Common Stocks - 69.7%
|
|||
Shares
|
Value ($)
|
||
COMMUNICATION SERVICES - 7.6%
|
|||
Entertainment - 1.4%
|
|||
Activision Blizzard, Inc.
|
165,671
|
12,821,279
|
|
Electronic Arts, Inc.
|
50,879
|
7,237,538
|
|
Marcus Corp. (a)(b)
|
15,500
|
270,475
|
|
Netflix, Inc. (a)
|
56,949
|
34,758,253
|
|
Sea Ltd. ADR (a)
|
7,500
|
2,390,475
|
|
The Walt Disney Co. (a)
|
253,854
|
42,944,481
|
|
100,422,501
|
|||
Interactive Media & Services - 5.4%
|
|||
Alphabet, Inc.:
|
|||
Class A (a)
|
43,951
|
117,503,878
|
|
Class C (a)
|
41,518
|
110,658,341
|
|
Facebook, Inc. Class A (a)
|
354,598
|
120,347,015
|
|
Snap, Inc. Class A (a)
|
80,203
|
5,924,596
|
|
Tencent Holdings Ltd.
|
34,100
|
2,035,728
|
|
Tongdao Liepin Group (a)
|
1,711,598
|
2,425,952
|
|
Twitter, Inc. (a)
|
107,933
|
6,518,074
|
|
Vimeo, Inc.
|
31,511
|
925,478
|
|
Z Holdings Corp.
|
255,800
|
1,637,136
|
|
Zoominfo Technologies, Inc. (a)
|
54,700
|
3,347,093
|
|
371,323,291
|
|||
Media - 0.4%
|
|||
Altice U.S.A., Inc. Class A (a)
|
10,131
|
209,914
|
|
Comcast Corp. Class A
|
411,878
|
23,036,337
|
|
ViacomCBS, Inc. Class B
|
87,500
|
3,457,125
|
|
26,703,376
|
|||
Wireless Telecommunication Services - 0.4%
|
|||
T-Mobile U.S., Inc. (a)
|
240,671
|
30,748,127
|
|
TOTAL COMMUNICATION SERVICES
|
529,197,295
|
||
CONSUMER DISCRETIONARY - 8.4%
|
|||
Auto Components - 0.0%
|
|||
Adient PLC (a)
|
67,430
|
2,794,974
|
|
Automobiles - 0.8%
|
|||
Ferrari NV
|
20,100
|
4,203,312
|
|
Tesla, Inc. (a)
|
68,100
|
52,810,188
|
|
57,013,500
|
|||
Distributors - 0.2%
|
|||
LKQ Corp. (a)
|
197,800
|
9,953,296
|
|
Hotels, Restaurants & Leisure - 1.4%
|
|||
Airbnb, Inc. Class A
|
52,100
|
8,739,775
|
|
Booking Holdings, Inc. (a)
|
9,400
|
22,314,378
|
|
Caesars Entertainment, Inc. (a)
|
79,000
|
8,870,120
|
|
Churchill Downs, Inc.
|
43,400
|
10,419,472
|
|
Compass Group PLC (a)
|
399,400
|
8,168,198
|
|
MakeMyTrip Ltd. (a)
|
79,560
|
2,163,236
|
|
Marriott International, Inc. Class A (a)
|
130,400
|
19,310,936
|
|
McDonald's Corp.
|
54,100
|
13,044,051
|
|
Penn National Gaming, Inc. (a)
|
15,700
|
1,137,622
|
|
94,167,788
|
|||
Household Durables - 0.5%
|
|||
GoPro, Inc. Class A (a)
|
280,500
|
2,625,480
|
|
Leggett & Platt, Inc.
|
138,000
|
6,187,920
|
|
Lennar Corp. Class A
|
160,200
|
15,007,536
|
|
Mohawk Industries, Inc. (a)
|
30,500
|
5,410,700
|
|
Tempur Sealy International, Inc.
|
134,100
|
6,223,581
|
|
35,455,217
|
|||
Internet & Direct Marketing Retail - 3.1%
|
|||
Amazon.com, Inc. (a)
|
54,360
|
178,574,774
|
|
Cazoo Group Ltd. (a)(c)(d)
|
56,400
|
416,317
|
|
Chewy, Inc. (a)(b)
|
22,400
|
1,525,664
|
|
Coupang, Inc. Class A (a)
|
40,900
|
1,139,065
|
|
Deliveroo PLC (a)
|
200,000
|
771,543
|
|
Deliveroo PLC Class A (a)(b)(e)
|
350,600
|
1,356,502
|
|
eBay, Inc.
|
227,700
|
15,863,859
|
|
Farfetch Ltd. Class A (a)
|
115,100
|
4,313,948
|
|
Global-e Online Ltd.
|
10,500
|
753,900
|
|
Porch Group, Inc. Class A (a)
|
468,780
|
8,288,030
|
|
Shop Apotheke Europe NV (a)(e)
|
6,900
|
1,016,052
|
|
THG PLC
|
250,600
|
1,710,897
|
|
ZOZO, Inc.
|
20,100
|
753,047
|
|
216,483,598
|
|||
Leisure Products - 0.1%
|
|||
Mattel, Inc. (a)
|
152,400
|
2,828,544
|
|
Multiline Retail - 0.2%
|
|||
Dollar General Corp.
|
4,000
|
848,560
|
|
Dollar Tree, Inc. (a)
|
118,200
|
11,314,104
|
|
Nordstrom, Inc. (a)
|
125,300
|
3,314,185
|
|
Ollie's Bargain Outlet Holdings, Inc. (a)
|
17,600
|
1,060,928
|
|
16,537,777
|
|||
Specialty Retail - 1.6%
|
|||
Auto1 Group SE (e)
|
71,977
|
2,618,974
|
|
Burlington Stores, Inc. (a)
|
14,100
|
3,998,337
|
|
Industria de Diseno Textil SA
|
299,200
|
11,009,287
|
|
Lowe's Companies, Inc.
|
231,000
|
46,860,660
|
|
The Home Depot, Inc.
|
79,808
|
26,197,774
|
|
TJX Companies, Inc.
|
279,580
|
18,446,688
|
|
109,131,720
|
|||
Textiles, Apparel & Luxury Goods - 0.5%
|
|||
Capri Holdings Ltd. (a)
|
46,600
|
2,255,906
|
|
LVMH Moet Hennessy Louis Vuitton SE
|
5,600
|
4,011,080
|
|
NIKE, Inc. Class B
|
83,030
|
12,058,447
|
|
PVH Corp. (a)
|
50,400
|
5,180,616
|
|
Tapestry, Inc.
|
287,100
|
10,628,442
|
|
34,134,491
|
|||
TOTAL CONSUMER DISCRETIONARY
|
578,500,905
|
||
CONSUMER STAPLES - 4.1%
|
|||
Beverages - 1.3%
|
|||
Constellation Brands, Inc. Class A (sub. vtg.)
|
46,900
|
9,881,361
|
|
Keurig Dr. Pepper, Inc.
|
127,917
|
4,369,645
|
|
Monster Beverage Corp. (a)
|
133,126
|
11,825,583
|
|
PepsiCo, Inc.
|
200,100
|
30,097,041
|
|
Pernod Ricard SA
|
20,900
|
4,607,681
|
|
The Coca-Cola Co.
|
599,500
|
31,455,765
|
|
92,237,076
|
|||
Food & Staples Retailing - 1.3%
|
|||
BJ's Wholesale Club Holdings, Inc. (a)
|
150,600
|
8,270,952
|
|
Costco Wholesale Corp.
|
70,300
|
31,589,305
|
|
Sovos Brands, Inc.
|
42,000
|
585,900
|
|
U.S. Foods Holding Corp. (a)
|
275,800
|
9,559,228
|
|
Walgreens Boots Alliance, Inc.
|
127,000
|
5,975,350
|
|
Walmart, Inc.
|
207,600
|
28,935,288
|
|
Zur Rose Group AG (a)
|
4,640
|
1,856,414
|
|
86,772,437
|
|||
Food Products - 0.4%
|
|||
Bunge Ltd.
|
18,000
|
1,463,760
|
|
Darling Ingredients, Inc. (a)
|
32,300
|
2,322,370
|
|
Freshpet, Inc. (a)
|
10,300
|
1,469,707
|
|
Hotel Chocolat Group Ltd. (a)
|
30,400
|
165,886
|
|
Lamb Weston Holdings, Inc.
|
79,900
|
4,903,463
|
|
Mondelez International, Inc.
|
278,300
|
16,191,494
|
|
Oatly Group AB ADR (b)
|
34,400
|
520,128
|
|
27,036,808
|
|||
Household Products - 0.7%
|
|||
Procter & Gamble Co.
|
366,100
|
51,180,780
|
|
Personal Products - 0.2%
|
|||
Estee Lauder Companies, Inc. Class A
|
38,900
|
11,667,277
|
|
Olaplex Holdings, Inc.
|
25,100
|
527,100
|
|
The Honest Co., Inc. (b)
|
60,700
|
630,066
|
|
12,824,443
|
|||
Tobacco - 0.2%
|
|||
Altria Group, Inc.
|
260,200
|
11,844,304
|
|
Philip Morris International, Inc.
|
35,100
|
3,327,129
|
|
Swedish Match Co. AB
|
159,800
|
1,398,664
|
|
16,570,097
|
|||
TOTAL CONSUMER STAPLES
|
286,621,641
|
||
ENERGY - 2.6%
|
|||
Energy Equipment & Services - 0.3%
|
|||
Baker Hughes Co. Class A
|
204,500
|
5,057,285
|
|
Halliburton Co.
|
358,800
|
7,757,256
|
|
Liberty Oilfield Services, Inc. Class A (a)
|
75,400
|
914,602
|
|
Oceaneering International, Inc. (a)
|
143,790
|
1,915,283
|
|
Schlumberger Ltd.
|
27,600
|
818,064
|
|
16,462,490
|
|||
Oil, Gas & Consumable Fuels - 2.3%
|
|||
Africa Oil Corp. (a)
|
1,903,454
|
2,614,882
|
|
Antero Resources Corp. (a)
|
64,700
|
1,217,007
|
|
Canadian Natural Resources Ltd.
|
351,700
|
12,859,014
|
|
Cheniere Energy, Inc.
|
47,200
|
4,610,024
|
|
ConocoPhillips Co.
|
98,500
|
6,675,345
|
|
Exxon Mobil Corp.
|
906,700
|
53,332,094
|
|
Genesis Energy LP
|
107,155
|
1,068,335
|
|
Harbour Energy PLC (a)
|
344,650
|
1,682,196
|
|
Hess Corp.
|
202,900
|
15,848,519
|
|
Imperial Oil Ltd.
|
115,200
|
3,640,815
|
|
Marathon Petroleum Corp.
|
14,500
|
896,245
|
|
MEG Energy Corp. (a)
|
1,236,900
|
9,658,093
|
|
Murphy Oil Corp.
|
138,200
|
3,450,854
|
|
Phillips 66 Co.
|
119,826
|
8,391,415
|
|
Reliance Industries Ltd.
|
18,564
|
465,690
|
|
Reliance Industries Ltd.
|
574,937
|
19,473,720
|
|
Reliance Industries Ltd. sponsored GDR (e)
|
82,417
|
5,584,535
|
|
Tourmaline Oil Corp.
|
159,300
|
5,565,313
|
|
Valero Energy Corp.
|
59,600
|
4,205,972
|
|
161,240,068
|
|||
TOTAL ENERGY
|
177,702,558
|
||
FINANCIALS - 8.4%
|
|||
Banks - 3.5%
|
|||
Bank of America Corp.
|
1,254,787
|
53,265,708
|
|
BNP Paribas SA (b)
|
55,100
|
3,525,337
|
|
Citizens Financial Group, Inc.
|
201,000
|
9,442,980
|
|
Comerica, Inc.
|
65,400
|
5,264,700
|
|
EFG Eurobank Ergasias SA (a)
|
4,660,800
|
4,338,774
|
|
First Horizon National Corp.
|
170,700
|
2,780,703
|
|
JPMorgan Chase & Co.
|
199,400
|
32,639,786
|
|
M&T Bank Corp.
|
66,700
|
9,960,978
|
|
NatWest Group PLC
|
539,000
|
1,625,008
|
|
Piraeus Financial Holdings SA (a)
|
918,700
|
1,478,498
|
|
PNC Financial Services Group, Inc.
|
121,000
|
23,672,440
|
|
Signature Bank
|
14,100
|
3,839,148
|
|
Societe Generale Series A
|
242,000
|
7,578,198
|
|
Standard Chartered PLC (United Kingdom)
|
617,600
|
3,610,353
|
|
Starling Bank Ltd. Series D (a)(f)
|
756,521
|
1,319,378
|
|
SVB Financial Group (a)
|
14,700
|
9,509,136
|
|
UniCredit SpA
|
306,200
|
4,052,155
|
|
Wells Fargo & Co.
|
1,393,700
|
64,681,617
|
|
242,584,897
|
|||
Capital Markets - 2.1%
|
|||
Bank of New York Mellon Corp.
|
743,200
|
38,527,488
|
|
BlackRock, Inc. Class A
|
28,400
|
23,817,944
|
|
Cboe Global Markets, Inc.
|
47,625
|
5,898,833
|
|
CME Group, Inc.
|
42,400
|
8,199,312
|
|
Goldman Sachs Group, Inc.
|
19,600
|
7,409,388
|
|
Intercontinental Exchange, Inc.
|
166,900
|
19,163,458
|
|
Morgan Stanley
|
256,200
|
24,930,822
|
|
State Street Corp.
|
130,900
|
11,089,848
|
|
StepStone Group, Inc. Class A
|
144,311
|
6,153,421
|
|
Virtu Financial, Inc. Class A
|
83,900
|
2,049,677
|
|
147,240,191
|
|||
Consumer Finance - 1.2%
|
|||
American Express Co.
|
142,100
|
23,806,013
|
|
Capital One Financial Corp.
|
278,058
|
45,037,054
|
|
OneMain Holdings, Inc.
|
268,729
|
14,868,776
|
|
Shriram Transport Finance Co. Ltd.
|
101,146
|
1,760,679
|
|
85,472,522
|
|||
Diversified Financial Services - 0.5%
|
|||
Ant International Co. Ltd. Class C (a)(d)(f)
|
621,699
|
1,815,361
|
|
Berkshire Hathaway, Inc.:
|
|||
Class A (a)
|
13
|
5,347,927
|
|
Class B (a)
|
78,700
|
21,480,378
|
|
IonQ, Inc. (c)(d)
|
92,563
|
866,390
|
|
Jumo World Ltd. (f)
|
176
|
1,322,768
|
|
30,832,824
|
|||
Insurance - 1.1%
|
|||
AIA Group Ltd.
|
137,400
|
1,580,706
|
|
Arthur J. Gallagher & Co.
|
78,328
|
11,643,457
|
|
Hartford Financial Services Group, Inc.
|
232,100
|
16,305,025
|
|
Marsh & McLennan Companies, Inc.
|
108,500
|
16,430,155
|
|
Prudential PLC (a)
|
74,300
|
1,441,823
|
|
The Travelers Companies, Inc.
|
199,500
|
30,325,995
|
|
77,727,161
|
|||
TOTAL FINANCIALS
|
583,857,595
|
||
HEALTH CARE - 8.9%
|
|||
Biotechnology - 0.9%
|
|||
Amgen, Inc.
|
83,978
|
17,857,922
|
|
Argenx SE ADR (a)
|
15,700
|
4,741,400
|
|
Blueprint Medicines Corp. (a)
|
30,200
|
3,104,862
|
|
Horizon Therapeutics PLC (a)
|
191,500
|
20,976,910
|
|
Regeneron Pharmaceuticals, Inc. (a)
|
29,600
|
17,913,328
|
|
64,594,422
|
|||
Health Care Equipment & Supplies - 2.7%
|
|||
Abbott Laboratories
|
361,666
|
42,723,605
|
|
Boston Scientific Corp. (a)
|
716,580
|
31,092,406
|
|
DexCom, Inc. (a)
|
23,800
|
13,015,268
|
|
Envista Holdings Corp. (a)
|
235,000
|
9,825,350
|
|
Intuitive Surgical, Inc. (a)
|
28,300
|
28,134,445
|
|
ResMed, Inc.
|
32,155
|
8,474,450
|
|
Siemens Healthineers AG (e)
|
228,153
|
14,796,971
|
|
Stryker Corp.
|
143,271
|
37,783,428
|
|
185,845,923
|
|||
Health Care Providers & Services - 2.2%
|
|||
AmerisourceBergen Corp.
|
130,380
|
15,573,891
|
|
dentalcorp Holdings Ltd. (a)
|
146,933
|
1,922,217
|
|
Guardant Health, Inc. (a)
|
15,229
|
1,903,777
|
|
HCA Holdings, Inc.
|
111,500
|
27,063,280
|
|
Humana, Inc.
|
53,809
|
20,939,772
|
|
Option Care Health, Inc. (a)
|
326,000
|
7,908,760
|
|
Surgery Partners, Inc. (a)
|
298,461
|
12,636,839
|
|
UnitedHealth Group, Inc.
|
169,807
|
66,350,387
|
|
154,298,923
|
|||
Health Care Technology - 0.1%
|
|||
Health Catalyst, Inc. (a)
|
126,500
|
6,326,265
|
|
Life Sciences Tools & Services - 0.9%
|
|||
Avantor, Inc. (a)
|
157,067
|
6,424,040
|
|
Thermo Fisher Scientific, Inc.
|
98,124
|
56,061,185
|
|
62,485,225
|
|||
Pharmaceuticals - 2.1%
|
|||
AstraZeneca PLC sponsored ADR
|
218,300
|
13,111,098
|
|
Bristol-Myers Squibb Co.
|
470,360
|
27,831,201
|
|
Eli Lilly & Co.
|
153,000
|
35,350,650
|
|
Roche Holding AG (participation certificate)
|
32,139
|
11,729,770
|
|
Royalty Pharma PLC
|
321,235
|
11,609,433
|
|
UCB SA
|
124,179
|
13,905,228
|
|
Zoetis, Inc. Class A
|
144,529
|
28,058,860
|
|
141,596,240
|
|||
TOTAL HEALTH CARE
|
615,146,998
|
||
INDUSTRIALS - 7.3%
|
|||
Aerospace & Defense - 2.2%
|
|||
General Dynamics Corp.
|
118,016
|
23,134,676
|
|
Lockheed Martin Corp.
|
75,500
|
26,055,050
|
|
Northrop Grumman Corp.
|
70,800
|
25,498,620
|
|
Raytheon Technologies Corp.
|
414,300
|
35,613,228
|
|
Space Exploration Technologies Corp. Class A (a)(d)(f)
|
1,700
|
713,983
|
|
The Boeing Co. (a)
|
204,168
|
44,904,710
|
|
155,920,267
|
|||
Air Freight & Logistics - 0.5%
|
|||
FedEx Corp.
|
104,519
|
22,919,972
|
|
United Parcel Service, Inc. Class B
|
58,600
|
10,671,060
|
|
33,591,032
|
|||
Airlines - 0.0%
|
|||
Spirit Airlines, Inc. (a)
|
136,900
|
3,551,186
|
|
Commercial Services & Supplies - 0.1%
|
|||
CoreCivic, Inc. (a)
|
486,700
|
4,331,630
|
|
Construction & Engineering - 0.3%
|
|||
AECOM (a)
|
267,586
|
16,898,056
|
|
API Group Corp. (a)(e)
|
100,400
|
2,043,140
|
|
18,941,196
|
|||
Electrical Equipment - 1.0%
|
|||
Array Technologies, Inc.
|
406,966
|
7,537,010
|
|
FREYR Battery SA (a)
|
79,063
|
780,352
|
|
FTC Solar, Inc. (a)
|
135,700
|
1,057,103
|
|
Plug Power, Inc. (a)(b)
|
136,100
|
3,475,994
|
|
Sensata Technologies, Inc. PLC (a)
|
432,235
|
23,651,899
|
|
Shoals Technologies Group, Inc.
|
62,750
|
1,749,470
|
|
Sunrun, Inc. (a)
|
727,940
|
32,029,360
|
|
70,281,188
|
|||
Industrial Conglomerates - 0.9%
|
|||
3M Co.
|
42,668
|
7,484,821
|
|
General Electric Co.
|
358,129
|
36,898,031
|
|
Hitachi Ltd.
|
213,400
|
12,624,895
|
|
Honeywell International, Inc.
|
27,400
|
5,816,472
|
|
62,824,219
|
|||
Machinery - 0.7%
|
|||
Allison Transmission Holdings, Inc.
|
569,959
|
20,130,952
|
|
Caterpillar, Inc.
|
126,047
|
24,197,243
|
|
Flowserve Corp.
|
60,721
|
2,105,197
|
|
46,433,392
|
|||
Marine - 0.2%
|
|||
Genco Shipping & Trading Ltd.
|
195,700
|
3,939,441
|
|
Golden Ocean Group Ltd.
|
184,400
|
1,985,988
|
|
Star Bulk Carriers Corp.
|
382,560
|
9,196,742
|
|
15,122,171
|
|||
Professional Services - 0.6%
|
|||
Dun & Bradstreet Holdings, Inc. (a)
|
259,600
|
4,363,876
|
|
Nielsen Holdings PLC
|
1,659,031
|
31,836,805
|
|
Otonomo Technologies Ltd. (a)
|
105,387
|
503,750
|
|
Renrui Human Resources Technology Holdings Ltd.
|
96,400
|
115,757
|
|
Upwork, Inc. (a)
|
32,360
|
1,457,171
|
|
38,277,359
|
|||
Road & Rail - 0.8%
|
|||
Lyft, Inc. (a)
|
162,163
|
8,690,315
|
|
Norfolk Southern Corp.
|
56,246
|
13,456,856
|
|
Uber Technologies, Inc. (a)
|
740,490
|
33,173,952
|
|
Union Pacific Corp.
|
11,849
|
2,322,522
|
|
57,643,645
|
|||
TOTAL INDUSTRIALS
|
506,917,285
|
||
INFORMATION TECHNOLOGY - 17.3%
|
|||
Electronic Equipment & Components - 1.4%
|
|||
Corning, Inc.
|
47,000
|
1,715,030
|
|
Flex Ltd. (a)
|
1,547,626
|
27,362,028
|
|
Insight Enterprises, Inc. (a)
|
40,438
|
3,642,655
|
|
Jabil, Inc.
|
1,032,800
|
60,284,536
|
|
93,004,249
|
|||
IT Services - 2.6%
|
|||
Cloudflare, Inc. (a)
|
17,300
|
1,948,845
|
|
Cognizant Technology Solutions Corp. Class A
|
33,600
|
2,493,456
|
|
Dlocal Ltd.
|
44,100
|
2,406,096
|
|
Fidelity National Information Services, Inc.
|
45,800
|
5,572,944
|
|
Fiserv, Inc. (a)
|
14,700
|
1,594,950
|
|
Genpact Ltd.
|
28,800
|
1,368,288
|
|
Global Payments, Inc.
|
68,600
|
10,809,988
|
|
GoDaddy, Inc. (a)
|
31,700
|
2,209,490
|
|
MasterCard, Inc. Class A
|
152,700
|
53,090,736
|
|
MongoDB, Inc. Class A (a)
|
16,600
|
7,827,066
|
|
Payoneer Global, Inc.
|
10,000
|
85,500
|
|
PayPal Holdings, Inc. (a)
|
146,600
|
38,146,786
|
|
Square, Inc.
|
4,800
|
1,151,232
|
|
Thoughtworks Holding, Inc.
|
168,395
|
4,351,158
|
|
Visa, Inc. Class A
|
216,932
|
48,321,603
|
|
Wix.com Ltd. (a)
|
6,500
|
1,273,805
|
|
182,651,943
|
|||
Semiconductors & Semiconductor Equipment - 2.5%
|
|||
Advanced Micro Devices, Inc. (a)
|
14,000
|
1,440,600
|
|
Applied Materials, Inc.
|
97,200
|
12,512,556
|
|
Cirrus Logic, Inc. (a)
|
57,800
|
4,759,830
|
|
indie Semiconductor, Inc.
|
79,700
|
981,107
|
|
Lam Research Corp.
|
8,700
|
4,951,605
|
|
Marvell Technology, Inc.
|
164,572
|
9,925,337
|
|
Microchip Technology, Inc.
|
54,000
|
8,288,460
|
|
Micron Technology, Inc.
|
80,900
|
5,742,282
|
|
NVIDIA Corp.
|
332,700
|
68,922,132
|
|
NXP Semiconductors NV
|
100,112
|
19,608,937
|
|
ON Semiconductor Corp. (a)
|
489,512
|
22,404,964
|
|
Renesas Electronics Corp. (a)
|
357,700
|
4,402,343
|
|
Semtech Corp. (a)
|
28,400
|
2,214,348
|
|
Teradyne, Inc.
|
22,900
|
2,499,993
|
|
Universal Display Corp.
|
11,300
|
1,931,848
|
|
Xilinx, Inc.
|
27,100
|
4,091,829
|
|
174,678,171
|
|||
Software - 7.7%
|
|||
Adobe, Inc. (a)
|
44,000
|
25,331,680
|
|
Amplitude, Inc.
|
46,521
|
2,527,951
|
|
Anaplan, Inc. (a)
|
61,800
|
3,763,002
|
|
Autodesk, Inc. (a)
|
77,069
|
21,977,767
|
|
Avalara, Inc. (a)
|
14,500
|
2,534,165
|
|
Blend Labs, Inc.
|
17,300
|
233,204
|
|
CCC Intelligent Solutions Holdings, Inc. (c)(d)
|
36,613
|
384,803
|
|
Ceridian HCM Holding, Inc. (a)
|
26,400
|
2,973,168
|
|
Cognyte Software Ltd. (a)
|
304,048
|
6,248,186
|
|
Confluent, Inc.
|
10,400
|
620,360
|
|
Coupa Software, Inc. (a)
|
7,400
|
1,621,932
|
|
Elastic NV (a)
|
19,100
|
2,845,709
|
|
Epic Games, Inc. (a)(d)(f)
|
1,812
|
1,603,620
|
|
Everbridge, Inc. (a)
|
29,300
|
4,425,472
|
|
FireEye, Inc. (a)
|
83,000
|
1,477,400
|
|
HubSpot, Inc. (a)
|
3,300
|
2,231,097
|
|
Intuit, Inc.
|
30,100
|
16,239,251
|
|
Lightspeed Commerce, Inc.
|
22,500
|
2,169,675
|
|
LivePerson, Inc. (a)
|
147,200
|
8,677,440
|
|
Microsoft Corp.
|
1,083,600
|
305,488,509
|
|
Momentive Global, Inc. (a)
|
931,341
|
18,254,284
|
|
Qualtrics International, Inc.
|
92,800
|
3,966,272
|
|
Rimini Street, Inc. (a)(b)
|
270,847
|
2,613,674
|
|
Salesforce.com, Inc. (a)
|
190,600
|
51,694,532
|
|
ServiceNow, Inc. (a)
|
19,400
|
12,072,038
|
|
Stripe, Inc. Class B (a)(d)(f)
|
19,953
|
800,614
|
|
UiPath, Inc. Class A (a)
|
25,300
|
1,331,033
|
|
Verint Systems, Inc. (a)
|
24,000
|
1,074,960
|
|
Workday, Inc. Class A (a)
|
43,100
|
10,770,259
|
|
Workiva, Inc. (a)
|
6,900
|
972,624
|
|
Yext, Inc. (a)
|
719,028
|
8,649,907
|
|
Zendesk, Inc. (a)
|
61,700
|
7,181,263
|
|
532,755,851
|
|||
Technology Hardware, Storage & Peripherals - 3.1%
|
|||
Apple, Inc.
|
1,467,264
|
207,617,856
|
|
HP, Inc.
|
180,400
|
4,935,744
|
|
Western Digital Corp. (a)
|
46,300
|
2,613,172
|
|
215,166,772
|
|||
TOTAL INFORMATION TECHNOLOGY
|
1,198,256,986
|
||
MATERIALS - 1.7%
|
|||
Chemicals - 0.9%
|
|||
Air Products & Chemicals, Inc.
|
19,173
|
4,910,397
|
|
Albemarle Corp. U.S.
|
19,700
|
4,313,709
|
|
Balchem Corp.
|
19,200
|
2,785,344
|
|
CF Industries Holdings, Inc.
|
57,700
|
3,220,814
|
|
Ecolab, Inc.
|
31,386
|
6,547,747
|
|
Innospec, Inc.
|
35,400
|
2,981,388
|
|
Linde PLC
|
44,480
|
13,049,542
|
|
LyondellBasell Industries NV Class A
|
41,100
|
3,857,235
|
|
Olin Corp.
|
231,800
|
11,184,350
|
|
Sherwin-Williams Co.
|
17,871
|
4,999,055
|
|
Valvoline, Inc.
|
179,800
|
5,606,164
|
|
63,455,745
|
|||
Construction Materials - 0.3%
|
|||
Martin Marietta Materials, Inc.
|
19,034
|
6,503,537
|
|
Summit Materials, Inc. (a)
|
173,945
|
5,561,022
|
|
Vulcan Materials Co.
|
32,000
|
5,413,120
|
|
17,477,679
|
|||
Containers & Packaging - 0.1%
|
|||
Crown Holdings, Inc.
|
81,100
|
8,173,258
|
|
Metals & Mining - 0.4%
|
|||
Commercial Metals Co.
|
125,914
|
3,835,340
|
|
First Quantum Minerals Ltd.
|
433,700
|
8,029,579
|
|
Freeport-McMoRan, Inc.
|
317,931
|
10,342,295
|
|
Newmont Corp.
|
138,903
|
7,542,433
|
|
29,749,647
|
|||
TOTAL MATERIALS
|
118,856,329
|
||
REAL ESTATE - 1.8%
|
|||
Equity Real Estate Investment Trusts (REITs) - 1.6%
|
|||
Alexandria Real Estate Equities, Inc.
|
32,700
|
6,247,989
|
|
American Tower Corp.
|
83,700
|
22,214,817
|
|
Corporate Office Properties Trust (SBI)
|
39,400
|
1,063,012
|
|
CubeSmart
|
164,200
|
7,955,490
|
|
Digital Realty Trust, Inc.
|
45,700
|
6,601,365
|
|
Douglas Emmett, Inc.
|
53,600
|
1,694,296
|
|
Equinix, Inc.
|
3,900
|
3,081,507
|
|
Equity Lifestyle Properties, Inc.
|
99,500
|
7,770,950
|
|
Healthcare Trust of America, Inc.
|
17,700
|
524,982
|
|
Invitation Homes, Inc.
|
203,400
|
7,796,322
|
|
Kilroy Realty Corp.
|
44,500
|
2,946,345
|
|
Lexington Corporate Properties Trust
|
311,100
|
3,966,525
|
|
Mid-America Apartment Communities, Inc.
|
56,500
|
10,551,375
|
|
Prologis (REIT), Inc.
|
124,200
|
15,578,406
|
|
The GEO Group, Inc.
|
54,800
|
409,356
|
|
Ventas, Inc.
|
75,400
|
4,162,834
|
|
VICI Properties, Inc.
|
54,900
|
1,559,709
|
|
Welltower, Inc.
|
85,156
|
7,016,854
|
|
Weyerhaeuser Co.
|
46,500
|
1,654,005
|
|
112,796,139
|
|||
Real Estate Management & Development - 0.2%
|
|||
Cushman & Wakefield PLC (a)
|
427,100
|
7,948,331
|
|
Jones Lang LaSalle, Inc. (a)
|
13,200
|
3,274,788
|
|
11,223,119
|
|||
TOTAL REAL ESTATE
|
124,019,258
|
||
UTILITIES - 1.6%
|
|||
Electric Utilities - 1.1%
|
|||
American Electric Power Co., Inc.
|
12,100
|
982,278
|
|
Edison International
|
128,900
|
7,150,083
|
|
Entergy Corp.
|
33,678
|
3,344,562
|
|
Evergy, Inc.
|
95,025
|
5,910,555
|
|
Exelon Corp.
|
266,635
|
12,889,136
|
|
FirstEnergy Corp.
|
193,500
|
6,892,470
|
|
NextEra Energy, Inc.
|
278,404
|
21,860,282
|
|
NRG Energy, Inc.
|
44,443
|
1,814,608
|
|
PG&E Corp. (a)
|
620,619
|
5,957,942
|
|
Southern Co.
|
185,200
|
11,476,844
|
|
78,278,760
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
The AES Corp.
|
209,600
|
4,785,168
|
|
Multi-Utilities - 0.4%
|
|||
CenterPoint Energy, Inc.
|
232,583
|
5,721,542
|
|
Dominion Energy, Inc.
|
119,478
|
8,724,284
|
|
NiSource, Inc.
|
143,500
|
3,477,005
|
|
Public Service Enterprise Group, Inc.
|
64,200
|
3,909,780
|
|
Sempra Energy
|
70,498
|
8,917,997
|
|
30,750,608
|
|||
TOTAL UTILITIES
|
113,814,536
|
||
|
TOTAL COMMON STOCKS
(Cost $3,120,730,953)
|
4,832,891,386
|
||
Preferred Stocks - 0.3%
|
|||
Shares
|
Value ($)
|
||
Convertible Preferred Stocks - 0.1%
|
|||
CONSUMER DISCRETIONARY - 0.0%
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
Algolia SAS Series D (a)(d)(f)
|
28,064
|
820,733
|
|
INDUSTRIALS - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
ABL Space Systems Series B (a)(d)(f)
|
17,763
|
1,207,815
|
|
Construction & Engineering - 0.0%
|
|||
Beta Technologies, Inc. Series A (a)(d)(f)
|
7,264
|
532,233
|
|
TOTAL INDUSTRIALS
|
1,740,048
|
||
INFORMATION TECHNOLOGY - 0.1%
|
|||
Communications Equipment - 0.0%
|
|||
Astranis Space Technologies Corp. Series C (a)(d)(f)
|
60,816
|
1,333,143
|
|
Xsight Labs Ltd. Series D (d)(f)
|
65,770
|
525,897
|
|
1,859,040
|
|||
IT Services - 0.1%
|
|||
ByteDance Ltd. Series E1 (a)(d)(f)
|
21,701
|
2,568,530
|
|
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Astera Labs, Inc. Series C (d)(f)
|
155,858
|
523,963
|
|
Software - 0.0%
|
|||
Databricks, Inc.:
|
|||
Series G(a)(d)(f)
|
1,487
|
327,813
|
|
Series H(d)(f)
|
6,214
|
1,369,891
|
|
Stripe, Inc. Series H (a)(d)(f)
|
6,600
|
264,825
|
|
1,962,529
|
|||
TOTAL INFORMATION TECHNOLOGY
|
6,914,062
|
||
TOTAL CONVERTIBLE PREFERRED STOCKS
|
9,474,843
|
||
Nonconvertible Preferred Stocks - 0.2%
|
|||
CONSUMER DISCRETIONARY - 0.1%
|
|||
Automobiles - 0.1%
|
|||
Porsche Automobil Holding SE (Germany)
|
70,300
|
6,951,992
|
|
INFORMATION TECHNOLOGY - 0.1%
|
|||
IT Services - 0.1%
|
|||
Checkr, Inc. Series E (f)
|
29,109
|
1,571,886
|
|
Gupshup, Inc. (d)(f)
|
59,838
|
1,368,208
|
|
2,940,094
|
|||
TOTAL NONCONVERTIBLE PREFERRED STOCKS
|
9,892,086
|
||
|
TOTAL PREFERRED STOCKS
(Cost $16,519,929)
|
19,366,929
|
||
U.S. Treasury Obligations - 0.1%
|
|||
Principal
Amount (g)
|
Value ($)
|
||
U.S. Treasury Bills, yield at date of purchase 0.04% to 0.05% 10/7/21 to 12/16/21 (h)
(Cost $6,759,613)
|
6,760,000
|
6,759,641
|
|
Preferred Securities - 0.0%
|
|||
Principal
Amount (g)
|
Value ($)
|
||
CONSUMER DISCRETIONARY - 0.0%
|
|||
Internet & Direct Marketing Retail - 0.0%
|
|||
Circle Internet Financial Ltd. 0% (d)(i)
(Cost $1,104,800)
|
1,104,800
|
1,259,347
|
|
Fixed-Income Funds - 27.9%
|
|||
Shares
|
Value ($)
|
||
Fidelity High Income Central Fund (j)
|
0
|
0
|
|
Fidelity VIP Investment Grade Central Fund (j)
|
17,468,148
|
1,933,374,585
|
|
|
TOTAL FIXED-INCOME FUNDS
(Cost $1,868,046,999)
|
1,933,374,585
|
||
Money Market Funds - 2.1%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 0.06% (k)
|
138,616,958
|
138,644,681
|
|
Fidelity Securities Lending Cash Central Fund 0.06% (k)(l)
|
8,795,056
|
8,795,935
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $147,440,108)
|
147,440,616
|
||
|
TOTAL INVESTMENT IN SECURITIES - 100.1%
(Cost $5,160,602,402)
|
6,941,092,504
|
NET OTHER ASSETS (LIABILITIES) - (0.1)%
|
(8,400,578)
|
NET ASSETS - 100.0%
|
6,932,691,926
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Equity Index Contracts
|
|||||
CME E-mini S&P 500 Index Contracts (United States)
|
425
|
Dec 2021
|
91,327,188
|
(3,519,032)
|
(3,519,032)
|
The notional amount of futures purchased as a percentage of Net Assets is 1.3%
|
|||||
(a)
|
Non-income producing
|
(b)
|
Security or a portion of the security is on loan at period end.
|
(c)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(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 $18,703,486 or 0.3% of net assets.
|
(e)
|
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 $27,416,174 or 0.4% of net assets.
|
(f)
|
Level 3 security
|
(g)
|
Amount is stated in United States dollars unless otherwise noted.
|
(h)
|
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 $4,774,711.
|
(i)
|
Security is perpetual in nature with no stated maturity date.
|
(j)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(k)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(l)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each restricted holding is as follows:
|
||
Security
|
Acquisition Date
|
Acquisition Cost ($)
|
ABL Space Systems Series B
|
3/24/21
|
799,967
|
Algolia SAS Series D
|
7/23/21
|
820,733
|
Ant International Co. Ltd. Class C
|
5/16/18
|
3,487,731
|
Astera Labs, Inc. Series C
|
8/24/21
|
523,963
|
Astranis Space Technologies Corp. Series C
|
3/19/21
|
1,333,143
|
Beta Technologies, Inc. Series A
|
4/09/21
|
532,233
|
ByteDance Ltd. Series E1
|
11/18/20
|
2,377,869
|
Cazoo Group Ltd.
|
3/28/21
|
564,000
|
CCC Intelligent Solutions Holdings, Inc.
|
2/02/21
|
366,130
|
Circle Internet Financial Ltd. 0%
|
5/11/21
|
1,104,800
|
Databricks, Inc. Series G
|
2/01/21
|
263,746
|
Databricks, Inc. Series H
|
8/31/21
|
1,369,891
|
Epic Games, Inc.
|
3/29/21
|
1,603,620
|
Gupshup, Inc.
|
6/08/21
|
1,368,208
|
IonQ, Inc.
|
3/07/21
|
925,630
|
Space Exploration Technologies Corp. Class A
|
2/16/21
|
713,983
|
Stripe, Inc. Class B
|
5/18/21
|
800,682
|
Stripe, Inc. Series H
|
3/15/21
|
264,825
|
Xsight Labs Ltd. Series D
|
2/16/21
|
525,897
|
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%
|
111,643,553
|
890,890,826
|
863,889,161
|
60,787
|
(537)
|
-
|
138,644,681
|
0.2%
|
Fidelity High Income Central Fund
|
57,944,325
|
-
|
58,067,154
|
91,843
|
9,408,177
|
(9,285,348)
|
-
|
0.0%
|
Fidelity Securities Lending Cash Central Fund 0.06%
|
10,070,364
|
121,834,227
|
123,108,656
|
57,283
|
-
|
-
|
8,795,935
|
0.0%
|
VIP Investment Grade Central Fund
|
1,724,676,019
|
273,291,217
|
-
|
58,443,475
|
-
|
(64,592,651)
|
1,933,374,585
|
25.2%
|
Total
|
1,904,334,261
|
1,286,016,270
|
1,045,064,971
|
58,653,388
|
9,407,640
|
(73,877,999)
|
2,080,815,201
|