Common Stocks - 99.0%
|
|||
Shares
|
Value ($)
|
||
COMMUNICATION SERVICES - 4.0%
|
|||
Diversified Telecommunication Services - 0.5%
|
|||
Cellnex Telecom SA (a)
|
195,900
|
6,929,904
|
|
Verizon Communications, Inc.
|
119,680
|
5,021,773
|
|
11,951,677
|
|||
Entertainment - 1.3%
|
|||
The Walt Disney Co.
|
105,400
|
12,896,744
|
|
Universal Music Group NV
|
449,100
|
13,495,614
|
|
Warner Music Group Corp. Class A
|
114,300
|
3,774,186
|
|
30,166,544
|
|||
Media - 2.2%
|
|||
Comcast Corp. Class A (b)
|
907,462
|
39,338,478
|
|
Interpublic Group of Companies, Inc.
|
375,900
|
12,265,617
|
|
51,604,095
|
|||
TOTAL COMMUNICATION SERVICES
|
93,722,316
|
||
CONSUMER DISCRETIONARY - 2.3%
|
|||
Hotels, Restaurants & Leisure - 1.0%
|
|||
Booking Holdings, Inc.
|
900
|
3,265,092
|
|
Churchill Downs, Inc.
|
18,100
|
2,239,875
|
|
Domino's Pizza, Inc.
|
12,300
|
6,111,624
|
|
Marriott International, Inc. Class A
|
26,800
|
6,761,908
|
|
Starbucks Corp.
|
55,800
|
5,099,562
|
|
23,478,061
|
|||
Household Durables - 0.2%
|
|||
Sony Group Corp. sponsored ADR (c)
|
25,700
|
2,203,518
|
|
Whirlpool Corp. (c)
|
16,100
|
1,926,043
|
|
4,129,561
|
|||
Specialty Retail - 0.8%
|
|||
Lowe's Companies, Inc.
|
77,117
|
19,644,013
|
|
Textiles, Apparel & Luxury Goods - 0.3%
|
|||
Compagnie Financiere Richemont SA Series A
|
9,610
|
1,463,030
|
|
NIKE, Inc. Class B
|
31,500
|
2,960,370
|
|
Puma AG
|
51,502
|
2,330,788
|
|
Tapestry, Inc.
|
900
|
42,732
|
|
Wolverine World Wide, Inc.
|
47,700
|
534,717
|
|
7,331,637
|
|||
TOTAL CONSUMER DISCRETIONARY
|
54,583,272
|
||
CONSUMER STAPLES - 6.2%
|
|||
Beverages - 2.2%
|
|||
Davide Campari Milano NV
|
64,200
|
645,108
|
|
Diageo PLC sponsored ADR
|
58,900
|
8,760,786
|
|
Keurig Dr. Pepper, Inc.
|
526,000
|
16,132,420
|
|
Pernod Ricard SA
|
27,600
|
4,464,950
|
|
Remy Cointreau SA
|
9,428
|
951,989
|
|
The Coca-Cola Co.
|
351,053
|
21,477,423
|
|
52,432,676
|
|||
Consumer Staples Distribution & Retail - 1.6%
|
|||
Sysco Corp.
|
151,700
|
12,315,006
|
|
Target Corp.
|
62,600
|
11,093,346
|
|
Walmart, Inc.
|
218,100
|
13,123,077
|
|
36,531,429
|
|||
Household Products - 0.2%
|
|||
Colgate-Palmolive Co.
|
16,100
|
1,449,805
|
|
Kimberly-Clark Corp.
|
3,200
|
413,920
|
|
Procter & Gamble Co.
|
18,100
|
2,936,725
|
|
4,800,450
|
|||
Personal Care Products - 1.6%
|
|||
Estee Lauder Companies, Inc. Class A
|
46,000
|
7,090,900
|
|
Haleon PLC ADR
|
1,699,694
|
14,430,402
|
|
Kenvue, Inc.
|
776,067
|
16,654,398
|
|
38,175,700
|
|||
Tobacco - 0.6%
|
|||
Altria Group, Inc.
|
238,785
|
10,415,802
|
|
Philip Morris International, Inc.
|
33,000
|
3,023,460
|
|
13,439,262
|
|||
TOTAL CONSUMER STAPLES
|
145,379,517
|
||
ENERGY - 9.6%
|
|||
Oil, Gas & Consumable Fuels - 9.6%
|
|||
Enterprise Products Partners LP
|
48,600
|
1,418,148
|
|
Exxon Mobil Corp. (b)
|
1,427,800
|
165,967,472
|
|
Galp Energia SGPS SA Class B
|
10,600
|
175,243
|
|
Imperial Oil Ltd.
|
419,600
|
28,941,883
|
|
Kosmos Energy Ltd. (d)
|
712,830
|
4,248,467
|
|
Pioneer Natural Resources Co.
|
19,700
|
5,171,250
|
|
Shell PLC ADR
|
314,600
|
21,090,784
|
|
227,013,247
|
|||
FINANCIALS - 20.0%
|
|||
Banks - 13.2%
|
|||
Bank of America Corp. (b)
|
1,711,712
|
64,908,119
|
|
HDFC Bank Ltd. sponsored ADR
|
41,500
|
2,322,755
|
|
JPMorgan Chase & Co.
|
140,932
|
28,228,680
|
|
M&T Bank Corp.
|
74,700
|
10,864,368
|
|
PNC Financial Services Group, Inc.
|
175,972
|
28,437,075
|
|
U.S. Bancorp (b)
|
523,998
|
23,422,711
|
|
Wells Fargo & Co. (b)
|
2,637,879
|
152,891,467
|
|
311,075,175
|
|||
Capital Markets - 2.4%
|
|||
3i Group PLC
|
107,200
|
3,801,035
|
|
Brookfield Corp. Class A
|
127,145
|
5,323,561
|
|
Charles Schwab Corp.
|
14,000
|
1,012,760
|
|
CME Group, Inc.
|
1,100
|
236,819
|
|
Intercontinental Exchange, Inc.
|
3,200
|
439,776
|
|
KKR & Co. LP
|
138,493
|
13,929,626
|
|
Moody's Corp.
|
3,600
|
1,414,908
|
|
Morgan Stanley
|
47,883
|
4,508,663
|
|
Northern Trust Corp.
|
217,145
|
19,308,533
|
|
Raymond James Financial, Inc.
|
57,550
|
7,390,571
|
|
57,366,252
|
|||
Financial Services - 3.3%
|
|||
Edenred SA
|
142,000
|
7,577,109
|
|
Fidelity National Information Services, Inc.
|
120,000
|
8,901,600
|
|
Global Payments, Inc.
|
43,400
|
5,800,844
|
|
MasterCard, Inc. Class A
|
16,000
|
7,705,120
|
|
Visa, Inc. Class A
|
167,876
|
46,850,834
|
|
76,835,507
|
|||
Insurance - 1.1%
|
|||
American Financial Group, Inc.
|
10,500
|
1,433,040
|
|
Arthur J. Gallagher & Co.
|
15,200
|
3,800,608
|
|
Brookfield Reinsurance Ltd.
|
548
|
22,895
|
|
Chubb Ltd.
|
27,500
|
7,126,075
|
|
Marsh & McLennan Companies, Inc.
|
40,542
|
8,350,841
|
|
Prudential PLC
|
143,700
|
1,347,586
|
|
The Travelers Companies, Inc.
|
18,600
|
4,280,604
|
|
26,361,649
|
|||
TOTAL FINANCIALS
|
471,638,583
|
||
HEALTH CARE - 12.3%
|
|||
Health Care Equipment & Supplies - 1.9%
|
|||
Abbott Laboratories
|
35,100
|
3,989,466
|
|
Becton, Dickinson & Co.
|
31,715
|
7,847,877
|
|
Boston Scientific Corp. (d)
|
364,163
|
24,941,524
|
|
Galderma Group AG
|
33,800
|
2,374,264
|
|
Koninklijke Philips Electronics NV (depository receipt) (NY Reg.)
|
234,019
|
4,680,380
|
|
Sonova Holding AG
|
4,630
|
1,340,459
|
|
45,173,970
|
|||
Health Care Providers & Services - 5.4%
|
|||
Cardinal Health, Inc.
|
98,900
|
11,066,910
|
|
Cigna Group
|
94,290
|
34,245,185
|
|
CVS Health Corp.
|
88,064
|
7,023,985
|
|
Humana, Inc.
|
21,500
|
7,454,480
|
|
McKesson Corp. (b)
|
45,488
|
24,420,233
|
|
UnitedHealth Group, Inc.
|
86,400
|
42,742,080
|
|
126,952,873
|
|||
Life Sciences Tools & Services - 0.7%
|
|||
Danaher Corp.
|
59,600
|
14,883,312
|
|
Thermo Fisher Scientific, Inc.
|
1,600
|
929,936
|
|
15,813,248
|
|||
Pharmaceuticals - 4.3%
|
|||
Bristol-Myers Squibb Co.
|
454,200
|
24,631,266
|
|
Eli Lilly & Co.
|
30,200
|
23,494,392
|
|
GSK PLC sponsored ADR
|
404,235
|
17,329,554
|
|
Johnson & Johnson
|
109,156
|
17,267,388
|
|
Royalty Pharma PLC
|
23,300
|
707,621
|
|
Sanofi SA sponsored ADR
|
51,200
|
2,488,320
|
|
UCB SA
|
112,500
|
13,884,799
|
|
Zoetis, Inc. Class A
|
3,500
|
592,235
|
|
100,395,575
|
|||
TOTAL HEALTH CARE
|
288,335,666
|
||
INDUSTRIALS - 16.9%
|
|||
Aerospace & Defense - 3.6%
|
|||
Airbus Group NV
|
81,700
|
15,051,494
|
|
General Dynamics Corp.
|
34,700
|
9,802,403
|
|
Howmet Aerospace, Inc.
|
21,200
|
1,450,716
|
|
Huntington Ingalls Industries, Inc.
|
27,600
|
8,044,572
|
|
Safran SA
|
33,100
|
7,496,214
|
|
Textron, Inc.
|
37,100
|
3,559,003
|
|
The Boeing Co. (b)(d)
|
199,010
|
38,406,940
|
|
83,811,342
|
|||
Air Freight & Logistics - 1.5%
|
|||
Expeditors International of Washington, Inc.
|
2,095
|
254,689
|
|
FedEx Corp.
|
25,500
|
7,388,370
|
|
United Parcel Service, Inc. Class B
|
184,572
|
27,432,936
|
|
35,075,995
|
|||
Building Products - 0.2%
|
|||
A.O. Smith Corp.
|
2,600
|
232,596
|
|
Johnson Controls International PLC
|
61,700
|
4,030,244
|
|
4,262,840
|
|||
Commercial Services & Supplies - 0.6%
|
|||
GFL Environmental, Inc.
|
352,900
|
12,169,325
|
|
Veralto Corp.
|
18,966
|
1,681,526
|
|
13,850,851
|
|||
Electrical Equipment - 1.2%
|
|||
Acuity Brands, Inc.
|
25,800
|
6,933,234
|
|
AMETEK, Inc.
|
7,300
|
1,335,170
|
|
Hubbell, Inc. Class B (b)
|
29,179
|
12,110,744
|
|
Regal Rexnord Corp.
|
35,200
|
6,339,520
|
|
Rockwell Automation, Inc.
|
5,100
|
1,485,783
|
|
28,204,451
|
|||
Ground Transportation - 0.4%
|
|||
Knight-Swift Transportation Holdings, Inc. Class A
|
150,038
|
8,255,091
|
|
Industrial Conglomerates - 5.8%
|
|||
3M Co.
|
23,700
|
2,513,859
|
|
General Electric Co. (b)
|
762,831
|
133,899,725
|
|
136,413,584
|
|||
Machinery - 1.8%
|
|||
Allison Transmission Holdings, Inc.
|
76,400
|
6,200,624
|
|
Caterpillar, Inc.
|
3,800
|
1,392,434
|
|
Cummins, Inc.
|
14,000
|
4,125,100
|
|
Donaldson Co., Inc.
|
156,800
|
11,709,824
|
|
Fortive Corp.
|
63,700
|
5,479,474
|
|
Nordson Corp.
|
35,500
|
9,746,170
|
|
Otis Worldwide Corp.
|
22,643
|
2,247,771
|
|
Stanley Black & Decker, Inc.
|
18,900
|
1,850,877
|
|
42,752,274
|
|||
Passenger Airlines - 0.0%
|
|||
Copa Holdings SA Class A
|
7,200
|
749,952
|
|
Professional Services - 0.7%
|
|||
Equifax, Inc.
|
21,300
|
5,698,176
|
|
Paycom Software, Inc.
|
3,000
|
597,030
|
|
RELX PLC (London Stock Exchange)
|
220,320
|
9,501,398
|
|
TransUnion
|
14,500
|
1,157,100
|
|
16,953,704
|
|||
Trading Companies & Distributors - 1.0%
|
|||
Brenntag SE
|
19,000
|
1,600,496
|
|
Watsco, Inc.
|
46,192
|
19,953,558
|
|
WESCO International, Inc.
|
18,100
|
3,100,168
|
|
24,654,222
|
|||
Transportation Infrastructure - 0.1%
|
|||
Aena SME SA (a)
|
15,500
|
3,050,961
|
|
TOTAL INDUSTRIALS
|
398,035,267
|
||
INFORMATION TECHNOLOGY - 22.5%
|
|||
Electronic Equipment, Instruments & Components - 0.3%
|
|||
CDW Corp.
|
25,300
|
6,471,234
|
|
IT Services - 0.6%
|
|||
Amdocs Ltd.
|
52,700
|
4,762,499
|
|
IBM Corp.
|
42,500
|
8,115,800
|
|
12,878,299
|
|||
Semiconductors & Semiconductor Equipment - 7.1%
|
|||
Analog Devices, Inc.
|
42,000
|
8,307,180
|
|
Applied Materials, Inc.
|
45,000
|
9,280,350
|
|
BE Semiconductor Industries NV
|
28,000
|
4,286,487
|
|
Broadcom, Inc.
|
9,300
|
12,326,313
|
|
Lam Research Corp.
|
10,000
|
9,715,700
|
|
Marvell Technology, Inc.
|
312,300
|
22,135,824
|
|
Microchip Technology, Inc.
|
13,500
|
1,211,085
|
|
NVIDIA Corp. (b)
|
81,005
|
73,192,878
|
|
NXP Semiconductors NV
|
51,600
|
12,784,932
|
|
Qualcomm, Inc.
|
7,400
|
1,252,820
|
|
Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR
|
71,800
|
9,768,390
|
|
Teradyne, Inc.
|
32,200
|
3,633,126
|
|
167,895,085
|
|||
Software - 11.9%
|
|||
Intuit, Inc.
|
32,000
|
20,800,000
|
|
Microsoft Corp.
|
494,518
|
208,053,611
|
|
Oracle Corp.
|
151,400
|
19,017,354
|
|
Sage Group PLC
|
273,300
|
4,365,286
|
|
SAP SE sponsored ADR (c)
|
144,800
|
28,240,344
|
|
280,476,595
|
|||
Technology Hardware, Storage & Peripherals - 2.6%
|
|||
Apple, Inc.
|
342,312
|
58,699,662
|
|
Samsung Electronics Co. Ltd.
|
41,980
|
2,513,102
|
|
61,212,764
|
|||
TOTAL INFORMATION TECHNOLOGY
|
528,933,977
|
||
MATERIALS - 1.6%
|
|||
Chemicals - 0.6%
|
|||
Air Products & Chemicals, Inc. (b)
|
19,300
|
4,675,811
|
|
DuPont de Nemours, Inc.
|
54,100
|
4,147,847
|
|
International Flavors & Fragrances, Inc.
|
8,900
|
765,311
|
|
PPG Industries, Inc.
|
14,400
|
2,086,560
|
|
Sherwin-Williams Co.
|
3,600
|
1,250,388
|
|
12,925,917
|
|||
Metals & Mining - 1.0%
|
|||
First Quantum Minerals Ltd.
|
980,200
|
10,536,128
|
|
Freeport-McMoRan, Inc. (b)
|
299,300
|
14,073,086
|
|
24,609,214
|
|||
TOTAL MATERIALS
|
37,535,131
|
||
REAL ESTATE - 1.5%
|
|||
Equity Real Estate Investment Trusts (REITs) - 1.5%
|
|||
American Tower Corp.
|
64,200
|
12,685,278
|
|
Crown Castle, Inc.
|
120,400
|
12,741,932
|
|
H&R (REIT) (c)
|
58,100
|
396,755
|
|
Public Storage
|
700
|
203,042
|
|
Simon Property Group, Inc.
|
54,400
|
8,513,056
|
|
34,540,063
|
|||
UTILITIES - 2.1%
|
|||
Electric Utilities - 2.0%
|
|||
Constellation Energy Corp.
|
11,033
|
2,039,450
|
|
Duke Energy Corp.
|
46,100
|
4,458,331
|
|
Edison International
|
20,100
|
1,421,673
|
|
Entergy Corp.
|
32,900
|
3,476,872
|
|
Eversource Energy
|
70,600
|
4,219,762
|
|
Exelon Corp.
|
37,000
|
1,390,090
|
|
FirstEnergy Corp.
|
28,700
|
1,108,394
|
|
NextEra Energy, Inc.
|
12,100
|
773,311
|
|
Southern Co.
|
372,900
|
26,751,846
|
|
45,639,729
|
|||
Gas Utilities - 0.0%
|
|||
Southwest Gas Holdings, Inc.
|
700
|
53,291
|
|
Multi-Utilities - 0.1%
|
|||
Sempra
|
35,800
|
2,571,514
|
|
TOTAL UTILITIES
|
48,264,534
|
||
TOTAL COMMON STOCKS
(Cost $1,305,849,298)
|
2,327,981,573
|
||
Convertible Bonds - 0.1%
|
|||
Principal
Amount (e)
|
Value ($)
|
||
COMMUNICATION SERVICES - 0.1%
|
|||
Interactive Media & Services - 0.1%
|
|||
Snap, Inc. 0.125% 3/1/28
(Cost $2,124,423)
|
2,818,000
|
2,140,271
|
|
U.S. Treasury Obligations - 0.4%
|
|||
Principal
Amount (e)
|
Value ($)
|
||
U.S. Treasury Bills, yield at date of purchase 5.29% to 5.3% 4/11/24 to 5/9/24
(Cost $10,709,969)
|
10,751,000
|
10,709,627
|
|
Money Market Funds - 2.5%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.39% (f)
|
25,281,947
|
25,287,004
|
|
Fidelity Securities Lending Cash Central Fund 5.39% (f)(g)
|
32,680,317
|
32,683,585
|
|
TOTAL MONEY MARKET FUNDS
(Cost $57,970,589)
|
57,970,589
|
||
Purchased Options - 0.0%
|
||||||
Counterparty
|
Number
of Contracts
|
Notional Amount($)
|
Exercise
Price ($)
|
Expiration
Date
|
Value ($)
|
|
Put Options
|
||||||
Exxon Mobil Corp.
|
Chicago Board Options Exchange
|
900
|
10,461,600
|
110
|
06/21/24
|
167,400
|
167,400
|
||||||
TOTAL PURCHASED OPTIONS
(Cost $248,604)
|
167,400
|
TOTAL INVESTMENT IN SECURITIES - 102.0%
(Cost $1,376,902,883)
|
2,398,969,460
|
NET OTHER ASSETS (LIABILITIES) - (2.0)%
|
(46,782,802)
|
NET ASSETS - 100.0%
|
2,352,186,658
|
Written Options
|
||||||
Counterparty
|
Number
of Contracts
|
Notional
Amount ($)
|
Exercise
Price ($)
|
Expiration
Date
|
Value ($)
|
|
Call Options
|
||||||
Bank of America Corp.
|
Chicago Board Options Exchange
|
853
|
3,234,576
|
41.00
|
06/21/24
|
(51,180)
|
Comcast Corp. Class A
|
Chicago Board Options Exchange
|
471
|
2,041,785
|
47.50
|
04/19/24
|
(2,120)
|
Freeport-McMoRan, Inc.
|
Chicago Board Options Exchange
|
134
|
630,068
|
50.00
|
05/17/24
|
(20,234)
|
General Electric Co.
|
Chicago Board Options Exchange
|
390
|
6,845,670
|
130.00
|
04/19/24
|
(1,803,750)
|
General Electric Co.
|
Chicago Board Options Exchange
|
755
|
13,252,515
|
165.00
|
01/17/25
|
(2,070,588)
|
General Electric Co.
|
Chicago Board Options Exchange
|
218
|
3,826,554
|
170.00
|
01/17/25
|
(519,930)
|
Hubbell, Inc.
|
Chicago Board Options Exchange
|
266
|
11,040,330
|
340.00
|
06/21/24
|
(2,124,010)
|
McKesson Corp.
|
Chicago Board Options Exchange
|
34
|
1,825,290
|
560.00
|
05/17/24
|
(32,300)
|
NVIDIA Corp.
|
Chicago Board Options Exchange
|
66
|
5,963,496
|
1,070.00
|
05/17/24
|
(108,405)
|
U.S. Bancorp
|
Chicago Board Options Exchange
|
248
|
1,108,560
|
50.00
|
05/17/24
|
(9,548)
|
Wells Fargo & Co.
|
Chicago Board Options Exchange
|
1,337
|
7,749,252
|
47.50
|
04/19/24
|
(1,357,055)
|
Wells Fargo & Co.
|
Chicago Board Options Exchange
|
1,337
|
7,749,252
|
50.00
|
04/19/24
|
(1,029,490)
|
Wells Fargo & Co.
|
Chicago Board Options Exchange
|
1,316
|
7,627,536
|
62.50
|
08/16/24
|
(246,092)
|
(9,374,702)
|
||||||
Put Options
|
||||||
Air Products & Chemicals, Inc.
|
Chicago Board Options Exchange
|
300
|
7,268,100
|
200.00
|
06/21/24
|
(31,500)
|
The Boeing Co.
|
Chicago Board Options Exchange
|
200
|
3,859,800
|
215.00
|
05/17/24
|
(467,000)
|
(498,500)
|
||||||
TOTAL WRITTEN OPTIONS
|
(9,873,202)
|
(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 $9,980,865 or 0.4% of net assets.
|
(b)
|
Security or a portion of the security is pledged as collateral for options written. At period end, the value of securities pledged amounted to $84,022,784.
|
(c)
|
Security or a portion of the security is on loan at period end.
|
(d)
|
Non-income producing
|
(e)
|
Amount is stated in United States dollars unless otherwise noted.
|
(f)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(g)
|
Investment made with cash collateral received from securities on loan.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
% ownership,
end
of period
|
Fidelity Cash Central Fund 5.39%
|
36,914,512
|
60,660,825
|
72,288,333
|
379,376
|
-
|
-
|
25,287,004
|
0.1%
|
Fidelity Securities Lending Cash Central Fund 5.39%
|
20,155,460
|
63,842,472
|
51,314,347
|
19,086
|
-
|
-
|
32,683,585
|
0.1%
|
Total
|
57,069,972
|
124,503,297
|
123,602,680
|
398,462
|
-
|
-
|
57,970,589
|
|