Common Stocks - 95.3%
|
|||
Shares
|
Value ($)
(000s)
|
||
COMMUNICATION SERVICES - 5.0%
|
|||
Diversified Telecommunication Services - 0.8%
|
|||
Cellnex Telecom SA (a)
|
735,500
|
30,967
|
|
Elisa Corp. (A Shares)
|
113,800
|
7,062
|
|
Verizon Communications, Inc.
|
780,074
|
30,290
|
|
68,319
|
|||
Entertainment - 1.5%
|
|||
Activision Blizzard, Inc.
|
131,350
|
10,207
|
|
Nintendo Co. Ltd. ADR
|
1,120,600
|
11,834
|
|
The Walt Disney Co. (b)
|
472,190
|
48,399
|
|
Universal Music Group NV
|
1,876,200
|
40,955
|
|
Warner Music Group Corp. Class A
|
462,900
|
14,105
|
|
125,500
|
|||
Media - 2.7%
|
|||
Comcast Corp. Class A
|
4,166,712
|
172,377
|
|
Interpublic Group of Companies, Inc.
|
1,650,531
|
58,973
|
|
231,350
|
|||
TOTAL COMMUNICATION SERVICES
|
425,169
|
||
CONSUMER DISCRETIONARY - 3.3%
|
|||
Automobile Components - 0.4%
|
|||
BorgWarner, Inc.
|
682,952
|
32,870
|
|
Hotels, Restaurants & Leisure - 1.5%
|
|||
Amadeus IT Holding SA Class A (b)
|
611,800
|
43,000
|
|
Churchill Downs, Inc.
|
116,100
|
33,963
|
|
Domino's Pizza, Inc.
|
33,000
|
10,477
|
|
Marriott International, Inc. Class A
|
122,623
|
20,765
|
|
Starbucks Corp.
|
151,360
|
17,299
|
|
125,504
|
|||
Household Durables - 0.2%
|
|||
GN Store Nord A/S (b)
|
48,000
|
1,277
|
|
Sony Group Corp. sponsored ADR
|
138,214
|
12,394
|
|
Whirlpool Corp.
|
31,894
|
4,452
|
|
18,123
|
|||
Specialty Retail - 0.9%
|
|||
Lowe's Companies, Inc.
|
368,614
|
76,609
|
|
TJX Companies, Inc.
|
24,500
|
1,931
|
|
Williams-Sonoma, Inc.
|
11,200
|
1,356
|
|
79,896
|
|||
Textiles, Apparel & Luxury Goods - 0.3%
|
|||
NIKE, Inc. Class B
|
109,800
|
13,914
|
|
Puma AG
|
185,454
|
10,822
|
|
Tapestry, Inc.
|
3,700
|
151
|
|
Wolverine World Wide, Inc.
|
193,500
|
3,239
|
|
28,126
|
|||
TOTAL CONSUMER DISCRETIONARY
|
284,519
|
||
CONSUMER STAPLES - 5.6%
|
|||
Beverages - 2.4%
|
|||
Diageo PLC sponsored ADR (c)
|
230,611
|
42,778
|
|
Keurig Dr. Pepper, Inc.
|
1,453,600
|
47,533
|
|
Pernod Ricard SA
|
66,200
|
15,275
|
|
Remy Cointreau SA
|
41,547
|
7,181
|
|
The Coca-Cola Co.
|
1,472,010
|
94,429
|
|
207,196
|
|||
Consumer Staples Distribution & Retail - 1.4%
|
|||
Alimentation Couche-Tard, Inc. Class A (multi-vtg.)
|
44,400
|
2,216
|
|
Sysco Corp.
|
737,336
|
56,583
|
|
Target Corp.
|
147,300
|
23,237
|
|
Walmart, Inc.
|
277,100
|
41,834
|
|
123,870
|
|||
Food Products - 0.0%
|
|||
Lamb Weston Holdings, Inc.
|
29,660
|
3,316
|
|
Household Products - 0.4%
|
|||
Colgate-Palmolive Co.
|
62,300
|
4,972
|
|
Kimberly-Clark Corp.
|
12,500
|
1,811
|
|
Procter & Gamble Co.
|
88,000
|
13,761
|
|
Spectrum Brands Holdings, Inc.
|
139,983
|
9,309
|
|
29,853
|
|||
Personal Care Products - 0.4%
|
|||
Haleon PLC ADR (c)
|
3,363,511
|
29,834
|
|
Tobacco - 1.0%
|
|||
Altria Group, Inc.
|
1,736,567
|
82,504
|
|
Philip Morris International, Inc.
|
8,800
|
880
|
|
83,384
|
|||
TOTAL CONSUMER STAPLES
|
477,453
|
||
ENERGY - 12.4%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Baker Hughes Co. Class A
|
59,500
|
1,740
|
|
Oil, Gas & Consumable Fuels - 12.4%
|
|||
Canadian Natural Resources Ltd.
|
535,615
|
32,639
|
|
Cenovus Energy, Inc. (Canada)
|
5,086,473
|
85,372
|
|
Energy Transfer LP
|
323,500
|
4,167
|
|
Enterprise Products Partners LP
|
221,500
|
5,828
|
|
Exxon Mobil Corp.
|
5,846,999
|
691,931
|
|
Hess Corp.
|
1,046,664
|
151,829
|
|
Imperial Oil Ltd.
|
1,138,126
|
58,013
|
|
Kosmos Energy Ltd. (b)
|
4,029,555
|
25,789
|
|
Phillips 66 Co.
|
78,887
|
7,810
|
|
1,063,378
|
|||
TOTAL ENERGY
|
1,065,118
|
||
FINANCIALS - 17.8%
|
|||
Banks - 11.1%
|
|||
Bank of America Corp.
|
7,261,336
|
212,612
|
|
JPMorgan Chase & Co.
|
603,275
|
83,397
|
|
M&T Bank Corp.
|
165,894
|
20,869
|
|
PNC Financial Services Group, Inc.
|
661,401
|
86,147
|
|
Truist Financial Corp.
|
1,610,132
|
52,458
|
|
U.S. Bancorp
|
1,360,437
|
46,636
|
|
Wells Fargo & Co.
|
11,348,570
|
451,106
|
|
953,225
|
|||
Capital Markets - 2.2%
|
|||
Brookfield Asset Management Ltd. Class A
|
75,747
|
2,541
|
|
Brookfield Corp. Class A
|
324,202
|
10,524
|
|
Charles Schwab Corp.
|
28,500
|
1,489
|
|
CME Group, Inc.
|
4,500
|
836
|
|
Intercontinental Exchange, Inc.
|
12,600
|
1,373
|
|
KKR & Co. LP
|
558,852
|
29,658
|
|
Morgan Stanley
|
338,451
|
30,450
|
|
Northern Trust Corp.
|
920,453
|
71,943
|
|
Raymond James Financial, Inc.
|
402,070
|
36,399
|
|
S&P Global, Inc.
|
1,100
|
399
|
|
State Street Corp.
|
87,991
|
6,358
|
|
191,970
|
|||
Financial Services - 3.5%
|
|||
Edenred SA
|
610,100
|
39,610
|
|
Essent Group Ltd.
|
236,223
|
10,032
|
|
Fidelity National Information Services, Inc.
|
488,632
|
28,692
|
|
Global Payments, Inc.
|
129,600
|
14,607
|
|
MasterCard, Inc. Class A
|
63,067
|
23,967
|
|
Radian Group, Inc.
|
322,868
|
7,836
|
|
Visa, Inc. Class A
|
735,775
|
171,237
|
|
295,981
|
|||
Insurance - 1.0%
|
|||
American Financial Group, Inc.
|
40,800
|
5,007
|
|
Arthur J. Gallagher & Co.
|
34,200
|
7,116
|
|
Brookfield Asset Management Reinsurance Partners Ltd.
|
2,086
|
68
|
|
Chubb Ltd.
|
114,356
|
23,050
|
|
Marsh & McLennan Companies, Inc.
|
168,770
|
30,411
|
|
Old Republic International Corp.
|
213,800
|
5,403
|
|
The Travelers Companies, Inc.
|
77,627
|
14,061
|
|
85,116
|
|||
TOTAL FINANCIALS
|
1,526,292
|
||
HEALTH CARE - 12.4%
|
|||
Health Care Equipment & Supplies - 2.1%
|
|||
Abbott Laboratories
|
64,100
|
7,081
|
|
Becton, Dickinson & Co.
|
106,286
|
28,092
|
|
Boston Scientific Corp. (b)
|
1,327,296
|
69,179
|
|
GE Healthcare Holding LLC
|
602,736
|
49,027
|
|
Koninklijke Philips Electronics NV (depository receipt) (NY Reg.)
|
981,851
|
20,737
|
|
Sonova Holding AG
|
24,692
|
7,785
|
|
181,901
|
|||
Health Care Providers & Services - 5.4%
|
|||
Cardinal Health, Inc.
|
631,311
|
51,831
|
|
Cigna Group
|
373,954
|
94,719
|
|
CVS Health Corp.
|
770,212
|
56,464
|
|
Humana, Inc.
|
38,800
|
20,583
|
|
McKesson Corp.
|
275,534
|
100,361
|
|
UnitedHealth Group, Inc.
|
286,987
|
141,223
|
|
465,181
|
|||
Life Sciences Tools & Services - 0.5%
|
|||
Danaher Corp.
|
164,103
|
38,878
|
|
Pharmaceuticals - 4.4%
|
|||
Bristol-Myers Squibb Co.
|
2,064,236
|
137,829
|
|
Eli Lilly & Co.
|
101,848
|
40,318
|
|
GSK PLC sponsored ADR
|
1,665,128
|
59,995
|
|
Johnson & Johnson
|
630,389
|
103,195
|
|
Sanofi SA sponsored ADR
|
217,097
|
11,647
|
|
UCB SA
|
258,900
|
24,083
|
|
Viatris, Inc.
|
86,400
|
806
|
|
Zoetis, Inc. Class A
|
13,900
|
2,443
|
|
380,316
|
|||
TOTAL HEALTH CARE
|
1,066,276
|
||
INDUSTRIALS - 16.5%
|
|||
Aerospace & Defense - 3.6%
|
|||
Airbus Group NV (c)
|
371,100
|
51,967
|
|
General Dynamics Corp.
|
144,161
|
31,476
|
|
Huntington Ingalls Industries, Inc.
|
107,484
|
21,675
|
|
MTU Aero Engines AG
|
54,900
|
14,379
|
|
Raytheon Technologies Corp.
|
197,925
|
19,773
|
|
Safran SA
|
134,600
|
20,933
|
|
Textron, Inc.
|
111,400
|
7,457
|
|
The Boeing Co. (b)
|
662,720
|
137,037
|
|
304,697
|
|||
Air Freight & Logistics - 1.8%
|
|||
DSV A/S
|
48,200
|
9,053
|
|
Expeditors International of Washington, Inc.
|
8,400
|
956
|
|
FedEx Corp.
|
119,674
|
27,259
|
|
United Parcel Service, Inc. Class B
|
658,099
|
118,333
|
|
155,601
|
|||
Building Products - 0.5%
|
|||
A.O. Smith Corp. (c)
|
190,700
|
13,023
|
|
Johnson Controls International PLC
|
465,911
|
27,880
|
|
40,903
|
|||
Commercial Services & Supplies - 0.6%
|
|||
GFL Environmental, Inc.
|
1,475,800
|
53,603
|
|
Ritchie Bros. Auctioneers, Inc.
|
15,600
|
893
|
|
54,496
|
|||
Electrical Equipment - 1.1%
|
|||
Acuity Brands, Inc.
|
138,815
|
21,847
|
|
AMETEK, Inc.
|
18,600
|
2,565
|
|
Hubbell, Inc. Class B
|
135,872
|
36,593
|
|
Regal Rexnord Corp.
|
146,800
|
19,107
|
|
Rockwell Automation, Inc.
|
19,318
|
5,475
|
|
Vertiv Holdings Co.
|
906,100
|
13,519
|
|
99,106
|
|||
Ground Transportation - 0.5%
|
|||
Knight-Swift Transportation Holdings, Inc. Class A
|
757,509
|
42,663
|
|
Industrial Conglomerates - 4.3%
|
|||
3M Co.
|
103,466
|
10,990
|
|
General Electric Co.
|
3,600,611
|
356,352
|
|
367,342
|
|||
Machinery - 1.9%
|
|||
Allison Transmission Holdings, Inc.
|
307,000
|
14,979
|
|
Caterpillar, Inc.
|
35,023
|
7,663
|
|
Cummins, Inc.
|
57,976
|
13,627
|
|
Donaldson Co., Inc.
|
629,712
|
40,018
|
|
Epiroc AB (A Shares)
|
32,700
|
655
|
|
Flowserve Corp.
|
368,278
|
12,297
|
|
Fortive Corp.
|
292,388
|
18,447
|
|
Kardex AG
|
6,600
|
1,495
|
|
Nordson Corp.
|
115,027
|
24,881
|
|
Otis Worldwide Corp.
|
87,573
|
7,470
|
|
Stanley Black & Decker, Inc.
|
113,518
|
9,801
|
|
Westinghouse Air Brake Tech Co.
|
128,747
|
12,575
|
|
163,908
|
|||
Passenger Airlines - 0.0%
|
|||
Copa Holdings SA Class A
|
30,400
|
2,746
|
|
Professional Services - 0.9%
|
|||
Equifax, Inc.
|
89,623
|
18,676
|
|
Genpact Ltd.
|
546,971
|
24,368
|
|
RELX PLC (London Stock Exchange)
|
897,501
|
29,845
|
|
Robert Half International, Inc.
|
9,500
|
694
|
|
73,583
|
|||
Trading Companies & Distributors - 1.1%
|
|||
Brenntag SE
|
74,700
|
6,073
|
|
Fastenal Co.
|
126,376
|
6,804
|
|
MSC Industrial Direct Co., Inc. Class A
|
16,600
|
1,506
|
|
Watsco, Inc. (c)
|
212,391
|
73,568
|
|
WESCO International, Inc.
|
27,500
|
3,960
|
|
91,911
|
|||
Transportation Infrastructure - 0.2%
|
|||
Aena SME SA (a)(c)
|
84,400
|
14,220
|
|
TOTAL INDUSTRIALS
|
1,411,176
|
||
INFORMATION TECHNOLOGY - 16.5%
|
|||
Electronic Equipment, Instruments & Components - 0.2%
|
|||
CDW Corp.
|
106,364
|
18,038
|
|
IT Services - 0.3%
|
|||
DXC Technology Co. (b)
|
112,900
|
2,693
|
|
IBM Corp.
|
191,142
|
24,162
|
|
Unisys Corp. (b)
|
805,430
|
2,585
|
|
29,440
|
|||
Semiconductors & Semiconductor Equipment - 3.6%
|
|||
Analog Devices, Inc.
|
159,408
|
28,674
|
|
Applied Materials, Inc.
|
171,200
|
19,351
|
|
BE Semiconductor Industries NV
|
61,100
|
5,476
|
|
Intel Corp.
|
190,616
|
5,921
|
|
Lam Research Corp.
|
40,130
|
21,031
|
|
Marvell Technology, Inc.
|
1,240,486
|
48,974
|
|
Microchip Technology, Inc.
|
23,700
|
1,730
|
|
NVIDIA Corp. (d)
|
132,800
|
36,851
|
|
NXP Semiconductors NV
|
216,826
|
35,503
|
|
Qualcomm, Inc.
|
663,672
|
77,517
|
|
Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR
|
246,400
|
20,772
|
|
Teradyne, Inc.
|
78,000
|
7,128
|
|
308,928
|
|||
Software - 8.9%
|
|||
Intuit, Inc.
|
132,800
|
58,957
|
|
Microsoft Corp.
|
1,973,082
|
606,249
|
|
Open Text Corp.
|
165,128
|
6,254
|
|
SAP SE sponsored ADR
|
593,245
|
80,248
|
|
Temenos Group AG
|
123,020
|
10,278
|
|
761,986
|
|||
Technology Hardware, Storage & Peripherals - 3.5%
|
|||
Apple, Inc.
|
1,685,512
|
285,998
|
|
FUJIFILM Holdings Corp.
|
62,600
|
3,263
|
|
Samsung Electronics Co. Ltd.
|
162,180
|
7,983
|
|
297,244
|
|||
TOTAL INFORMATION TECHNOLOGY
|
1,415,636
|
||
MATERIALS - 2.8%
|
|||
Chemicals - 0.8%
|
|||
DuPont de Nemours, Inc.
|
638,798
|
44,537
|
|
International Flavors & Fragrances, Inc.
|
35,300
|
3,423
|
|
LyondellBasell Industries NV Class A
|
75,300
|
7,124
|
|
PPG Industries, Inc.
|
54,322
|
7,619
|
|
Sherwin-Williams Co.
|
14,400
|
3,421
|
|
66,124
|
|||
Metals & Mining - 2.0%
|
|||
First Quantum Minerals Ltd.
|
2,061,100
|
50,080
|
|
Freeport-McMoRan, Inc.
|
2,221,812
|
84,229
|
|
Glencore PLC
|
6,710,600
|
39,610
|
|
173,919
|
|||
Paper & Forest Products - 0.0%
|
|||
Louisiana-Pacific Corp.
|
28,300
|
1,691
|
|
TOTAL MATERIALS
|
241,734
|
||
REAL ESTATE - 1.3%
|
|||
Equity Real Estate Investment Trusts (REITs) - 1.3%
|
|||
American Tower Corp.
|
194,078
|
39,668
|
|
Crown Castle International Corp.
|
144,500
|
17,787
|
|
Equinix, Inc.
|
1,100
|
796
|
|
Public Storage
|
2,400
|
708
|
|
Simon Property Group, Inc.
|
426,660
|
48,349
|
|
107,308
|
|||
UTILITIES - 1.7%
|
|||
Electric Utilities - 1.6%
|
|||
Constellation Energy Corp.
|
47,813
|
3,701
|
|
Duke Energy Corp.
|
125,221
|
12,382
|
|
Entergy Corp.
|
142,463
|
15,326
|
|
Exelon Corp.
|
155,840
|
6,614
|
|
PG&E Corp. (b)
|
992,500
|
16,982
|
|
Southern Co.
|
1,055,066
|
77,600
|
|
132,605
|
|||
Multi-Utilities - 0.1%
|
|||
Sempra Energy
|
74,096
|
11,521
|
|
TOTAL UTILITIES
|
144,126
|
||
TOTAL COMMON STOCKS
(Cost $5,447,543)
|
8,164,807
|
||
Convertible Preferred Stocks - 0.2%
|
|||
Shares
|
Value ($)
(000s)
|
||
HEALTH CARE - 0.2%
|
|||
Health Care Equipment & Supplies - 0.2%
|
|||
Becton, Dickinson & Co. 6.50%
|
154,800
|
7,819
|
|
Boston Scientific Corp. Series A, 5.50%
|
92,400
|
11,608
|
|
TOTAL CONVERTIBLE PREFERRED STOCKS
(Cost $16,980)
|
19,427
|
||
Convertible Bonds - 0.1%
|
|||
Principal
Amount (e)
(000s)
|
Value ($)
(000s)
|
||
COMMUNICATION SERVICES - 0.1%
|
|||
Interactive Media & Services - 0.1%
|
|||
Snap, Inc. 0.125% 3/1/28
(Cost $7,660)
|
10,669
|
7,335
|
|
Other - 0.1%
|
|||
Shares
|
Value ($)
(000s)
|
||
Other - 0.1%
|
|||
Utica Shale Drilling Program (non-operating revenue interest) (f)(g)(h)
(Cost $16,110)
|
13,918,119
|
5,434
|
|
Money Market Funds - 6.7%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Cash Central Fund 4.88% (i)
|
362,199,606
|
362,272
|
|
Fidelity Securities Lending Cash Central Fund 4.88% (i)(j)
|
208,458,684
|
208,480
|
|
TOTAL MONEY MARKET FUNDS
(Cost $570,752)
|
570,752
|
||
TOTAL INVESTMENT IN SECURITIES - 102.4%
(Cost $6,059,045)
|
8,767,755
|
NET OTHER ASSETS (LIABILITIES) - (2.4)%
|
(205,229)
|
NET ASSETS - 100.0%
|
8,562,526
|
Written Options
|
||||||
Counterparty
|
Number
of Contracts
|
Notional
Amount ($)
(000s)
|
Exercise
Price ($)
|
Expiration
Date
|
Value ($)
(000s)
|
|
Call Options
|
||||||
NVIDIA Corp.
|
Chicago Board Options Exchange
|
222
|
6,160
|
290.00
|
05/19/23
|
(104)
|
(a)
|
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 $45,187,000 or 0.5% of net assets.
|
(b)
|
Non-income producing
|
(c)
|
Security or a portion of the security is on loan at period end.
|
(d)
|
Security or a portion of the security is pledged as collateral for call options written. At period end, the value of securities pledged amounted to $6,160,000.
|
(e)
|
Amount is stated in United States dollars unless otherwise noted.
|
(f)
|
Investment is owned by a wholly-owned subsidiary (Subsidiary) that is treated as a corporation for U.S. tax purposes.
|
(g)
|
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 $5,434,000 or 0.1% of net assets.
|
(h)
|
Level 3 security
|
(i)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(j)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each restricted holding is as follows:
|
||
Security
|
Acquisition Date
|
Acquisition Cost ($)
(000s)
|
Utica Shale Drilling Program (non-operating revenue interest)
|
10/05/16 - 12/16/20
|
16,110
|
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 4.88%
|
214,836
|
852,145
|
704,709
|
10,043
|
-
|
-
|
362,272
|
0.9%
|
Fidelity Securities Lending Cash Central Fund 4.88%
|
-
|
588,022
|
379,542
|
262
|
-
|
-
|
208,480
|
0.6%
|
Total
|
214,836
|
1,440,167
|
1,084,251
|
10,305
|
-
|
-
|
570,752
|
|