Common Stocks - 65.7%
|
|||
Shares
|
Value ($)
(000s)
|
||
COMMUNICATION SERVICES - 5.3%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Liberty Global PLC Class C (a)
|
259,169
|
5,360
|
|
Entertainment - 1.1%
|
|||
Activision Blizzard, Inc.
|
199,026
|
14,718
|
|
Cinemark Holdings, Inc. (a)(b)
|
137,807
|
1,876
|
|
Netflix, Inc. (a)
|
94,387
|
28,838
|
|
Sea Ltd. ADR (a)
|
77,800
|
4,541
|
|
Take-Two Interactive Software, Inc. (a)
|
46,080
|
4,870
|
|
The Walt Disney Co. (a)
|
127,325
|
12,461
|
|
Warner Bros Discovery, Inc. (a)
|
10,522
|
120
|
|
67,424
|
|||
Interactive Media & Services - 3.2%
|
|||
Alphabet, Inc.:
|
|||
Class A (a)
|
780,240
|
78,796
|
|
Class C (a)
|
614,220
|
62,313
|
|
Epic Games, Inc. (a)(c)(d)
|
1,715
|
1,452
|
|
Meta Platforms, Inc. Class A (a)
|
443,775
|
52,410
|
|
Snap, Inc. Class A (a)
|
715,130
|
7,373
|
|
Tongdao Liepin Group (a)
|
818,021
|
826
|
|
203,170
|
|||
Media - 0.6%
|
|||
Altice U.S.A., Inc. Class A (a)
|
184,702
|
842
|
|
Charter Communications, Inc. Class A (a)
|
18,900
|
7,395
|
|
Comcast Corp. Class A
|
424,726
|
15,562
|
|
Liberty Broadband Corp.:
|
|||
Class A (a)
|
76,300
|
6,882
|
|
Class C (a)
|
60,100
|
5,461
|
|
36,142
|
|||
Wireless Telecommunication Services - 0.3%
|
|||
T-Mobile U.S., Inc. (a)
|
104,495
|
15,827
|
|
TOTAL COMMUNICATION SERVICES
|
327,923
|
||
CONSUMER DISCRETIONARY - 6.9%
|
|||
Auto Components - 0.1%
|
|||
Adient PLC (a)
|
115,300
|
4,490
|
|
Automobiles - 0.9%
|
|||
Ferrari NV
|
21,100
|
4,706
|
|
Tesla, Inc. (a)
|
274,700
|
53,484
|
|
58,190
|
|||
Distributors - 0.1%
|
|||
LKQ Corp.
|
99,600
|
5,411
|
|
Hotels, Restaurants & Leisure - 1.1%
|
|||
ARAMARK Holdings Corp.
|
23,900
|
994
|
|
Booking Holdings, Inc. (a)
|
9,100
|
18,923
|
|
Caesars Entertainment, Inc. (a)
|
101,700
|
5,167
|
|
Churchill Downs, Inc.
|
45,300
|
10,055
|
|
Domino's Pizza, Inc.
|
15,900
|
6,181
|
|
Marriott International, Inc. Class A
|
101,100
|
16,717
|
|
McDonald's Corp.
|
42,000
|
11,457
|
|
Sweetgreen, Inc. Class A
|
11,300
|
162
|
|
69,656
|
|||
Household Durables - 0.1%
|
|||
D.R. Horton, Inc.
|
24,600
|
2,116
|
|
Lennar Corp. Class A
|
32,800
|
2,881
|
|
Mohawk Industries, Inc. (a)
|
32,000
|
3,243
|
|
8,240
|
|||
Internet & Direct Marketing Retail - 2.2%
|
|||
Amazon.com, Inc. (a)
|
1,211,900
|
116,997
|
|
Cazoo Group Ltd. (a)(c)
|
53,300
|
14
|
|
Deliveroo PLC Class A (a)(e)
|
69,400
|
72
|
|
eBay, Inc.
|
241,200
|
10,960
|
|
Uber Technologies, Inc. (a)
|
292,804
|
8,532
|
|
136,575
|
|||
Multiline Retail - 0.5%
|
|||
Dollar General Corp.
|
81,600
|
20,863
|
|
Nordstrom, Inc. (b)
|
165,473
|
3,470
|
|
Ollie's Bargain Outlet Holdings, Inc. (a)
|
19,000
|
1,157
|
|
Target Corp.
|
20,700
|
3,458
|
|
28,948
|
|||
Specialty Retail - 1.5%
|
|||
Burlington Stores, Inc. (a)
|
18,300
|
3,581
|
|
Industria de Diseno Textil SA (b)
|
196,200
|
5,122
|
|
Lowe's Companies, Inc.
|
164,800
|
35,028
|
|
The Home Depot, Inc.
|
64,809
|
20,997
|
|
TJX Companies, Inc.
|
353,730
|
28,316
|
|
93,044
|
|||
Textiles, Apparel & Luxury Goods - 0.4%
|
|||
Capri Holdings Ltd. (a)
|
43,100
|
2,472
|
|
LVMH Moet Hennessy Louis Vuitton SE
|
4,000
|
3,104
|
|
NIKE, Inc. Class B
|
87,064
|
9,550
|
|
PVH Corp.
|
52,900
|
3,554
|
|
Tapestry, Inc.
|
203,200
|
7,675
|
|
26,355
|
|||
TOTAL CONSUMER DISCRETIONARY
|
430,909
|
||
CONSUMER STAPLES - 4.7%
|
|||
Beverages - 1.7%
|
|||
Boston Beer Co., Inc. Class A (a)
|
5,800
|
2,229
|
|
Celsius Holdings, Inc. (a)
|
17,000
|
1,893
|
|
Constellation Brands, Inc. Class A (sub. vtg.)
|
59,600
|
15,338
|
|
Duckhorn Portfolio, Inc. (a)
|
54,900
|
882
|
|
Keurig Dr. Pepper, Inc.
|
35,000
|
1,353
|
|
Monster Beverage Corp. (a)
|
119,675
|
12,310
|
|
PepsiCo, Inc.
|
171,700
|
31,852
|
|
Pernod Ricard SA
|
14,800
|
2,936
|
|
The Coca-Cola Co.
|
575,100
|
36,582
|
|
105,375
|
|||
Food & Staples Retailing - 1.4%
|
|||
Albertsons Companies, Inc.
|
117,700
|
2,466
|
|
Alimentation Couche-Tard, Inc. Class A (multi-vtg.)
|
86,400
|
3,936
|
|
Cake Box Holdings PLC
|
54,900
|
77
|
|
Costco Wholesale Corp.
|
57,200
|
30,845
|
|
Sysco Corp.
|
76,700
|
6,635
|
|
U.S. Foods Holding Corp. (a)
|
252,272
|
9,228
|
|
Walmart, Inc.
|
209,400
|
31,917
|
|
85,104
|
|||
Food Products - 0.7%
|
|||
Bunge Ltd.
|
17,400
|
1,824
|
|
Darling Ingredients, Inc. (a)
|
27,500
|
1,975
|
|
Freshpet, Inc. (a)(b)
|
52,200
|
3,498
|
|
Hotel Chocolat Group Ltd. (a)(b)
|
33,000
|
58
|
|
Lamb Weston Holdings, Inc.
|
34,800
|
3,024
|
|
Local Bounti Corp. (a)
|
174,087
|
366
|
|
McCormick & Co., Inc. (non-vtg.)
|
64,500
|
5,494
|
|
Mondelez International, Inc.
|
236,800
|
16,010
|
|
Sovos Brands, Inc. (a)
|
80,800
|
1,163
|
|
The Hershey Co.
|
31,400
|
7,384
|
|
TreeHouse Foods, Inc. (a)
|
38,500
|
1,903
|
|
42,699
|
|||
Household Products - 0.8%
|
|||
Procter & Gamble Co.
|
360,700
|
53,802
|
|
Personal Products - 0.1%
|
|||
Estee Lauder Companies, Inc. Class A
|
34,400
|
8,111
|
|
Olaplex Holdings, Inc. (a)
|
168,300
|
1,005
|
|
The Honest Co., Inc. (a)(b)
|
28,300
|
82
|
|
9,198
|
|||
TOTAL CONSUMER STAPLES
|
296,178
|
||
ENERGY - 3.4%
|
|||
Energy Equipment & Services - 0.4%
|
|||
Expro Group Holdings NV (a)
|
271,100
|
4,709
|
|
Halliburton Co.
|
51,200
|
1,940
|
|
Schlumberger Ltd.
|
288,200
|
14,857
|
|
Weatherford International PLC (a)
|
84,700
|
3,676
|
|
25,182
|
|||
Oil, Gas & Consumable Fuels - 3.0%
|
|||
Canadian Natural Resources Ltd.
|
262,700
|
15,684
|
|
Eco Atlantic Oil & Gas Ltd. (a)
|
835,000
|
223
|
|
Exxon Mobil Corp.
|
709,891
|
79,039
|
|
Genesis Energy LP
|
124,983
|
1,321
|
|
Hess Corp.
|
164,700
|
23,702
|
|
Imperial Oil Ltd.
|
273,785
|
15,577
|
|
Kosmos Energy Ltd. (a)
|
917,400
|
6,101
|
|
MEG Energy Corp. (a)
|
1,055,000
|
15,019
|
|
Phillips 66 Co.
|
110,274
|
11,958
|
|
Tourmaline Oil Corp.
|
113,100
|
6,884
|
|
Valero Energy Corp.
|
87,500
|
11,692
|
|
Vertex Energy, Inc. (a)(b)
|
59,400
|
492
|
|
187,692
|
|||
TOTAL ENERGY
|
212,874
|
||
FINANCIALS - 7.4%
|
|||
Banks - 3.8%
|
|||
AIB Group PLC
|
344,800
|
1,120
|
|
Bank of America Corp.
|
1,985,338
|
75,145
|
|
BankUnited, Inc.
|
25,778
|
947
|
|
BNP Paribas SA
|
71,281
|
4,005
|
|
Citizens Financial Group, Inc.
|
117,210
|
4,967
|
|
Comerica, Inc.
|
81,297
|
5,832
|
|
DNB Bank ASA
|
52,600
|
1,027
|
|
Eurobank Ergasias Services and Holdings SA (a)
|
3,642,596
|
4,201
|
|
JPMorgan Chase & Co.
|
197,939
|
27,351
|
|
M&T Bank Corp.
|
49,963
|
8,495
|
|
NatWest Group PLC
|
483,201
|
1,537
|
|
Piraeus Financial Holdings SA (a)
|
918,277
|
1,368
|
|
PNC Financial Services Group, Inc.
|
34,890
|
5,871
|
|
Signature Bank
|
30,864
|
4,306
|
|
Societe Generale Series A
|
175,607
|
4,420
|
|
Starling Bank Ltd. Series D (a)(c)(d)
|
659,301
|
2,360
|
|
Sumitomo Mitsui Financial Group, Inc.
|
70,700
|
2,400
|
|
U.S. Bancorp
|
304,283
|
13,811
|
|
UniCredit SpA
|
355,207
|
4,851
|
|
Wells Fargo & Co.
|
1,328,174
|
63,686
|
|
237,700
|
|||
Capital Markets - 1.2%
|
|||
Bank of New York Mellon Corp.
|
409,640
|
18,802
|
|
BlackRock, Inc. Class A
|
17,240
|
12,344
|
|
Cboe Global Markets, Inc.
|
18,521
|
2,349
|
|
Goldman Sachs Group, Inc.
|
15,712
|
6,067
|
|
Intercontinental Exchange, Inc.
|
80,142
|
8,680
|
|
State Street Corp.
|
214,146
|
17,061
|
|
StepStone Group, Inc. Class A
|
98,820
|
2,963
|
|
Virtu Financial, Inc. Class A
|
144,998
|
3,216
|
|
71,482
|
|||
Consumer Finance - 0.4%
|
|||
American Express Co.
|
63,683
|
10,036
|
|
Capital One Financial Corp.
|
79,173
|
8,174
|
|
OneMain Holdings, Inc.
|
101,647
|
4,001
|
|
Shriram Transport Finance Co. Ltd.
|
88,411
|
1,473
|
|
23,684
|
|||
Diversified Financial Services - 0.3%
|
|||
Ant International Co. Ltd. Class C (a)(c)(d)
|
682,677
|
1,106
|
|
Berkshire Hathaway, Inc.:
|
|||
Class A (a)
|
11
|
5,283
|
|
Class B (a)
|
37,652
|
11,996
|
|
Jumo World Ltd. (a)(d)
|
162
|
630
|
|
Sunrisemezz Ltd. (a)
|
131,182
|
16
|
|
19,031
|
|||
Insurance - 1.7%
|
|||
Arthur J. Gallagher & Co.
|
52,513
|
10,456
|
|
Assurant, Inc.
|
12,426
|
1,593
|
|
Chubb Ltd.
|
27,082
|
5,947
|
|
Globe Life, Inc.
|
70,764
|
8,489
|
|
Hartford Financial Services Group, Inc.
|
174,441
|
13,322
|
|
Marsh & McLennan Companies, Inc.
|
101,194
|
17,525
|
|
Prudential PLC
|
69,021
|
821
|
|
The Travelers Companies, Inc.
|
267,629
|
50,799
|
|
108,952
|
|||
Thrifts & Mortgage Finance - 0.0%
|
|||
UWM Holdings Corp. Class A (b)
|
108,313
|
482
|
|
TOTAL FINANCIALS
|
461,331
|
||
HEALTH CARE - 10.0%
|
|||
Biotechnology - 2.3%
|
|||
Amgen, Inc.
|
112,419
|
32,197
|
|
Gilead Sciences, Inc.
|
425,900
|
37,407
|
|
Legend Biotech Corp. ADR (a)
|
137,660
|
7,091
|
|
Regeneron Pharmaceuticals, Inc. (a)
|
40,811
|
30,678
|
|
Vertex Pharmaceuticals, Inc. (a)
|
119,893
|
37,934
|
|
145,307
|
|||
Health Care Equipment & Supplies - 1.3%
|
|||
Abbott Laboratories
|
179,087
|
19,266
|
|
Boston Scientific Corp. (a)
|
907,211
|
41,069
|
|
Intuitive Surgical, Inc. (a)
|
22,300
|
6,030
|
|
ResMed, Inc.
|
69,739
|
16,054
|
|
82,419
|
|||
Health Care Providers & Services - 3.1%
|
|||
agilon health, Inc. (a)
|
399,670
|
7,018
|
|
AmerisourceBergen Corp.
|
195,668
|
33,399
|
|
Humana, Inc.
|
50,246
|
27,630
|
|
Option Care Health, Inc. (a)
|
509,672
|
15,346
|
|
Surgery Partners, Inc. (a)
|
477,405
|
13,515
|
|
UnitedHealth Group, Inc.
|
171,160
|
93,755
|
|
190,663
|
|||
Life Sciences Tools & Services - 0.9%
|
|||
IQVIA Holdings, Inc. (a)
|
40,566
|
8,844
|
|
Thermo Fisher Scientific, Inc.
|
87,932
|
49,261
|
|
58,105
|
|||
Pharmaceuticals - 2.4%
|
|||
AstraZeneca PLC sponsored ADR
|
311,568
|
21,177
|
|
Bristol-Myers Squibb Co.
|
227,607
|
18,272
|
|
Eli Lilly & Co.
|
177,254
|
65,775
|
|
Merck & Co., Inc.
|
57,500
|
6,332
|
|
Roche Holding AG (participation certificate)
|
38,159
|
12,464
|
|
Royalty Pharma PLC
|
607,310
|
26,703
|
|
150,723
|
|||
TOTAL HEALTH CARE
|
627,217
|
||
INDUSTRIALS - 5.5%
|
|||
Aerospace & Defense - 1.1%
|
|||
Howmet Aerospace, Inc.
|
175,300
|
6,604
|
|
Lockheed Martin Corp.
|
53,230
|
25,827
|
|
Northrop Grumman Corp.
|
20,446
|
10,904
|
|
Raytheon Technologies Corp.
|
69,752
|
6,886
|
|
Space Exploration Technologies Corp. Class A (a)(c)(d)
|
16,000
|
1,120
|
|
The Boeing Co. (a)
|
116,282
|
20,801
|
|
72,142
|
|||
Air Freight & Logistics - 0.1%
|
|||
United Parcel Service, Inc. Class B
|
33,042
|
6,269
|
|
Airlines - 0.1%
|
|||
Delta Air Lines, Inc. (a)
|
194,000
|
6,862
|
|
Building Products - 0.4%
|
|||
Trane Technologies PLC
|
144,581
|
25,796
|
|
Electrical Equipment - 0.7%
|
|||
AMETEK, Inc.
|
176,232
|
25,099
|
|
Emerson Electric Co.
|
179,800
|
17,219
|
|
42,318
|
|||
Industrial Conglomerates - 0.6%
|
|||
General Electric Co.
|
259,498
|
22,309
|
|
Honeywell International, Inc.
|
67,368
|
14,791
|
|
37,100
|
|||
Machinery - 1.7%
|
|||
Caterpillar, Inc.
|
69,713
|
16,481
|
|
Deere & Co.
|
18,900
|
8,335
|
|
Dover Corp.
|
146,300
|
20,767
|
|
Fortive Corp.
|
390,331
|
26,367
|
|
Ingersoll Rand, Inc.
|
260,400
|
14,054
|
|
Parker Hannifin Corp.
|
64,437
|
19,263
|
|
105,267
|
|||
Professional Services - 0.0%
|
|||
Dun & Bradstreet Holdings, Inc.
|
84,899
|
1,143
|
|
Road & Rail - 0.8%
|
|||
CSX Corp.
|
689,950
|
22,554
|
|
Norfolk Southern Corp.
|
51,649
|
13,248
|
|
Old Dominion Freight Lines, Inc.
|
43,300
|
13,103
|
|
48,905
|
|||
TOTAL INDUSTRIALS
|
345,802
|
||
INFORMATION TECHNOLOGY - 17.0%
|
|||
Electronic Equipment & Components - 0.2%
|
|||
Amphenol Corp. Class A
|
170,700
|
13,729
|
|
IT Services - 2.5%
|
|||
Accenture PLC Class A
|
26,900
|
8,095
|
|
Affirm Holdings, Inc. (a)(b)
|
62,163
|
865
|
|
Block, Inc. Class A (a)
|
134,000
|
9,081
|
|
Capgemini SA
|
48,000
|
8,678
|
|
Cognizant Technology Solutions Corp. Class A
|
201,300
|
12,523
|
|
Dlocal Ltd. (a)
|
242,100
|
3,535
|
|
EPAM Systems, Inc. (a)
|
21,800
|
8,035
|
|
Fiserv, Inc. (a)
|
12,666
|
1,322
|
|
MasterCard, Inc. Class A
|
32,400
|
11,547
|
|
MongoDB, Inc. Class A (a)
|
38,800
|
5,924
|
|
PayPal Holdings, Inc. (a)
|
20,003
|
1,568
|
|
Snowflake, Inc. (a)
|
26,400
|
3,773
|
|
Twilio, Inc. Class A (a)
|
51,600
|
2,529
|
|
Visa, Inc. Class A
|
316,650
|
68,713
|
|
Wix.com Ltd. (a)
|
55,400
|
5,013
|
|
Worldline SA (a)(e)
|
99,296
|
4,704
|
|
155,905
|
|||
Semiconductors & Semiconductor Equipment - 3.4%
|
|||
Advanced Micro Devices, Inc. (a)
|
64,900
|
5,038
|
|
ASML Holding NV (Netherlands)
|
14,800
|
9,036
|
|
Lam Research Corp.
|
39,600
|
18,706
|
|
Marvell Technology, Inc.
|
195,600
|
9,099
|
|
MediaTek, Inc.
|
218,000
|
5,286
|
|
Microchip Technology, Inc.
|
237,300
|
18,792
|
|
Micron Technology, Inc.
|
379,087
|
21,854
|
|
NVIDIA Corp.
|
402,900
|
68,183
|
|
NXP Semiconductors NV
|
76,197
|
13,398
|
|
Renesas Electronics Corp. (a)
|
1,174,800
|
11,522
|
|
Silergy Corp.
|
156,000
|
2,349
|
|
SolarEdge Technologies, Inc. (a)
|
35,200
|
10,520
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
1,153,000
|
18,581
|
|
212,364
|
|||
Software - 6.9%
|
|||
Adobe, Inc. (a)
|
100,000
|
34,493
|
|
Autodesk, Inc. (a)
|
71,900
|
14,520
|
|
Black Knight, Inc. (a)
|
20,170
|
1,250
|
|
CCC Intelligent Solutions Holdings, Inc. (a)(c)
|
34,443
|
317
|
|
Coupa Software, Inc. (a)
|
54,400
|
3,440
|
|
Cvent Holding Corp. (a)(c)
|
122,436
|
686
|
|
Elastic NV (a)
|
44,496
|
2,723
|
|
Five9, Inc. (a)
|
59,300
|
3,802
|
|
HubSpot, Inc. (a)
|
31,000
|
9,394
|
|
Intuit, Inc.
|
58,800
|
23,966
|
|
Microsoft Corp.
|
1,103,500
|
281,548
|
|
Salesforce.com, Inc. (a)
|
194,889
|
31,231
|
|
Stripe, Inc. Class B (a)(c)(d)
|
15,600
|
396
|
|
Synopsys, Inc. (a)
|
40,200
|
13,650
|
|
Workday, Inc. Class A (a)
|
45,100
|
7,572
|
|
428,988
|
|||
Technology Hardware, Storage & Peripherals - 4.0%
|
|||
Apple, Inc.
|
1,680,420
|
248,753
|
|
TOTAL INFORMATION TECHNOLOGY
|
1,059,739
|
||
MATERIALS - 1.9%
|
|||
Chemicals - 1.3%
|
|||
Air Products & Chemicals, Inc.
|
33,787
|
10,479
|
|
Cabot Corp.
|
11,770
|
867
|
|
Celanese Corp. Class A
|
22,560
|
2,421
|
|
CF Industries Holdings, Inc.
|
53,010
|
5,735
|
|
Chemtrade Logistics Income Fund
|
88,810
|
612
|
|
Corteva, Inc.
|
82,200
|
5,521
|
|
DuPont de Nemours, Inc.
|
65,352
|
4,608
|
|
Ecolab, Inc.
|
26,493
|
3,969
|
|
Linde PLC
|
67,093
|
22,575
|
|
LyondellBasell Industries NV Class A
|
44,080
|
3,747
|
|
Olin Corp.
|
42,682
|
2,432
|
|
Sherwin-Williams Co.
|
25,924
|
6,460
|
|
The Chemours Co. LLC
|
46,410
|
1,441
|
|
Tronox Holdings PLC
|
164,570
|
2,325
|
|
Valvoline, Inc.
|
173,600
|
5,725
|
|
Westlake Corp.
|
10,060
|
1,083
|
|
80,000
|
|||
Construction Materials - 0.1%
|
|||
Martin Marietta Materials, Inc.
|
8,347
|
3,059
|
|
Vulcan Materials Co.
|
17,830
|
3,269
|
|
6,328
|
|||
Containers & Packaging - 0.1%
|
|||
Aptargroup, Inc.
|
15,950
|
1,693
|
|
Crown Holdings, Inc.
|
8,840
|
727
|
|
Greif, Inc. Class A
|
25,420
|
1,787
|
|
Sealed Air Corp.
|
45,760
|
2,436
|
|
6,643
|
|||
Metals & Mining - 0.4%
|
|||
Alcoa Corp.
|
31,480
|
1,578
|
|
First Quantum Minerals Ltd.
|
258,000
|
6,134
|
|
Freeport-McMoRan, Inc.
|
254,628
|
10,134
|
|
Glencore PLC
|
317,660
|
2,168
|
|
Reliance Steel & Aluminum Co.
|
17,925
|
3,787
|
|
23,801
|
|||
TOTAL MATERIALS
|
116,772
|
||
REAL ESTATE - 1.7%
|
|||
Equity Real Estate Investment Trusts (REITs) - 1.6%
|
|||
Alexandria Real Estate Equities, Inc.
|
3,100
|
482
|
|
American Tower Corp.
|
61,500
|
13,607
|
|
Corporate Office Properties Trust (SBI)
|
95,400
|
2,649
|
|
Crown Castle International Corp.
|
75,300
|
10,650
|
|
CubeSmart
|
52,200
|
2,161
|
|
Elme Communities (SBI)
|
63,200
|
1,249
|
|
Equinix, Inc.
|
17,700
|
12,225
|
|
Equity Lifestyle Properties, Inc.
|
120,300
|
7,990
|
|
Essex Property Trust, Inc.
|
16,800
|
3,702
|
|
Host Hotels & Resorts, Inc.
|
358,500
|
6,790
|
|
Invitation Homes, Inc.
|
198,700
|
6,484
|
|
Kilroy Realty Corp.
|
8,600
|
372
|
|
Life Storage, Inc.
|
6,309
|
678
|
|
Mid-America Apartment Communities, Inc.
|
30,000
|
4,946
|
|
Prologis (REIT), Inc.
|
117,500
|
13,840
|
|
Simon Property Group, Inc.
|
17,800
|
2,126
|
|
Ventas, Inc.
|
80,700
|
3,755
|
|
Welltower, Inc.
|
82,800
|
5,881
|
|
99,587
|
|||
Real Estate Management & Development - 0.1%
|
|||
Cushman & Wakefield PLC (a)
|
345,100
|
3,941
|
|
WeWork, Inc. (a)
|
182,300
|
503
|
|
4,444
|
|||
TOTAL REAL ESTATE
|
104,031
|
||
UTILITIES - 1.9%
|
|||
Electric Utilities - 1.4%
|
|||
Constellation Energy Corp.
|
110,625
|
10,633
|
|
Edison International
|
74,900
|
4,993
|
|
Exelon Corp.
|
209,276
|
8,658
|
|
FirstEnergy Corp.
|
202,200
|
8,339
|
|
NextEra Energy, Inc.
|
278,800
|
23,614
|
|
PG&E Corp. (a)
|
675,662
|
10,608
|
|
PPL Corp.
|
193,200
|
5,703
|
|
Southern Co.
|
219,500
|
14,847
|
|
87,395
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
The AES Corp.
|
244,849
|
7,081
|
|
Multi-Utilities - 0.4%
|
|||
Dominion Energy, Inc.
|
133,645
|
8,167
|
|
NiSource, Inc.
|
152,500
|
4,261
|
|
Public Service Enterprise Group, Inc.
|
47,600
|
2,882
|
|
Sempra Energy
|
71,424
|
11,870
|
|
27,180
|
|||
TOTAL UTILITIES
|
121,656
|
||
|
TOTAL COMMON STOCKS
(Cost $3,174,287)
|
4,104,432
|
||
Preferred Stocks - 0.3%
|
|||
Shares
|
Value ($)
(000s)
|
||
Convertible Preferred Stocks - 0.2%
|
|||
COMMUNICATION SERVICES - 0.1%
|
|||
Interactive Media & Services - 0.1%
|
|||
ByteDance Ltd. Series E1 (a)(c)(d)
|
18,992
|
3,495
|
|
CONSUMER DISCRETIONARY - 0.0%
|
|||
Internet & Direct Marketing Retail - 0.0%
|
|||
Circle Internet Financial Ltd. Series F (c)
|
38,272
|
1,880
|
|
INDUSTRIALS - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
ABL Space Systems:
|
|||
Series B(a)(c)(d)
|
16,809
|
847
|
|
Series B2(a)(c)(d)
|
8,427
|
425
|
|
1,272
|
|||
Construction & Engineering - 0.0%
|
|||
Beta Technologies, Inc. Series A (a)(c)(d)
|
6,703
|
552
|
|
TOTAL INDUSTRIALS
|
1,824
|
||
INFORMATION TECHNOLOGY - 0.1%
|
|||
Communications Equipment - 0.0%
|
|||
Astranis Space Technologies Corp. Series C (a)(c)(d)
|
56,066
|
789
|
|
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Astera Labs, Inc. Series C (a)(c)(d)
|
140,700
|
1,431
|
|
GaN Systems, Inc.:
|
|||
Series F1(c)(d)
|
15,161
|
84
|
|
Series F2(c)(d)
|
8,006
|
44
|
|
Xsight Labs Ltd. Series D (a)(c)(d)
|
60,136
|
423
|
|
1,982
|
|||
Software - 0.1%
|
|||
Algolia, Inc. Series D (a)(c)(d)
|
28,657
|
449
|
|
Bolt Technology OU Series E (c)(d)
|
6,388
|
817
|
|
Databricks, Inc.:
|
|||
Series G(a)(c)(d)
|
4,077
|
193
|
|
Series H(a)(c)(d)
|
19,485
|
921
|
|
Skyryse, Inc. Series B (a)(c)(d)
|
50,800
|
1,022
|
|
Stripe, Inc. Series H (a)(c)(d)
|
6,300
|
160
|
|
3,562
|
|||
TOTAL INFORMATION TECHNOLOGY
|
6,333
|
||
TOTAL CONVERTIBLE PREFERRED STOCKS
|
13,532
|
||
Nonconvertible Preferred Stocks - 0.1%
|
|||
CONSUMER DISCRETIONARY - 0.1%
|
|||
Internet & Direct Marketing Retail - 0.1%
|
|||
Circle Internet Financial Ltd. Series E (c)
|
62,279
|
3,060
|
|
INFORMATION TECHNOLOGY - 0.0%
|
|||
IT Services - 0.0%
|
|||
Checkr, Inc. Series E (a)(d)
|
91,236
|
1,344
|
|
Gupshup, Inc. (a)(c)(d)
|
58,730
|
1,042
|
|
2,386
|
|||
TOTAL NONCONVERTIBLE PREFERRED STOCKS
|
5,446
|
||
|
TOTAL PREFERRED STOCKS
(Cost $17,569)
|
18,978
|
||
U.S. Treasury Obligations - 0.0%
|
|||
Principal
Amount (f)
(000s)
|
Value ($)
(000s)
|
||
U.S. Treasury Bills, yield at date of purchase 3.22% to 4.09% 12/22/22 to 2/9/23 (g)
(Cost $2,995)
|
3,010
|
2,995
|
|
Preferred Securities - 0.0%
|
|||
Principal
Amount (f)
(000s)
|
Value ($)
(000s)
|
||
INFORMATION TECHNOLOGY - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
GaN Systems, Inc. 0% (c)(d)(h)
(Cost $355)
|
355
|
231
|
|
Fixed-Income Funds - 32.5%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Investment Grade Bond Central Fund (i)
(Cost $2,353,237)
|
20,850,807
|
2,032,954
|
|
Money Market Funds - 0.3%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Cash Central Fund 3.86% (j)
|
2,093,366
|
2,094
|
|
Fidelity Securities Lending Cash Central Fund 3.86% (j)(k)
|
13,462,771
|
13,464
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $15,557)
|
15,558
|
||
|
TOTAL INVESTMENT IN SECURITIES - 98.8%
(Cost $5,564,000)
|
6,175,148
|
NET OTHER ASSETS (LIABILITIES) - 1.2%
|
74,707
|
NET ASSETS - 100.0%
|
6,249,855
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
(000s)
|
Value ($)
(000s)
|
Unrealized
Appreciation/
(Depreciation) ($)
(000s)
|
|
Purchased
|
|||||
Equity Index Contracts
|
|||||
CME E-mini S&P 500 Index Contracts (United States)
|
278
|
Dec 2022
|
56,729
|
2,897
|
2,897
|
The notional amount of futures purchased as a percentage of Net Assets is 0.9%
|
|||||
(a)
|
Non-income producing
|
(b)
|
Security or a portion of the security is on loan at period end.
|
(c)
|
Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $25,316,000 or 0.4% of net assets.
|
(d)
|
Level 3 security
|
(e)
|
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 $4,776,000 or 0.1% of net assets.
|
(f)
|
Amount is stated in United States dollars unless otherwise noted.
|
(g)
|
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 $1,727,000.
|
(h)
|
Security is perpetual in nature with no stated maturity date.
|
(i)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(j)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(k)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each restricted holding is as follows:
|
||
Security
|
Acquisition Date
|
Acquisition Cost ($)
(000s)
|
ABL Space Systems Series B
|
3/24/21
|
757
|
ABL Space Systems Series B2
|
10/22/21
|
573
|
Algolia, Inc. Series D
|
7/23/21
|
838
|
Ant International Co. Ltd. Class C
|
5/16/18
|
2,602
|
Astera Labs, Inc. Series C
|
8/24/21
|
473
|
Astranis Space Technologies Corp. Series C
|
3/19/21
|
1,229
|
Beta Technologies, Inc. Series A
|
4/09/21
|
491
|
Bolt Technology OU Series E
|
1/03/22
|
1,660
|
ByteDance Ltd. Series E1
|
11/18/20
|
2,081
|
Cazoo Group Ltd.
|
3/28/21
|
533
|
CCC Intelligent Solutions Holdings, Inc.
|
2/02/21
|
344
|
Circle Internet Financial Ltd. Series E
|
5/11/21
|
1,011
|
Circle Internet Financial Ltd. Series F
|
5/09/22
|
1,613
|
Cvent Holding Corp.
|
7/23/21
|
1,224
|
Databricks, Inc. Series G
|
2/01/21
|
241
|
Databricks, Inc. Series H
|
8/31/21
|
1,432
|
Epic Games, Inc.
|
3/29/21
|
1,518
|
GaN Systems, Inc. Series F1
|
11/30/21
|
129
|
GaN Systems, Inc. Series F2
|
11/30/21
|
68
|
GaN Systems, Inc. 0%
|
11/30/21
|
355
|
Gupshup, Inc.
|
6/08/21
|
1,343
|
Skyryse, Inc. Series B
|
10/21/21
|
1,254
|
Space Exploration Technologies Corp. Class A
|
2/16/21
|
672
|
Starling Bank Ltd. Series D
|
6/18/21
|
1,179
|
Stripe, Inc. Class B
|
5/18/21
|
626
|
Stripe, Inc. Series H
|
3/15/21
|
253
|
Xsight Labs Ltd. Series D
|
2/16/21
|
481
|
Affiliate (Amounts in thousands)
|
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 3.86%
|
57,511
|
302,058
|
357,475
|
384
|
-
|
-
|
2,094
|
0.0%
|
Fidelity Investment Grade Bond Central Fund
|
2,025,195
|
65,291
|
-
|
16,691
|
-
|
(57,532)
|
2,032,954
|
6.1%
|
Fidelity Securities Lending Cash Central Fund 3.86%
|
12,253
|
28,212
|
27,001
|
11
|
-
|
-
|
13,464
|
0.0%
|
Total
|
2,094,959
|
395,561
|
384,476
|
17,086
|
-
|
(57,532)
|
2,048,512
|
|