NPORT-P
    false
    
      
      
        
          0000927384
          XXXXXXXX
        
      
      
      
      
        S000007730
        C000021026
        C000021028
        C000021027
        C000021029
      
      
      
    
  
  
    
      Variable Insurance Products Fund III
      811-07205
      0000927384
      C88PZA3GJP7OWPNW6V03
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      VIP Balanced Portfolio
      S000007730
      8ZCE48I7BF5XOXG51I20
      2022-12-31
      2022-03-31
      N
    
    
      7084748969.28
      27379386.58
      7057369582.70
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        SURGERY PARTNERS INC
        549300LC82HG33S19I03
        SURGERY PARTNERS INC
        86881A100
        
          
        
        393374.00000000
        NS
        USD
        21655238.70000000
        0.306845751044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TAPESTRY INC
        549300LJNVY5SW3VTN33
        TAPESTRY INC
        876030107
        
          
        
        287100.00000000
        NS
        USD
        10665765.00000000
        0.151129466510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALGOLIA SAS
        N/A
        ALGOLIA INC SER D PC PP
        N/A
        
          
        
        28064.00000000
        NS
        USD
        820733.08000000
        0.011629447351
        Long
        EP
        CORP
        FR
        Y
        
        3
        
          N
          N
          N
        
      
      
        LIBERTY BROADBAND CORP
        549300MIX43II8JLN536
        LIBERTY BROADBAND CORP C
        530307305
        
          
        
        67700.00000000
        NS
        USD
        9161164.00000000
        0.129809894361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOSTON BEER COMPANY INC
        529900Q02MQ0DCQNRM58
        BOSTON BEER COMPANY CL A
        100557107
        
          
        
        6800.00000000
        NS
        USD
        2641596.00000000
        0.037430319739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EBAY INC
        OML71K8X303XQONU6T67
        EBAY INC
        278642103
        
          
        
        219700.00000000
        NS
        USD
        12580022.00000000
        0.178253694277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABL SPACABL SPACE SYSTEMS COE SYSTEMS
        N/A
        ABL SPACE SYSTEMS COMPANY SER B2 PC PP
        N/A
        
          
        
        8188.00000000
        NS
        USD
        556752.07000000
        0.007888945923
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        BETA TECHNOLOGIES INC
        N/A
        BETA TECHNOLOGIES INC SER A PC PP
        N/A
        
          
        
        7264.00000000
        NS
        USD
        749426.88000000
        0.010619068070
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        HARBOUR ENERGY PLC
        213800YPC42DYBKVPF97
        HARBOUR ENERGY PLC
        N/A
        
          
        
        394650.00000000
        NS
        
        2521653.12000000
        0.035730778875
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC INC
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        883556102
        
          
        
        93424.00000000
        NS
        USD
        55180885.60000000
        0.781890263126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PORSCHE AUTOMOBIL HLDG SE
        52990053Z17ZYM1KFV27
        PORSCHE AUTO HLDG NON-VTG PFD
        N/A
        
          
        
        57900.00000000
        NS
        
        5569633.36000000
        0.078919394750
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AES CORP
        2NUNNB7D43COUIRE5295
        AES CORP
        00130H105
        
          
        
        260400.00000000
        NS
        USD
        6700092.00000000
        0.094937524831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEMAIN HLDGS INC
        549300E3VEW8SMS5XW09
        ONEMAIN HOLDINGS INC
        68268W103
        
          
        
        196197.00000000
        NS
        USD
        9301699.77000000
        0.131801227936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SYNOPSYS INC
        QG7T915N9S0NY5UKNE63
        SYNOPSYS INC
        871607107
        
          
        
        41100.00000000
        NS
        USD
        13697397.00000000
        0.194086434605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        STATE STREET CORP
        857477103
        
          
        
        80167.00000000
        NS
        USD
        6984149.04000000
        0.098962495277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        COSTCO WHOLESALE CORP
        22160K105
        
          
        
        58900.00000000
        NS
        USD
        33917565.00000000
        0.480597829014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG ENERGY CORP
        552704108
        
          
        
        1193900.00000000
        NS
        
        16301942.17000000
        0.230991759450
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546104
        
          
        
        128326.00000000
        NS
        USD
        11086083.14000000
        0.157085200230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB FINL GROUP
        78486Q101
        
          
        
        13840.00000000
        NS
        USD
        7742788.00000000
        0.109712094701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROCTER and GAMBLE CO
        2572IBTT8CCZW6AU4141
        PROCTER and GAMBLE CO
        742718109
        
          
        
        380700.00000000
        NS
        USD
        58170960.00000000
        0.824258377265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL ES EQ INC REIT
        015271109
        
          
        
        2800.00000000
        NS
        USD
        563500.00000000
        0.007984561292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUCKHORN PORTFOLIO INC/THE
        N/A
        DUCKHORN PORTFOLIO INC/THE
        26414D106
        
          
        
        56300.00000000
        NS
        USD
        1024097.00000000
        0.014511029754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACTIVISION BLIZZARD INC
        549300TPQQDBP9GNOF40
        ACTIVISION BLIZZARD INC
        00507V109
        
          
        
        137875.00000000
        NS
        USD
        11045166.25000000
        0.156505424869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408103
        
          
        
        112079.00000000
        NS
        USD
        4197358.55000000
        0.059474829833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        U S SILICA HOLDINGS INC
        529900HOXGPM9F75C193
        US SILICA HOLDINGS INC
        90346E103
        
          
        
        125600.00000000
        NS
        USD
        2343696.00000000
        0.033209200291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OPTION CARE HEALTH INC
        549300DI3Q5ACSYJRI17
        OPTION CARE HEALTH INC
        68404L201
        
          
        
        494332.00000000
        NS
        USD
        14118121.92000000
        0.200047932229
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC
        00206R102
        
          
        
        432499.00000000
        NS
        USD
        10219951.37000000
        0.144812472270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162100
        
          
        
        58578.00000000
        NS
        USD
        14165331.96000000
        0.200716878916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOCAL BOUNTI CORP
        N/A
        LOCAL BOUNTI CORP
        53960E106
        
          
        
        165565.00000000
        NS
        USD
        1405646.85000000
        0.019917432883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833100
        
          
        
        1626164.00000000
        NS
        USD
        283944496.04000000
        4.023375745207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENTERGY CORP NEW
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP
        29364G103
        
          
        
        35878.00000000
        NS
        USD
        4188756.50000000
        0.059352942352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LXP INDUSTRIAL TRUST
        549300S4MH2ICXDBFV43
        LXP INDUSTRIAL TRUST REIT
        529043101
        
          
        
        7999.00000000
        NS
        USD
        125584.30000000
        0.001779477445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARAMARK
        549300MR6PG2DWZUIL39
        ARAMARK
        03852U106
        
          
        
        25100.00000000
        NS
        USD
        943760.00000000
        0.013372687783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE US INC
        549300QHIJYOHPACPG31
        T-MOBILE US INC
        872590104
        
          
        
        203051.00000000
        NS
        USD
        26061595.85000000
        0.369282004358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        CONSTELLATION BRANDS INC CL A
        21036P108
        
          
        
        64000.00000000
        NS
        USD
        14740480.00000000
        0.208866488105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135106
        
          
        
        62160.00000000
        NS
        USD
        202638492.00000000
        2.871303388967
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOLAREDGE TECHNOLOGIES INC
        5493000K6Y58XXPDF853
        SOLAREDGE TECHNOLOGIES INC
        83417M104
        
          
        
        33800.00000000
        NS
        USD
        10896106.00000000
        0.154393302948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        STRYKER CORP
        863667101
        
          
        
        121171.00000000
        NS
        USD
        32395066.85000000
        0.459024661672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMPHENOL CORPORATION NEW
        549300D3L3G0R4U4VT04
        AMPHENOL CORPORATION CL A
        032095101
        
          
        
        162800.00000000
        NS
        USD
        12266980.00000000
        0.173818018969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY
        549300FC3G3YU2FBZD92
        SOUTHERN CO
        842587107
        
          
        
        185200.00000000
        NS
        USD
        13428852.00000000
        0.190281263332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANAPLAN INC
        N/A
        ANAPLAN INC
        03272L108
        
          
        
        137300.00000000
        NS
        USD
        8931365.00000000
        0.126553737838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ELASTIC NV
        2549003I48WHHH937I59
        ELASTIC NV
        N/A
        
          
        
        41100.00000000
        NS
        USD
        3655845.00000000
        0.051801807417
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP
        594918104
        
          
        
        1067600.00000000
        NS
        USD
        329151756.00000000
        4.663943869495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040Q104
        
          
        
        271327.00000000
        NS
        USD
        26085377.78000000
        0.369618984443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        N/A
        
          
        
        78200.00000000
        NS
        
        4468713.23000000
        0.063319813106
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        RESMED INC
        529900T3QE5253CCXF22
        RESMED INC
        761152107
        
          
        
        82223.00000000
        NS
        USD
        19939899.73000000
        0.282540109262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP
        512807108
        
          
        
        37800.00000000
        NS
        USD
        20321658.00000000
        0.287949465616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC CL C
        02079K107
        
          
        
        40622.00000000
        NS
        USD
        113456839.78000000
        1.607636364377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AFFIRM HOLDINGS INC
        N/A
        AFFIRM HOLDINGS INC
        00827B106
        
          
        
        39900.00000000
        NS
        USD
        1846572.00000000
        0.026165159389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        WIX.COM LTD
        5493008P6N29Q1AG9464
        WIX.COM LTD
        N/A
        
          
        
        51100.00000000
        NS
        USD
        5337906.00000000
        0.075635914166
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        HEALTH CATALYST INC
        549300223PL6GWKVJG92
        HEALTH CATALYST INC
        42225T107
        
          
        
        90100.00000000
        NS
        USD
        2354313.00000000
        0.033359638777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACCENTURE PLC
        N/A
        ACCENTURE PLC CL A
        N/A
        
          
        
        12200.00000000
        NS
        USD
        4114206.00000000
        0.058296592686
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC CL A
        92826C839
        
          
        
        307932.00000000
        NS
        USD
        68290079.64000000
        0.967642105741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPAM SYSTEMS INC
        549300XCR4R530HJP604
        EPAM SYSTEMS INC
        29414B104
        
          
        
        20500.00000000
        NS
        USD
        6080505.00000000
        0.086158234009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEDIATEK INC
        254900UEGBK1I4DM4E14
        MEDIA TEK INC
        N/A
        
          
        
        200000.00000000
        NS
        
        6228346.42000000
        0.088253085615
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        INDUSTRIA DE DISENO TEXTIL INDITEX SA
        549300TTCXZOGZM2EY83
        INDITEX SA
        N/A
        
          
        
        330100.00000000
        NS
        
        7197826.88000000
        0.101990221649
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        LIBERTY GLOBAL PLC
        549300BSGXG3QLIQYT84
        LIBERTY GLOBAL PLC CL C
        N/A
        
          
        
        518563.00000000
        NS
        USD
        13435967.33000000
        0.190382084607
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        LINDE PLC
        8945002PAZHZLBGKGF02
        LINDE PLC
        N/A
        
          
        
        42570.00000000
        NS
        USD
        13598135.10000000
        0.192679934650
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ALBERTSONS COS INC
        549300YKWOC0AOR16R51
        ALBERTSONS COS INC
        013091103
        
          
        
        143900.00000000
        NS
        USD
        4784675.00000000
        0.067796860344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO
        110122108
        
          
        
        616660.00000000
        NS
        USD
        45034679.80000000
        0.638122734997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALCOA CORP
        549300T12EZ1F6PWWU29
        ALCOA CORP
        013872106
        
          
        
        48830.00000000
        NS
        USD
        4396164.90000000
        0.062291833359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JONES LANG LASALLE INC
        6SYKCME112RT8TQUO411
        JONES LANG LASALLE INC
        48020Q107
        
          
        
        13200.00000000
        NS
        USD
        3160872.00000000
        0.044788245293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 04/21/2022
        912796G45
        
          
        
        150000.00000000
        PA
        USD
        149989.79000000
        0.002125293117
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-21
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38141G104
        
          
        
        24013.00000000
        NS
        USD
        7926691.30000000
        0.112317928190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        ADOBE INC
        00724F101
        
          
        
        95500.00000000
        NS
        USD
        43511710.00000000
        0.616542884570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US BANCORP DEL
        N1GZ7BBF3NP8GI976H15
        US BANCORP DEL
        902973304
        
          
        
        211100.00000000
        NS
        USD
        11219965.00000000
        0.158982250660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CINEMARK HOLDINGS INC
        549300LL2QMPTYIE0K55
        CINEMARK HOLDINGS INC
        17243V102
        
          
        
        159582.00000000
        NS
        USD
        2757576.96000000
        0.039073721840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP
        14040H105
        
          
        
        114388.00000000
        NS
        USD
        15018000.52000000
        0.212798838774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO
        88579Y101
        
          
        
        64657.00000000
        NS
        USD
        9626134.16000000
        0.136398328686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PVH CORP
        123WALMHY1GZXG2YDL90
        PVH CORP
        693656100
        
          
        
        50400.00000000
        NS
        USD
        3861144.00000000
        0.054710809101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GRP INC
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GROUP INC
        174610105
        
          
        
        199042.00000000
        NS
        USD
        9022573.86000000
        0.127846129556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICALS INC
        549300RCBFWIRX3HYQ56
        REGENERON PHARMACEUTICALS INC
        75886F107
        
          
        
        27500.00000000
        NS
        USD
        19206550.00000000
        0.272148847738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        META PLATFORMS INC
        BQ4BKCS1HXDV9HN80Z93
        META PLATFORMS INC CL A
        30303M102
        
          
        
        474942.00000000
        NS
        USD
        105608103.12000000
        1.496423021105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SWEETGREEN INC
        N/A
        SWEETGREEN INC CL A
        87043Q108
        
          
        
        15496.00000000
        NS
        USD
        495717.04000000
        0.007024104862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        NEXTERA ENERGY INC
        N/A
        NEXTERA ENERGY INC
        65339F101
        
          
        
        293204.00000000
        NS
        USD
        24837310.84000000
        0.351934393529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        INTUIT INC
        461202103
        
          
        
        56200.00000000
        NS
        USD
        27023208.00000000
        0.382907649703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CME GROUP INC
        LCZ7XYGSLJUHFXXNXD88
        CME GROUP INC CL A
        12572Q105
        
          
        
        3253.00000000
        NS
        USD
        773758.58000000
        0.010963838168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        5493003VOR6NTY465495
        GEO GROUP INC
        36162J106
        
          
        
        898121.00000000
        NS
        USD
        5936579.81000000
        0.084118873759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHUBB LTD
        E0JAN6VLUDI1HITHT809
        CHUBB LTD
        N/A
        
          
        
        26800.00000000
        NS
        USD
        5732520.00000000
        0.081227430883
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL INC
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL INC
        438516106
        
          
        
        25388.00000000
        NS
        USD
        4939997.04000000
        0.069997709233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUBESMART
        N/A
        CUBESMART
        229663109
        
          
        
        119600.00000000
        NS
        USD
        6222788.00000000
        0.088174325109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK NEW YORK MELLON CORP
        WFLLPEPC7FZXENRZV188
        BANK OF NEW YORK MELLON CORP
        064058100
        
          
        
        611335.00000000
        NS
        USD
        30340556.05000000
        0.429913095728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LIFE STORAGE INC
        W9EE01AFDDF9DQCQZC68
        LIFE STORAGE INC
        53223X107
        
          
        
        18900.00000000
        NS
        USD
        2654127.00000000
        0.037607878812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACCAR INC
        KDTEY8BWE486IKZ3CC07
        PACCAR INC
        693718108
        
          
        
        4462.00000000
        NS
        USD
        392968.34000000
        0.005568198397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA HEALTHCARE INC
        529900PH4ZGUH2MNEU89
        HCA HEALTHCARE INC
        40412C101
        
          
        
        84400.00000000
        NS
        USD
        21152328.00000000
        0.299719715003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCEANEERING INTERNATIONAL INC
        549300L6PH74701W0R30
        OCEANEERING INTERNATIONAL INC
        675232102
        
          
        
        94790.00000000
        NS
        USD
        1437016.40000000
        0.020361926397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VENTAS INC
        ORQTRC074CWLT3DKHT41
        VENTAS INC REIT
        92276F100
        
          
        
        87900.00000000
        NS
        USD
        5428704.00000000
        0.076922484168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SCHLUMBERGER LTD
        213800ZUA17OK3QLGM62
        SCHLUMBERGER LTD
        806857108
        
          
        
        113500.00000000
        NS
        USD
        4688685.00000000
        0.066436721855
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DARLING INGREDIENTS INC
        L1N0SPPKS7EXZYUMZ898
        DARLING INGREDIENTS INC
        237266101
        
          
        
        28400.00000000
        NS
        USD
        2282792.00000000
        0.032346215870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS INC
        335934105
        
          
        
        327700.00000000
        NS
        
        11344923.41000000
        0.160752859504
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        COMERICA INC
        I9Q57JVPWHHZ3ZGBW498
        COMERICA INC
        200340107
        
          
        
        44737.00000000
        NS
        USD
        4045566.91000000
        0.057324005248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS CORPORATION
        369550108
        
          
        
        38439.00000000
        NS
        USD
        9270718.02000000
        0.131362229388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACKROCK INC
        549300LRIF3NWCU26A80
        BLACKROCK INC
        09247X101
        
          
        
        26158.00000000
        NS
        USD
        19989158.86000000
        0.283238090704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROCHE HOLDING AG
        549300U41AUUVOAAOB37
        ROCHE HOLDINGS AG (GENUSSCHEINE)
        N/A
        
          
        
        42679.00000000
        NS
        
        16886452.56000000
        0.239274029255
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        EPIC GAMES INC
        549300I2RHITL4UP9K78
        EPIC GAMES INC PP
        N/A
        
          
        
        1812.00000000
        NS
        USD
        1275901.68000000
        0.018078997635
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC
        052769106
        
          
        
        68700.00000000
        NS
        USD
        14725845.00000000
        0.208659116225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RELIANCE STEEL and ALUMINUM CO
        549300E287ZOFT3C5Z56
        RELIANCE STEEL and ALUMINUM CO
        759509102
        
          
        
        21318.00000000
        NS
        USD
        3908655.30000000
        0.055384024517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP SEMICONDUCTORS NV
        724500M9BY5293JDF951
        NXP SEMICONDUCTORS NV
        N/A
        
          
        
        72712.00000000
        NS
        USD
        13457536.96000000
        0.190687717318
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY
        816851109
        
          
        
        69198.00000000
        NS
        USD
        11633567.76000000
        0.164842830231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUROBANK ERGASIAS SERVICES AND HOLDINGS SA
        JEUVK5RWVJEN8W0C9M24
        EUROBANK ERGASIAS SERVICES AND HOLDINGS SA
        N/A
        
          
        
        3925996.00000000
        NS
        
        4614578.90000000
        0.065386669153
        Long
        EC
        CORP
        GR
        N
        
        1
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC
        12769G100
        
          
        
        79000.00000000
        NS
        USD
        6111440.00000000
        0.086596570129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC
        25746U109
        
          
        
        116678.00000000
        NS
        USD
        9914129.66000000
        0.140479105477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC DEL
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC CL A
        084670108
        
          
        
        13.00000000
        NS
        USD
        6875973.00000000
        0.097429685655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC
        548661107
        
          
        
        200400.00000000
        NS
        USD
        40518876.00000000
        0.574135668044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENESIS ENERGY MLP
        549300VJ5D6MDK138782
        GENESIS ENERGY LP LTD INT UNIT
        371927104
        
          
        
        494300.00000000
        NS
        USD
        5788253.00000000
        0.082017144378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAPRI HOLDINGS LTD
        549300LPG8W0H1OX3A26
        CAPRI HOLDINGS LTD
        N/A
        
          
        
        46500.00000000
        NS
        USD
        2389635.00000000
        0.033860136868
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP
        337932107
        
          
        
        198600.00000000
        NS
        USD
        9107796.00000000
        0.129053691935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        EQUIFAX INC
        294429105
        
          
        
        31100.00000000
        NS
        USD
        7373810.00000000
        0.104483829472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FERRARI NV
        549300RIVY5EX8RCON76
        FERRARI NV
        N/A
        
          
        
        20100.00000000
        NS
        USD
        4383609.00000000
        0.062113921463
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        STAR BULK CARRIERS CORP
        549300SO3FMK7H6DDY54
        STAR BULK CARRIERS CORP
        N/A
        
          
        
        130188.00000000
        NS
        USD
        3865281.72000000
        0.054769438878
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CAPGEMINI SA
        96950077L0TN7BAROX36
        CAPGEMINI SA (FF40)
        N/A
        
          
        
        46500.00000000
        NS
        
        10416726.59000000
        0.147600695527
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA PLC
        N/A
        
          
        
        436535.00000000
        NS
        USD
        17007403.60000000
        0.240987855329
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPE INC
        549300CLHGIPTCYHQ143
        STRIPE INC CLASS B PP
        N/A
        
          
        
        19953.00000000
        NS
        USD
        737462.88000000
        0.010449543152
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        CROWN HOLDINGS INC
        NYLWZIOY8PUNIT4JOE22
        CROWN HOLDINGS INC
        228368106
        
          
        
        73920.00000000
        NS
        USD
        9246652.80000000
        0.131021235201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUSHMAN and WAKEFIELD PLC
        N/A
        CUSHMAN and WAKEFIELD PLC
        N/A
        
          
        
        427100.00000000
        NS
        USD
        8759821.00000000
        0.124123030505
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC
        009158106
        
          
        
        28603.00000000
        NS
        USD
        7148175.73000000
        0.101286685446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VULCAN MATERIALS CO
        549300Q8LSNHAVWBNI21
        VULCAN MATERIALS CO
        929160109
        
          
        
        30320.00000000
        NS
        USD
        5569784.00000000
        0.078921529257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP
        907818108
        
          
        
        40722.00000000
        NS
        USD
        11125657.62000000
        0.157645954199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADIENT PLC
        5493002QLDY8O75RTR78
        ADIENT PLC
        N/A
        
          
        
        108000.00000000
        NS
        USD
        4403160.00000000
        0.062390951025
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GAN SYSTEMS INC
        5493008YQPX1ROPQ0U24
        GAN SYSTEMS INC SERIES F-2 PC PP
        N/A
        
          
        
        7778.00000000
        NS
        USD
        65957.44000000
        0.000934589569
        Long
        EP
        CORP
        CA
        Y
        
        3
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00766T100
        
          
        
        198945.00000000
        NS
        USD
        15280965.45000000
        0.216524942769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GROUP INC
        IU7C3FTM7Y3BQM112U94
        HARTFORD FINL SVCS GROUP INC
        416515104
        
          
        
        214079.00000000
        NS
        USD
        15373012.99000000
        0.217829218235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHECKR INC
        N/A
        CHECKR INC SER E PREF
        N/A
        
          
        
        29109.00000000
        NS
        USD
        1589642.49000000
        0.022524574791
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076102
        
          
        
        79808.00000000
        NS
        USD
        23888928.64000000
        0.338496211089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        HALLIBURTON CO
        406216101
        
          
        
        351200.00000000
        NS
        USD
        13299944.00000000
        0.188454690435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP
        75513E101
        
          
        
        290719.00000000
        NS
        USD
        28801531.33000000
        0.408105753744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 06/02/2022
        912796Q44
        
          
        
        330000.00000000
        PA
        USD
        329814.44000000
        0.004673333826
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-02
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR GEN CORP NEW
        OPX52SQVOZI8IVSWYU66
        DOLLAR GENERAL CORP
        256677105
        
          
        
        9600.00000000
        NS
        USD
        2137248.00000000
        0.030283917753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FLUENCE ENERGY INC
        N/A
        FLUENCE ENERGY INC
        34379V103
        
          
        
        45400.00000000
        NS
        USD
        595194.00000000
        0.008433652128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        TJX COMPANIES INC
        V167QI9I69W364E2DY52
        TJX COMPANIES INC NEW
        872540109
        
          
        
        310580.00000000
        NS
        USD
        18814936.40000000
        0.266599845445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MCCORMICK and CO INC
        549300JQQA6MQ4OJP259
        MCCORMICK and CO INC NON-VTG
        579780206
        
          
        
        67300.00000000
        NS
        USD
        6716540.00000000
        0.095170586169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC
        571748102
        
          
        
        116535.00000000
        NS
        USD
        19859894.70000000
        0.281406471168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES HOLDING PLC
        529900MS7KFYCY9MS037
        SENSATA TECHNOLOGIES HOLDING PLC
        N/A
        
          
        
        383477.00000000
        NS
        USD
        19499805.45000000
        0.276304155840
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TESLA INC
        54930043XZGB27CTOV49
        TESLA INC
        88160R101
        
          
        
        80500.00000000
        NS
        USD
        86746800.00000000
        1.229166178467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP
        42809H107
        
          
        
        148900.00000000
        NS
        USD
        15938256.00000000
        0.225838477257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TREEHOUSE FOODS INC
        5493007M7EVHE470Q576
        TREEHOUSE FOODS INC
        89469A104
        
          
        
        20600.00000000
        NS
        USD
        664556.00000000
        0.009416482900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E CORP
        69331C108
        
          
        
        629719.00000000
        NS
        USD
        7518844.86000000
        0.106538913286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP
        87612E106
        
          
        
        5600.00000000
        NS
        USD
        1188432.00000000
        0.016839588547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHURCHILL DOWNS INC
        529900FODTBQC8MIS994
        CHURCHILL DOWNS INC
        171484108
        
          
        
        43100.00000000
        NS
        USD
        9558718.00000000
        0.135443069659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUBSPOT INC
        529900BLNVEW0MVKJB37
        HUBSPOT INC
        443573100
        
          
        
        29800.00000000
        NS
        USD
        14153212.00000000
        0.200545144109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KILROY REALTY CORP
        549300CXXI18B214UN80
        KILROY REALTY CORP
        49427F108
        
          
        
        18000.00000000
        NS
        USD
        1375560.00000000
        0.019491114697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SNOWFLAKE INC
        254900CJNSY1K7T53Z16
        SNOWFLAKE INC CL A
        833445109
        
          
        
        24300.00000000
        NS
        USD
        5567859.00000000
        0.078894252805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY
        595017104
        
          
        
        238900.00000000
        NS
        USD
        17950946.00000000
        0.254357459810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAKE BOX HOLDINGS PLC
        213800HZ61RLHNSM2698
        CAKE BOX HOLDINGS PLC
        N/A
        
          
        
        53343.00000000
        NS
        
        141549.55000000
        0.002005698416
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        MARVELL TECHNOLOGY INC
        N/A
        MARVELL TECHNOLOGY INC
        573874104
        
          
        
        180272.00000000
        NS
        USD
        12927305.12000000
        0.183174552055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTERNATIONAL INC A
        571903202
        
          
        
        117800.00000000
        NS
        USD
        20703350.00000000
        0.293357882953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC
        931142103
        
          
        
        229100.00000000
        NS
        USD
        34117572.00000000
        0.483431845253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GAN SYSTEMS INC
        5493008YQPX1ROPQ0U24
        GAN SYSTEMS INC CONV 0% PERP PP
        N/A
        
          
        
        345271.68000000
        PA
        USD
        345271.68000000
        0.004892356506
        Long
        EP
        CORP
        CA
        Y
        
        3
        
          N
          N
          N
        
      
      
        LAUDER ESTEE COS INC
        549300VFZ8XJ9NUPU221
        ESTEE LAUDER COS INC CL A
        518439104
        
          
        
        33200.00000000
        NS
        USD
        9041024.00000000
        0.128107560388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        THE BOOKING HOLDINGS INC
        09857L108
        
          
        
        9400.00000000
        NS
        USD
        22075430.00000000
        0.312799687494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL INC
        549300DV9GIB88LZ5P30
        MONDELEZ INTL INC
        609207105
        
          
        
        263800.00000000
        NS
        USD
        16561364.00000000
        0.234667659188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GLOBE LIFE INC
        5493001JFHKQOPP6XA71
        GLOBE LIFE INC
        37959E102
        
          
        
        73151.00000000
        NS
        USD
        7358990.60000000
        0.104273844720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M and T BANK CORP
        549300WYXDDBYRASEG81
        M and T BANK CORP
        55261F104
        
          
        
        59082.00000000
        NS
        USD
        10014399.00000000
        0.141899880439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER INC
        49271V100
        
          
        
        127917.00000000
        NS
        USD
        4848054.30000000
        0.068694918739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE INC CL B
        654106103
        
          
        
        83030.00000000
        NS
        USD
        11172516.80000000
        0.158309929345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LVMH MOET HENNESSY LOUIS VUITTON SE
        IOG4E947OATN0KJYSD45
        LVMH MOET HENNESSY LOUIS VUITTON SE
        N/A
        
          
        
        3600.00000000
        NS
        
        2569677.39000000
        0.036411262863
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        STEPSTONE GROUP INC
        N/A
        STEPSTONE GROUP INC CLASS A
        85914M107
        
          
        
        114120.00000000
        NS
        USD
        3772807.20000000
        0.053459113282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPACE EXPLORATION TECHNOLOGIES CORP
        N/A
        SPACE EXPLORATION TECH CORP
        N/A
        
          
        
        17000.00000000
        NS
        USD
        952000.00000000
        0.013489445165
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        CVENT HOLDING CORP
        N/A
        CVENT HOLDING CORP PIPE
        N/A
        
          
        
        117171.00000000
        NS
        USD
        842459.49000000
        0.011937301570
        Long
        EC
        CORP
        US
        Y
        
        1
        
          N
          N
          N
        
      
      
        GALLAGHER (ARTHUR J.) and CO
        54930049QLLMPART6V29
        ARTHUR J GALLAGHAR AND CO
        363576109
        
          
        
        72145.00000000
        NS
        USD
        12596517.00000000
        0.178487421586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABL SPACABL SPACE SYSTEMS COE SYSTEMS
        N/A
        ABL SPACE SYSTEMS COMPANY SER B PC PP
        N/A
        
          
        
        17763.00000000
        NS
        USD
        1207814.72000000
        0.017114233651
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC
        65473P105
        
          
        
        143500.00000000
        NS
        USD
        4563300.00000000
        0.064660068408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LKQ CORP
        DS830JTTZQN6GK0I2E41
        LKQ CORP
        501889208
        
          
        
        142400.00000000
        NS
        USD
        6466384.00000000
        0.091625979399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP
        91913Y100
        
          
        
        107400.00000000
        NS
        USD
        10905396.00000000
        0.154524938395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SHRIRAM TRANSPORT FINANCE CO LTD
        335800TM2YO24B76XL26
        SHRIRAM TRANSPORT FIN CO LTD
        N/A
        
          
        
        102862.00000000
        NS
        
        1524362.46000000
        0.021599583841
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS PLC
        N/A
        HORIZON THERAPEUTICS PLC
        N/A
        
          
        
        209987.00000000
        NS
        USD
        22092732.27000000
        0.313044853484
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TOURMALINE OIL CORP
        549300EWGW5PUCV5A109
        TOURMALINE OIL CORP
        89156V106
        
          
        
        151200.00000000
        NS
        
        6966460.02000000
        0.098711849200
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC SPONS ADR
        046353108
        
          
        
        59634.00000000
        NS
        USD
        3956119.56000000
        0.056056573396
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        FORTIVE CORP
        549300MU9YQJYHDQEF63
        FORTIVE CORP
        34959J108
        
          
        
        106375.00000000
        NS
        USD
        6481428.75000000
        0.091839157267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GAN SYSTEMS INC
        5493008YQPX1ROPQ0U24
        GAN SYSTEMS INC SERIES F-1 PC PP
        N/A
        
          
        
        14731.00000000
        NS
        USD
        124918.88000000
        0.001770048720
        Long
        EP
        CORP
        CA
        Y
        
        3
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS and FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTERNATIONAL FLAVORS and FRAGRA
        459506101
        
          
        
        32917.00000000
        NS
        USD
        4322989.61000000
        0.061254969848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP
        101137107
        
          
        
        639177.00000000
        NS
        USD
        28309149.33000000
        0.401128905015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRUDENTIAL PLC
        5493001Z3ZE83NGK8Y12
        PRUDENTIAL PLC
        N/A
        
          
        
        68435.00000000
        NS
        
        1010324.66000000
        0.014315881408
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        THOUGHTWORKS HOLDING INC
        N/A
        THOUGHTWORKS HOLDING INC
        88546E105
        
          
        
        114269.00000000
        NS
        USD
        2377937.89000000
        0.033694393670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LILLY (ELI) and CO
        FRDRIPF3EKNDJ2CQJL29
        LILLY (ELI) and CO
        532457108
        
          
        
        163506.00000000
        NS
        USD
        46823213.22000000
        0.663465511779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO
        191216100
        
          
        
        593200.00000000
        NS
        USD
        36778400.00000000
        0.521134674456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        FREEPORT MCMORAN INC
        35671D857
        
          
        
        346051.00000000
        NS
        USD
        17212576.74000000
        0.243895073629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC
        N/A
        
          
        
        393549.00000000
        NS
        
        2637660.77000000
        0.037374559162
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        CLOROX CO
        54930044KVSC06Z79I06
        CLOROX CO
        189054109
        
          
        
        26400.00000000
        NS
        USD
        3670392.00000000
        0.052007932374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        ABBOTT LABORATORIES
        002824100
        
          
        
        341366.00000000
        NS
        USD
        40404079.76000000
        0.572509052934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE SA CL A
        N/A
        
          
        
        191297.00000000
        NS
        
        5128167.57000000
        0.072664007600
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        HERSHEY CO
        21X2CX66SU2BR6QTAD08
        HERSHEY CO (THE)
        427866108
        
          
        
        25000.00000000
        NS
        USD
        5415750.00000000
        0.076738931361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO
        369604301
        
          
        
        272060.00000000
        NS
        USD
        24893490.00000000
        0.352730428926
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP
        22822V101
        
          
        
        108600.00000000
        NS
        USD
        20047560.00000000
        0.284065610636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OLIN CORP
        549300GKK294V7W57P06
        OLIN CORP
        680665205
        
          
        
        144030.00000000
        NS
        USD
        7529888.40000000
        0.106695395667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CATERPILLAR INC
        WRJR7GS4GTRECRRTVX92
        CATERPILLAR INC
        149123101
        
          
        
        140790.00000000
        NS
        USD
        31370827.80000000
        0.444511619129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANKUNITED INC
        96OVUWEW5D4YX6PFXD91
        BANKUNITED INC
        06652K103
        
          
        
        25998.00000000
        NS
        USD
        1142872.08000000
        0.016194023376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DATABRICKS INC
        N/A
        DATABRICKS INC SER H PC PP
        N/A
        
          
        
        6214.00000000
        NS
        USD
        1210052.22000000
        0.017145938098
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        CF INDUSTRIES HOLDINGS INC
        529900CG8YAQFZ2JMV97
        CF INDUSTRIES HOLDINGS INC
        125269100
        
          
        
        142080.00000000
        NS
        USD
        14642764.80000000
        0.207481904247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPE INC
        549300CLHGIPTCYHQ143
        STRIPE INC SER H PC PP
        N/A
        
          
        
        6600.00000000
        NS
        USD
        243936.00000000
        0.003456471949
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        DLOCAL LTD/URUGUAY
        N/A
        DLOCAL LTD/URUGUAY
        N/A
        
          
        
        228000.00000000
        NS
        USD
        7127280.00000000
        0.100990601618
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SIGNATURE BK NEW YORK NY
        VLP5AP0XK2GM6GKD1007
        SIGNATURE BANK
        82669G104
        
          
        
        22700.00000000
        NS
        USD
        6662223.00000000
        0.094400936806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THOUGHTWORKS HOLDING INC
        N/A
        THOUGHTWORKS HOLDINGS INC 144A
        N/A
        
          
        
        54128.00000000
        NS
        USD
        1126403.68000000
        0.015960672978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC
        45866F104
        
          
        
        191925.00000000
        NS
        USD
        25357131.00000000
        0.359300029605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TAKE-TWO INTERACTV SOFTWR INC
        BOMSTHHJK882EWYX3334
        TAKE-TWO INTERACTV SOFTWR INC
        874054109
        
          
        
        86018.00000000
        NS
        USD
        13224407.32000000
        0.187384367008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INVITATION HOMES INC
        N/A
        INVITATION HOMES INC
        46187W107
        
          
        
        188300.00000000
        NS
        USD
        7565894.00000000
        0.107205580086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MONGODB INC
        549300TPTG69WKWE1Z37
        MONGODB INC CL A
        60937P106
        
          
        
        36300.00000000
        NS
        USD
        16102317.00000000
        0.228163153584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP CL A
        20030N101
        
          
        
        239209.00000000
        NS
        USD
        11199765.38000000
        0.158696030422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SHERWIN WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        SHERWIN WILLIAMS CO
        824348106
        
          
        
        16171.00000000
        NS
        USD
        4036605.02000000
        0.057197018984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS INC
        N/A
        SUMMIT MATERIALS INC CL A
        86614U100
        
          
        
        152265.00000000
        NS
        USD
        4729350.90000000
        0.067012940793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTUITIVE SURGICAL INC
        54930052SRG011710797
        INTUITIVE SURGICAL INC
        46120E602
        
          
        
        91700.00000000
        NS
        USD
        27664056.00000000
        0.391988200076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEXCOM INC
        549300YSK3QDSFR5EU59
        DEXCOM INC
        252131107
        
          
        
        8358.00000000
        NS
        USD
        4275952.80000000
        0.060588477759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOUGLAS EMMETT INC
        N/A
        DOUGLAS EMMETT INC REIT
        25960P109
        
          
        
        20900.00000000
        NS
        USD
        698478.00000000
        0.009897143571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC
        15189T107
        
          
        
        209083.00000000
        NS
        USD
        6406303.12000000
        0.090774658248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PPTYS TRUST
        YY1J47X6LF9TYY8JY420
        CORPORATE OFFICE PROPERTIES TR
        22002T108
        
          
        
        88700.00000000
        NS
        USD
        2531498.00000000
        0.035870276741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGILON HEALTH INC
        N/A
        AGILON HEALTH INC
        00857U107
        
          
        
        458366.00000000
        NS
        USD
        11619578.10000000
        0.164644602551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STARLING BANK LTD
        213800AE5VSF3V1PAV23
        STARLING BANK LTD SER D PP
        N/A
        
          
        
        756521.00000000
        NS
        
        2343389.40000000
        0.033204855896
        Long
        EC
        CORP
        GB
        Y
        
        3
        
          N
          N
          N
        
      
      
        TAIWAN SEMICONDUCTOR MFG CO LTD
        549300KB6NK5SBD14S87
        TAIWAN SEMICONDUCTOR MFG CO LTD
        N/A
        
          
        
        1095000.00000000
        NS
        
        22477603.96000000
        0.318498325709
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        ZOETIS INC CL A
        98978V103
        
          
        
        130950.00000000
        NS
        USD
        24695860.50000000
        0.349930100876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UNICREDIT SPA
        N/A
        
          
        
        387430.00000000
        NS
        
        4179498.16000000
        0.059221755514
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        MURPHY OIL CORP
        626717102
        
          
        
        119600.00000000
        NS
        USD
        4830644.00000000
        0.068448222009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 06/16/2022
        912796J42
        
          
        
        2310000.00000000
        PA
        USD
        2307976.19000000
        0.032703065397
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-16
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBEMARL CORP
        HDBLS2Q6GV1LSKQPBS54
        ALBEMARLE CORP
        012653101
        
          
        
        26920.00000000
        NS
        USD
        5953358.00000000
        0.084356613753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEWORK INC
        N/A
        WEWORK INC CL A
        96209A104
        
          
        
        274600.00000000
        NS
        USD
        1872772.00000000
        0.026536402522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MID-AMERICA APT CMNTYS INC
        549300FQZKFR5YNSHZ21
        MID AMERICA APT CMNTY INC
        59522J103
        
          
        
        25600.00000000
        NS
        USD
        5361920.00000000
        0.075976182587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MONSTER BEVERAGE CORP NEW
        52990090AP0E7HCB6F33
        MONSTER BEVERAGE CORP
        61174X109
        
          
        
        136326.00000000
        NS
        USD
        10892447.40000000
        0.154341462103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FLUOR CORP NEW
        CQ7WZ4NOFWT7FAE6Q943
        FLUOR CORP
        343412102
        
          
        
        18217.00000000
        NS
        USD
        522645.73000000
        0.007405673231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC DEL
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC CL B
        084670702
        
          
        
        62288.00000000
        NS
        USD
        21982058.08000000
        0.311476646113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRONTDOOR INC
        5493008RB0JZJI3QGZ06
        FRONTDOOR INC
        35905A109
        
          
        
        5900.00000000
        NS
        USD
        176115.00000000
        0.002495476507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BURLINGTON STORES INC
        5299003Z37DVGKKC1W09
        BURLINGTON STORES INC
        122017106
        
          
        
        17400.00000000
        NS
        USD
        3169758.00000000
        0.044914156228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XSIGHT LABS LTD
        N/A
        XSIGHT LABS INC SER D PC PP
        N/A
        
          
        
        65770.00000000
        NS
        USD
        656384.60000000
        0.009300697551
        Long
        EP
        CORP
        IL
        Y
        
        3
        
          N
          N
          N
        
      
      
        SILERGY CORP
        N/A
        SILERGY CORP
        N/A
        
          
        
        35000.00000000
        NS
        
        4106573.31000000
        0.058188440634
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SALESFORCE COM INC
        RCGZFPDMRW58VJ54VR07
        SALESFORCE.COM INC
        79466L302
        
          
        
        186000.00000000
        NS
        USD
        39491520.00000000
        0.559578459612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA GROUP LTD
        N/A
        
          
        
        126600.00000000
        NS
        
        1321942.73000000
        0.018731380219
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        38009987.15500000
        NS
        USD
        38017589.15000000
        0.538693470768
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SNAP INC
        549300JNC0L6VP8A2Q35
        SNAP INC - A
        83304A106
        
          
        
        506849.00000000
        NS
        USD
        18241495.51000000
        0.258474425864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORLDLINE SA
        549300CJMQNCA0U4TS33
        WORLDLINE SA
        N/A
        
          
        
        35200.00000000
        NS
        
        1527687.00000000
        0.021646691194
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        LEGEND BIOTECH CORP
        254900EIUFZTW136H859
        LEGEND BIOTECH CORP SPON ADR
        52490G102
        
          
        
        78375.00000000
        NS
        USD
        2848147.50000000
        0.040357068828
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP
        539830109
        
          
        
        45911.00000000
        NS
        USD
        20265115.40000000
        0.287148280425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OTONOMO TECHNOLOGIES LTD
        N/A
        OTONOMO TECHNOLOGIES LTD
        N/A
        
          
        
        105387.00000000
        NS
        USD
        207612.39000000
        0.002941781460
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BLOCK INC
        549300OHIIUWSTIZME52
        BLOCK INC CL A
        852234103
        
          
        
        129400.00000000
        NS
        USD
        17546640.00000000
        0.248628611473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VIRTU FINANCIAL INC
        5493001OPW2K42CH3884
        VIRTU FINANCIAL INC- CL A
        928254101
        
          
        
        126419.00000000
        NS
        USD
        4705315.18000000
        0.066672364609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HOTEL CHOCOLAT GROUP LTD
        213800B4D3J15PZHVY29
        HOTEL CHOCOLAT GROUP LTD
        N/A
        
          
        
        30400.00000000
        NS
        
        179707.32000000
        0.002546378192
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        API GROUP CORP
        213800NZT1VX6PZ7BT53
        API GROUP CORP
        00187Y100
        
          
        
        145625.00000000
        NS
        USD
        3062493.75000000
        0.043394266293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRESHPET INC
        549300S4ZK8ZQ6HNPN59
        FRESHPET INC
        358039105
        
          
        
        13600.00000000
        NS
        USD
        1395904.00000000
        0.019779380740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CBOE GLOBAL MARKETS INC
        529900RLNSGA90UPEH54
        CBOE GLOBAL MARKETS INC
        12503M108
        
          
        
        29666.00000000
        NS
        USD
        3394383.72000000
        0.048097009519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEATHERFORD INTERNATIONAL PLC
        529900LPBDSCQDJKHQ39
        WEATHERFORD INTERNATIONAL PLC
        N/A
        
          
        
        51000.00000000
        NS
        USD
        1698300.00000000
        0.024064206643
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231G102
        
          
        
        857700.00000000
        NS
        USD
        70837443.00000000
        1.003737188054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMPERIAL OIL LTD
        549300MO45LTBPAU4Z27
        IMPERIAL OIL LTD
        453038408
        
          
        
        191500.00000000
        NS
        
        9267487.90000000
        0.131316459927
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BAKER HUGHES CO
        N/A
        BAKER HUGHES CO
        05722G100
        
          
        
        64600.00000000
        NS
        USD
        2352086.00000000
        0.033328083111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOLLAR TREE INC
        549300PMSTQITB1WHR43
        DOLLAR TREE INC
        256746108
        
          
        
        94000.00000000
        NS
        USD
        15054100.00000000
        0.213310353433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOLT TECHNOLOGY OU
        N/A
        BOLT TECHNOLOGY OU SER E PC PP
        N/A
        
          
        
        6283.00000000
        NS
        
        1598630.82000000
        0.022651935700
        Long
        EP
        CORP
        EE
        Y
        
        3
        
          N
          N
          N
        
      
      
        CONSTELLATION ENERGY CORP
        N/A
        CONSTELLATION ENERGY CORP
        21037T109
        
          
        
        99978.00000000
        NS
        USD
        5623762.50000000
        0.079686382215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP
        580135101
        
          
        
        54100.00000000
        NS
        USD
        13377848.00000000
        0.189558557805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LEGGETT and PLATT INC
        DKOVQUCDW4ZLYCUD4T55
        LEGGETT and PLATT INC
        524660107
        
          
        
        138000.00000000
        NS
        USD
        4802400.00000000
        0.068048016243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIALS INC
        5299005MZ4WZECVATV08
        MARTIN MARIETTA MATERIALS INC
        573284106
        
          
        
        17484.00000000
        NS
        USD
        6729416.76000000
        0.095353044518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP
        666807102
        
          
        
        42646.00000000
        NS
        USD
        19072144.12000000
        0.270244372163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIELSEN HOLDINGS PLC
        549300ZVCBHQE0XHG367
        NIELSEN HOLDINGS PLC
        N/A
        
          
        
        1270080.00000000
        NS
        USD
        34596979.20000000
        0.490224846447
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CORECIVIC INC
        21871N101
        
          
        
        486700.00000000
        NS
        USD
        5436439.00000000
        0.077032085910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023105
        
          
        
        249318.00000000
        NS
        USD
        47744397.00000000
        0.676518303888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENVISTA HOLDINGS CORPORATION
        549300BX623VURJZ5269
        ENVISTA HOLDINGS CORP
        29415F104
        
          
        
        235000.00000000
        NS
        USD
        11446850.00000000
        0.162197117011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        N/A
        
          
        
        143202.00000000
        NS
        
        17180346.74000000
        0.243438387896
        Long
        EC
        CORP
        BE
        N
        
        1
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRISE GROUP INC
        PUSS41EMO3E6XXNV3U28
        PUBLIC SVC ENTERPRISE GRP INC
        744573106
        
          
        
        64200.00000000
        NS
        USD
        4494000.00000000
        0.063678116149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PIRAEUS FINANCIAL HOLDINGS SA
        M6AD1Y1KW32H8THQ6F76
        PIRAEUS FINANCIAL HOLDINGS SA
        N/A
        
          
        
        846179.00000000
        NS
        
        1324561.02000000
        0.018768480302
        Long
        EC
        CORP
        GR
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE INC
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE INC CL B
        911312106
        
          
        
        36488.00000000
        NS
        USD
        7825216.48000000
        0.110880072076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GROCERY OUTLET HOLDING CORP
        N/A
        GROCERY OUTLET HOLDING CORP
        39874R101
        
          
        
        33300.00000000
        NS
        USD
        1091574.00000000
        0.015467150858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110L106
        
          
        
        40258.00000000
        NS
        USD
        15080244.22000000
        0.213680806188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRAVELERS COS INC
        549300Y650407RU8B149
        TRAVELERS COMPANIES INC
        89417E109
        
          
        
        262513.00000000
        NS
        USD
        47969000.49000000
        0.679700842188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERGY INC
        549300PGTHDQY6PSUI61
        EVERGY INC
        30034W106
        
          
        
        69725.00000000
        NS
        USD
        4765006.50000000
        0.067518165857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TWILIO INC
        5493004W8TRGD63APX93
        TWILIO INC CLASS A
        90138F102
        
          
        
        49000.00000000
        NS
        USD
        8075690.00000000
        0.114429177972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLISON TRANSMISSION HLDGS INC
        529900RP7DJ882LI9T83
        ALLISON TRANSMISSION HLDGS INC
        01973R101
        
          
        
        518259.00000000
        NS
        USD
        20346848.34000000
        0.288306402287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        617446448
        
          
        
        117977.00000000
        NS
        USD
        10311189.80000000
        0.146105282983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERNOD RICARD SA
        52990097YFPX9J0H5D87
        PERNOD-RICARD
        N/A
        
          
        
        15600.00000000
        NS
        
        3439419.76000000
        0.048735151527
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        DUN and BRADSTREET HOLDINGS INC
        N/A
        DUN and BRADSTREET HOLDINGS IN
        26484T106
        
          
        
        239108.00000000
        NS
        USD
        4189172.16000000
        0.059358832081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GUPSHUP INC
        98450087CF3EE545Q755
        GUPSHUP INC 0% PERP PFD PP
        N/A
        
          
        
        59838.00000000
        NS
        USD
        1198555.14000000
        0.016983029242
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        FEDEX CORP
        31428X106
        
          
        
        118388.00000000
        NS
        USD
        27393799.32000000
        0.388158775008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTL
        281020107
        
          
        
        131800.00000000
        NS
        USD
        9239180.00000000
        0.130915348724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BYTEDANCE LTD
        N/A
        BYTEDANCE LTD SER E-1 PC PP
        N/A
        
          
        
        21701.00000000
        NS
        USD
        3195472.25000000
        0.045278516486
        Long
        EP
        CORP
        CN
        Y
        
        3
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        VALVOLINE INC
        92047W101
        
          
        
        179800.00000000
        NS
        USD
        5674488.00000000
        0.080405141512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC
        595112103
        
          
        
        361800.00000000
        NS
        USD
        28180602.00000000
        0.399307442663
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD
        136385101
        
          
        
        326900.00000000
        NS
        
        20241834.18000000
        0.286818395193
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JELD-WEN HOLDING INC
        529900AXX7CT9GZSCS30
        JELD-WEN HOLDING INC
        47580P103
        
          
        
        77524.00000000
        NS
        USD
        1572186.72000000
        0.022277233770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCC INTELLIGENT SOLUTIONS HOLDINGS INC
        N/A
        CCC INTELLIGENT SOLUTIONS HOLD PIPE
        N/A
        
          
        
        36613.00000000
        NS
        USD
        404207.52000000
        0.005727452916
        Long
        EC
        CORP
        US
        Y
        
        1
        
          N
          N
          N
        
      
      
        EQUITY LIFESTYLE PROPERTIES INC
        529900PEQG66LENB6798
        EQUITY LIFESTYLE PPTYS INC
        29472R108
        
          
        
        106500.00000000
        NS
        USD
        8145120.00000000
        0.115412972277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Securities Lending Cash Central Fund
        31635A303
        
          
        
        7551319.88900000
        NS
        USD
        7552075.02000000
        0.107009770871
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        ASTRANIS SPACE TECHNOLOGIES CORP
        N/A
        ASTRANIS SPACE TECHNOLOGIES CORP SER C PC PP
        N/A
        
          
        
        60816.00000000
        NS
        USD
        1873132.80000000
        0.026541514909
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        HOST HOTELS and RESORTS INC
        N6EL63S0K3PB1YFTDI24
        HOST HOTELS and RESORTS INC
        44107P104
        
          
        
        113400.00000000
        NS
        USD
        2203362.00000000
        0.031220725713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        ECOLAB INC
        278865100
        
          
        
        26346.00000000
        NS
        USD
        4651649.76000000
        0.065911947865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DATABRICKS INC
        N/A
        DATABRICKS INC SER G PC PP
        N/A
        
          
        
        1487.00000000
        NS
        USD
        289563.51000000
        0.004102994842
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA CORP
        67066G104
        
          
        
        387700.00000000
        NS
        USD
        105787822.00000000
        1.498969563097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        NORFOLK SOUTHERN CORP
        655844108
        
          
        
        99364.00000000
        NS
        USD
        28340600.08000000
        0.401574549099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO
        46625H100
        
          
        
        247760.00000000
        NS
        USD
        33774643.20000000
        0.478572686384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC CL A
        57636Q104
        
          
        
        31100.00000000
        NS
        USD
        11114518.00000000
        0.157488110403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO
        949746101
        
          
        
        1377087.00000000
        NS
        USD
        66733636.02000000
        0.945587945168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC
        26614N102
        
          
        
        69250.00000000
        NS
        USD
        5095415.00000000
        0.072199917267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ESSEX PROPERTY TRUST INC
        549300TR2H2VEFX0NC60
        ESSEX PROPERTY TRUST INC
        297178105
        
          
        
        16400.00000000
        NS
        USD
        5665872.00000000
        0.080283056365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity Garrison Street Trust
        GZF76QJ38YQDHAIO0Y79
        VIP Investment Grade Central Fund
        316167204
        
          
        
        19905400.43660000
        NS
        USD
        2022985846.37000000
        28.66487042607
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAZOO GROUP LTD
        549300PNRTNVMGVJY078
        CAZOO GROUP LTD PIPE
        N/A
        
          
        
        56400.00000000
        NS
        USD
        147880.80000000
        0.002095409603
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION
        060505104
        
          
        
        1386649.00000000
        NS
        USD
        57157671.78000000
        0.809900503441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        WORKDAY INC CL A
        98138H101
        
          
        
        42600.00000000
        NS
        USD
        10200996.00000000
        0.144543882539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BJS WHOLESALE CLUB HOLDINGS INC
        549300UCIWH1C93V0J03
        BJS WHSL CLUB HLDGS INC
        05550J101
        
          
        
        106500.00000000
        NS
        USD
        7200465.00000000
        0.102027602715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASML HOLDING NV
        724500Y6DUVHQD6OXN27
        ASML HOLDING NV
        N/A
        
          
        
        14400.00000000
        NS
        
        9622395.05000000
        0.136345347048
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC
        444859102
        
          
        
        32409.00000000
        NS
        USD
        14103424.53000000
        0.199839676309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448108
        
          
        
        200000.00000000
        NS
        USD
        33476000.00000000
        0.474341036100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AFRICA OIL CORP
        549300071188HIDJEB11
        AFRICA OIL CORP
        00829Q101
        
          
        
        193954.00000000
        NS
        
        347523.87000000
        0.004924269105
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LENNAR CORP
        529900G61XVRLX5TJX09
        LENNAR CORP CL A
        526057104
        
          
        
        160200.00000000
        NS
        USD
        13003434.00000000
        0.184253266711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FLOWSERVE CORP
        6Y0GK87T6V7NJKZJVM41
        FLOWSERVE CORP
        34354P105
        
          
        
        109859.00000000
        NS
        USD
        3943938.10000000
        0.055883967160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCH INC
        SNZ2OJLFK8MNNCLQOF39
        S and P500 EMINI FUT JUN22 ESM2
        N/A
        
          
        
        129.00000000
        NC
        USD
        2179625.05000000
        0.030884382976
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCH INC
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                S and P 500 INDX
                783786106
              
            
            2022-06-17
            27043712.45000000
            USD
            2179625.05000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC
        91324P102
        
          
        
        169807.00000000
        NS
        USD
        86596475.79000000
        1.227036146757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP
        30161N101
        
          
        
        266635.00000000
        NS
        USD
        12699825.05000000
        0.179951253808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUNGE LIMITED
        5493007M0RIN8HY3MM77
        BUNGE LIMITED
        N/A
        
          
        
        18000.00000000
        NS
        USD
        1994580.00000000
        0.028262371364
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC
        655664100
        
          
        
        187905.00000000
        NS
        USD
        5094104.55000000
        0.072181348734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP INC
        529900GQL5X8H7AO3T64
        SIMON PPTY GROUP INC - REIT
        828806109
        
          
        
        31900.00000000
        NS
        USD
        4196764.00000000
        0.059466405306
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SKYRYSE INC
        N/A
        SKYRYSE INC SER B PC PP
        N/A
        
          
        
        50000.00000000
        NS
        USD
        1233998.50000000
        0.017485246954
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        KOSMOS ENERGY LTD
        213800YDFJ3OT9B5P157
        KOSMOS ENERGY LTD
        500688106
        
          
        
        660400.00000000
        NS
        USD
        4748276.00000000
        0.067281101610
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CIRCLE INTERNET FINANCIAL LLC
        549300UHJLR6LBGAFV55
        CIRCLE INTERNET FINANCIAL LTD SER E PFD PERP PP
        N/A
        
          
        
        68071.00000000
        NS
        USD
        1565932.51000000
        0.022188614208
        Long
        EP
        CORP
        US
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        FIVE9 INC
        254900MXP6EWY0SFFR59
        FIVE9 INC
        338307101
        
          
        
        56500.00000000
        NS
        USD
        6237600.00000000
        0.088384205005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMPASS GROUP PLC
        2138008M6MH9OZ6U2T68
        COMPASS GROUP PLC
        N/A
        
          
        
        392700.00000000
        NS
        
        8450941.50000000
        0.119746336095
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        RENESAS ELECTRONICS CORP
        5299000EPC47VJQOFB81
        RENESAS ELECTRONICS CORP
        N/A
        
          
        
        1124700.00000000
        NS
        
        13031864.11000000
        0.184656109578
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        COUPA SOFTWARE INC
        549300Q95ICR2GFL2K37
        COUPA SOFTWARE INC
        22266L106
        
          
        
        50100.00000000
        NS
        USD
        5091663.00000000
        0.072146752984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209S103
        
          
        
        162600.00000000
        NS
        USD
        8495850.00000000
        0.120382670915
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LIBERTY OILFIELD SERVICES INC
        N/A
        LIBERTY OILFIELD SERVICES INC CL A
        53115L104
        
          
        
        149600.00000000
        NS
        USD
        2217072.00000000
        0.031414990727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FARFETCH LTD
        549300QFQ74Z0F96NS78
        FARFETCH LTD CL A
        30744W107
        
          
        
        115100.00000000
        NS
        USD
        1740312.00000000
        0.024659499259
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP
        03027X100
        
          
        
        68200.00000000
        NS
        USD
        17133204.00000000
        0.242770394822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENCO SHIPPING and TRADING LTD
        5493003MBZ5GU8QHXZ58
        GENCO SHIPPING and TRADING LTD
        N/A
        
          
        
        190356.00000000
        NS
        USD
        4496208.72000000
        0.063709412796
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MOHAWK INDUSTRIES INC
        549300JI1115MG3Q6322
        MOHAWK INDUSTRIES INC
        608190104
        
          
        
        30500.00000000
        NS
        USD
        3788100.00000000
        0.053675805916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NAVIOS MARITIME PARTNERS LP
        213800185NOIXCLYX335
        NAVIOS MARITIME PRTNRS LP C/U
        N/A
        
          
        
        16638.00000000
        NS
        USD
        585657.60000000
        0.008298525295
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        US FOODS HOLDING CORP
        549300UGOZSO64CFPR97
        US FOODS HOLDING CORP
        912008109
        
          
        
        243500.00000000
        NS
        USD
        9162905.00000000
        0.129834563609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TONGDAO LIEPIN GROUP
        30030027GU9V3OLVUK70
        TONGDAO LIEPIN GROUP
        N/A
        
          
        
        1606273.00000000
        NS
        
        3624171.44000000
        0.051353006209
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AMERISOURCEBERGEN CORP
        03073E105
        
          
        
        169663.00000000
        NS
        USD
        26248562.73000000
        0.371931247505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASTERA LABS INC
        N/A
        ASTERA LABS INC SER C PC PP
        N/A
        
          
        
        155858.00000000
        NS
        USD
        629666.32000000
        0.008922110605
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        ANT INTERNATIONAL CO LTD
        N/A
        ANT INTERNATIONAL CO LTD CLASS C PP
        N/A
        
          
        
        915084.00000000
        NS
        USD
        1619698.68000000
        0.022950458538
        Long
        EC
        CORP
        KY
        Y
        
        3
        
          N
          N
          N
        
      
      
        OLLIES BARGAIN OUTLET HLDGS INC
        529900YO5DSQCPEFDZ05
        OLLIES BARGAIN OUTLET HOLDINGS INC
        681116109
        
          
        
        35300.00000000
        NS
        USD
        1516488.00000000
        0.021488006008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO
        025816109
        
          
        
        66683.00000000
        NS
        USD
        12469721.00000000
        0.176690774854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COGNIZANT TECHNOLOGY SOLUTIONS CORP
        5493006IEVQEFQO40L83
        COGNIZANT TECH SOLUTIONS CL A
        192446102
        
          
        
        269900.00000000
        NS
        USD
        24201933.00000000
        0.342931353054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROLOGIS INC
        529900DFH19P073LZ636
        PROLOGIS INC REIT
        74340W103
        
          
        
        112000.00000000
        NS
        USD
        18085760.00000000
        0.256267718277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SILVERGATE CAPITAL CORP
        BPE6FTXDZEBNAGIT2T19
        SILVERGATE CAPITAL CORP
        82837P408
        
          
        
        12000.00000000
        NS
        USD
        1806840.00000000
        0.025602173427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HONEST CO INC/THE
        N/A
        HONEST CO INC (THE)
        438333106
        
          
        
        29100.00000000
        NS
        USD
        151611.00000000
        0.002148264990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        LAS VEGAS SANDS CORP
        517834107
        
          
        
        177500.00000000
        NS
        USD
        6899425.00000000
        0.097761990769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JUMO WORLD LTD
        N/A
        JUMO WORLD LTD
        N/A
        
          
        
        176.00000000
        NS
        USD
        1021208.32000000
        0.014470098356
        Long
        EC
        CORP
        MU
        N
        
        3
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC CL A
        02079K305
        
          
        
        45338.00000000
        NS
        USD
        126100846.30000000
        1.786796692766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC
        90353T100
        
          
        
        374447.00000000
        NS
        USD
        13360268.96000000
        0.189309470099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOVOS BRANDS INC
        N/A
        SOVOS BRANDS INC
        84612U107
        
          
        
        64500.00000000
        NS
        USD
        914610.00000000
        0.012959644372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        NEWMONT CORP
        651639106
        
          
        
        87153.00000000
        NS
        USD
        6924305.85000000
        0.098114542094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DELIVEROO PLC
        984500F6537F74DDEE77
        DELIVEROO HOLDINGS PLC CL A
        N/A
        
          
        
        71200.00000000
        NS
        
        105410.43000000
        0.001493622074
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTICE USA INC
        54930064K3612MGCER95
        ALTICE USA INC A
        02156K103
        
          
        
        212545.00000000
        NS
        USD
        2652561.60000000
        0.037585697743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES GRP INC
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL SERVICES GRP INC
        693475105
        
          
        
        88715.00000000
        NS
        USD
        16363481.75000000
        0.231863749776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO
        254687106
        
          
        
        175832.00000000
        NS
        USD
        24117117.12000000
        0.341729547211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEA LTD
        529900OM6JLLW44YKI15
        SEA LTD ADR
        81141R100
        
          
        
        73800.00000000
        NS
        USD
        8840502.00000000
        0.125266246813
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2022-04-30
      Stacie M. Smith
      Stacie M. Smith
      Stacie M. Smith
      President and Treasurer
    
  
  XXXX




010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Variable Insurance Products:
Balanced Portfolio
March 31, 2022
VIPBAL-NPRT1-0522
1.799884.118
Common Stocks - 69.9%
 
 
Shares
Value ($)
 
COMMUNICATION SERVICES - 7.3%
 
 
 
Diversified Telecommunication Services - 0.3%
 
 
 
AT&T, Inc.
 
432,499
10,219,951
Liberty Global PLC Class C (a)
 
518,563
13,435,967
 
 
 
23,655,918
Entertainment - 1.1%
 
 
 
Activision Blizzard, Inc.
 
137,875
11,045,166
Cinemark Holdings, Inc. (a)(b)
 
159,582
2,757,577
Netflix, Inc. (a)
 
40,258
15,080,244
Sea Ltd. ADR (a)
 
73,800
8,840,502
Take-Two Interactive Software, Inc. (a)
 
86,018
13,224,407
The Walt Disney Co. (a)
 
175,832
24,117,117
 
 
 
75,065,013
Interactive Media & Services - 5.2%
 
 
 
Alphabet, Inc.:
 
 
 
 Class A (a)
 
45,338
126,100,846
 Class C (a)
 
40,622
113,456,840
Meta Platforms, Inc. Class A (a)
 
474,942
105,608,103
Snap, Inc. Class A (a)
 
506,849
18,241,496
Tongdao Liepin Group (a)
 
1,603,873
3,618,756
 
 
 
367,026,041
Media - 0.3%
 
 
 
Altice U.S.A., Inc. Class A (a)
 
212,545
2,652,562
Comcast Corp. Class A
 
239,209
11,199,765
Liberty Broadband Corp. Class C (a)
 
67,700
9,161,164
 
 
 
23,013,491
Wireless Telecommunication Services - 0.4%
 
 
 
T-Mobile U.S., Inc. (a)
 
203,051
26,061,596
TOTAL COMMUNICATION SERVICES
 
 
514,822,059
CONSUMER DISCRETIONARY - 8.2%
 
 
 
Auto Components - 0.1%
 
 
 
Adient PLC (a)
 
108,000
4,403,160
Automobiles - 1.3%
 
 
 
Ferrari NV
 
20,100
4,383,609
Tesla, Inc. (a)
 
80,500
86,746,800
 
 
 
91,130,409
Distributors - 0.1%
 
 
 
LKQ Corp.
 
142,400
6,466,384
Diversified Consumer Services - 0.0%
 
 
 
Frontdoor, Inc. (a)
 
15,200
453,720
Hotels, Restaurants & Leisure - 1.2%
 
 
 
ARAMARK Holdings Corp.
 
25,100
943,760
Booking Holdings, Inc. (a)
 
9,400
22,075,430
Caesars Entertainment, Inc. (a)
 
79,000
6,111,440
Churchill Downs, Inc.
 
43,100
9,558,718
Compass Group PLC
 
392,700
8,450,942
Las Vegas Sands Corp. (a)
 
177,500
6,899,425
Marriott International, Inc. Class A (a)
 
117,800
20,703,350
McDonald's Corp.
 
54,100
13,377,848
Sweetgreen, Inc. Class A (b)
 
11,238
359,504
 
 
 
88,480,417
Household Durables - 0.3%
 
 
 
Leggett & Platt, Inc.
 
138,000
4,802,400
Lennar Corp. Class A
 
160,200
13,003,434
Mohawk Industries, Inc. (a)
 
30,500
3,788,100
 
 
 
21,593,934
Internet & Direct Marketing Retail - 3.1%
 
 
 
Amazon.com, Inc. (a)
 
62,160
202,638,492
Cazoo Group Ltd. (c)
 
56,400
147,881
Deliveroo PLC Class A (a)(d)
 
71,200
105,410
eBay, Inc.
 
219,700
12,580,022
Farfetch Ltd. Class A (a)
 
115,100
1,740,312
 
 
 
217,212,117
Multiline Retail - 0.4%
 
 
 
Dollar General Corp.
 
9,600
2,137,248
Dollar Tree, Inc. (a)
 
94,000
15,054,100
Nordstrom, Inc.
 
187,905
5,094,105
Ollie's Bargain Outlet Holdings, Inc. (a)
 
35,300
1,516,488
Target Corp.
 
5,600
1,188,432
 
 
 
24,990,373
Specialty Retail - 1.3%
 
 
 
Burlington Stores, Inc. (a)
 
17,400
3,169,758
Industria de Diseno Textil SA
 
330,100
7,197,827
Lowe's Companies, Inc.
 
200,400
40,518,876
The Home Depot, Inc.
 
79,808
23,888,929
TJX Companies, Inc.
 
310,580
18,814,936
 
 
 
93,590,326
Textiles, Apparel & Luxury Goods - 0.4%
 
 
 
Capri Holdings Ltd. (a)
 
46,500
2,389,635
LVMH Moet Hennessy Louis Vuitton SE
 
3,600
2,569,677
NIKE, Inc. Class B
 
83,030
11,172,517
PVH Corp.
 
50,400
3,861,144
Tapestry, Inc.
 
287,100
10,665,765
 
 
 
30,658,738
TOTAL CONSUMER DISCRETIONARY
 
 
578,979,578
CONSUMER STAPLES - 4.5%
 
 
 
Beverages - 1.5%
 
 
 
Boston Beer Co., Inc. Class A (a)
 
6,800
2,641,596
Constellation Brands, Inc. Class A (sub. vtg.)
 
64,000
14,740,480
Duckhorn Portfolio, Inc. (a)
 
56,300
1,024,097
Keurig Dr. Pepper, Inc.
 
127,917
4,848,054
Monster Beverage Corp. (a)
 
136,326
10,892,447
PepsiCo, Inc.
 
200,000
33,476,000
Pernod Ricard SA
 
15,600
3,439,420
The Coca-Cola Co.
 
593,200
36,778,400
 
 
 
107,840,494
Food & Staples Retailing - 1.3%
 
 
 
Albertsons Companies, Inc.
 
143,900
4,784,675
BJ's Wholesale Club Holdings, Inc. (a)
 
106,500
7,200,465
Cake Box Holdings PLC
 
53,343
141,550
Costco Wholesale Corp.
 
58,900
33,917,565
Grocery Outlet Holding Corp. (a)
 
33,300
1,091,574
U.S. Foods Holding Corp. (a)
 
243,500
9,162,905
Walmart, Inc.
 
229,100
34,117,572
 
 
 
90,416,306
Food Products - 0.6%
 
 
 
Bunge Ltd.
 
18,000
1,994,580
Darling Ingredients, Inc. (a)
 
28,400
2,282,792
Freshpet, Inc. (a)(b)
 
13,600
1,395,904
Hotel Chocolat Group Ltd. (a)
 
30,400
179,707
Local Bounti Corp. (a)
 
165,565
1,405,647
McCormick & Co., Inc. (non-vtg.)
 
67,300
6,716,540
Mondelez International, Inc.
 
263,800
16,561,364
Sovos Brands, Inc.
 
64,500
914,610
The Hershey Co.
 
25,000
5,415,750
TreeHouse Foods, Inc. (a)
 
20,600
664,556
 
 
 
37,531,450
Household Products - 0.9%
 
 
 
Procter & Gamble Co.
 
380,700
58,170,960
The Clorox Co.
 
26,400
3,670,392
 
 
 
61,841,352
Personal Products - 0.1%
 
 
 
Estee Lauder Companies, Inc. Class A
 
33,200
9,041,024
The Honest Co., Inc. (b)
 
29,100
151,611
 
 
 
9,192,635
Tobacco - 0.1%
 
 
 
Altria Group, Inc.
 
162,600
8,495,850
TOTAL CONSUMER STAPLES
 
 
315,318,087
ENERGY - 3.0%
 
 
 
Energy Equipment & Services - 0.4%
 
 
 
Baker Hughes Co. Class A
 
67,400
2,454,034
Halliburton Co.
 
351,200
13,299,944
Liberty Oilfield Services, Inc. Class A (a)
 
149,600
2,217,072
Oceaneering International, Inc. (a)
 
92,090
1,396,084
Schlumberger Ltd.
 
116,000
4,791,960
U.S. Silica Holdings, Inc. (a)
 
125,600
2,343,696
Weatherford International PLC (a)
 
51,000
1,698,300
 
 
 
28,201,090
Oil, Gas & Consumable Fuels - 2.6%
 
 
 
Africa Oil Corp.
 
137,654
246,646
Canadian Natural Resources Ltd.
 
326,900
20,241,834
Exxon Mobil Corp.
 
857,700
70,837,443
Genesis Energy LP
 
494,300
5,788,253
Harbour Energy PLC
 
394,650
2,521,653
Hess Corp.
 
148,900
15,938,256
Imperial Oil Ltd.
 
192,400
9,311,043
Kosmos Energy Ltd. (a)
 
660,400
4,748,276
MEG Energy Corp. (a)
 
1,193,900
16,301,942
Murphy Oil Corp.
 
119,600
4,830,644
Phillips 66 Co.
 
128,326
11,086,083
Tourmaline Oil Corp.
 
151,200
6,966,460
Valero Energy Corp.
 
108,400
11,006,936
 
 
 
179,825,469
TOTAL ENERGY
 
 
208,026,559
FINANCIALS - 7.7%
 
 
 
Banks - 3.5%
 
 
 
Bank of America Corp.
 
1,386,649
57,157,672
BankUnited, Inc.
 
26,900
1,182,524
BNP Paribas SA
 
78,200
4,468,713
Citizens Financial Group, Inc.
 
199,042
9,022,574
Comerica, Inc.
 
44,737
4,045,567
Eurobank Ergasias Services and Holdings SA (a)
 
3,925,996
4,614,579
JPMorgan Chase & Co.
 
247,760
33,774,643
M&T Bank Corp.
 
59,082
10,014,399
Piraeus Financial Holdings SA (a)
 
846,179
1,324,561
PNC Financial Services Group, Inc.
 
88,715
16,363,482
Signature Bank
 
22,700
6,662,223
Silvergate Capital Corp. (a)
 
12,000
1,806,840
Societe Generale Series A
 
191,297
5,128,168
Standard Chartered PLC (United Kingdom)
 
393,549
2,637,661
Starling Bank Ltd. Series D (a)(c)(e)
 
756,521
2,343,389
SVB Financial Group (a)
 
13,840
7,742,788
U.S. Bancorp
 
211,100
11,219,965
UniCredit SpA
 
387,430
4,179,498
Wells Fargo & Co.
 
1,377,087
66,733,636
 
 
 
250,422,882
Capital Markets - 1.6%
 
 
 
Bank of New York Mellon Corp.
 
611,335
30,340,556
BlackRock, Inc. Class A
 
26,158
19,989,159
Cboe Global Markets, Inc.
 
29,666
3,394,384
Goldman Sachs Group, Inc.
 
24,013
7,926,691
Intercontinental Exchange, Inc.
 
191,925
25,357,131
Morgan Stanley
 
117,977
10,311,190
State Street Corp.
 
80,167
6,984,149
StepStone Group, Inc. Class A
 
114,120
3,772,807
Virtu Financial, Inc. Class A
 
126,419
4,705,315
 
 
 
112,781,382
Consumer Finance - 0.5%
 
 
 
American Express Co.
 
66,683
12,469,721
Capital One Financial Corp.
 
114,388
15,018,001
OneMain Holdings, Inc.
 
196,197
9,301,700
Shriram Transport Finance Co. Ltd.
 
102,862
1,524,362
 
 
 
38,313,784
Diversified Financial Services - 0.5%
 
 
 
Ant International Co. Ltd. Class C (a)(c)(e)
 
915,084
1,619,699
Berkshire Hathaway, Inc.:
 
 
 
 Class A (a)
 
13
6,875,973
 Class B (a)
 
62,288
21,982,058
Jumo World Ltd. (e)
 
176
1,021,208
WeWork, Inc. (a)
 
274,600
1,872,772
 
 
 
33,371,710
Insurance - 1.6%
 
 
 
AIA Group Ltd.
 
126,600
1,321,943
Arthur J. Gallagher & Co.
 
72,145
12,596,517
Chubb Ltd.
 
26,800
5,732,520
Globe Life, Inc.
 
75,100
7,555,060
Hartford Financial Services Group, Inc.
 
214,079
15,373,013
Marsh & McLennan Companies, Inc.
 
116,535
19,859,895
Prudential PLC
 
68,435
1,010,325
The Travelers Companies, Inc.
 
262,513
47,969,000
 
 
 
111,418,273
TOTAL FINANCIALS
 
 
546,308,031
HEALTH CARE - 9.2%
 
 
 
Biotechnology - 0.8%
 
 
 
Amgen, Inc.
 
58,578
14,165,332
Horizon Therapeutics PLC (a)
 
209,987
22,092,732
Legend Biotech Corp. ADR (a)
 
78,375
2,848,148
Regeneron Pharmaceuticals, Inc. (a)
 
27,500
19,206,550
 
 
 
58,312,762
Health Care Equipment & Supplies - 2.3%
 
 
 
Abbott Laboratories
 
341,366
40,404,080
Boston Scientific Corp. (a)
 
639,177
28,309,149
Demant A/S (a)
 
7,700
350,411
DexCom, Inc. (a)
 
8,358
4,275,953
Envista Holdings Corp. (a)
 
235,000
11,446,850
Intuitive Surgical, Inc. (a)
 
91,700
27,664,056
ResMed, Inc.
 
82,223
19,939,900
Stryker Corp.
 
121,171
32,395,067
 
 
 
164,785,466
Health Care Providers & Services - 2.8%
 
 
 
agilon health, Inc. (a)
 
474,966
12,040,388
AmerisourceBergen Corp.
 
169,663
26,248,563
HCA Holdings, Inc.
 
84,400
21,152,328
Humana, Inc.
 
32,409
14,103,425
Option Care Health, Inc. (a)
 
509,332
14,546,522
Surgery Partners, Inc. (a)
 
393,374
21,655,239
UnitedHealth Group, Inc.
 
169,807
86,596,476
 
 
 
196,342,941
Health Care Technology - 0.0%
 
 
 
Health Catalyst, Inc. (a)
 
90,100
2,354,313
Life Sciences Tools & Services - 0.8%
 
 
 
Thermo Fisher Scientific, Inc.
 
93,424
55,180,886
Pharmaceuticals - 2.5%
 
 
 
AstraZeneca PLC sponsored ADR
 
59,634
3,956,120
Bristol-Myers Squibb Co.
 
616,660
45,034,680
Eli Lilly & Co.
 
163,506
46,823,213
Roche Holding AG (participation certificate)
 
42,679
16,886,453
Royalty Pharma PLC
 
436,535
17,007,404
UCB SA
 
148,702
17,840,197
Zoetis, Inc. Class A
 
130,950
24,695,861
 
 
 
172,243,928
TOTAL HEALTH CARE
 
 
649,220,296
INDUSTRIALS - 6.0%
 
 
 
Aerospace & Defense - 1.8%
 
 
 
General Dynamics Corp.
 
38,439
9,270,718
Lockheed Martin Corp.
 
45,911
20,265,115
Northrop Grumman Corp.
 
42,646
19,072,144
Raytheon Technologies Corp.
 
290,719
28,801,531
Space Exploration Technologies Corp. Class A (a)(c)(e)
 
17,000
952,000
The Boeing Co. (a)
 
249,318
47,744,397
 
 
 
126,105,905
Air Freight & Logistics - 0.5%
 
 
 
FedEx Corp.
 
118,388
27,393,799
United Parcel Service, Inc. Class B
 
36,488
7,825,216
 
 
 
35,219,015
Building Products - 0.0%
 
 
 
Jeld-Wen Holding, Inc. (a)
 
77,524
1,572,187
Commercial Services & Supplies - 0.2%
 
 
 
CoreCivic, Inc. (a)
 
486,700
5,436,439
The GEO Group, Inc. (a)
 
898,121
5,936,580
 
 
 
11,373,019
Construction & Engineering - 0.3%
 
 
 
AECOM
 
193,945
14,896,915
API Group Corp. (a)
 
137,051
2,882,183
Fluor Corp. (a)
 
18,217
522,646
 
 
 
18,301,744
Electrical Equipment - 0.3%
 
 
 
Fluence Energy, Inc. (b)
 
45,400
595,194
Sensata Technologies, Inc. PLC (a)
 
358,464
18,227,894
 
 
 
18,823,088
Industrial Conglomerates - 0.5%
 
 
 
3M Co.
 
64,657
9,626,134
General Electric Co.
 
272,060
24,893,490
Honeywell International, Inc.
 
25,388
4,939,997
 
 
 
39,459,621
Machinery - 0.9%
 
 
 
Allison Transmission Holdings, Inc.
 
515,859
20,252,624
Caterpillar, Inc.
 
140,790
31,370,828
Flowserve Corp.
 
109,859
3,943,938
Fortive Corp.
 
106,375
6,481,429
PACCAR, Inc.
 
4,462
392,968
 
 
 
62,441,787
Marine - 0.1%
 
 
 
Genco Shipping & Trading Ltd.
 
190,356
4,496,209
Navios Maritime Partners LP
 
18,838
663,098
Star Bulk Carriers Corp.
 
129,662
3,849,665
 
 
 
9,008,972
Professional Services - 0.6%
 
 
 
Dun & Bradstreet Holdings, Inc. (a)
 
239,108
4,189,172
Equifax, Inc.
 
31,100
7,373,810
Nielsen Holdings PLC
 
1,270,080
34,596,979
Otonomo Technologies Ltd. (a)
 
105,387
207,612
 
 
 
46,367,573
Road & Rail - 0.8%
 
 
 
CSX Corp.
 
112,079
4,197,359
Norfolk Southern Corp.
 
99,364
28,340,600
Uber Technologies, Inc. (a)
 
374,447
13,360,269
Union Pacific Corp.
 
40,722
11,125,658
 
 
 
57,023,886
TOTAL INDUSTRIALS
 
 
425,696,797
INFORMATION TECHNOLOGY - 18.0%
 
 
 
Electronic Equipment & Components - 0.2%
 
 
 
Amphenol Corp. Class A
 
162,800
12,266,980
IT Services - 2.7%
 
 
 
Accenture PLC Class A
 
16,200
5,463,126
Affirm Holdings, Inc. (a)(b)
 
39,900
1,846,572
Block, Inc. Class A (a)
 
129,400
17,546,640
Capgemini SA
 
46,500
10,416,727
Cognizant Technology Solutions Corp. Class A
 
269,900
24,201,933
Dlocal Ltd.
 
228,000
7,127,280
EPAM Systems, Inc. (a)
 
20,500
6,080,505
MasterCard, Inc. Class A
 
31,100
11,114,518
MongoDB, Inc. Class A (a)
 
36,300
16,102,317
Snowflake, Inc. (a)
 
24,300
5,567,859
Thoughtworks Holding, Inc.
 
114,269
2,377,938
Thoughtworks Holding, Inc. (d)
 
54,128
1,126,404
Twilio, Inc. Class A (a)
 
49,000
8,075,690
Visa, Inc. Class A
 
307,932
68,290,080
Wix.com Ltd. (a)
 
51,100
5,337,906
Worldline SA (a)(d)
 
35,200
1,527,687
 
 
 
192,203,182
Semiconductors & Semiconductor Equipment - 3.8%
 
 
 
ASML Holding NV (Netherlands)
 
14,400
9,622,395
Lam Research Corp.
 
37,800
20,321,658
Marvell Technology, Inc.
 
180,272
12,927,305
MediaTek, Inc.
 
200,000
6,228,346
Microchip Technology, Inc.
 
238,900
17,950,946
Micron Technology, Inc.
 
361,800
28,180,602
NVIDIA Corp.
 
386,200
105,378,532
NXP Semiconductors NV
 
72,712
13,457,537
Renesas Electronics Corp. (a)
 
1,124,700
13,031,864
Silergy Corp.
 
35,000
4,106,573
SolarEdge Technologies, Inc. (a)
 
33,800
10,896,106
Taiwan Semiconductor Manufacturing Co. Ltd.
 
1,095,000
22,477,604
 
 
 
264,579,468
Software - 7.3%
 
 
 
Adobe, Inc. (a)
 
95,500
43,511,710
Anaplan, Inc. (a)
 
131,000
8,521,550
Autodesk, Inc. (a)
 
68,700
14,725,845
CCC Intelligent Solutions Holdings, Inc. (c)
 
36,613
404,208
Coupa Software, Inc. (a)
 
50,100
5,091,663
Cvent Holding Corp. (c)
 
117,171
842,459
Elastic NV (a)
 
41,100
3,655,845
Epic Games, Inc. (a)(c)(e)
 
1,812
1,275,902
Five9, Inc. (a)
 
56,500
6,237,600
HubSpot, Inc. (a)
 
29,800
14,153,212
Intuit, Inc.
 
56,200
27,023,208
Microsoft Corp.
 
1,066,700
328,874,271
Salesforce.com, Inc. (a)
 
186,000
39,491,520
Stripe, Inc. Class B (a)(c)(e)
 
19,953
737,463
Synopsys, Inc. (a)
 
41,100
13,697,397
Workday, Inc. Class A (a)
 
42,600
10,200,996
 
 
 
518,444,849
Technology Hardware, Storage & Peripherals - 4.0%
 
 
 
Apple, Inc.
 
1,624,664
283,682,581
TOTAL INFORMATION TECHNOLOGY
 
 
1,271,177,060
MATERIALS - 2.0%
 
 
 
Chemicals - 1.0%
 
 
 
Air Products & Chemicals, Inc.
 
28,603
7,148,176
Albemarle Corp. U.S.
 
26,920
5,953,358
CF Industries Holdings, Inc.
 
142,080
14,642,765
DuPont de Nemours, Inc.
 
69,250
5,095,415
Ecolab, Inc.
 
26,346
4,651,650
International Flavors & Fragrances, Inc.
 
32,917
4,322,990
Linde PLC
 
42,570
13,598,135
Olin Corp.
 
144,030
7,529,888
Sherwin-Williams Co.
 
16,171
4,036,605
Valvoline, Inc.
 
179,800
5,674,488
 
 
 
72,653,470
Construction Materials - 0.3%
 
 
 
Martin Marietta Materials, Inc.
 
17,484
6,729,417
Summit Materials, Inc. (a)
 
152,265
4,729,351
Vulcan Materials Co.
 
30,320
5,569,784
 
 
 
17,028,552
Containers & Packaging - 0.1%
 
 
 
Crown Holdings, Inc.
 
73,920
9,246,653
Metals & Mining - 0.6%
 
 
 
Alcoa Corp.
 
48,830
4,396,165
First Quantum Minerals Ltd.
 
327,700
11,344,923
Freeport-McMoRan, Inc.
 
346,051
17,212,577
Newmont Corp.
 
87,153
6,924,306
Reliance Steel & Aluminum Co.
 
21,318
3,908,655
 
 
 
43,786,626
TOTAL MATERIALS
 
 
142,715,301
REAL ESTATE - 2.1%
 
 
 
Equity Real Estate Investment Trusts (REITs) - 1.9%
 
 
 
Alexandria Real Estate Equities, Inc.
 
2,800
563,500
American Tower Corp.
 
68,200
17,133,204
Corporate Office Properties Trust (SBI)
 
88,700
2,531,498
Crown Castle International Corp.
 
108,600
20,047,560
CubeSmart
 
119,600
6,222,788
Douglas Emmett, Inc.
 
18,200
608,244
Equity Lifestyle Properties, Inc.
 
106,500
8,145,120
Essex Property Trust, Inc.
 
16,400
5,665,872
Host Hotels & Resorts, Inc.
 
113,400
2,203,362
Invitation Homes, Inc.
 
188,300
7,565,894
Kilroy Realty Corp.
 
18,000
1,375,560
Life Storage, Inc.
 
18,900
2,654,127
LXP Industrial Trust (REIT)
 
7,199
113,024
Mid-America Apartment Communities, Inc.
 
25,600
5,361,920
Prologis (REIT), Inc.
 
112,000
18,085,760
Simon Property Group, Inc.
 
31,900
4,196,764
Ventas, Inc.
 
87,900
5,428,704
Welltower, Inc.
 
271,327
26,085,378
 
 
 
133,988,279
Real Estate Management & Development - 0.2%
 
 
 
Cushman & Wakefield PLC (a)
 
427,100
8,759,821
Jones Lang LaSalle, Inc. (a)
 
13,200
3,160,872
 
 
 
11,920,693
TOTAL REAL ESTATE
 
 
145,908,972
UTILITIES - 1.9%
 
 
 
Electric Utilities - 1.3%
 
 
 
Constellation Energy Corp.
 
99,978
5,623,763
Edison International
 
131,800
9,239,180
Entergy Corp.
 
35,878
4,188,757
Evergy, Inc.
 
69,725
4,765,007
Exelon Corp.
 
266,635
12,699,825
FirstEnergy Corp.
 
198,600
9,107,796
NextEra Energy, Inc.
 
293,204
24,837,311
PG&E Corp. (a)
 
629,719
7,518,845
Southern Co.
 
185,200
13,428,852
 
 
 
91,409,336
Independent Power and Renewable Electricity Producers - 0.1%
 
 
 
The AES Corp.
 
260,400
6,700,092
Multi-Utilities - 0.5%
 
 
 
CenterPoint Energy, Inc.
 
209,083
6,406,303
Dominion Energy, Inc.
 
116,678
9,914,130
NiSource, Inc.
 
143,500
4,563,300
Public Service Enterprise Group, Inc.
 
64,200
4,494,000
Sempra Energy
 
69,198
11,633,568
 
 
 
37,011,301
TOTAL UTILITIES
 
 
135,120,729
 
TOTAL COMMON STOCKS
 (Cost $3,226,175,804)
 
 
 
4,933,293,469
 
 
 
 
Preferred Stocks - 0.4%
 
 
Shares
Value ($)
 
Convertible Preferred Stocks - 0.2%
 
 
 
CONSUMER DISCRETIONARY - 0.0%
 
 
 
Textiles, Apparel & Luxury Goods - 0.0%
 
 
 
Algolia SAS Series D (c)(e)
 
28,064
820,733
 
 
 
 
INDUSTRIALS - 0.0%
 
 
 
Aerospace & Defense - 0.0%
 
 
 
ABL Space Systems:
 
 
 
  Series B(c)(e)
 
17,763
1,207,815
  Series B2(c)(e)
 
8,188
556,752
 
 
 
1,764,567
Construction & Engineering - 0.0%
 
 
 
Beta Technologies, Inc. Series A (c)(e)
 
7,264
749,427
 
 
 
 
TOTAL INDUSTRIALS
 
 
2,513,994
 
 
 
 
INFORMATION TECHNOLOGY - 0.2%
 
 
 
Communications Equipment - 0.0%
 
 
 
Astranis Space Technologies Corp. Series C (c)(e)
 
60,816
1,873,133
Xsight Labs Ltd. Series D (a)(c)(e)
 
65,770
656,385
 
 
 
2,529,518
IT Services - 0.1%
 
 
 
ByteDance Ltd. Series E1 (a)(c)(e)
 
21,701
3,195,472
 
 
 
 
Semiconductors & Semiconductor Equipment - 0.0%
 
 
 
Astera Labs, Inc. Series C (c)(e)
 
155,858
629,666
GaN Systems, Inc.:
 
 
 
  Series F1(c)(e)
 
14,731
124,919
  Series F2(c)(e)
 
7,778
65,957
 
 
 
820,542
Software - 0.1%
 
 
 
Bolt Technology OU Series E (c)(e)
 
6,283
1,598,631
Databricks, Inc.:
 
 
 
  Series G(a)(c)(e)
 
1,487
289,564
  Series H(c)(e)
 
6,214
1,210,052
Skyryse, Inc. Series B (c)(e)
 
50,000
1,233,999
Stripe, Inc. Series H (c)(e)
 
6,600
243,936
 
 
 
4,576,182
TOTAL INFORMATION TECHNOLOGY
 
 
11,121,714
 
 
 
 
TOTAL CONVERTIBLE PREFERRED STOCKS
 
 
14,456,441
Nonconvertible Preferred Stocks - 0.2%
 
 
 
CONSUMER DISCRETIONARY - 0.1%
 
 
 
Automobiles - 0.1%
 
 
 
Porsche Automobil Holding SE (Germany)
 
57,900
5,569,633
 
 
 
 
Internet & Direct Marketing Retail - 0.0%
 
 
 
Circle Internet Financial Ltd. Series E (c)
 
68,071
1,565,933
 
 
 
 
TOTAL CONSUMER DISCRETIONARY
 
 
7,135,566
 
 
 
 
INFORMATION TECHNOLOGY - 0.1%
 
 
 
IT Services - 0.1%
 
 
 
Checkr, Inc. Series E (e)
 
29,109
1,589,642
Gupshup, Inc. (c)(e)
 
59,838
1,198,555
 
 
 
2,788,197
TOTAL NONCONVERTIBLE PREFERRED STOCKS
 
 
9,923,763
 
TOTAL PREFERRED STOCKS
 (Cost $20,299,011)
 
 
 
24,380,204
 
 
 
 
U.S. Treasury Obligations - 0.0%
 
 
Principal
Amount (f)
 
Value ($)
 
U.S. Treasury Bills, yield at date of purchase 0.17% to 0.46% 4/21/22 to 6/16/22 (g)
 
 (Cost $2,787,872)
 
 
2,790,000
2,787,780
 
 
 
 
Preferred Securities - 0.0%
 
 
Principal
Amount (f)
 
Value ($)
 
INFORMATION TECHNOLOGY - 0.0%
 
 
 
Semiconductors & Semiconductor Equipment - 0.0%
 
 
 
GaN Systems, Inc. 0% (c)(e)(h)
 
  (Cost $345,272)
 
 
345,272
345,272
 
 
 
 
Fixed-Income Funds - 28.7%
 
 
Shares
Value ($)
 
Fidelity VIP Investment Grade Central Fund (i)
 
 (Cost $2,130,965,226)
 
 
19,941,928
2,026,698,150
 
 
 
 
Money Market Funds - 0.7%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (j)
 
38,009,987
38,017,589
Fidelity Securities Lending Cash Central Fund 0.31% (j)(k)
 
7,305,120
7,305,850
 
TOTAL MONEY MARKET FUNDS
 (Cost $45,322,931)
 
 
45,323,439
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 99.7%
 (Cost $5,425,896,116)
 
 
 
7,032,828,314
NET OTHER ASSETS (LIABILITIES) - 0.3%  
24,655,818
NET ASSETS - 100.0%
7,057,484,132
 
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Value ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
Purchased
 
 
 
 
 
 
 
 
 
 
 
Equity Index Contracts
 
 
 
 
 
CME Micro E-mini S&P 500 Index Contracts (United States)
160
Jun 2022
36,246,000
2,087,186
2,087,186
 
 
 
 
 
 
The notional amount of futures purchased as a percentage of Net Assets is 0.5%
 
Legend
 
(a)
Non-income producing
 
(b)
Security or a portion of the security is on loan at period end.
 
(c)
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 $25,889,202 or 0.4% of net assets.
 
(d)
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 $2,759,501 or 0.0% 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 $1,638,788.
 
(h)
Security is perpetual in nature with no stated maturity date.
 
(i)
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.
 
(j)
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.
 
(k)
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
ABL Space Systems Series B2
10/22/21
556,752
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
Bolt Technology OU Series E
1/03/22
1,632,302
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. Series E
5/11/21
1,104,800
Cvent Holding Corp.
7/23/21
1,171,710
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
GaN Systems, Inc. Series F1
11/30/21
124,919
GaN Systems, Inc. Series F2
11/30/21
65,957
GaN Systems, Inc. 0%
11/30/21
345,272
Gupshup, Inc.
6/08/21
1,368,208
Skyryse, Inc. Series B
10/21/21
1,233,999
Space Exploration Technologies Corp. Class A
2/16/21
713,983
Starling Bank Ltd. Series D
6/18/21
1,352,573
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
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
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 0.31%
115,602,840
221,730,907
299,316,158
26,727
-
-
38,017,589
0.1%
Fidelity Securities Lending Cash Central Fund 0.31%
5,110,773
52,700,596
50,505,519
23,885
-
-
7,305,850
0.0%
VIP Investment Grade Central Fund
2,033,655,040
135,163,931
-
29,515,695
-
(142,120,821)
2,026,698,150
85.3%
Total
2,154,368,653
409,595,434
349,821,677
29,566,307
-
(142,120,821)
2,072,021,589
 
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
 
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. Treasury Obligations and Preferred Securities are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the stock market.
 
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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