| Alternative Funds - 0.1% | |||
| Shares | Value ($) | ||
Fidelity Private Credit Company LLC (a)(b) (Cost $1,616,148) | 161,254 | 1,627,052 | |
| Common Stocks - 67.0% | |||
| Shares | Value ($) | ||
| BELGIUM - 0.1% | |||
| Health Care - 0.1% | |||
| Pharmaceuticals - 0.1% | |||
| UCB SA | 12,992 | 2,544,725 | |
| BRAZIL - 0.1% | |||
| Materials - 0.1% | |||
| Metals & Mining - 0.1% | |||
| Wheaton Precious Metals Corp | 48,824 | 3,041,278 | |
| CANADA - 0.7% | |||
| Energy - 0.2% | |||
| Oil, Gas & Consumable Fuels - 0.2% | |||
| Canadian Natural Resources Ltd | 41,428 | 1,401,696 | |
| Cenovus Energy Inc | 114,197 | 1,801,802 | |
| South Bow Corp | 18,677 | 487,185 | |
| 3,690,683 | |||
| Information Technology - 0.1% | |||
| IT Services - 0.1% | |||
| Shopify Inc Class A (United States) (c) | 15,094 | 1,744,866 | |
| Materials - 0.4% | |||
| Metals & Mining - 0.4% | |||
| Agnico Eagle Mines Ltd/CA (United States) | 67,814 | 5,724,858 | |
| Ivanhoe Mine Ltd Class A (c) | 219,966 | 2,983,575 | |
| 8,708,433 | |||
| TOTAL CANADA | 14,143,982 | ||
| CHINA - 0.3% | |||
| Consumer Discretionary - 0.2% | |||
| Broadline Retail - 0.2% | |||
| JD.com Inc ADR | 98,945 | 3,698,564 | |
| Information Technology - 0.1% | |||
| Semiconductors & Semiconductor Equipment - 0.1% | |||
| NXP Semiconductors NV | 10,868 | 2,492,793 | |
| TOTAL CHINA | 6,191,357 | ||
| FINLAND - 0.1% | |||
| Consumer Discretionary - 0.1% | |||
| Textiles, Apparel & Luxury Goods - 0.1% | |||
| Amer Sports Inc | 84,975 | 2,237,392 | |
| FRANCE - 0.1% | |||
| Consumer Staples - 0.0% | |||
| Food Products - 0.0% | |||
| Danone SA | 8,156 | 557,295 | |
| Personal Care Products - 0.0% | |||
| L'Oreal SA | 182 | 63,326 | |
TOTAL CONSUMER STAPLES | 620,621 | ||
| Health Care - 0.1% | |||
| Health Care Equipment & Supplies - 0.1% | |||
| EssilorLuxottica SA | 9,022 | 2,190,913 | |
| TOTAL FRANCE | 2,811,534 | ||
| GERMANY - 0.3% | |||
| Health Care - 0.1% | |||
| Biotechnology - 0.1% | |||
| BioNTech SE ADR (c) | 17,751 | 2,101,541 | |
| Information Technology - 0.2% | |||
| Software - 0.2% | |||
| SAP SE ADR | 17,797 | 4,228,567 | |
| TOTAL GERMANY | 6,330,108 | ||
| ITALY - 0.4% | |||
| Consumer Discretionary - 0.4% | |||
| Textiles, Apparel & Luxury Goods - 0.4% | |||
| Brunello Cucinelli SpA | 63,029 | 6,244,303 | |
| Moncler SpA | 20,184 | 988,620 | |
| Prada Spa | 38,860 | 266,226 | |
| 7,499,149 | |||
| Industrials - 0.0% | |||
| Electrical Equipment - 0.0% | |||
| Prysmian SpA | 22,874 | 1,508,822 | |
| TOTAL ITALY | 9,007,971 | ||
| LUXEMBOURG - 0.1% | |||
| Financials - 0.1% | |||
| Capital Markets - 0.1% | |||
| CVC Capital Partners PLC (c)(d)(e) | 71,888 | 1,760,170 | |
| NETHERLANDS - 0.4% | |||
| Health Care - 0.4% | |||
| Biotechnology - 0.4% | |||
| Argenx SE ADR (c) | 14,578 | 8,988,066 | |
| SPAIN - 0.0% | |||
| Consumer Discretionary - 0.0% | |||
| Specialty Retail - 0.0% | |||
| Industria de Diseno Textil SA | 10,195 | 562,593 | |
| SWITZERLAND - 0.0% | |||
| Consumer Discretionary - 0.0% | |||
| Textiles, Apparel & Luxury Goods - 0.0% | |||
| On Holding AG Class A (c) | 3,155 | 184,031 | |
| TAIWAN - 0.6% | |||
| Information Technology - 0.6% | |||
| Semiconductors & Semiconductor Equipment - 0.6% | |||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 71,779 | 13,254,710 | |
| UNITED KINGDOM - 0.5% | |||
| Consumer Discretionary - 0.0% | |||
| Hotels, Restaurants & Leisure - 0.0% | |||
| Compass Group PLC | 27,276 | 934,578 | |
| Energy - 0.1% | |||
| Energy Equipment & Services - 0.1% | |||
| TechnipFMC PLC | 57,530 | 1,804,716 | |
| Financials - 0.4% | |||
| Capital Markets - 0.4% | |||
| 3i Group PLC | 294 | 13,875 | |
| London Stock Exchange Group PLC | 45,184 | 6,475,713 | |
| 6,489,588 | |||
| Industrials - 0.0% | |||
| Professional Services - 0.0% | |||
| RELX PLC | 8,924 | 420,714 | |
| TOTAL UNITED KINGDOM | 9,649,596 | ||
| UNITED STATES - 63.3% | |||
| Communication Services - 5.7% | |||
| Entertainment - 0.8% | |||
| Electronic Arts Inc | 7,967 | 1,303,959 | |
| Live Nation Entertainment Inc (c) | 8,420 | 1,164,065 | |
| LiveOne Inc (c) | 409,488 | 409,488 | |
| Netflix Inc (c) | 12,221 | 10,837,705 | |
| PodcastOne Inc (c) | 19,557 | 42,634 | |
| Spotify Technology SA (c) | 6,047 | 2,884,177 | |
| 16,642,028 | |||
| Interactive Media & Services - 4.9% | |||
| Alphabet Inc Class A | 33,330 | 5,631,103 | |
| Alphabet Inc Class C | 302,834 | 51,630,169 | |
| Meta Platforms Inc Class A | 80,358 | 46,151,207 | |
| 103,412,479 | |||
| Wireless Telecommunication Services - 0.0% | |||
| T-Mobile US Inc | 6,841 | 1,689,317 | |
TOTAL COMMUNICATION SERVICES | 121,743,824 | ||
| Consumer Discretionary - 8.0% | |||
| Automobiles - 1.0% | |||
| General Motors Co | 98,863 | 5,495,794 | |
| Tesla Inc (c) | 44,383 | 15,319,236 | |
| 20,815,030 | |||
| Broadline Retail - 3.3% | |||
| Amazon.com Inc (c) | 335,914 | 69,833,161 | |
| Diversified Consumer Services - 0.1% | |||
| Service Corp International/US | 43,854 | 3,885,026 | |
| Hotels, Restaurants & Leisure - 0.5% | |||
| Airbnb Inc Class A (c) | 10,008 | 1,362,189 | |
| Cava Group Inc (c) | 18,483 | 2,604,255 | |
| Hilton Worldwide Holdings Inc | 7,702 | 1,951,995 | |
| Starbucks Corp | 43,920 | 4,500,043 | |
| 10,418,482 | |||
| Household Durables - 0.8% | |||
| DR Horton Inc | 39,505 | 6,667,654 | |
| Lennar Corp Class A | 27,767 | 4,842,287 | |
| Toll Brothers Inc | 33,121 | 5,470,596 | |
| 16,980,537 | |||
| Specialty Retail - 2.1% | |||
| Best Buy Co Inc | 5,799 | 521,910 | |
| Group 1 Automotive Inc | 4,821 | 2,052,782 | |
| Home Depot Inc/The | 30,726 | 13,185,448 | |
| Lowe's Cos Inc | 65,514 | 17,847,979 | |
| Revolve Group Inc Class A (c) | 5,804 | 209,408 | |
| RH (c) | 15,748 | 6,065,185 | |
| TJX Cos Inc/The | 26,495 | 3,330,157 | |
| Tractor Supply Co | 2,106 | 597,409 | |
| 43,810,278 | |||
| Textiles, Apparel & Luxury Goods - 0.2% | |||
| Ralph Lauren Corp Class A | 8,306 | 1,922,008 | |
| VF Corp | 121,328 | 2,454,466 | |
| 4,376,474 | |||
TOTAL CONSUMER DISCRETIONARY | 170,118,988 | ||
| Consumer Staples - 1.0% | |||
| Consumer Staples Distribution & Retail - 0.8% | |||
| Costco Wholesale Corp | 1,254 | 1,218,738 | |
| Performance Food Group Co (c) | 9,409 | 830,250 | |
| Target Corp | 13,124 | 1,736,436 | |
| Walmart Inc | 132,579 | 12,263,558 | |
| 16,048,982 | |||
| Household Products - 0.1% | |||
| Clorox Co/The | 18,095 | 3,024,941 | |
| Personal Care Products - 0.1% | |||
| Estee Lauder Cos Inc/The Class A | 18,342 | 1,322,825 | |
| Kenvue Inc | 47,388 | 1,141,103 | |
| 2,463,928 | |||
| Tobacco - 0.0% | |||
| Philip Morris International Inc | 4,391 | 584,266 | |
TOTAL CONSUMER STAPLES | 22,122,117 | ||
| Energy - 2.4% | |||
| Energy Equipment & Services - 0.9% | |||
| Baker Hughes Co Class A | 425,367 | 18,694,879 | |
| Oil, Gas & Consumable Fuels - 1.5% | |||
| Antero Resources Corp (c) | 9,667 | 316,014 | |
| Energy Transfer LP | 319,106 | 6,337,445 | |
| Enterprise Products Partners LP | 61,771 | 2,126,776 | |
| Exxon Mobil Corp | 169,334 | 19,974,639 | |
| ONEOK Inc | 21,735 | 2,469,096 | |
| Range Resources Corp | 17,300 | 618,302 | |
| 31,842,272 | |||
TOTAL ENERGY | 50,537,151 | ||
| Financials - 9.6% | |||
| Banks - 1.8% | |||
| Citizens Financial Group Inc | 45,153 | 2,173,665 | |
| JPMorgan Chase & Co | 36,660 | 9,154,735 | |
| M&T Bank Corp | 35,024 | 7,704,930 | |
| PNC Financial Services Group Inc/The | 20,327 | 4,364,613 | |
| Wells Fargo & Co | 190,009 | 14,472,986 | |
| 37,870,929 | |||
| Capital Markets - 3.4% | |||
| Ares Management Corp Class A | 41,012 | 7,248,051 | |
| Bank of New York Mellon Corp/The | 78,349 | 6,414,433 | |
| Blackrock Inc | 6,463 | 6,610,356 | |
| Blue Owl Capital Inc Class A | 211,522 | 5,019,417 | |
| Coinbase Global Inc Class A (c) | 11,684 | 3,460,801 | |
| Evercore Inc Class A | 1,140 | 351,006 | |
| Goldman Sachs Group Inc/The | 12,797 | 7,787,870 | |
| Intercontinental Exchange Inc | 21,997 | 3,540,637 | |
| KKR & Co Inc Class A | 77,730 | 12,659,886 | |
| Moody's Corp | 3,743 | 1,871,425 | |
| Morgan Stanley | 71,756 | 9,443,807 | |
| MSCI Inc | 1,047 | 638,283 | |
| Northern Trust Corp | 9,195 | 1,022,116 | |
| State Street Corp | 46,085 | 4,539,833 | |
| 70,607,921 | |||
| Consumer Finance - 0.6% | |||
| American Express Co | 22,039 | 6,714,843 | |
| Capital One Financial Corp | 21,497 | 4,127,639 | |
| Discover Financial Services | 14,182 | 2,587,222 | |
| 13,429,704 | |||
| Financial Services - 2.6% | |||
| Apollo Global Management Inc | 82,101 | 14,370,138 | |
| Berkshire Hathaway Inc Class B (c) | 7,255 | 3,504,310 | |
| Block Inc Class A (c) | 11,518 | 1,019,919 | |
| Mastercard Inc Class A | 43,512 | 23,189,286 | |
| PayPal Holdings Inc (c) | 59,917 | 5,198,998 | |
| Visa Inc Class A | 25,428 | 8,011,854 | |
| 55,294,505 | |||
| Insurance - 1.2% | |||
| Arthur J Gallagher & Co | 20,995 | 6,555,479 | |
| Chubb Ltd | 39,521 | 11,410,898 | |
| Hartford Financial Services Group Inc/The | 8,923 | 1,100,294 | |
| Marsh & McLennan Cos Inc | 22,485 | 5,244,177 | |
| The Travelers Companies, Inc. | 6,942 | 1,846,850 | |
| 26,157,698 | |||
TOTAL FINANCIALS | 203,360,757 | ||
| Health Care - 5.9% | |||
| Biotechnology - 0.9% | |||
| Alnylam Pharmaceuticals Inc (c) | 9,929 | 2,512,732 | |
| Avidity Biosciences Inc (c) | 20,297 | 873,380 | |
| Blueprint Medicines Corp (c) | 1,278 | 123,173 | |
| Exact Sciences Corp (c) | 43,060 | 2,673,165 | |
| Gilead Sciences Inc | 109,644 | 10,150,842 | |
| Madrigal Pharmaceuticals Inc (c)(f) | 3,771 | 1,237,604 | |
| Moderna Inc (c) | 21,882 | 942,239 | |
| Nuvalent Inc Class A (c) | 7,595 | 734,285 | |
| Scholar Rock Holding Corp (c) | 2,735 | 109,126 | |
| 19,356,546 | |||
| Health Care Equipment & Supplies - 2.1% | |||
| Boston Scientific Corp (c) | 200,794 | 18,203,984 | |
| Glaukos Corp (c) | 23,505 | 3,376,493 | |
| Insulet Corp (c) | 28,743 | 7,668,058 | |
| Intuitive Surgical Inc (c) | 16,750 | 9,078,500 | |
| Stryker Corp | 15,006 | 5,884,603 | |
| 44,211,638 | |||
| Health Care Providers & Services - 1.6% | |||
| Tenet Healthcare Corp (c) | 1,663 | 237,277 | |
| UnitedHealth Group Inc | 54,269 | 33,114,944 | |
| 33,352,221 | |||
| Life Sciences Tools & Services - 0.6% | |||
| Bruker Corp | 40,977 | 2,374,617 | |
| Danaher Corp | 8,614 | 2,064,690 | |
| Thermo Fisher Scientific Inc | 15,389 | 8,150,476 | |
| 12,589,783 | |||
| Pharmaceuticals - 0.7% | |||
| Eli Lilly & Co | 19,055 | 15,155,394 | |
TOTAL HEALTH CARE | 124,665,582 | ||
| Industrials - 8.5% | |||
| Aerospace & Defense - 1.1% | |||
| Boeing Co (c) | 22,702 | 3,528,799 | |
| BWX Technologies Inc | 1,631 | 213,416 | |
| GE Aerospace | 14,233 | 2,592,683 | |
| General Dynamics Corp | 30,633 | 8,700,079 | |
| Howmet Aerospace Inc | 40,832 | 4,833,692 | |
| Standardaero Inc | 8,910 | 255,361 | |
| TransDigm Group Inc | 1,837 | 2,301,706 | |
| Woodward Inc | 6,239 | 1,125,016 | |
| 23,550,752 | |||
| Air Freight & Logistics - 0.2% | |||
| CH Robinson Worldwide Inc | 7,807 | 824,263 | |
| FedEx Corp | 11,151 | 3,375,073 | |
| 4,199,336 | |||
| Building Products - 1.8% | |||
| AZEK Co Inc/The Class A (c) | 15,276 | 811,460 | |
| Builders FirstSource Inc (c) | 9,076 | 1,692,402 | |
| Carrier Global Corp | 161,440 | 12,490,613 | |
| Fortune Brands Innovations Inc | 31,199 | 2,442,882 | |
| Trane Technologies PLC | 50,835 | 21,158,544 | |
| 38,595,901 | |||
| Commercial Services & Supplies - 0.2% | |||
| ACV Auctions Inc Class A (c) | 15,547 | 351,673 | |
| Cintas Corp | 16,211 | 3,660,282 | |
| 4,011,955 | |||
| Construction & Engineering - 0.0% | |||
| EMCOR Group Inc | 2,391 | 1,219,696 | |
| Electrical Equipment - 2.0% | |||
| Eaton Corp PLC | 41,768 | 15,680,543 | |
| GE Vernova Inc | 73,277 | 24,483,311 | |
| Hubbell Inc | 5,033 | 2,315,633 | |
| 42,479,487 | |||
| Ground Transportation - 0.5% | |||
| Norfolk Southern Corp | 26,739 | 7,375,953 | |
| Uber Technologies Inc (c) | 50,375 | 3,624,985 | |
| 11,000,938 | |||
| Industrial Conglomerates - 0.4% | |||
| 3M Co | 57,805 | 7,718,702 | |
| Machinery - 0.8% | |||
| Allison Transmission Holdings Inc | 16,669 | 1,975,277 | |
| Cummins Inc | 3,323 | 1,246,258 | |
| Parker-Hannifin Corp | 5,506 | 3,870,167 | |
| Pentair PLC | 27,103 | 2,953,956 | |
| Stanley Black & Decker Inc | 23,363 | 2,089,820 | |
| Westinghouse Air Brake Technologies Corp | 19,383 | 3,888,618 | |
| 16,024,096 | |||
| Professional Services - 0.5% | |||
| Equifax Inc | 7,369 | 1,927,436 | |
| Leidos Holdings Inc | 14,668 | 2,426,087 | |
| Paycom Software Inc | 5,239 | 1,215,029 | |
| TransUnion | 47,946 | 4,866,519 | |
| 10,435,071 | |||
| Trading Companies & Distributors - 1.0% | |||
| Applied Industrial Technologies Inc | 4,712 | 1,294,481 | |
| United Rentals Inc | 10,624 | 9,200,384 | |
| Watsco Inc | 11,089 | 6,116,692 | |
| WW Grainger Inc | 3,144 | 3,789,589 | |
| 20,401,146 | |||
TOTAL INDUSTRIALS | 179,637,080 | ||
| Information Technology - 16.7% | |||
| Communications Equipment - 0.1% | |||
| Arista Networks Inc (c) | 3,250 | 1,318,915 | |
| Electronic Equipment, Instruments & Components - 0.3% | |||
| Amphenol Corp Class A | 90,443 | 6,570,684 | |
| Flex Ltd (c) | 11,061 | 431,047 | |
| 7,001,731 | |||
| IT Services - 0.1% | |||
| IBM Corporation | 13,247 | 3,012,500 | |
| X Holdings Corp Class A (a)(c)(g) | 4,690 | 138,308 | |
| 3,150,808 | |||
| Semiconductors & Semiconductor Equipment - 7.2% | |||
| Analog Devices Inc | 29,038 | 6,331,736 | |
| Broadcom Inc | 105,959 | 17,173,835 | |
| Marvell Technology Inc | 230,802 | 21,393,037 | |
| Micron Technology Inc | 17,280 | 1,692,576 | |
| NVIDIA Corp | 743,804 | 102,830,903 | |
| Onto Innovation Inc (c) | 5,149 | 845,363 | |
| Teradyne Inc | 13,887 | 1,527,570 | |
| 151,795,020 | |||
| Software - 4.6% | |||
| AppLovin Corp Class A (c) | 2,265 | 762,739 | |
| Autodesk Inc (c) | 12,871 | 3,757,045 | |
| Fair Isaac Corp (c) | 883 | 2,097,151 | |
| HubSpot Inc (c) | 2,148 | 1,548,815 | |
| Microsoft Corp | 189,768 | 80,359,158 | |
| Oracle Corp | 10,189 | 1,883,335 | |
| Servicenow Inc (c) | 616 | 646,455 | |
| Zoom Communications Inc Class A (c) | 67,144 | 5,552,137 | |
| 96,606,835 | |||
| Technology Hardware, Storage & Peripherals - 4.4% | |||
| Apple Inc | 393,536 | 93,397,899 | |
TOTAL INFORMATION TECHNOLOGY | 353,271,208 | ||
| Materials - 2.4% | |||
| Chemicals - 0.9% | |||
| Air Products and Chemicals Inc | 2,730 | 912,721 | |
| CF Industries Holdings Inc | 47,017 | 4,215,544 | |
| Linde PLC | 21,961 | 10,123,802 | |
| Sherwin-Williams Co/The | 12,354 | 4,909,480 | |
| 20,161,547 | |||
| Construction Materials - 0.3% | |||
| Martin Marietta Materials Inc | 6,011 | 3,606,600 | |
| Vulcan Materials Co | 5,992 | 1,726,475 | |
| 5,333,075 | |||
| Containers & Packaging - 0.7% | |||
| Ball Corp | 17,256 | 1,072,632 | |
| International Paper Co | 243,191 | 14,306,927 | |
| 15,379,559 | |||
| Metals & Mining - 0.4% | |||
| Freeport-McMoRan Inc | 177,502 | 7,845,588 | |
| Newmont Corp | 12,088 | 506,971 | |
| 8,352,559 | |||
| Paper & Forest Products - 0.1% | |||
| Louisiana-Pacific Corp | 17,911 | 2,117,080 | |
TOTAL MATERIALS | 51,343,820 | ||
| Real Estate - 1.9% | |||
| Office REITs - 0.1% | |||
| BXP Inc | 19,333 | 1,585,113 | |
| Real Estate Management & Development - 0.7% | |||
| CBRE Group Inc Class A (c) | 58,127 | 8,137,199 | |
| Jones Lang LaSalle Inc (c) | 3,693 | 1,036,255 | |
| Zillow Group Inc Class C (c) | 74,067 | 6,274,216 | |
| 15,447,670 | |||
| Residential REITs - 0.3% | |||
| Camden Property Trust | 9,008 | 1,133,206 | |
| Equity Residential | 72,540 | 5,560,917 | |
| 6,694,123 | |||
| Retail REITs - 0.3% | |||
| Macerich Co/The | 541 | 11,474 | |
| Simon Property Group Inc | 30,603 | 5,618,711 | |
| 5,630,185 | |||
| Specialized REITs - 0.5% | |||
| Equinix Inc | 770 | 755,740 | |
| Public Storage Operating Co | 28,807 | 10,026,276 | |
| 10,782,016 | |||
TOTAL REAL ESTATE | 40,139,107 | ||
| Utilities - 1.2% | |||
| Electric Utilities - 1.0% | |||
| Constellation Energy Corp | 17,789 | 4,563,946 | |
| Edison International | 20,363 | 1,786,853 | |
| FirstEnergy Corp | 30,961 | 1,317,391 | |
| NextEra Energy Inc | 96,902 | 7,623,280 | |
| NRG Energy Inc | 6,978 | 709,035 | |
| PG&E Corp | 134,047 | 2,899,437 | |
| Southern Co/The | 2,581 | 230,044 | |
| 19,129,986 | |||
| Independent Power and Renewable Electricity Producers - 0.2% | |||
| Vistra Corp | 30,719 | 4,910,125 | |
| Multi-Utilities - 0.0% | |||
| Sempra | 7,915 | 741,398 | |
TOTAL UTILITIES | 24,781,509 | ||
| TOTAL UNITED STATES | 1,341,721,143 | ||
| TOTAL COMMON STOCKS (Cost $978,097,612) | 1,422,428,656 | ||
| Fixed-Income Funds - 32.5% | |||
| Shares | Value ($) | ||
| Fidelity High Income Central Fund (h) | 656,794 | 71,288,450 | |
| Fidelity Investment Grade Bond Central Fund (h) | 6,265,384 | 619,145,274 | |
| TOTAL FIXED-INCOME FUNDS (Cost $714,545,535) | 690,433,724 | ||
| Money Market Funds - 0.4% | ||||
| Yield (%) | Shares | Value ($) | ||
| Fidelity Cash Central Fund (i) | 4.64 | 7,479,142 | 7,480,638 | |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 4.64 | 1,251,400 | 1,251,525 | |
| TOTAL MONEY MARKET FUNDS (Cost $8,732,163) | 8,732,163 | |||
| TOTAL INVESTMENT IN SECURITIES - 100.0% (Cost $1,702,991,458) | 2,123,221,595 |
NET OTHER ASSETS (LIABILITIES) - 0.0% | (595,144) |
| NET ASSETS - 100.0% | 2,122,626,451 |
| (a) | 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 $1,765,360 or 0.1% of net assets. |
| (b) | Affiliated Fund |
| (c) | Non-income producing |
| (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 $1,760,170 or 0.1% of net assets. |
| (e) | Security is exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $1,760,170 or 0.1% of net assets. |
| (f) | Security or a portion of the security is on loan at period end. |
| (g) | Level 3 security |
| (h) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
| (i) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
| (j) | Investment made with cash collateral received from securities on loan. |
| Additional information on each restricted holding is as follows: | ||
| Security | Acquisition Date | Acquisition Cost ($) |
| Fidelity Private Credit Company LLC | 6/06/22 - 11/19/24 | 1,616,148 |
| X Holdings Corp Class A | 10/25/22 | 469,000 |
| Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | % ownership, end of period |
| Fidelity Cash Central Fund | 14,739,324 | 93,443,855 | 100,702,541 | 191,092 | - | - | 7,480,638 | 0.0% |
| Fidelity High Income Central Fund | 63,242,591 | 6,861,254 | - | 1,134,717 | - | 1,184,605 | 71,288,450 | 4.9% |
| Fidelity Investment Grade Bond Central Fund | 535,762,501 | 94,180,807 | 5,323,979 | 6,115,945 | (254,732) | (5,219,323) | 619,145,274 | 1.5% |
| Fidelity Securities Lending Cash Central Fund | 12,437,975 | 4,217,083 | 15,403,533 | 670 | - | - | 1,251,525 | 0.0% |
| Total | 626,182,391 | 198,702,999 | 121,430,053 | 7,442,424 | (254,732) | (4,034,718) | 699,165,887 | |
| Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) |
| Fidelity Private Credit Company LLC | 561,560 | 1,053,877 | 6,899 | 29,977 | (225) | 18,739 | 1,627,052 |
| 561,560 | 1,053,877 | 6,899 | 29,977 | (225) | 18,739 | 1,627,052 |
