Common Stocks - 61.2%
|
|||
Shares
|
Value ($)
(000s)
|
||
COMMUNICATION SERVICES - 5.5%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
AT&T, Inc.
|
1,373,700
|
22,762
|
|
Cellnex Telecom SA (a)
|
68,100
|
2,600
|
|
Liberty Global Ltd. Class C (b)
|
94,069
|
1,584
|
|
26,946
|
|||
Entertainment - 1.0%
|
|||
Netflix, Inc. (c)
|
66,487
|
31,513
|
|
Roku, Inc. Class A (c)
|
38,600
|
4,022
|
|
Sea Ltd. ADR (c)
|
174,200
|
6,310
|
|
Spotify Technology SA (c)
|
12,100
|
2,240
|
|
Take-Two Interactive Software, Inc. (c)
|
14,380
|
2,275
|
|
The Walt Disney Co.
|
235,925
|
21,868
|
|
TKO Group Holdings, Inc.
|
44,300
|
3,426
|
|
71,654
|
|||
Interactive Media & Services - 3.6%
|
|||
Alphabet, Inc.:
|
|||
Class A (c)
|
798,040
|
105,764
|
|
Class C (c)
|
261,820
|
35,063
|
|
Epic Games, Inc. (c)(d)(e)
|
1,715
|
1,013
|
|
Match Group, Inc. (c)
|
32,800
|
1,062
|
|
Meta Platforms, Inc. Class A (c)
|
330,075
|
107,984
|
|
Pinterest, Inc. Class A (c)
|
93,600
|
3,189
|
|
Snap, Inc. Class A (c)
|
567,630
|
7,850
|
|
261,925
|
|||
Media - 0.4%
|
|||
Altice U.S.A., Inc. Class A (c)
|
143,002
|
329
|
|
Charter Communications, Inc. Class A (c)
|
14,700
|
5,882
|
|
Comcast Corp. Class A
|
162,326
|
6,800
|
|
Liberty Broadband Corp.:
|
|||
Class A (c)
|
119,301
|
9,895
|
|
Class C (c)
|
45,500
|
3,782
|
|
26,688
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
T-Mobile U.S., Inc.
|
48,495
|
7,296
|
|
TOTAL COMMUNICATION SERVICES
|
394,509
|
||
CONSUMER DISCRETIONARY - 6.5%
|
|||
Automobile Components - 0.1%
|
|||
Adient PLC (c)
|
114,100
|
3,674
|
|
Aptiv PLC (c)
|
37,700
|
3,123
|
|
6,797
|
|||
Automobiles - 1.0%
|
|||
Ferrari NV
|
11,700
|
4,200
|
|
Tesla, Inc. (c)
|
267,400
|
64,197
|
|
68,397
|
|||
Broadline Retail - 2.7%
|
|||
Amazon.com, Inc. (c)
|
1,287,900
|
188,149
|
|
eBay, Inc.
|
172,300
|
7,066
|
|
195,215
|
|||
Hotels, Restaurants & Leisure - 1.1%
|
|||
Booking Holdings, Inc. (c)
|
5,200
|
16,254
|
|
Caesars Entertainment, Inc. (c)
|
107,600
|
4,812
|
|
Churchill Downs, Inc.
|
67,554
|
7,821
|
|
Domino's Pizza, Inc.
|
15,400
|
6,051
|
|
Flutter Entertainment PLC (c)
|
1,904
|
297
|
|
Marriott International, Inc. Class A
|
69,600
|
14,108
|
|
McDonald's Corp.
|
48,700
|
13,726
|
|
Penn Entertainment, Inc. (c)
|
42,800
|
1,051
|
|
Red Rock Resorts, Inc.
|
31,100
|
1,385
|
|
Sweetgreen, Inc. Class A (c)
|
11,300
|
106
|
|
Yum! Brands, Inc.
|
105,700
|
13,271
|
|
78,882
|
|||
Household Durables - 0.0%
|
|||
D.R. Horton, Inc.
|
3,400
|
434
|
|
Mohawk Industries, Inc. (c)
|
30,600
|
2,702
|
|
3,136
|
|||
Specialty Retail - 1.2%
|
|||
Burlington Stores, Inc. (c)
|
16,100
|
2,730
|
|
Cazoo Group Ltd. (c)(d)
|
2,665
|
1
|
|
Foot Locker, Inc.
|
40,100
|
1,080
|
|
Lowe's Companies, Inc.
|
122,600
|
24,377
|
|
The Home Depot, Inc.
|
61,309
|
19,220
|
|
TJX Companies, Inc.
|
359,030
|
31,634
|
|
Valvoline, Inc.
|
150,300
|
5,146
|
|
84,188
|
|||
Textiles, Apparel & Luxury Goods - 0.4%
|
|||
NIKE, Inc. Class B
|
164,964
|
18,191
|
|
PVH Corp.
|
64,500
|
6,307
|
|
Tapestry, Inc.
|
166,800
|
5,283
|
|
29,781
|
|||
TOTAL CONSUMER DISCRETIONARY
|
466,396
|
||
CONSUMER STAPLES - 4.0%
|
|||
Beverages - 1.3%
|
|||
Boston Beer Co., Inc. Class A (c)
|
9,000
|
3,193
|
|
Brown-Forman Corp. Class B (non-vtg.)
|
56,800
|
3,336
|
|
Celsius Holdings, Inc. (c)
|
20,700
|
1,025
|
|
Constellation Brands, Inc. Class A (sub. vtg.)
|
43,700
|
10,509
|
|
Diageo PLC
|
68,800
|
2,408
|
|
Duckhorn Portfolio, Inc. (c)
|
6,648
|
68
|
|
Keurig Dr. Pepper, Inc.
|
200,200
|
6,320
|
|
Monster Beverage Corp.
|
208,750
|
11,513
|
|
PepsiCo, Inc.
|
112,900
|
19,000
|
|
The Coca-Cola Co.
|
520,300
|
30,406
|
|
The Vita Coco Co., Inc. (c)
|
98,000
|
2,750
|
|
90,528
|
|||
Consumer Staples Distribution & Retail - 1.2%
|
|||
Alimentation Couche-Tard, Inc. Class A (multi-vtg.)
|
64,100
|
3,656
|
|
BJ's Wholesale Club Holdings, Inc. (c)
|
13,600
|
878
|
|
Costco Wholesale Corp.
|
57,400
|
34,023
|
|
Dollar General Corp.
|
19,300
|
2,531
|
|
Dollar Tree, Inc. (c)
|
34,300
|
4,239
|
|
Maplebear, Inc.
|
2,600
|
63
|
|
Sprouts Farmers Market LLC (c)
|
12,400
|
534
|
|
Target Corp.
|
52,700
|
7,052
|
|
U.S. Foods Holding Corp. (c)
|
149,672
|
6,560
|
|
Walmart, Inc.
|
175,200
|
27,277
|
|
86,813
|
|||
Food Products - 0.4%
|
|||
Freshpet, Inc. (b)(c)
|
34,000
|
2,412
|
|
Lamb Weston Holdings, Inc.
|
37,300
|
3,731
|
|
McCormick & Co., Inc. (non-vtg.)
|
62,100
|
4,026
|
|
Mondelez International, Inc.
|
199,000
|
14,141
|
|
The Hershey Co.
|
28,300
|
5,318
|
|
29,628
|
|||
Household Products - 0.7%
|
|||
Energizer Holdings, Inc.
|
35,400
|
1,092
|
|
Procter & Gamble Co.
|
329,900
|
50,646
|
|
51,738
|
|||
Personal Care Products - 0.3%
|
|||
elf Beauty, Inc. (c)
|
27,500
|
3,247
|
|
Estee Lauder Companies, Inc. Class A
|
54,000
|
6,895
|
|
Kenvue, Inc.
|
380,300
|
7,773
|
|
17,915
|
|||
Tobacco - 0.1%
|
|||
Altria Group, Inc.
|
229,900
|
9,665
|
|
TOTAL CONSUMER STAPLES
|
286,287
|
||
ENERGY - 2.5%
|
|||
Energy Equipment & Services - 0.2%
|
|||
Expro Group Holdings NV (c)
|
219,900
|
3,419
|
|
Schlumberger Ltd.
|
130,600
|
6,796
|
|
Weatherford International PLC (c)
|
65,200
|
5,913
|
|
16,128
|
|||
Oil, Gas & Consumable Fuels - 2.3%
|
|||
Africa Oil Corp.
|
2,242,376
|
4,181
|
|
Athabasca Oil Corp. (c)
|
1,502,800
|
4,297
|
|
Canadian Natural Resources Ltd.
|
59,300
|
3,961
|
|
Eco Atlantic Oil & Gas Ltd. (c)
|
1,213,000
|
152
|
|
Exxon Mobil Corp.
|
777,191
|
79,849
|
|
Hess Corp.
|
68,700
|
9,656
|
|
Imperial Oil Ltd.
|
259,585
|
14,625
|
|
Kosmos Energy Ltd. (c)
|
648,500
|
4,403
|
|
MEG Energy Corp. (c)
|
633,200
|
11,974
|
|
Phillips 66 Co.
|
103,474
|
13,337
|
|
Shell PLC ADR
|
164,400
|
10,818
|
|
Valero Energy Corp.
|
79,500
|
9,966
|
|
167,219
|
|||
TOTAL ENERGY
|
183,347
|
||
FINANCIALS - 8.3%
|
|||
Banks - 2.8%
|
|||
AIB Group PLC
|
557,520
|
2,582
|
|
Bank of America Corp.
|
643,927
|
19,633
|
|
Citigroup, Inc.
|
155,838
|
7,184
|
|
DNB Bank ASA
|
183,500
|
3,495
|
|
Eurobank Ergasias Services and Holdings SA (c)
|
3,079,994
|
5,669
|
|
HDFC Bank Ltd.
|
145,200
|
2,722
|
|
JPMorgan Chase & Co.
|
470,618
|
73,454
|
|
KBC Group NV
|
21,600
|
1,237
|
|
KeyCorp
|
768,929
|
9,527
|
|
M&T Bank Corp.
|
36,292
|
4,652
|
|
Pathward Financial, Inc.
|
34,000
|
1,686
|
|
Piraeus Financial Holdings SA (c)
|
879,271
|
3,120
|
|
PNC Financial Services Group, Inc.
|
133,621
|
17,900
|
|
Starling Bank Ltd. Series D (c)(d)(e)
|
659,301
|
2,505
|
|
Truist Financial Corp.
|
254,074
|
8,166
|
|
Wells Fargo & Co.
|
772,509
|
34,446
|
|
197,978
|
|||
Capital Markets - 1.6%
|
|||
Bank of New York Mellon Corp.
|
191,679
|
9,262
|
|
BlackRock, Inc. Class A
|
20,727
|
15,571
|
|
Brookfield Corp. Class A
|
95,088
|
3,354
|
|
Cboe Global Markets, Inc.
|
30,366
|
5,532
|
|
CME Group, Inc.
|
56,134
|
12,257
|
|
Interactive Brokers Group, Inc.
|
60,797
|
4,732
|
|
London Stock Exchange Group PLC
|
27,732
|
3,126
|
|
MarketAxess Holdings, Inc.
|
25,607
|
6,149
|
|
Moody's Corp.
|
37,300
|
13,613
|
|
Morgan Stanley
|
215,876
|
17,128
|
|
Northern Trust Corp.
|
96,300
|
7,632
|
|
State Street Corp.
|
34,716
|
2,528
|
|
StepStone Group, Inc. Class A
|
89,539
|
2,294
|
|
UBS Group AG
|
364,748
|
10,304
|
|
Virtu Financial, Inc. Class A
|
93,117
|
1,674
|
|
115,156
|
|||
Consumer Finance - 0.1%
|
|||
OneMain Holdings, Inc.
|
84,696
|
3,583
|
|
Shriram Transport Finance Co. Ltd.
|
110,584
|
2,662
|
|
6,245
|
|||
Financial Services - 2.2%
|
|||
Apollo Global Management, Inc.
|
191,042
|
17,576
|
|
Berkshire Hathaway, Inc.:
|
|||
Class A (c)
|
11
|
6,005
|
|
Class B (c)
|
14,096
|
5,075
|
|
Block, Inc. Class A (c)
|
274,400
|
17,405
|
|
Dlocal Ltd. (c)
|
217,200
|
3,747
|
|
Fiserv, Inc. (c)
|
91,627
|
11,967
|
|
FleetCor Technologies, Inc. (c)
|
17,106
|
4,114
|
|
Global Payments, Inc.
|
78,773
|
9,172
|
|
Jumo World Holding Ltd. (d)(e)
|
162,299
|
237
|
|
Jumo World Ltd. (c)(e)
|
162
|
0
|
|
One97 Communications Ltd. (c)
|
547,300
|
5,749
|
|
Shift4 Payments, Inc. (b)(c)
|
64,681
|
4,257
|
|
UWM Holdings Corp. Class A (b)
|
380,782
|
2,075
|
|
Visa, Inc. Class A
|
269,415
|
69,153
|
|
Voya Financial, Inc.
|
23,543
|
1,684
|
|
Worldline SA (a)(c)
|
158,235
|
2,459
|
|
160,675
|
|||
Insurance - 1.6%
|
|||
Arthur J. Gallagher & Co.
|
61,688
|
15,360
|
|
Chubb Ltd.
|
74,440
|
17,079
|
|
Direct Line Insurance Group PLC (c)
|
1,618,076
|
3,851
|
|
Everest Re Group Ltd.
|
22,722
|
9,329
|
|
Fairfax Financial Holdings Ltd. (sub. vtg.)
|
7,104
|
6,530
|
|
Globe Life, Inc.
|
35,773
|
4,405
|
|
Hartford Financial Services Group, Inc.
|
124,949
|
9,766
|
|
Marsh & McLennan Companies, Inc.
|
84,265
|
16,804
|
|
Progressive Corp.
|
92,883
|
15,236
|
|
Prudential PLC
|
150,643
|
1,648
|
|
The Travelers Companies, Inc.
|
49,186
|
8,884
|
|
Unum Group
|
160,054
|
6,882
|
|
115,774
|
|||
TOTAL FINANCIALS
|
595,828
|
||
HEALTH CARE - 7.8%
|
|||
Biotechnology - 1.3%
|
|||
Exact Sciences Corp. (c)
|
68,100
|
4,358
|
|
Gilead Sciences, Inc.
|
461,200
|
35,328
|
|
Legend Biotech Corp. ADR (c)
|
21,260
|
1,293
|
|
Regeneron Pharmaceuticals, Inc. (c)
|
30,177
|
24,860
|
|
Vertex Pharmaceuticals, Inc. (c)
|
71,393
|
25,331
|
|
91,170
|
|||
Health Care Equipment & Supplies - 1.8%
|
|||
Abbott Laboratories
|
58,202
|
6,070
|
|
Boston Scientific Corp. (c)
|
939,662
|
52,518
|
|
Inspire Medical Systems, Inc. (c)
|
7,680
|
1,116
|
|
Intuitive Surgical, Inc. (c)
|
70,693
|
21,974
|
|
Penumbra, Inc. (c)
|
36,127
|
8,023
|
|
Stryker Corp.
|
128,193
|
37,987
|
|
127,688
|
|||
Health Care Providers & Services - 2.5%
|
|||
agilon health, Inc. (c)
|
249,500
|
2,650
|
|
Cencora, Inc.
|
154,968
|
31,516
|
|
Cigna Group
|
77,400
|
20,347
|
|
CVS Health Corp.
|
155,639
|
10,576
|
|
Humana, Inc.
|
4,346
|
2,107
|
|
Surgery Partners, Inc. (c)
|
479,505
|
15,704
|
|
UnitedHealth Group, Inc.
|
180,661
|
99,900
|
|
182,800
|
|||
Life Sciences Tools & Services - 0.2%
|
|||
10X Genomics, Inc. (c)
|
69,100
|
3,007
|
|
Danaher Corp.
|
23,600
|
5,270
|
|
Gerresheimer AG
|
56,860
|
5,375
|
|
Thermo Fisher Scientific, Inc.
|
8,706
|
4,316
|
|
17,968
|
|||
Pharmaceuticals - 2.0%
|
|||
AstraZeneca PLC sponsored ADR
|
357,968
|
23,121
|
|
Eli Lilly & Co.
|
114,641
|
67,757
|
|
Indivior PLC (c)
|
451,788
|
7,346
|
|
Merck & Co., Inc.
|
394,910
|
40,470
|
|
Royalty Pharma PLC
|
262,348
|
7,102
|
|
145,796
|
|||
TOTAL HEALTH CARE
|
565,422
|
||
INDUSTRIALS - 5.3%
|
|||
Aerospace & Defense - 1.2%
|
|||
Howmet Aerospace, Inc.
|
179,500
|
9,442
|
|
Lockheed Martin Corp.
|
52,530
|
23,521
|
|
Northrop Grumman Corp.
|
18,846
|
8,955
|
|
RTX Corp.
|
63,652
|
5,186
|
|
Space Exploration Technologies Corp. Class A (c)(d)(e)
|
16,000
|
1,296
|
|
The Boeing Co. (c)
|
110,882
|
25,684
|
|
TransDigm Group, Inc.
|
12,400
|
11,940
|
|
86,024
|
|||
Air Freight & Logistics - 0.1%
|
|||
FedEx Corp.
|
31,500
|
8,153
|
|
Building Products - 0.4%
|
|||
Trane Technologies PLC
|
132,681
|
29,908
|
|
Construction & Engineering - 0.1%
|
|||
Quanta Services, Inc.
|
19,900
|
3,747
|
|
Electrical Equipment - 0.6%
|
|||
AMETEK, Inc.
|
173,132
|
26,875
|
|
Eaton Corp. PLC
|
74,300
|
16,917
|
|
43,792
|
|||
Ground Transportation - 0.9%
|
|||
CSX Corp.
|
443,350
|
14,320
|
|
Old Dominion Freight Lines, Inc.
|
49,300
|
19,181
|
|
Uber Technologies, Inc. (c)
|
243,104
|
13,706
|
|
Union Pacific Corp.
|
67,800
|
15,273
|
|
62,480
|
|||
Industrial Conglomerates - 0.4%
|
|||
General Electric Co.
|
238,198
|
29,013
|
|
Machinery - 1.5%
|
|||
Caterpillar, Inc.
|
63,613
|
15,949
|
|
Deere & Co.
|
16,900
|
6,159
|
|
Dover Corp.
|
134,300
|
18,958
|
|
Fortive Corp.
|
280,931
|
19,379
|
|
Ingersoll Rand, Inc.
|
298,200
|
21,300
|
|
Parker Hannifin Corp.
|
69,437
|
30,079
|
|
111,824
|
|||
Passenger Airlines - 0.0%
|
|||
Delta Air Lines, Inc.
|
96,300
|
3,556
|
|
Professional Services - 0.1%
|
|||
Dun & Bradstreet Holdings, Inc.
|
508,221
|
5,382
|
|
TOTAL INDUSTRIALS
|
383,879
|
||
INFORMATION TECHNOLOGY - 17.0%
|
|||
Electronic Equipment, Instruments & Components - 0.2%
|
|||
Amphenol Corp. Class A
|
158,300
|
14,404
|
|
IT Services - 0.9%
|
|||
Capgemini SA
|
55,300
|
11,316
|
|
EPAM Systems, Inc. (c)
|
31,700
|
8,185
|
|
Infosys Ltd. sponsored ADR
|
251,000
|
4,405
|
|
MongoDB, Inc. Class A (c)
|
37,200
|
15,466
|
|
Shopify, Inc. Class A (c)
|
25,300
|
1,842
|
|
Snowflake, Inc. (c)
|
38,100
|
7,151
|
|
Twilio, Inc. Class A (c)
|
96,900
|
6,267
|
|
Wix.com Ltd. (c)
|
55,500
|
5,633
|
|
60,265
|
|||
Semiconductors & Semiconductor Equipment - 3.9%
|
|||
Advanced Micro Devices, Inc. (c)
|
156,600
|
18,974
|
|
ASML Holding NV (Netherlands)
|
19,800
|
13,494
|
|
GaN Systems, Inc. (e)
|
65,072
|
7
|
|
GaN Systems, Inc. (e)
|
65,072
|
0
|
|
Marvell Technology, Inc.
|
195,600
|
10,901
|
|
Micron Technology, Inc.
|
381,687
|
29,054
|
|
NVIDIA Corp.
|
337,200
|
157,708
|
|
NXP Semiconductors NV
|
69,297
|
14,142
|
|
ON Semiconductor Corp. (c)
|
46,100
|
3,288
|
|
Renesas Electronics Corp. (c)
|
490,400
|
8,547
|
|
SolarEdge Technologies, Inc. (c)
|
85,300
|
6,771
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
971,000
|
17,673
|
|
280,559
|
|||
Software - 8.2%
|
|||
Adobe, Inc. (c)
|
89,000
|
54,380
|
|
Autodesk, Inc. (c)
|
66,900
|
14,613
|
|
CCC Intelligent Solutions Holdings, Inc. (c)(d)
|
34,443
|
402
|
|
Elastic NV (c)
|
68,996
|
5,545
|
|
Five9, Inc. (c)
|
95,500
|
7,279
|
|
HubSpot, Inc. (c)
|
28,200
|
13,929
|
|
Intuit, Inc.
|
54,500
|
31,145
|
|
Microsoft Corp.
|
1,018,600
|
385,961
|
|
Salesforce, Inc. (c)
|
169,989
|
42,820
|
|
Stripe, Inc. Class B (c)(d)(e)
|
15,600
|
343
|
|
Synopsys, Inc. (c)
|
37,000
|
20,100
|
|
Tenable Holdings, Inc. (c)
|
101,900
|
4,218
|
|
Workday, Inc. Class A (c)
|
48,200
|
13,049
|
|
593,784
|
|||
Technology Hardware, Storage & Peripherals - 3.8%
|
|||
Apple, Inc.
|
1,398,820
|
265,706
|
|
Samsung Electronics Co. Ltd.
|
168,050
|
9,412
|
|
275,118
|
|||
TOTAL INFORMATION TECHNOLOGY
|
1,224,130
|
||
MATERIALS - 1.4%
|
|||
Chemicals - 1.0%
|
|||
Air Products & Chemicals, Inc.
|
20,547
|
5,559
|
|
Cabot Corp.
|
34,570
|
2,624
|
|
Celanese Corp. Class A
|
32,760
|
4,543
|
|
Chemtrade Logistics Income Fund
|
211,030
|
1,353
|
|
Corteva, Inc.
|
89,870
|
4,062
|
|
Dow, Inc.
|
126,830
|
6,563
|
|
DuPont de Nemours, Inc.
|
61,282
|
4,384
|
|
Linde PLC
|
74,013
|
30,624
|
|
LyondellBasell Industries NV Class A
|
44,530
|
4,235
|
|
Nutrien Ltd.
|
18,690
|
1,000
|
|
Olin Corp.
|
32,602
|
1,537
|
|
The Chemours Co. LLC
|
111,770
|
3,066
|
|
The Mosaic Co.
|
53,280
|
1,912
|
|
Tronox Holdings PLC
|
160,060
|
2,041
|
|
Westlake Corp.
|
13,960
|
1,792
|
|
75,295
|
|||
Construction Materials - 0.1%
|
|||
Martin Marietta Materials, Inc.
|
5,707
|
2,651
|
|
Vulcan Materials Co.
|
12,200
|
2,605
|
|
5,256
|
|||
Containers & Packaging - 0.1%
|
|||
Aptargroup, Inc.
|
20,030
|
2,542
|
|
Crown Holdings, Inc.
|
6,080
|
523
|
|
Greif, Inc. Class A
|
35,170
|
2,458
|
|
5,523
|
|||
Metals & Mining - 0.2%
|
|||
Arch Resources, Inc.
|
1,840
|
305
|
|
E3 Lithium Ltd. (c)
|
40,050
|
63
|
|
First Quantum Minerals Ltd.
|
49,950
|
409
|
|
Franco-Nevada Corp.
|
13,940
|
1,561
|
|
Freeport-McMoRan, Inc.
|
223,578
|
8,344
|
|
Ivanhoe Mines Ltd. (c)
|
164,310
|
1,466
|
|
Nucor Corp.
|
17,310
|
2,942
|
|
Reliance Steel & Aluminum Co.
|
815
|
224
|
|
15,314
|
|||
TOTAL MATERIALS
|
101,388
|
||
REAL ESTATE - 1.5%
|
|||
Equity Real Estate Investment Trusts (REITs) - 1.5%
|
|||
Alexandria Real Estate Equities, Inc.
|
2,900
|
317
|
|
American Tower Corp.
|
59,300
|
12,381
|
|
COPT Defense Properties (SBI)
|
75,200
|
1,820
|
|
Crown Castle International Corp.
|
61,900
|
7,260
|
|
CubeSmart
|
12,200
|
485
|
|
Digital Realty Trust, Inc.
|
65,900
|
9,146
|
|
Equinix, Inc.
|
17,400
|
14,181
|
|
Equity Lifestyle Properties, Inc.
|
113,200
|
8,049
|
|
Essex Property Trust, Inc.
|
25,800
|
5,507
|
|
Extra Space Storage, Inc.
|
1,611
|
210
|
|
Invitation Homes, Inc.
|
182,300
|
6,082
|
|
Mid-America Apartment Communities, Inc.
|
54,800
|
6,822
|
|
Omega Healthcare Investors, Inc.
|
43,700
|
1,387
|
|
Prologis (REIT), Inc.
|
122,300
|
14,056
|
|
Simon Property Group, Inc.
|
44,100
|
5,508
|
|
Ventas, Inc.
|
78,300
|
3,589
|
|
Welltower, Inc.
|
103,100
|
9,186
|
|
105,986
|
|||
UTILITIES - 1.4%
|
|||
Electric Utilities - 1.2%
|
|||
Constellation Energy Corp.
|
94,025
|
11,381
|
|
Duke Energy Corp.
|
35,300
|
3,257
|
|
Edison International
|
74,900
|
5,018
|
|
Entergy Corp.
|
38,200
|
3,874
|
|
FirstEnergy Corp.
|
107,500
|
3,971
|
|
NextEra Energy, Inc.
|
276,300
|
16,166
|
|
NRG Energy, Inc.
|
76,400
|
3,655
|
|
PG&E Corp.
|
656,062
|
11,265
|
|
PPL Corp.
|
193,200
|
5,046
|
|
Southern Co.
|
265,500
|
18,845
|
|
82,478
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
The AES Corp.
|
166,300
|
2,862
|
|
Multi-Utilities - 0.2%
|
|||
Dominion Energy, Inc.
|
33,845
|
1,535
|
|
NiSource, Inc.
|
152,500
|
3,910
|
|
Sempra
|
163,648
|
11,925
|
|
17,370
|
|||
Water Utilities - 0.0%
|
|||
American Water Works Co., Inc.
|
19,000
|
2,505
|
|
TOTAL UTILITIES
|
105,215
|
||
TOTAL COMMON STOCKS
(Cost $2,938,552)
|
4,412,387
|
||
Preferred Stocks - 0.3%
|
|||
Shares
|
Value ($)
(000s)
|
||
Convertible Preferred Stocks - 0.2%
|
|||
COMMUNICATION SERVICES - 0.1%
|
|||
Interactive Media & Services - 0.1%
|
|||
ByteDance Ltd. Series E1 (c)(d)(e)
|
18,992
|
4,437
|
|
FINANCIALS - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Circle Internet Financial Ltd. Series F (c)(d)(e)
|
38,272
|
781
|
|
INDUSTRIALS - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
ABL Space Systems:
|
|||
Series B(c)(d)(e)
|
16,809
|
497
|
|
Series B2(c)(d)(e)
|
8,427
|
272
|
|
769
|
|||
Construction & Engineering - 0.0%
|
|||
Beta Technologies, Inc. Series A (c)(d)(e)
|
6,703
|
604
|
|
TOTAL INDUSTRIALS
|
1,373
|
||
INFORMATION TECHNOLOGY - 0.1%
|
|||
Communications Equipment - 0.0%
|
|||
Astranis Space Technologies Corp. Series C (c)(d)(e)
|
56,066
|
1,105
|
|
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Astera Labs, Inc. Series C (c)(d)(e)
|
140,700
|
1,418
|
|
Xsight Labs Ltd. Series D (c)(d)(e)
|
60,136
|
271
|
|
1,689
|
|||
Software - 0.1%
|
|||
Algolia, Inc. Series D (c)(d)(e)
|
28,657
|
365
|
|
Bolt Technology OU Series E (c)(d)(e)
|
6,388
|
731
|
|
Databricks, Inc.:
|
|||
Series G(c)(d)(e)
|
4,077
|
300
|
|
Series H(c)(d)(e)
|
19,485
|
1,432
|
|
Skyryse, Inc. Series B (c)(d)(e)
|
50,800
|
1,215
|
|
Stripe, Inc. Series H (c)(d)(e)
|
18,549
|
408
|
|
4,451
|
|||
TOTAL INFORMATION TECHNOLOGY
|
7,245
|
||
TOTAL CONVERTIBLE PREFERRED STOCKS
|
13,836
|
||
Nonconvertible Preferred Stocks - 0.1%
|
|||
FINANCIALS - 0.1%
|
|||
Financial Services - 0.1%
|
|||
Circle Internet Financial Ltd. Series E (c)(d)(e)
|
62,279
|
1,270
|
|
INDUSTRIALS - 0.0%
|
|||
Professional Services - 0.0%
|
|||
Checkr, Inc. Series E (c)(e)
|
91,236
|
801
|
|
INFORMATION TECHNOLOGY - 0.0%
|
|||
IT Services - 0.0%
|
|||
Gupshup, Inc. (c)(d)(e)
|
58,730
|
734
|
|
TOTAL NONCONVERTIBLE PREFERRED STOCKS
|
2,805
|
||
TOTAL PREFERRED STOCKS
(Cost $17,863)
|
16,641
|
||
Nonconvertible Bonds - 0.0%
|
|||
Principal
Amount (f)
(000s)
|
Value ($)
(000s)
|
||
FINANCIALS - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Ant International Co. Ltd. 3.55% 8/14/24 (d)(e)
(Cost $941)
|
941
|
938
|
|
U.S. Treasury Obligations - 0.1%
|
|||
Principal
Amount (f)
(000s)
|
Value ($)
(000s)
|
||
U.S. Treasury Bills, yield at date of purchase 5.32% to 5.4% 12/7/23 to 2/29/24 (g)
(Cost $7,652)
|
7,690
|
7,652
|
|
Fixed-Income Funds - 36.8%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Investment Grade Bond Central Fund (h)
(Cost $3,025,678)
|
27,757,365
|
2,654,992
|
|
Money Market Funds - 2.9%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Cash Central Fund 5.40% (i)
|
202,739,117
|
202,780
|
|
Fidelity Securities Lending Cash Central Fund 5.39% (i)(j)
|
8,043,646
|
8,044
|
|
TOTAL MONEY MARKET FUNDS
(Cost $210,823)
|
210,824
|
||
TOTAL INVESTMENT IN SECURITIES - 101.3%
(Cost $6,201,509)
|
7,303,434
|
NET OTHER ASSETS (LIABILITIES) - (1.3)%
|
(90,305)
|
NET ASSETS - 100.0%
|
7,213,129
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
(000s)
|
Value ($)
(000s)
|
Unrealized
Appreciation/
(Depreciation) ($)
(000s)
|
|
Purchased
|
|||||
Equity Index Contracts
|
|||||
CME E-mini S&P 500 Index Contracts (United States)
|
277
|
Dec 2023
|
63,388
|
3,184
|
3,184
|
The notional amount of futures purchased as a percentage of Net Assets is 0.9%
|
(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 $5,059,000 or 0.1% of net assets.
|
(b)
|
Security or a portion of the security is on loan at period end.
|
(c)
|
Non-income producing
|
(d)
|
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 $22,575,000 or 0.3% of net assets.
|
(e)
|
Level 3 security
|
(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 $7,652,000.
|
(h)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(i)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(j)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each restricted holding is as follows:
|
||
Security
|
Acquisition Date
|
Acquisition Cost ($)
(000s)
|
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. 3.55% 8/14/24
|
8/14/23
|
941
|
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
|
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
|
Gupshup, Inc.
|
6/08/21
|
1,343
|
Jumo World Holding Ltd.
|
9/06/23
|
162
|
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 - 5/25/23
|
744
|
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 5.40%
|
177,072
|
309,337
|
283,629
|
2,121
|
-
|
-
|
202,780
|
0.4%
|
Fidelity Investment Grade Bond Central Fund
|
2,528,957
|
144,164
|
-
|
26,184
|
-
|
(18,129)
|
2,654,992
|
7.0%
|
Fidelity Securities Lending Cash Central Fund 5.39%
|
1,120
|
26,215
|
19,291
|
11
|
-
|
-
|
8,044
|
0.0%
|
Total
|
2,707,149
|
479,716
|
302,920
|
28,316
|
-
|
(18,129)
|
2,865,816
|
|