Common Stocks - 98.7%
|
|||
Shares
|
Value ($)
|
||
COMMUNICATION SERVICES - 2.2%
|
|||
Diversified Telecommunication Services - 0.6%
|
|||
Liberty Global PLC Class C (a)
|
5,843
|
168,512
|
|
Media - 1.6%
|
|||
Interpublic Group of Companies, Inc.
|
7,777
|
284,405
|
|
Nexstar Broadcasting Group, Inc. Class A
|
1,384
|
207,503
|
|
491,908
|
|||
TOTAL COMMUNICATION SERVICES
|
660,420
|
||
CONSUMER DISCRETIONARY - 11.3%
|
|||
Auto Components - 0.8%
|
|||
Adient PLC (a)
|
5,651
|
235,195
|
|
Distributors - 1.3%
|
|||
LKQ Corp.
|
6,973
|
384,073
|
|
Diversified Consumer Services - 1.9%
|
|||
Adtalem Global Education, Inc. (a)
|
6,781
|
250,422
|
|
Laureate Education, Inc. Class A
|
18,155
|
314,445
|
|
564,867
|
|||
Hotels, Restaurants & Leisure - 1.2%
|
|||
Caesars Entertainment, Inc. (a)
|
3,283
|
359,357
|
|
Household Durables - 2.0%
|
|||
Mohawk Industries, Inc. (a)
|
1,849
|
327,661
|
|
Taylor Morrison Home Corp. (a)
|
8,724
|
266,344
|
|
594,005
|
|||
Internet & Direct Marketing Retail - 1.3%
|
|||
eBay, Inc.
|
4,926
|
377,923
|
|
Multiline Retail - 1.1%
|
|||
Dollar Tree, Inc. (a)
|
3,064
|
330,177
|
|
Specialty Retail - 1.7%
|
|||
Gap, Inc.
|
12,640
|
286,802
|
|
Rent-A-Center, Inc.
|
3,811
|
202,974
|
|
489,776
|
|||
TOTAL CONSUMER DISCRETIONARY
|
3,335,373
|
||
CONSUMER STAPLES - 5.2%
|
|||
Beverages - 1.0%
|
|||
Primo Water Corp.
|
17,980
|
285,882
|
|
Food & Staples Retailing - 1.0%
|
|||
BJ's Wholesale Club Holdings, Inc. (a)
|
4,792
|
280,044
|
|
Food Products - 1.9%
|
|||
Bunge Ltd.
|
1,514
|
140,257
|
|
Darling Ingredients, Inc. (a)
|
5,061
|
427,756
|
|
568,013
|
|||
Household Products - 0.6%
|
|||
Reynolds Consumer Products, Inc.
|
6,774
|
182,763
|
|
Tobacco - 0.7%
|
|||
Altria Group, Inc.
|
4,869
|
214,772
|
|
TOTAL CONSUMER STAPLES
|
1,531,474
|
||
ENERGY - 6.4%
|
|||
Energy Equipment & Services - 0.9%
|
|||
Liberty Oilfield Services, Inc. Class A (a)
|
21,185
|
273,710
|
|
Oil, Gas & Consumable Fuels - 5.5%
|
|||
Canadian Natural Resources Ltd.
|
15,760
|
669,825
|
|
Cheniere Energy, Inc.
|
4,490
|
464,266
|
|
Hess Corp.
|
5,859
|
483,778
|
|
1,617,869
|
|||
TOTAL ENERGY
|
1,891,579
|
||
FINANCIALS - 17.2%
|
|||
Banks - 2.8%
|
|||
East West Bancorp, Inc.
|
2,870
|
228,108
|
|
First Citizens Bancshares, Inc.
|
344
|
279,982
|
|
Signature Bank
|
1,084
|
322,837
|
|
830,927
|
|||
Capital Markets - 4.8%
|
|||
Ameriprise Financial, Inc.
|
1,630
|
492,472
|
|
Bank of New York Mellon Corp.
|
2,742
|
162,326
|
|
Lazard Ltd. Class A
|
7,393
|
362,183
|
|
LPL Financial
|
2,451
|
402,013
|
|
1,418,994
|
|||
Consumer Finance - 3.0%
|
|||
OneMain Holdings, Inc.
|
6,435
|
339,832
|
|
SLM Corp.
|
17,107
|
313,913
|
|
Synchrony Financial
|
5,116
|
237,638
|
|
891,383
|
|||
Diversified Financial Services - 0.8%
|
|||
Voya Financial, Inc.
|
3,135
|
218,729
|
|
Insurance - 5.8%
|
|||
American Financial Group, Inc.
|
2,841
|
386,490
|
|
Arch Capital Group Ltd. (a)
|
8,921
|
373,076
|
|
Assurant, Inc.
|
2,290
|
369,400
|
|
Reinsurance Group of America, Inc.
|
1,828
|
215,850
|
|
The Travelers Companies, Inc.
|
2,272
|
365,519
|
|
1,710,335
|
|||
TOTAL FINANCIALS
|
5,070,368
|
||
HEALTH CARE - 6.4%
|
|||
Biotechnology - 0.3%
|
|||
United Therapeutics Corp. (a)
|
367
|
70,009
|
|
Health Care Providers & Services - 4.7%
|
|||
Centene Corp. (a)
|
5,324
|
379,282
|
|
Cigna Corp.
|
2,824
|
603,235
|
|
Laboratory Corp. of America Holdings (a)
|
1,451
|
416,466
|
|
1,398,983
|
|||
Pharmaceuticals - 1.4%
|
|||
Bristol-Myers Squibb Co.
|
3,095
|
180,748
|
|
Jazz Pharmaceuticals PLC (a)
|
1,742
|
231,756
|
|
412,504
|
|||
TOTAL HEALTH CARE
|
1,881,496
|
||
INDUSTRIALS - 19.4%
|
|||
Aerospace & Defense - 0.8%
|
|||
Curtiss-Wright Corp.
|
1,767
|
225,611
|
|
Air Freight & Logistics - 0.9%
|
|||
FedEx Corp.
|
1,178
|
277,454
|
|
Building Products - 3.0%
|
|||
Builders FirstSource, Inc. (a)
|
8,003
|
466,335
|
|
Jeld-Wen Holding, Inc. (a)
|
15,005
|
411,287
|
|
877,622
|
|||
Commercial Services & Supplies - 0.9%
|
|||
The Brink's Co.
|
3,960
|
272,765
|
|
Construction & Engineering - 2.2%
|
|||
Fluor Corp. (a)
|
14,296
|
277,914
|
|
Willscot Mobile Mini Holdings (a)
|
10,484
|
364,319
|
|
642,233
|
|||
Machinery - 2.0%
|
|||
Allison Transmission Holdings, Inc.
|
8,973
|
299,339
|
|
Crane Co.
|
2,731
|
282,058
|
|
581,397
|
|||
Marine - 0.8%
|
|||
Kirby Corp. (a)
|
4,530
|
237,417
|
|
Professional Services - 3.6%
|
|||
ASGN, Inc. (a)
|
1,687
|
201,866
|
|
KBR, Inc.
|
5,251
|
222,852
|
|
Manpower, Inc.
|
2,461
|
237,856
|
|
Nielsen Holdings PLC
|
20,242
|
409,901
|
|
1,072,475
|
|||
Road & Rail - 2.4%
|
|||
Ryder System, Inc.
|
2,502
|
212,545
|
|
TFI International, Inc. (Canada)
|
2,673
|
296,393
|
|
XPO Logistics, Inc. (a)
|
2,308
|
198,026
|
|
706,964
|
|||
Trading Companies & Distributors - 2.8%
|
|||
AerCap Holdings NV (a)
|
3,750
|
221,400
|
|
Beacon Roofing Supply, Inc. (a)
|
6,079
|
321,397
|
|
Univar, Inc. (a)
|
11,323
|
289,642
|
|
832,439
|
|||
TOTAL INDUSTRIALS
|
5,726,377
|
||
INFORMATION TECHNOLOGY - 5.7%
|
|||
Electronic Equipment & Components - 1.1%
|
|||
Flex Ltd. (a)
|
20,012
|
338,203
|
|
IT Services - 2.2%
|
|||
DXC Technology Co. (a)
|
8,299
|
270,298
|
|
Unisys Corp. (a)
|
14,286
|
365,293
|
|
635,591
|
|||
Software - 2.4%
|
|||
NCR Corp. (a)
|
6,230
|
246,334
|
|
SS&C Technologies Holdings, Inc.
|
5,710
|
453,774
|
|
700,108
|
|||
TOTAL INFORMATION TECHNOLOGY
|
1,673,902
|
||
MATERIALS - 8.7%
|
|||
Chemicals - 3.6%
|
|||
Axalta Coating Systems Ltd. (a)
|
11,829
|
368,947
|
|
Olin Corp.
|
7,543
|
429,800
|
|
Tronox Holdings PLC
|
11,111
|
259,109
|
|
1,057,856
|
|||
Construction Materials - 0.7%
|
|||
Eagle Materials, Inc.
|
1,506
|
223,430
|
|
Containers & Packaging - 3.0%
|
|||
Berry Global Group, Inc. (a)
|
4,666
|
305,810
|
|
Crown Holdings, Inc.
|
2,903
|
301,883
|
|
O-I Glass, Inc. (a)
|
20,524
|
267,838
|
|
875,531
|
|||
Metals & Mining - 1.4%
|
|||
Arconic Corp. (a)
|
8,075
|
237,567
|
|
Constellium NV (a)
|
9,143
|
168,323
|
|
405,890
|
|||
TOTAL MATERIALS
|
2,562,707
|
||
REAL ESTATE - 7.9%
|
|||
Equity Real Estate Investment Trusts (REITs) - 7.9%
|
|||
American Tower Corp.
|
1,221
|
344,285
|
|
Americold Realty Trust
|
7,906
|
232,990
|
|
CubeSmart
|
12,269
|
674,913
|
|
Equinix, Inc.
|
523
|
437,788
|
|
Equity Lifestyle Properties, Inc.
|
7,638
|
645,487
|
|
2,335,463
|
|||
Real Estate Management & Development - 0.0%
|
|||
Cushman & Wakefield PLC (a)
|
835
|
15,356
|
|
TOTAL REAL ESTATE
|
2,350,819
|
||
UTILITIES - 8.3%
|
|||
Electric Utilities - 3.9%
|
|||
Edison International
|
7,944
|
499,916
|
|
NRG Energy, Inc.
|
6,009
|
239,699
|
|
PG&E Corp. (a)
|
35,936
|
416,858
|
|
1,156,473
|
|||
Independent Power and Renewable Electricity Producers - 2.1%
|
|||
The AES Corp.
|
18,168
|
456,562
|
|
Vistra Corp.
|
8,420
|
164,948
|
|
621,510
|
|||
Multi-Utilities - 2.3%
|
|||
CenterPoint Energy, Inc.
|
12,810
|
333,572
|
|
MDU Resources Group, Inc.
|
11,408
|
350,568
|
|
684,140
|
|||
TOTAL UTILITIES
|
2,462,123
|
||
TOTAL COMMON STOCKS
(Cost $21,231,995)
|
29,146,638
|
||
U.S. Treasury Obligations - 0.2%
|
|||
Principal
Amount (b)
|
Value ($)
|
||
U.S. Treasury Bills, yield at date of purchase 0.03% to 0.04% 12/30/21 to 1/13/22 (c)
(Cost $69,996)
|
70,000
|
69,991
|
|
Money Market Funds - 1.0%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 0.06% (d)
(Cost $289,460)
|
289,402
|
289,460
|
|
TOTAL INVESTMENT IN SECURITIES - 99.9%
(Cost $21,591,451)
|
29,506,089
|
NET OTHER ASSETS (LIABILITIES) - 0.1%
|
29,858
|
NET ASSETS - 100.0%
|
29,535,947
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Equity Index Contracts
|
|||||
CME E-mini S&P MidCap 400 Index Contracts (United States)
|
1
|
Dec 2021
|
278,940
|
1,698
|
1,698
|
The notional amount of futures purchased as a percentage of Net Assets is 0.9%
|
(a)
|
Non-income producing
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
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 $20,997.
|
(d)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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 0.06%
|
256,574
|
14,598,793
|
14,565,908
|
281
|
1
|
-
|
289,460
|
0.0%
|
Fidelity Securities Lending Cash Central Fund 0.06%
|
-
|
365,200
|
365,200
|
1
|
-
|
-
|
-
|
0.0%
|
Total
|
256,574
|
14,963,993
|
14,931,108
|
282
|
1
|
-
|
289,460
|