Common Stocks - 99.6%
|
|||
Shares
|
Value ($)
|
||
COMMUNICATION SERVICES - 7.5%
|
|||
Diversified Telecommunication Services - 1.6%
|
|||
AT&T, Inc.
|
228,450
|
3,858,521
|
|
Verizon Communications, Inc.
|
109,822
|
4,336,871
|
|
8,195,392
|
|||
Entertainment - 1.6%
|
|||
Electronic Arts, Inc.
|
22,303
|
2,828,466
|
|
TKO Group Holdings, Inc.
|
32,277
|
3,055,664
|
|
Warner Music Group Corp. Class A
|
74,373
|
2,454,309
|
|
8,338,439
|
|||
Media - 4.3%
|
|||
Comcast Corp. Class A
|
101,975
|
3,886,267
|
|
Fox Corp. Class A
|
87,528
|
2,714,243
|
|
Interpublic Group of Companies, Inc.
|
85,686
|
2,608,282
|
|
News Corp. Class A
|
114,694
|
2,729,717
|
|
Nexstar Media Group, Inc. Class A
|
15,508
|
2,482,210
|
|
Omnicom Group, Inc.
|
32,295
|
2,998,268
|
|
Paramount Global Class B (a)
|
189,730
|
2,161,025
|
|
The New York Times Co. Class A
|
56,994
|
2,452,452
|
|
22,032,464
|
|||
TOTAL COMMUNICATION SERVICES
|
38,566,295
|
||
CONSUMER DISCRETIONARY - 10.0%
|
|||
Automobiles - 2.9%
|
|||
Bayerische Motoren Werke AG (BMW)
|
30,381
|
3,328,076
|
|
Ford Motor Co.
|
306,984
|
3,729,856
|
|
General Motors Co.
|
97,159
|
4,326,490
|
|
Mercedes-Benz Group AG (Germany)
|
46,735
|
3,544,971
|
|
14,929,393
|
|||
Hotels, Restaurants & Leisure - 2.6%
|
|||
Marriott International, Inc. Class A
|
15,810
|
3,733,215
|
|
McDonald's Corp.
|
18,676
|
5,099,295
|
|
Starbucks Corp.
|
46,736
|
4,135,669
|
|
12,968,179
|
|||
Specialty Retail - 3.7%
|
|||
Best Buy Co., Inc.
|
44,554
|
3,280,957
|
|
Lowe's Companies, Inc.
|
20,832
|
4,749,488
|
|
The Home Depot, Inc.
|
19,845
|
6,632,596
|
|
TJX Companies, Inc.
|
45,450
|
4,276,391
|
|
18,939,432
|
|||
Textiles, Apparel & Luxury Goods - 0.8%
|
|||
NIKE, Inc. Class B
|
44,809
|
4,134,078
|
|
TOTAL CONSUMER DISCRETIONARY
|
50,971,082
|
||
CONSUMER STAPLES - 5.7%
|
|||
Beverages - 1.9%
|
|||
PepsiCo, Inc.
|
27,752
|
4,881,854
|
|
The Coca-Cola Co.
|
78,354
|
4,839,927
|
|
9,721,781
|
|||
Consumer Staples Distribution & Retail - 0.3%
|
|||
Walgreens Boots Alliance, Inc.
|
101,333
|
1,796,634
|
|
Household Products - 1.3%
|
|||
Procter & Gamble Co.
|
39,527
|
6,450,806
|
|
Tobacco - 2.2%
|
|||
Altria Group, Inc.
|
71,503
|
3,132,546
|
|
British American Tobacco PLC (United Kingdom)
|
73,229
|
2,155,719
|
|
Imperial Brands PLC
|
91,129
|
2,086,450
|
|
Philip Morris International, Inc.
|
40,338
|
3,829,690
|
|
11,204,405
|
|||
TOTAL CONSUMER STAPLES
|
29,173,626
|
||
ENERGY - 4.3%
|
|||
Oil, Gas & Consumable Fuels - 4.3%
|
|||
Chevron Corp.
|
26,334
|
4,246,884
|
|
Civitas Resources, Inc.
|
17,416
|
1,253,255
|
|
ConocoPhillips Co.
|
22,409
|
2,815,019
|
|
Devon Energy Corp.
|
32,007
|
1,638,118
|
|
EOG Resources, Inc.
|
15,675
|
2,071,138
|
|
Exxon Mobil Corp.
|
54,174
|
6,407,159
|
|
Pioneer Natural Resources Co.
|
7,129
|
1,919,982
|
|
Targa Resources Corp.
|
14,584
|
1,663,451
|
|
22,015,006
|
|||
FINANCIALS - 13.7%
|
|||
Banks - 7.9%
|
|||
Bank of America Corp.
|
177,668
|
6,575,493
|
|
Citigroup, Inc.
|
82,104
|
5,035,438
|
|
JPMorgan Chase & Co.
|
51,455
|
9,865,982
|
|
PNC Financial Services Group, Inc.
|
27,923
|
4,279,479
|
|
Truist Financial Corp.
|
108,475
|
4,073,236
|
|
U.S. Bancorp
|
100,851
|
4,097,576
|
|
Wells Fargo & Co.
|
110,152
|
6,534,217
|
|
40,461,421
|
|||
Capital Markets - 4.2%
|
|||
Blackstone, Inc.
|
35,354
|
4,122,630
|
|
CME Group, Inc.
|
20,596
|
4,317,745
|
|
Goldman Sachs Group, Inc.
|
12,506
|
5,336,435
|
|
Morgan Stanley
|
53,325
|
4,844,043
|
|
Schroders PLC
|
670,691
|
2,962,835
|
|
21,583,688
|
|||
Financial Services - 1.6%
|
|||
Visa, Inc. Class A
|
29,866
|
8,022,306
|
|
TOTAL FINANCIALS
|
70,067,415
|
||
HEALTH CARE - 12.0%
|
|||
Biotechnology - 1.4%
|
|||
AbbVie, Inc.
|
43,570
|
7,086,225
|
|
Health Care Providers & Services - 2.6%
|
|||
CVS Health Corp.
|
68,940
|
4,667,927
|
|
UnitedHealth Group, Inc.
|
18,149
|
8,778,671
|
|
13,446,598
|
|||
Pharmaceuticals - 8.0%
|
|||
Bayer AG
|
132,388
|
3,871,553
|
|
Bristol-Myers Squibb Co.
|
105,626
|
4,641,206
|
|
Eli Lilly & Co.
|
14,894
|
11,633,703
|
|
Johnson & Johnson
|
52,026
|
7,522,439
|
|
Merck & Co., Inc.
|
59,897
|
7,739,890
|
|
Pfizer, Inc.
|
210,528
|
5,393,727
|
|
40,802,518
|
|||
TOTAL HEALTH CARE
|
61,335,341
|
||
INDUSTRIALS - 9.7%
|
|||
Aerospace & Defense - 2.7%
|
|||
General Electric Co.
|
32,378
|
5,239,408
|
|
Lockheed Martin Corp.
|
8,865
|
4,121,604
|
|
RTX Corp.
|
45,803
|
4,649,921
|
|
14,010,933
|
|||
Air Freight & Logistics - 0.8%
|
|||
United Parcel Service, Inc. Class B
|
27,366
|
4,035,938
|
|
Electrical Equipment - 0.3%
|
|||
GE Vernova LLC
|
8,095
|
1,244,282
|
|
Ground Transportation - 0.8%
|
|||
Union Pacific Corp.
|
17,790
|
4,219,076
|
|
Industrial Conglomerates - 1.3%
|
|||
CK Hutchison Holdings Ltd.
|
535,700
|
2,619,870
|
|
Honeywell International, Inc.
|
21,259
|
4,097,247
|
|
6,717,117
|
|||
Machinery - 2.4%
|
|||
Caterpillar, Inc.
|
14,593
|
4,882,380
|
|
Deere & Co.
|
9,970
|
3,902,358
|
|
PACCAR, Inc.
|
32,858
|
3,486,562
|
|
12,271,300
|
|||
Marine Transportation - 1.4%
|
|||
A.P. Moller - Maersk A/S Series B
|
1,531
|
2,236,575
|
|
Mitsui OSK Lines Ltd.
|
76,200
|
2,416,281
|
|
Nippon Yusen KK
|
79,600
|
2,259,039
|
|
6,911,895
|
|||
Transportation Infrastructure - 0.0%
|
|||
Svitzer A/S
|
3,062
|
103,093
|
|
TOTAL INDUSTRIALS
|
49,513,634
|
||
INFORMATION TECHNOLOGY - 29.5%
|
|||
Communications Equipment - 2.4%
|
|||
Cisco Systems, Inc.
|
149,880
|
7,041,362
|
|
Telefonaktiebolaget LM Ericsson (B Shares)
|
968,972
|
4,963,202
|
|
12,004,564
|
|||
IT Services - 1.2%
|
|||
IBM Corp.
|
38,326
|
6,369,781
|
|
Semiconductors & Semiconductor Equipment - 9.8%
|
|||
Broadcom, Inc.
|
9,229
|
12,000,192
|
|
NVIDIA Corp.
|
35,512
|
30,683,078
|
|
Texas Instruments, Inc.
|
43,094
|
7,602,643
|
|
50,285,913
|
|||
Software - 7.2%
|
|||
Microsoft Corp.
|
94,697
|
36,868,385
|
|
Technology Hardware, Storage & Peripherals - 8.9%
|
|||
Apple, Inc.
|
188,811
|
32,160,178
|
|
Dell Technologies, Inc.
|
64,457
|
8,033,920
|
|
HP, Inc.
|
192,321
|
5,402,297
|
|
45,596,395
|
|||
TOTAL INFORMATION TECHNOLOGY
|
151,125,038
|
||
MATERIALS - 2.6%
|
|||
Chemicals - 1.7%
|
|||
Air Products & Chemicals, Inc.
|
5,284
|
1,248,821
|
|
Dow, Inc.
|
21,494
|
1,223,009
|
|
International Flavors & Fragrances, Inc.
|
11,791
|
998,108
|
|
Linde PLC
|
7,131
|
3,144,486
|
|
LyondellBasell Industries NV Class A
|
10,621
|
1,061,781
|
|
The Mosaic Co.
|
27,512
|
863,602
|
|
8,539,807
|
|||
Containers & Packaging - 0.3%
|
|||
Amcor PLC
|
93,932
|
839,752
|
|
International Paper Co.
|
25,294
|
883,772
|
|
1,723,524
|
|||
Metals & Mining - 0.6%
|
|||
Freeport-McMoRan, Inc.
|
34,124
|
1,704,153
|
|
Newmont Corp.
|
33,391
|
1,357,010
|
|
3,061,163
|
|||
TOTAL MATERIALS
|
13,324,494
|
||
REAL ESTATE - 2.3%
|
|||
Equity Real Estate Investment Trusts (REITs) - 2.3%
|
|||
Crown Castle, Inc.
|
14,150
|
1,326,987
|
|
Gaming & Leisure Properties
|
25,377
|
1,084,359
|
|
Omega Healthcare Investors, Inc.
|
38,002
|
1,155,641
|
|
Prologis, Inc.
|
18,136
|
1,850,779
|
|
Public Storage
|
5,379
|
1,395,582
|
|
Simon Property Group, Inc.
|
11,061
|
1,554,402
|
|
VICI Properties, Inc.
|
44,928
|
1,282,694
|
|
Weyerhaeuser Co.
|
39,178
|
1,182,000
|
|
WP Carey, Inc.
|
19,024
|
1,043,276
|
|
11,875,720
|
|||
UTILITIES - 2.3%
|
|||
Electric Utilities - 2.0%
|
|||
American Electric Power Co., Inc.
|
16,903
|
1,454,165
|
|
Duke Energy Corp.
|
17,534
|
1,722,891
|
|
Edison International
|
17,197
|
1,222,019
|
|
Exelon Corp.
|
36,253
|
1,362,388
|
|
NextEra Energy, Inc.
|
37,371
|
2,502,736
|
|
Southern Co.
|
24,556
|
1,804,866
|
|
10,069,065
|
|||
Multi-Utilities - 0.3%
|
|||
Dominion Energy, Inc.
|
28,188
|
1,437,024
|
|
TOTAL UTILITIES
|
11,506,089
|
||
TOTAL COMMON STOCKS
(Cost $453,447,106)
|
509,473,740
|
||
Money Market Funds - 0.6%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.39% (b)
|
888,110
|
888,287
|
|
Fidelity Securities Lending Cash Central Fund 5.39% (b)(c)
|
2,323,518
|
2,323,750
|
|
TOTAL MONEY MARKET FUNDS
(Cost $3,212,043)
|
3,212,037
|
||
TOTAL INVESTMENT IN SECURITIES - 100.2%
(Cost $456,659,149)
|
512,685,777
|
NET OTHER ASSETS (LIABILITIES) - (0.2)% (d)
|
(1,200,167)
|
NET ASSETS - 100.0%
|
511,485,610
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Equity Index Contracts
|
|||||
CME E-mini S&P 500 Index Contracts (United States)
|
8
|
Jun 2024
|
2,026,800
|
(60,134)
|
(60,134)
|
The notional amount of futures purchased as a percentage of Net Assets is 0.4%
|
(a)
|
Security or a portion of the security is on loan at period end.
|
(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)
|
Includes $82,600 of cash collateral to cover margin requirements for futures contracts.
|
Affiliate
|
Value,
beginning
of period ($)
|
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%
|
2,062,133
|
22,634,817
|
23,808,652
|
59,016
|
(5)
|
(6)
|
888,287
|
0.0%
|
Fidelity Securities Lending Cash Central Fund 5.39%
|
6,087,575
|
46,153,441
|
49,917,266
|
16,701
|
-
|
-
|
2,323,750
|
0.0%
|
Total
|
8,149,708
|
68,788,258
|
73,725,918
|
75,717
|
(5)
|
(6)
|
3,212,037
|
|