monsanto Co. |
100 |
10,189 |
|
Moody's Corp. |
24,000 |
2,650,320 |
|
Netflix, Inc. (a) |
4,600 |
525,826 |
|
Neurocrine Biosciences, Inc. (a) |
15,000 |
751,800 |
|
NIKE, Inc. Class B |
12,600 |
1,451,772 |
|
Novavax, Inc. (a) |
77,000 |
928,620 |
|
O'Reilly Automotive, Inc. (a) |
5,300 |
1,273,643 |
|
Palo Alto Networks, Inc. (a) |
1,000 |
185,830 |
|
Papa John's International, Inc. |
5,000 |
377,800 |
|
PayPal Holdings, Inc. (a) |
53,000 |
2,051,100 |
|
Pinnacle Foods, Inc. |
19,000 |
854,050 |
|
Post Holdings, Inc. (a) |
20,000 |
1,074,800 |
|
Prestige Brands Holdings, Inc. (a) |
80,500 |
3,833,410 |
|
ProNai Therapeutics, Inc. |
1,400 |
38,360 |
|
Rapid7, Inc. |
7,900 |
181,542 |
|
Red Hat, Inc. (a) |
4,300 |
340,044 |
|
Reynolds American, Inc. |
3,000 |
257,370 |
|
Royal Gold, Inc. |
260 |
13,109 |
|
Sage Therapeutics, Inc. |
1,300 |
88,868 |
|
Salesforce.com, Inc. (a) |
4,300 |
315,190 |
|
ServiceMaster Global Holdings, Inc. (a) |
10,000 |
387,300 |
|
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) |
1,400 |
210,630 |
|
Snap-On, Inc. |
3,500 |
576,800 |
|
Spirit Airlines, Inc. (a) |
31,300 |
1,872,366 |
|
SVB Financial Group (a) |
26,000 |
3,720,600 |
|
TESARO, Inc. (a) |
2,000 |
116,000 |
|
Tetraphase Pharmaceuticals, Inc. (a) |
3,000 |
142,650 |
|
The Blackstone Group LP |
10,000 |
392,500 |
|
The Cooper Companies, Inc. |
9,500 |
1,681,500 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
United States of America - continued |
|||
The Hain Celestial Group, Inc. (a) |
14,000 |
$ 951,720 |
|
The Walt Disney Co. |
25,400 |
3,048,000 |
|
Total System Services, Inc. |
9,000 |
415,980 |
|
Ulta Salon, Cosmetics & Fragrance, Inc. (a) |
7,500 |
1,245,225 |
|
Ultragenyx Pharmaceutical, Inc. (a) |
4,900 |
592,557 |
|
UnitedHealth Group, Inc. |
27,900 |
3,387,060 |
|
Visa, Inc. Class A |
52,000 |
3,917,680 |
|
WageWorks, Inc. (a) |
7,600 |
379,620 |
|
Wells Fargo & Co. |
54,000 |
3,124,980 |
|
WestRock Co. |
6,000 |
378,360 |
|
Whirlpool Corp. |
6,100 |
1,084,153 |
|
Workday, Inc. Class A (a) |
1,000 |
84,330 |
|
Zebra Technologies Corp. Class A (a) |
77,000 |
8,287,510 |
|
Zendesk, Inc. (a) |
5,000 |
103,150 |
|
TOTAL UNITED STATES OF AMERICA |
167,775,514 |
||
TOTAL COMMON STOCKS (Cost $278,441,799) |
|
||
Preferred Stocks - 0.8% |
|||
|
|
|
|
Convertible Preferred Stocks - 0.6% |
|||
United States of America - 0.6% |
|||
Allergan PLC 5.50% |
1,700 |
1,890,621 |
|
American Tower Corp. 5.50% |
12,900 |
1,308,963 |
|
Dynegy, Inc. 5.375% |
2,500 |
235,025 |
|
TOTAL UNITED STATES OF AMERICA |
3,434,609 |
||
Nonconvertible Preferred Stocks - 0.2% |
|||
Germany - 0.2% |
|||
Volkswagen AG |
6,100 |
1,221,957 |
|
TOTAL PREFERRED STOCKS (Cost $4,246,092) |
|
||
Investment Companies - 4.7% |
|||
Shares |
Value |
||
United States of America - 3.5% |
|||
Guggenheim S&P 500 Equal Weight ETF |
109,000 |
$ 8,782,130 |
|
iShares MSCI Japan ETF (e) |
540,000 |
6,982,200 |
|
iShares MSCI Switzerland Index ETF |
339,000 |
11,559,899 |
|
TOTAL INVESTMENT COMPANIES (Cost $27,947,846) |
|
Nonconvertible Bonds - 7.7% |
||||
|
Principal Amount (d) |
|
||
Australia - 0.1% |
||||
Aurizon Network Pty Ltd. 2% 9/18/24 (Reg. S) |
EUR |
450,000 |
485,119 |
|
Rio Tinto Finance (U.S.A.) Ltd. 9% 5/1/19 |
|
250,000 |
308,583 |
|
TOTAL AUSTRALIA |
793,702 |
|||
Bailiwick of Jersey - 0.3% |
||||
AA Bond Co. Ltd.: |
|
|
|
|
3.781% 7/31/43 (Reg S.) |
GBP |
500,000 |
803,734 |
|
4.7201% 7/31/18 (Reg. S) |
GBP |
600,000 |
991,416 |
|
TOTAL BAILIWICK OF JERSEY |
1,795,150 |
|||
British Virgin Islands - 0.1% |
||||
CNOOC Finance 2011 Ltd. 4.25% 1/26/21 |
|
400,000 |
418,853 |
|
Canada - 0.0% |
||||
The Toronto Dominion Bank 2.375% 10/19/16 |
|
250,000 |
254,407 |
|
Cayman Islands - 0.1% |
||||
Bishopgate Asset Finance Ltd. 4.808% 8/14/44 |
GBP |
177,771 |
283,173 |
|
Yorkshire Water Services Finance Ltd. 6.375% 8/19/39 |
GBP |
100,000 |
217,046 |
|
TOTAL CAYMAN ISLANDS |
500,219 |
|||
France - 0.5% |
||||
Arkema SA 3.85% 4/30/20 |
EUR |
300,000 |
373,964 |
|
Banque Federative du Credit Mutuel SA 2.5% 10/29/18 (f) |
|
350,000 |
356,048 |
|
Bureau Veritas SA 3.125% 1/21/21 (Reg. S) |
EUR |
500,000 |
591,450 |
|
EDF SA 4.625% 9/11/24 |
EUR |
150,000 |
208,342 |
|
HSBC SFH France SA 2% 10/16/23 |
EUR |
800,000 |
967,353 |
|
Iliad SA 4.875% 6/1/16 |
EUR |
500,000 |
566,958 |
|
TOTAL FRANCE |
3,064,115 |
|||
Germany - 0.4% |
||||
Deutsche Bank AG 1.25% 9/8/21 |
EUR |
1,400,000 |
1,536,080 |
|
Nonconvertible Bonds - continued |
||||
|
Principal Amount (d) |
Value |
||
Germany - continued |
||||
ProSiebenSat.1 Media AG 2.625% 4/15/21 (Reg S.) |
EUR |
550,000 |
$ 631,153 |
|
Vier Gas Transport GmbH 2.875% 6/12/25 (Reg. S) |
EUR |
200,000 |
244,593 |
|
TOTAL GERMANY |
2,411,826 |
|||
Hong Kong - 0.1% |
||||
Wharf Finance Ltd. 4.625% 2/8/17 |
|
400,000 |
416,452 |
|
Ireland - 0.3% |
||||
Aquarius & Investments PLC 4.25% 10/2/43 (h) |
EUR |
150,000 |
184,167 |
|
Medtronic, Inc.: |
|
|
|
|
3.5% 3/15/25 (f) |
|
700,000 |
699,619 |
|
4.375% 3/15/35 (f) |
|
450,000 |
451,627 |
|
4.625% 3/15/45 (f) |
|
450,000 |
456,787 |
|
TOTAL IRELAND |
1,792,200 |
|||
Italy - 0.1% |
||||
Banco Popolare Societa Cooperativa 3.5% 3/14/19 |
EUR |
600,000 |
682,115 |
|
Korea (South) - 0.2% |
||||
Export-Import Bank of Korea 5% 4/11/22 |
|
200,000 |
225,041 |
|
Korea Resources Corp. 2.125% 5/2/18 (Reg. S) |
|
200,000 |
200,445 |
|
National Agricultural Cooperative Federation 4.25% 1/28/16 (Reg. S) |
|
450,000 |
456,350 |
|
Nonghyup Bank 2.625% 11/1/18 (Reg. S) |
|
200,000 |
203,030 |
|
TOTAL KOREA (SOUTH) |
1,084,866 |
|||
Luxembourg - 0.0% |
||||
Actavis Funding SCS 3% 3/12/20 |
|
250,000 |
249,435 |
|
Netherlands - 0.7% |
||||
Achmea BV 2.5% 11/19/20 |
EUR |
500,000 |
582,380 |
|
Coca Cola HBC Finance BV 2.375% 6/18/20 |
EUR |
400,000 |
458,775 |
|
Deutsche Annington Finance BV: |
|
|
|
|
3.2% 10/2/17 (f) |
|
350,000 |
357,424 |
|
5% 10/2/23 (f) |
|
450,000 |
482,860 |
|
Heineken NV 1.4% 10/1/17 (f) |
|
550,000 |
548,645 |
|
LYB International Finance BV 4.875% 3/15/44 |
|
500,000 |
485,392 |
|
Rabobank Nederland 6.875% 3/19/20 (Reg. S) |
EUR |
500,000 |
659,774 |
|
Volkswagen International Finance NV 2.375% 3/22/17 (f) |
|
400,000 |
406,752 |
|
Wuerth Finance International BV 1.75% 5/21/20 |
EUR |
150,000 |
173,109 |
|
TOTAL NETHERLANDS |
4,155,111 |
|||
Nonconvertible Bonds - continued |
||||
|
Principal Amount (d) |
Value |
||
Norway - 0.1% |
||||
DNB Boligkreditt A/S 1.45% 3/21/19 (f) |
|
$ 400,000 |
$ 400,224 |
|
Singapore - 0.1% |
||||
CMT MTN Pte. Ltd. 3.731% 3/21/18 (Reg. S) |
|
400,000 |
417,594 |
|
PSA International Pte Ltd. 4.625% 9/11/19 (Reg. S) |
|
250,000 |
272,424 |
|
TOTAL SINGAPORE |
690,018 |
|||
Spain - 0.1% |
||||
BBVA U.S. Senior SA 4.664% 10/9/15 |
|
500,000 |
503,180 |
|
Sweden - 0.1% |
||||
Svenska Handelsbanken AB 2.656% 1/15/24 (h) |
EUR |
441,000 |
504,720 |
|
Switzerland - 0.1% |
||||
Credit Suisse Group 5.75% 9/18/25 (Reg. S) (h) |
EUR |
300,000 |
373,094 |
|
United Arab Emirates - 0.1% |
||||
Abu Dhabi National Energy Co. 3.625% 1/12/23 (Reg. S) |
|
300,000 |
300,000 |
|
United Kingdom - 1.0% |
||||
Barclays Bank PLC: |
|
|
|
|
4.25% 1/12/22 |
GBP |
350,000 |
612,948 |
|
6.75% 1/16/23 (h) |
GBP |
300,000 |
508,673 |
|
BAT International Finance PLC 3.25% 6/7/22 (f) |
|
200,000 |
200,197 |
|
Channel Link Enterprises Finance PLC 3.299% 6/30/50 (h) |
EUR |
950,000 |
1,043,338 |
|
Direct Line Insurance Group PLC 9.25% 4/27/42 (h) |
GBP |
100,000 |
196,298 |
|
Eversholt Funding PLC 6.697% 2/22/35 |
GBP |
100,000 |
204,957 |
|
Experian Finance PLC 2.375% 6/15/17 (f) |
|
425,000 |
427,989 |
|
First Hydro Finance PLC 9% 7/31/21 |
GBP |
320,000 |
659,561 |
|
Great Rolling Stock Co. Ltd. 6.25% 7/27/20 |
GBP |
350,000 |
631,734 |
|
Intu Properties PLC 3.875% 3/17/23 |
GBP |
300,000 |
483,356 |
|
Mondi Finance PLC 3.375% 9/28/20 |
EUR |
350,000 |
422,327 |
|
SKY PLC 2.5% 9/15/26 (Reg. S) |
EUR |
100,000 |
114,591 |
|
Tesco PLC 5.875% 9/12/16 |
EUR |
100,000 |
115,941 |
|
Unite (USAF) II PLC 3.374% 6/30/28 |
GBP |
150,000 |
238,787 |
|
Wales & West Utilities Finance PLC 6.75% 12/17/36 (h) |
GBP |
150,000 |
264,819 |
|
TOTAL UNITED KINGDOM |
6,125,516 |
|||
United States of America - 3.2% |
||||
Altria Group, Inc.: |
|
|
|
|
2.85% 8/9/22 |
|
500,000 |
484,591 |
|
9.25% 8/6/19 |
|
134,000 |
167,433 |
|
American Express Co. 1.55% 5/22/18 |
|
550,000 |
546,829 |
|
Nonconvertible Bonds - continued |
||||
|
Principal Amount (d) |
Value |
||
United States of America - continued |
||||
American International Group, Inc. 5% 4/26/23 |
GBP |
200,000 |
$ 355,322 |
|
AutoZone, Inc. 3.125% 7/15/23 |
|
400,000 |
391,441 |
|
Bank of America Corp. 4.2% 8/26/24 |
|
950,000 |
955,045 |
|
Burlington Northern Santa Fe LLC: |
|
|
|
|
3.4% 9/1/24 |
|
550,000 |
544,628 |
|
4.15% 4/1/45 |
|
150,000 |
141,706 |
|
Chevron Corp.: |
|
|
|
|
2.427% 6/24/20 |
|
200,000 |
202,603 |
|
3.191% 6/24/23 |
|
300,000 |
302,885 |
|
Citigroup, Inc.: |
|
|
|
|
2.375% 5/22/24 (Reg. S) |
EUR |
1,100,000 |
1,262,790 |
|
4.5% 1/14/22 |
|
150,000 |
162,025 |
|
CME Group, Inc. 3% 3/15/25 |
|
300,000 |
293,669 |
|
Comcast Corp. 3.6% 3/1/24 |
|
350,000 |
358,710 |
|
General Electric Capital Corp. 4.65% 10/17/21 |
|
250,000 |
276,360 |
|
General Electric Co.: |
|
|
|
|
4.5% 3/11/44 |
|
650,000 |
678,911 |
|
5.25% 12/6/17 |
|
550,000 |
597,808 |
|
Glencore Funding LLC 3.125% 4/29/19 (f) |
|
250,000 |
249,826 |
|
H.J. Heinz Co. 5.2% 7/15/45 (f) |
|
250,000 |
263,198 |
|
Illinois Tool Works, Inc. 3% 5/19/34 |
EUR |
300,000 |
355,631 |
|
Jefferies Group, Inc. 2.375% 5/20/20 (Reg. S) |
EUR |
1,150,000 |
1,241,959 |
|
Marsh & McLennan Companies, Inc. 2.35% 9/10/19 |
|
900,000 |
905,778 |
|
Metropolitan Life Global Funding I 3% 1/10/23 (f) |
|
350,000 |
344,808 |
|
Morgan Stanley 4.35% 9/8/26 |
|
950,000 |
949,592 |
|
NBCUniversal, Inc. 4.375% 4/1/21 |
|
500,000 |
541,687 |
|
Philip Morris International, Inc. 2.875% 5/30/24 |
EUR |
150,000 |
183,325 |
|
Plains All American Pipeline LP/PAA Finance Corp. 8.75% 5/1/19 |
|
100,000 |
121,742 |
|
Prologis LP: |
|
|
|
|
3% 1/18/22 |
EUR |
300,000 |
352,390 |
|
3% 6/2/26 |
EUR |
250,000 |
289,319 |
|
3.375% 2/20/24 |
EUR |
450,000 |
539,487 |
|
Qwest Corp. 6.75% 12/1/21 |
|
650,000 |
707,226 |
|
Reynolds American, Inc.: |
|
|
|
|
1.05% 10/30/15 |
|
200,000 |
200,129 |
|
3.25% 11/1/22 |
|
200,000 |
194,529 |
|
Roche Holdings, Inc. 6% 3/1/19 (f) |
|
69,000 |
78,707 |
|
SABMiller Holdings, Inc.: |
|
|
|
|
2.2% 8/1/18 (f) |
|
450,000 |
452,819 |
|
2.45% 1/15/17 (f) |
|
400,000 |
406,704 |
|
3.75% 1/15/22 (f) |
|
200,000 |
206,978 |
|
Nonconvertible Bonds - continued |
||||
|
Principal Amount (d) |
Value |
||
United States of America - continued |
||||
Wal-Mart Stores, Inc. 5.625% 4/15/41 |
|
$ 500,000 |
$ 613,922 |
|
Walt Disney Co.: |
|
|
|
|
0.45% 12/1/15 |
|
350,000 |
349,959 |
|
2.35% 12/1/22 |
|
150,000 |
145,310 |
|
WEA Finance LLC/Westfield UK & Europe Finance PLC 2.7% 9/17/19 (f) |
|
600,000 |
600,025 |
|
Wells Fargo & Co. 3.676% 6/15/16 |
|
450,000 |
461,124 |
|
William Wrigley Jr. Co. 2.9% 10/21/19 (f) |
|
150,000 |
153,101 |
|
TOTAL UNITED STATES OF AMERICA |
18,632,031 |
|||
TOTAL NONCONVERTIBLE BONDS (Cost $46,611,433) |
|
|||
Government Obligations - 23.7% |
||||
|
||||
Bahrain - 0.1% |
||||
Bahrain Kingdom 6% 9/19/44 (Reg. S) |
|
400,000 |
363,500 |
|
Canada - 0.8% |
||||
Canadian Government 1.5% 6/1/23 |
CAD |
6,000,000 |
4,684,023 |
|
Denmark - 0.4% |
||||
Danish Kingdom Indexed Link CPI, 0.1% 11/15/23 |
DKK |
15,000,000 |
2,402,890 |
|
France - 1.5% |
||||
French Government 0.5% 5/25/25 |
EUR |
8,650,000 |
9,107,100 |
|
Germany - 2.6% |
||||
German Federal Republic: |
|
|
|
|
Inflation-Indexed Bond 0.1% 4/15/23 |
EUR |
1,039,880 |
1,212,114 |
|
0% 12/11/15 |
EUR |
3,000,000 |
3,297,880 |
|
2% 1/4/22 |
EUR |
5,250,000 |
6,437,587 |
|
2.5% 7/4/44 |
EUR |
2,650,000 |
3,759,956 |
|
4.75% 7/4/34 |
EUR |
250,000 |
444,141 |
|
TOTAL GERMANY |
15,151,678 |
|||
Italy - 2.7% |
||||
Buoni del Tesoro Poliennali: |
|
|
|
|
4.5% 3/1/24 |
EUR |
5,450,000 |
7,326,254 |
|
5.5% 11/1/22 |
EUR |
5,250,000 |
7,371,015 |
|
Italian Republic Inflation-Indexed Bond 2.6% 9/15/23 |
EUR |
934,240 |
1,165,706 |
|
TOTAL ITALY |
15,862,975 |
|||
Government Obligations - continued |
||||
|
Principal |
Value |
||
Japan - 8.5% |
||||
Japan Government: |
|
|
|
|
Inflation-Indexed Bond, 0.1% 9/10/24 |
JPY |
460,000,000 |
$ 3,966,797 |
|
0.1% 2/15/16 |
JPY |
1,380,000,000 |
11,140,659 |
|
0.1% 6/15/16 |
JPY |
834,000,000 |
6,734,987 |
|
0.5% 3/20/16 |
JPY |
150,000,000 |
1,214,064 |
|
1.3% 3/20/20 |
JPY |
100,000,000 |
852,011 |
|
1.3% 6/20/20 |
JPY |
331,000,000 |
2,826,326 |
|
1.3% 3/20/21 |
JPY |
802,750,000 |
6,905,846 |
|
1.7% 9/20/32 |
JPY |
1,014,450,000 |
9,140,404 |
|
2% 9/20/40 |
JPY |
781,000,000 |
7,192,119 |
|
TOTAL JAPAN |
49,973,213 |
|||
Netherlands - 0.8% |
||||
Dutch Government 2.75% 1/15/47 |
EUR |
3,150,000 |
4,590,930 |
|
Spain - 1.7% |
||||
Spanish Kingdom: |
|
|
|
|
Inflation-Indexed Bond, 1.8% 11/30/24 (f) |
EUR |
603,384 |
720,958 |
|
3.8% 4/30/24 (Reg.S) |
EUR |
6,000,000 |
7,665,895 |
|
5.5% 4/30/21 |
EUR |
1,400,000 |
1,911,421 |
|
TOTAL SPAIN |
10,298,274 |
|||
United Kingdom - 1.2% |
||||
United Kingdom, Great Britain and Northern Ireland: |
|
|
|
|
3.25% 1/22/44 |
GBP |
1,150,000 |
2,044,672 |
|
4% 3/7/22 |
GBP |
1,250,000 |
2,248,415 |
|
5% 3/7/25 |
GBP |
1,375,000 |
2,732,743 |
|
6% 12/7/28 |
GBP |
50,000 |
113,474 |
|
TOTAL UNITED KINGDOM |
7,139,304 |
|||
United States of America - 3.4% |
||||
U.S. Treasury Bonds: |
|
|
|
|
2.75% 8/15/42 |
|
200,000 |
193,875 |
|
2.75% 11/15/42 |
|
300,000 |
290,438 |
|
3% 11/15/44 |
|
200,000 |
203,219 |
|
3.625% 2/15/44 |
|
500,000 |
571,055 |
|
U.S. Treasury Notes: |
|
|
|
|
1.625% 11/15/22 |
|
7,150,000 |
6,980,745 |
|
1.75% 5/15/23 |
|
2,500,000 |
2,446,875 |
|
Government Obligations - continued |
||||
|
Principal Amount (d) |
Value |
||
United States of America - continued |
||||
U.S. Treasury Notes: - continued |
|
|
|
|
2.25% 11/15/24 |
|
$ 7,600,000 |
$ 7,648,686 |
|
2.75% 11/15/23 |
|
1,500,000 |
1,577,696 |
|
TOTAL UNITED STATES OF AMERICA |
19,912,589 |
|||
TOTAL GOVERNMENT OBLIGATIONS (Cost $152,481,256) |
|
|||
Asset-Backed Securities - 0.0% |
||||
|
||||
Bavarian Sky SA 0.177% 6/20/20 (h) |
EUR |
79,101 |
|
|
Collateralized Mortgage Obligations - 0.0% |
||||
|
||||
Private Sponsor - 0.0% |
||||
Granite Master Issuer PLC Series 2005-1 Class A5, 0.109% 12/20/54 (h) |
EUR |
67,241 |
|
|
Commercial Mortgage Securities - 0.0% |
||||
|
||||
United Kingdom - 0.0% |
||||
Eddystone Finance PLC Series 2006-1 Class A2, 1.1091% 4/19/21 (h) |
GBP |
104,631 |
|
|
Supranational Obligations - 0.2% |
||||
|
||||
European Investment Bank 1.75% 3/15/17 |
|
1,000,000 |
|
Fixed-Income Funds - 1.1% |
|||
Shares |
|
||
iShares Lehman 7-10 Year Treasury Bond ETF |
63,000 |
|
Preferred Securities - 0.5% |
||||
|
Principal Amount (d) |
Value |
||
Cayman Islands - 0.1% |
||||
SMFG Preferred Capital GBP 2 Ltd. 10.231% (Reg. S) (g)(h) |
GBP |
200,000 |
$ 495,104 |
|
France - 0.1% |
||||
Credit Agricole SA 8.125% 9/19/33 (Reg. S) (h) |
|
350,000 |
400,791 |
|
Japan - 0.0% |
||||
Fukoku Mutual Life Insurance Co. 6.5% (Reg. S) (g)(h) |
|
275,000 |
315,492 |
|
Switzerland - 0.2% |
||||
UBS AG 4.75% 2/12/26 (Reg. S) (h) |
EUR |
800,000 |
971,890 |
|
United Kingdom - 0.1% |
||||
Lloyds Banking Group PLC 7% (Reg. S) (g)(h) |
GBP |
500,000 |
816,435 |
|
TOTAL PREFERRED SECURITIES (Cost $3,117,875) |
|
Money Market Funds - 6.1% |
|||
Shares |
|
||
Fidelity Cash Central Fund, 0.17% (b) |
35,159,339 |
35,159,339 |
|
Fidelity Securities Lending Cash Central Fund, 0.18% (b)(c) |
487,850 |
487,850 |
|
TOTAL MONEY MARKET FUNDS (Cost $35,647,189) |
|
||
TOTAL INVESTMENT PORTFOLIO - 100.2% (Cost $556,520,917) |
589,338,776 |
||
NET OTHER ASSETS (LIABILITIES) - (0.2)% |
(1,251,465) |
||
NET ASSETS - 100% |
$ 588,087,311 |
Security Type Abbreviations |
||
ETF |
- |
Exchange-Traded Fund |
Currency Abbreviations |
||
CAD |
- |
Canadian dollar |
DKK |
- |
Danish krone |
EUR |
- |
European Monetary Unit |
GBP |
- |
British pound |
JPY |
- |
Japanese yen |
Legend |
(a) Non-income producing |
(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 is on loan at period end. |
(f) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,265,296 or 1.4% of net assets. |
(g) Security is perpetual in nature with no stated maturity date. |
(h) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
Affiliated Central Funds |
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
Fund |
Income earned |
Fidelity Cash Central Fund |
$ 42,995 |
Fidelity Emerging Markets Debt Central Fund |
57,478 |
Fidelity High Income Central Fund 1 |
49,034 |
Fidelity Securities Lending Cash Central Fund |
33,367 |
Total |
$ 182,874 |
Fund |
Value, beginning of period |
Purchases |
Sales Proceeds |
Value, |
% ownership, |
Fidelity Emerging Markets Debt Central Fund |
$ 4,668,216 |
$ 45,023 |
$ 4,421,144 |
$ - |
0.0% |
Fidelity High Income Central Fund 1 |
8,142,502 |
47,734 |
8,032,795 |
- |
0.0% |
Total |
$ 12,810,718 |
$ 92,757 |
$ 12,453,939 |
$ - |
|
Other Information |
Categorizations in the Schedule of Investments are based on country or territory of incorporation. |
The following is a summary of the inputs used, as of July 31, 2015, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the Investment Valuation section at the end of this listing. |
Valuation Inputs at Reporting Date: |
||||
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
Investments in Securities: |
||||
Equities: |
||||
Consumer Discretionary |
$ 44,778,205 |
$ 42,342,000 |
$ 2,436,205 |
$ - |
Consumer Staples |
21,623,794 |
21,605,981 |
17,813 |
- |
Energy |
5,989,726 |
5,989,726 |
- |
- |
Financials |
73,759,983 |
65,089,315 |
8,670,668 |
- |
Health Care |
67,808,795 |
60,882,198 |
6,926,597 |
- |
Industrials |
37,748,507 |
37,748,507 |
- |
- |
Information Technology |
63,075,685 |
62,230,713 |
844,972 |
- |
Materials |
9,094,542 |
8,502,527 |
592,015 |
- |
Telecommunication Services |
3,225,285 |
1,089,058 |
2,136,227 |
- |
Utilities |
3,589,246 |
3,589,246 |
- |
- |
Investment Companies |
27,324,229 |
27,324,229 |
- |
- |
Corporate Bonds |
45,147,234 |
- |
45,147,234 |
- |
Government Obligations |
139,486,476 |
- |
139,486,476 |
- |
Asset-Backed Securities |
86,875 |
- |
86,875 |
- |
Collateralized Mortgage Obligations |
73,493 |
- |
73,493 |
- |
Commercial Mortgage Securities |
157,787 |
- |
157,787 |
- |
Supranational Obligations |
1,016,293 |
- |
1,016,293 |
- |
Fixed-Income Funds |
6,705,720 |
6,705,720 |
- |
- |
Preferred Securities |
2,999,712 |
- |
2,999,712 |
- |
Money Market Funds |
35,647,189 |
35,647,189 |
- |
- |
Total Investments in Securities: |
$ 589,338,776 |
$ 378,746,409 |
$ 210,592,367 |
$ - |
The following is a summary of transfers between Level 1 and Level 2 for the period ended July 31, 2015. Transfers are assumed to have occurred at the beginning of the period, and are primarily attributable to the valuation techniques used for foreign equity securities, as discussed at the end of this listing: |
Transfers |
Total |
Level 1 to Level 2 |
$ 0 |
Level 2 to Level 1 |
$ 18,878,327 |
Income Tax Information |
At July 31, 2015, the cost of investment securities for income tax purposes was $557,480,890. Net unrealized appreciation aggregated $31,857,886, of which $56,491,761 related to appreciated investment securities and $24,633,875 related to depreciated investment securities. |
Investment Valuation |
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee). In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's 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 vendor 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 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. Utilizing these techniques may result in transfers between Level 1 and Level 2. 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 vendors or from brokers who make markets in such securities. Corporate bonds, foreign government and government agency obligations, preferred securities, supranational obligations and U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset backed securities, collateralized mortgage obligations and commercial mortgage securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, 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 vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. |
Exchange-Traded Funds are valued at their last sale price or official closing price as reported by a third party pricing vendor 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 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 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. |
Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly 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. |
Quarterly Report
Item 2. Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Charles Street Trust's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.
Item 3. Exhibits
Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Charles Street Trust
By: |
/s/Stephanie J. Dorsey |
|
Stephanie J. Dorsey |
|
President and Treasurer |
|
|
Date: |
September 29, 2015 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: |
/s/Stephanie J. Dorsey |
|
Stephanie J. Dorsey |
|
President and Treasurer |
|
|
Date: |
September 29, 2015 |
By: |
/s/Howard J. Galligan III |
|
Howard J. Galligan III |
|
Chief Financial Officer |
|
|
Date: |
September 29, 2015 |
Exhibit EX-99.CERT
I, Stephanie J. Dorsey, certify that:
1. I have reviewed this report on Form N-Q of Fidelity Charles Street Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
b. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and
d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and
5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.
Date: September 29, 2015
/s/Stephanie J. Dorsey |
Stephanie J. Dorsey |
President and Treasurer |
I, Howard J. Galligan III, certify that:
1. I have reviewed this report on Form N-Q of Fidelity Charles Street Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
b. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and
d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and
5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.
Date: September 29, 2015
/s/Howard J. Galligan III |
Howard J. Galligan III |
Chief Financial Officer |