| Common Stocks - 97.3% |
| | | Shares | Value ($) (000s) |
| COMMUNICATION SERVICES - 1.4% | | | |
| Diversified Telecommunication Services - 0.3% | | | |
| Frontier Communications Parent, Inc. (a)(b) | | 147,200 | 4,239 |
| GCI Liberty, Inc. Class A (Escrow) (c) | | 24,724 | 0 |
| Iridium Communications, Inc. | | 146,700 | 3,785 |
| | | | 8,024 |
| Entertainment - 0.5% | | | |
| Liberty Media Corp. Liberty Formula One Class C | | 14,700 | 1,147 |
| TKO Group Holdings, Inc. | | 63,900 | 7,555 |
| Warner Music Group Corp. Class A (b) | | 111,700 | 3,196 |
| | | | 11,898 |
| Interactive Media & Services - 0.1% | | | |
| IAC, Inc. Class A (a)(b) | | 24,500 | 1,293 |
| Ziff Davis, Inc. (a) | | 28,300 | 1,383 |
| | | | 2,676 |
| Media - 0.5% | | | |
| Nexstar Media Group, Inc. | | 33,100 | 5,656 |
| The New York Times Co. Class A | | 128,400 | 7,053 |
| | | | 12,709 |
TOTAL COMMUNICATION SERVICES | | | 35,307 |
| CONSUMER DISCRETIONARY - 13.8% | | | |
| Automobile Components - 0.5% | | | |
| Autoliv, Inc. | | 129,000 | 13,219 |
| Automobiles - 0.4% | | | |
| Harley-Davidson, Inc. | | 282,772 | 10,587 |
| Broadline Retail - 0.6% | | | |
| Ollie's Bargain Outlet Holdings, Inc. (a) | | 150,500 | 13,479 |
| Diversified Consumer Services - 1.0% | | | |
| Service Corp. International (b) | | 296,800 | 23,231 |
| Hotels, Restaurants & Leisure - 2.8% | | | |
| Aramark | | 583,900 | 21,388 |
| Brinker International, Inc. (a) | | 131,000 | 9,369 |
| Caesars Entertainment, Inc. (a) | | 184,502 | 6,945 |
| Churchill Downs, Inc. | | 133,694 | 18,579 |
| Domino's Pizza, Inc. | | 17,200 | 7,124 |
| Dutch Bros, Inc. Class A (a) | | 151,300 | 4,690 |
| | | | 68,095 |
| Household Durables - 1.9% | | | |
| Taylor Morrison Home Corp. (a) | | 163,264 | 10,993 |
| Tempur Sealy International, Inc. | | 290,800 | 15,247 |
| TopBuild Corp. (a) | | 54,300 | 21,341 |
| | | | 47,581 |
| Specialty Retail - 4.7% | | | |
| Aritzia, Inc. (a) | | 264,200 | 9,038 |
| Burlington Stores, Inc. (a) | | 74,348 | 19,943 |
| Dick's Sporting Goods, Inc. | | 64,000 | 15,165 |
| Five Below, Inc. (a) | | 92,500 | 6,977 |
| Floor & Decor Holdings, Inc. Class A (a) | | 121,900 | 13,706 |
| JD Sports Fashion PLC | | 5,412,700 | 9,806 |
| Valvoline, Inc. (a) | | 456,504 | 19,264 |
| Williams-Sonoma, Inc. | | 149,500 | 20,082 |
| | | | 113,981 |
| Textiles, Apparel & Luxury Goods - 1.9% | | | |
| Crocs, Inc. (a) | | 106,500 | 15,567 |
| PVH Corp. | | 164,454 | 16,230 |
| Tapestry, Inc. | | 377,049 | 15,448 |
| | | | 47,245 |
TOTAL CONSUMER DISCRETIONARY | | | 337,418 |
| CONSUMER STAPLES - 4.5% | | | |
| Beverages - 0.7% | | | |
| Boston Beer Co., Inc. Class A (a) | | 10,400 | 2,826 |
| Celsius Holdings, Inc. (a) | | 115,000 | 4,373 |
| Coca-Cola Consolidated, Inc. | | 8,000 | 10,739 |
| | | | 17,938 |
| Consumer Staples Distribution & Retail - 2.6% | | | |
| BJ's Wholesale Club Holdings, Inc. (a) | | 160,600 | 12,842 |
| Casey's General Stores, Inc. | | 31,900 | 11,558 |
| Performance Food Group Co. (a) | | 269,400 | 20,108 |
| Sprouts Farmers Market LLC (a) | | 64,900 | 6,753 |
| U.S. Foods Holding Corp. (a) | | 220,500 | 13,056 |
| | | | 64,317 |
| Food Products - 0.8% | | | |
| Darling Ingredients, Inc. (a) | | 130,800 | 5,458 |
| Lamb Weston Holdings, Inc. | | 36,600 | 2,266 |
| Lancaster Colony Corp. | | 19,829 | 3,386 |
| Post Holdings, Inc. (a) | | 44,700 | 5,175 |
| TreeHouse Foods, Inc. (a) | | 46,900 | 1,927 |
| | | | 18,212 |
| Personal Care Products - 0.4% | | | |
| BellRing Brands, Inc. (a) | | 70,946 | 3,968 |
| elf Beauty, Inc. (a) | | 40,398 | 6,051 |
| | | | 10,019 |
TOTAL CONSUMER STAPLES | | | 110,486 |
| ENERGY - 5.0% | | | |
| Energy Equipment & Services - 1.6% | | | |
| Liberty Energy, Inc. Class A | | 523,760 | 10,784 |
| Valaris Ltd. (a) | | 107,400 | 6,558 |
| Weatherford International PLC | | 192,100 | 20,159 |
| | | | 37,501 |
| Oil, Gas & Consumable Fuels - 3.4% | | | |
| Chesapeake Energy Corp. | | 192,500 | 14,339 |
| Chord Energy Corp. | | 98,300 | 14,591 |
| HF Sinclair Corp. | | 278,706 | 13,696 |
| Northern Oil & Gas, Inc. | | 293,700 | 11,683 |
| Permian Resource Corp. Class A | | 1,053,800 | 15,006 |
| Targa Resources Corp. | | 99,100 | 14,558 |
| | | | 83,873 |
TOTAL ENERGY | | | 121,374 |
| FINANCIALS - 16.3% | | | |
| Banks - 5.7% | | | |
| Associated Banc-Corp. | | 420,253 | 9,615 |
| Axos Financial, Inc. (a) | | 113,151 | 7,856 |
| Bancorp, Inc., Delaware (a) | | 949,469 | 49,756 |
| East West Bancorp, Inc. | | 250,080 | 21,024 |
| Eastern Bankshares, Inc. | | 736,091 | 12,491 |
| Pathward Financial, Inc. | | 187,307 | 12,890 |
| Piraeus Financial Holdings SA | | 1,063,078 | 4,592 |
| Popular, Inc. | | 209,900 | 21,515 |
| | | | 139,739 |
| Capital Markets - 2.7% | | | |
| AllianceBernstein Holding LP | | 348,063 | 11,987 |
| Blue Owl Capital, Inc. Class A (b) | | 1,006,164 | 17,749 |
| Bridge Investment Group Holdings, Inc. | | 465,917 | 3,825 |
| Interactive Brokers Group, Inc. | | 139,837 | 18,024 |
| Palmer Square Capital BDC, Inc. (b) | | 340,362 | 5,514 |
| Patria Investments Ltd. | | 829,500 | 9,556 |
| | | | 66,655 |
| Consumer Finance - 0.7% | | | |
| NerdWallet, Inc. (a)(b) | | 845,058 | 10,927 |
| OneMain Holdings, Inc. | | 143,584 | 7,094 |
| | | | 18,021 |
| Financial Services - 3.2% | | | |
| AvidXchange Holdings, Inc. (a)(b) | | 949,509 | 7,663 |
| Cannae Holdings, Inc. | | 173,883 | 3,481 |
| Essent Group Ltd. | | 204,165 | 13,126 |
| Flywire Corp. (a) | | 478,164 | 8,660 |
| Repay Holdings Corp. (a)(b) | | 1,226,209 | 10,374 |
| UWM Holdings Corp. Class A (b) | | 919,338 | 8,642 |
| Voya Financial, Inc. | | 156,293 | 11,070 |
| WEX, Inc. (a) | | 73,949 | 14,126 |
| | | | 77,142 |
| Insurance - 4.0% | | | |
| American Financial Group, Inc. | | 110,186 | 14,723 |
| Primerica, Inc. | | 54,600 | 14,372 |
| Reinsurance Group of America, Inc. | | 92,478 | 20,415 |
| The Baldwin Insurance Group, Inc. Class A, (a) | | 725,836 | 34,034 |
| Unum Group | | 240,727 | 13,358 |
| | | | 96,902 |
TOTAL FINANCIALS | | | 398,459 |
| HEALTH CARE - 9.5% | | | |
| Biotechnology - 1.8% | | | |
| BioMarin Pharmaceutical, Inc. (a) | | 90,000 | 8,209 |
| Repligen Corp. (a) | | 85,200 | 12,859 |
| Sarepta Therapeutics, Inc. (a) | | 65,000 | 8,826 |
| United Therapeutics Corp. (a) | | 40,000 | 14,542 |
| | | | 44,436 |
| Health Care Equipment & Supplies - 2.8% | | | |
| Glaukos Corp. (a) | | 74,000 | 9,908 |
| Inspire Medical Systems, Inc. (a) | | 56,000 | 10,070 |
| Insulet Corp. (a) | | 52,800 | 10,706 |
| Masimo Corp. (a) | | 148,000 | 17,393 |
| Penumbra, Inc. (a) | | 100,000 | 20,232 |
| | | | 68,309 |
| Health Care Providers & Services - 3.4% | | | |
| Acadia Healthcare Co., Inc. (a) | | 206,000 | 16,878 |
| agilon health, Inc. (a) | | 600,000 | 2,448 |
| Alignment Healthcare, Inc. (a) | | 1,137,870 | 10,252 |
| BrightSpring Health Services, Inc. | | 580,000 | 7,279 |
| Chemed Corp. | | 33,000 | 19,344 |
| Privia Health Group, Inc. (a) | | 515,000 | 10,372 |
| Surgery Partners, Inc. (a) | | 360,000 | 11,502 |
| Tenet Healthcare Corp. (a) | | 38,000 | 6,302 |
| | | | 84,377 |
| Life Sciences Tools & Services - 1.5% | | | |
| 10X Genomics, Inc. Class A (a) | | 180,000 | 4,203 |
| Avantor, Inc. (a) | | 292,200 | 7,550 |
| Bruker Corp. | | 255,700 | 17,180 |
| Illumina, Inc. (a) | | 50,000 | 6,570 |
| | | | 35,503 |
TOTAL HEALTH CARE | | | 232,625 |
| INDUSTRIALS - 21.5% | | | |
| Aerospace & Defense - 2.0% | | | |
| HEICO Corp. Class A | | 142,613 | 28,535 |
| Howmet Aerospace, Inc. | | 217,500 | 21,024 |
| | | | 49,559 |
| Building Products - 2.7% | | | |
| Carlisle Companies, Inc. | | 82,240 | 34,853 |
| Fortune Brands Innovations, Inc. | | 116,700 | 9,267 |
| Owens Corning | | 57,700 | 9,736 |
| Simpson Manufacturing Co. Ltd. | | 25,400 | 4,650 |
| Trex Co., Inc. (a) | | 101,800 | 6,489 |
| | | | 64,995 |
| Commercial Services & Supplies - 1.0% | | | |
| The Brink's Co. | | 219,592 | 24,359 |
| Construction & Engineering - 1.2% | | | |
| EMCOR Group, Inc. | | 13,300 | 5,228 |
| MDU Resources Group, Inc. | | 180,212 | 4,630 |
| Willscot Holdings Corp. (a) | | 475,198 | 18,314 |
| | | | 28,172 |
| Electrical Equipment - 1.3% | | | |
| Acuity Brands, Inc. | | 19,600 | 4,992 |
| nVent Electric PLC | | 181,800 | 12,355 |
| Regal Rexnord Corp. | | 92,133 | 15,461 |
| | | | 32,808 |
| Ground Transportation - 2.2% | | | |
| Landstar System, Inc. | | 123,611 | 22,566 |
| XPO, Inc. (a) | | 268,900 | 30,821 |
| | | | 53,387 |
| Machinery - 5.0% | | | |
| Allison Transmission Holdings, Inc. | | 110,063 | 10,208 |
| Chart Industries, Inc. (a)(b) | | 58,600 | 7,173 |
| Crane Co. | | 134,500 | 21,302 |
| Dover Corp. | | 69,300 | 12,892 |
| ESAB Corp. | | 230,500 | 24,196 |
| Flowserve Corp. | | 444,194 | 22,156 |
| ITT, Inc. | | 178,087 | 24,793 |
| | | | 122,720 |
| Marine Transportation - 1.0% | | | |
| Kirby Corp. (a) | | 201,094 | 24,115 |
| Professional Services - 2.4% | | | |
| CACI International, Inc. (a) | | 67,900 | 33,143 |
| Dayforce, Inc. (a)(b) | | 1,243 | 71 |
| KBR, Inc. | | 372,360 | 25,827 |
| | | | 59,041 |
| Trading Companies & Distributors - 2.7% | | | |
| Air Lease Corp. Class A | | 294,000 | 13,603 |
| Core & Main, Inc. Class A (a) | | 222,400 | 10,682 |
| Watsco, Inc. | | 39,200 | 18,636 |
| WESCO International, Inc. | | 140,813 | 23,288 |
| | | | 66,209 |
TOTAL INDUSTRIALS | | | 525,365 |
| INFORMATION TECHNOLOGY - 8.8% | | | |
| Communications Equipment - 1.0% | | | |
| Ciena Corp. (a) | | 186,046 | 10,726 |
| Lumentum Holdings, Inc. (a) | | 242,500 | 13,970 |
| | | | 24,696 |
| Electronic Equipment, Instruments & Components - 1.6% | | | |
| Avnet, Inc. | | 203,800 | 11,246 |
| Cognex Corp. | | 49,171 | 1,986 |
| Coherent Corp. (a) | | 91,400 | 7,125 |
| Jabil, Inc. | | 77,500 | 8,469 |
| TD SYNNEX Corp. | | 80,705 | 9,799 |
| | | | 38,625 |
| IT Services - 1.5% | | | |
| Akamai Technologies, Inc. (a) | | 60,100 | 6,121 |
| EPAM Systems, Inc. (a) | | 50,700 | 10,179 |
| Okta, Inc. Class A (a) | | 107,600 | 8,471 |
| Twilio, Inc. Class A (a) | | 179,100 | 11,240 |
| | | | 36,011 |
| Semiconductors & Semiconductor Equipment - 0.9% | | | |
| Cirrus Logic, Inc. (a) | | 69,800 | 10,169 |
| Lattice Semiconductor Corp. (a) | | 222,400 | 10,533 |
| SolarEdge Technologies, Inc. (a)(b) | | 116,000 | 2,822 |
| | | | 23,524 |
| Software - 3.8% | | | |
| Bill Holdings, Inc. (a) | | 142,300 | 7,764 |
| Blackbaud, Inc. (a) | | 95,300 | 7,967 |
| BlackLine, Inc. (a) | | 212,900 | 10,549 |
| Dynatrace, Inc. (a) | | 281,400 | 14,244 |
| Elastic NV (a) | | 76,900 | 5,859 |
| Five9, Inc. (a) | | 250,000 | 8,063 |
| Gen Digital, Inc. | | 258,500 | 6,840 |
| Pagaya Technologies Ltd. Class A (a)(b) | | 438,917 | 6,610 |
| PTC, Inc. (a) | | 22,300 | 3,994 |
| Tenable Holdings, Inc. (a) | | 246,141 | 10,161 |
| Workiva, Inc. Class A (a) | | 137,432 | 10,743 |
| | | | 92,794 |
TOTAL INFORMATION TECHNOLOGY | | | 215,650 |
| MATERIALS - 6.4% | | | |
| Chemicals - 2.4% | | | |
| Cabot Corp. | | 79,200 | 8,325 |
| Celanese Corp. | | 51,700 | 6,752 |
| OCI NV | | 330,800 | 10,462 |
| RPM International, Inc. | | 158,500 | 18,426 |
| Westlake Corp. | | 99,600 | 14,486 |
| | | | 58,451 |
| Construction Materials - 0.9% | | | |
| Eagle Materials, Inc. | | 88,800 | 22,888 |
| Containers & Packaging - 0.8% | | | |
| Aptargroup, Inc. | | 132,400 | 20,282 |
| Metals & Mining - 1.6% | | | |
| Alcoa Corp. | | 86,000 | 2,761 |
| Lundin Mining Corp. | | 1,288,000 | 13,361 |
| Reliance, Inc. | | 79,700 | 22,846 |
| | | | 38,968 |
| Paper & Forest Products - 0.7% | | | |
| Louisiana-Pacific Corp. | | 165,300 | 16,042 |
TOTAL MATERIALS | | | 156,631 |
| REAL ESTATE - 7.3% | | | |
| Equity Real Estate Investment Trusts (REITs) - 6.6% | | | |
| American Homes 4 Rent Class A | | 177,400 | 7,055 |
| Camden Property Trust (SBI) | | 46,400 | 5,809 |
| CubeSmart | | 285,252 | 14,785 |
| Douglas Emmett, Inc. | | 202,200 | 3,235 |
| EastGroup Properties, Inc. | | 96,000 | 17,894 |
| Equity Lifestyle Properties, Inc. | | 254,500 | 18,505 |
| Four Corners Property Trust, Inc. | | 608,645 | 17,255 |
| Lamar Advertising Co. Class A | | 86,500 | 10,880 |
| NETSTREIT Corp. (b) | | 131,400 | 2,193 |
| Postal Realty Trust, Inc. Class A | | 767,630 | 11,123 |
| Ryman Hospitality Properties, Inc. | | 26,400 | 2,745 |
| SITE Centers Corp. | | 196,825 | 11,878 |
| Tanger, Inc. | | 152,400 | 4,639 |
| Terreno Realty Corp. | | 202,300 | 13,967 |
| Ventas, Inc. | | 317,800 | 19,739 |
| | | | 161,702 |
| Real Estate Management & Development - 0.7% | | | |
| Compass, Inc. Class A (a) | | 183,700 | 942 |
| Jones Lang LaSalle, Inc. (a) | | 64,200 | 16,386 |
| | | | 17,328 |
TOTAL REAL ESTATE | | | 179,030 |
| UTILITIES - 2.8% | | | |
| Electric Utilities - 0.7% | | | |
| Pinnacle West Capital Corp. (b) | | 51,100 | 4,472 |
| Portland General Electric Co. | | 176,955 | 8,513 |
| TXNM Energy, Inc. (b) | | 146,200 | 5,991 |
| | | | 18,976 |
| Gas Utilities - 1.1% | | | |
| National Fuel Gas Co. | | 122,094 | 7,296 |
| Southwest Gas Holdings, Inc. | | 151,600 | 11,024 |
| UGI Corp. | | 330,200 | 8,225 |
| | | | 26,545 |
| Independent Power and Renewable Electricity Producers - 0.5% | | | |
| Ormat Technologies, Inc. | | 62,500 | 4,658 |
| Talen Energy Corp. (a) | | 52,400 | 7,840 |
| | | | 12,498 |
| Multi-Utilities - 0.1% | | | |
| NorthWestern Energy Corp. | | 36,900 | 2,007 |
| Water Utilities - 0.4% | | | |
| Essential Utilities, Inc. | | 243,215 | 9,483 |
TOTAL UTILITIES | | | 69,509 |
| TOTAL COMMON STOCKS (Cost $1,881,640) | | | 2,381,854 |
| | | | |
Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
Amounts in the dividend income column 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.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services 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 the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
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)
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 service 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 services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services 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 services. 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.
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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