Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Large Cap Value Index Fund
$6.64B
Avg Monthly Net Assets
$8.54B
Total Assets
$37.48M
Total Liabilities
$8.50B
Net Assets
Fidelity Large Cap Value Index Fund is an Index Fund in Fidelity Salem Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $6.64B.
On September 25th, 2024 it reported 876 holdings, the largest
being BERKSHIRE HATHAWAY INC DEL (3.3%), JPMORGAN CHASE and CO (2.5%) and EXXON MOBIL CORP (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Large Cap Value Index Fund | C000170037 | FLCOX |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10X GENOMICS INC | Long | Equity-common | US | $249K | 12K | 0.00 |
| 3M CO | Long | Equity-common | US | $20M | 156K | 0.23 |
| ABBOTT LABORATORIES | Long | Equity-common | US | $64M | 601K | 0.75 |
| ABBVIE INC | Long | Equity-common | US | $65M | 350K | 0.76 |
| ACADIA HEALTHCARE CO INC | Long | Equity-common | US | $2M | 32K | 0.02 |
| ACCENTURE PLC CL A | Long | Equity-common | IE | $72M | 218K | 0.85 |
| ACUITY BRANDS INC | Long | Equity-common | US | $3M | 11K | 0.03 |
| ADT INC | Long | Equity-common | US | $783K | 101K | 0.01 |
| ADVANCE AUTO PARTS INC | Long | Equity-common | US | $1M | 21K | 0.02 |
| ADVANCED DRAINAGE SYSTEMS INC (ADVANCED DRAIN SYS INC DEL) | Long | Equity-common | US | $3M | 14K | 0.03 |
| ADVANCED MICRO DEVICES INC | Long | Equity-common | US | $27M | 190K | 0.32 |
| AECOM | Long | Equity-common | US | $4M | 47K | 0.05 |
| AES CORP | Long | Equity-common | US | $4M | 246K | 0.05 |
| AFFILIATED MANAGERS GRP INC (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $2M | 11K | 0.02 |
| AFFIRM HOLDINGS INC | Long | Equity-common | US | $2M | 79K | 0.03 |
| AFLAC INC | Long | Equity-common | US | $19M | 199K | 0.22 |
| AGCO CORP | Long | Equity-common | US | $2M | 22K | 0.02 |
| AGILENT TECHNOLOGIES INC | Long | Equity-common | US | $14M | 102K | 0.17 |
| AGNC INVESTMENT CORP | Long | Equity-common | US | $2M | 241K | 0.03 |
| AGREE REALTY CORP | Long | Equity-common | US | $2M | 34K | 0.03 |
| AIR LEASE CORP CL A | Long | Equity-common | US | $2M | 36K | 0.02 |
| AIR PRODUCTS and CHEMICALS INC | Long | Equity-common | US | $20M | 77K | 0.24 |
| AKAMAI TECHNOLOGIES INC | Long | Equity-common | US | $5M | 52K | 0.06 |
| ALASKA AIR GROUP INC | Long | Equity-common | US | $2M | 44K | 0.02 |
| ALBEMARLE CORP (ALBEMARL CORP) | Long | Equity-common | US | $4M | 41K | 0.04 |
| ALBERTSONS COS INC | Long | Equity-common | US | $3M | 145K | 0.03 |
| ALCOA CORP | Long | Equity-common | US | $3M | 87K | 0.03 |
| ALEXANDRIA REAL ES EQ INC REIT (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Equity-common | US | $7M | 60K | 0.08 |
| ALIGN TECHNOLOGY INC | Long | Equity-common | US | $2M | 11K | 0.03 |
| ALLEGION PLC | Long | Equity-common | IE | $4M | 30K | 0.05 |
| ALLEGRO MICROSYSTEMS INC | Long | Equity-common | US | $690K | 29K | 0.01 |
| ALLIANT ENERGY CORPORATION | Long | Equity-common | US | $5M | 89K | 0.06 |
| ALLISON TRANSMISSION HLDGS INC | Long | Equity-common | US | $3M | 30K | 0.03 |
| ALLSTATE CORPORATION | Long | Equity-common | US | $13M | 77K | 0.16 |
| ALLY FINANCIAL INC | Long | Equity-common | US | $4M | 82K | 0.04 |
| ALNYLAM PHARMACEUTICALS INC | Long | Equity-common | US | $1M | 5K | 0.01 |
| ALTRIA GROUP INC | Long | Equity-common | US | $29M | 597K | 0.34 |
| AMCOR PLC | Long | Equity-common | JE | $5M | 500K | 0.06 |
| AMDOCS LTD (AMDOCS LIMITED) | Long | Equity-common | GG | $3M | 40K | 0.04 |
| AMEDISYS INC | Long | Equity-common | US | $1M | 11K | 0.01 |
| AMER SPORTS INC | Long | Equity-common | KY | $491K | 42K | 0.01 |
| AMEREN CORP | Long | Equity-common | US | $7M | 92K | 0.09 |
| AMERICAN AIRLINES GROUP INC (AMERICAN AIRLS GROUP INC) | Long | Equity-common | US | $2M | 211K | 0.03 |
| AMERICAN ELECTRIC POWER CO INC | Long | Equity-common | US | $18M | 183K | 0.21 |
| AMERICAN EXPRESS CO | Long | Equity-common | US | $31M | 123K | 0.37 |
| AMERICAN FINL GROUP INC OHIO | Long | Equity-common | US | $3M | 25K | 0.04 |
| AMERICAN HOMES 4 RENT | Long | Equity-common | US | $4M | 117K | 0.05 |
| AMERICAN INTERNATIONAL GROUP (AMERICAN INTERNATIONAL GROUP INC) | Long | Equity-common | US | $19M | 234K | 0.22 |
| AMERICAN WATER WRKS COMPANY (AMERICAN WATER WORKS CO INC) | Long | Equity-common | US | $10M | 68K | 0.11 |
| AMERICOLD REALTY TRUST | Long | Equity-common | US | $3M | 99K | 0.03 |
| AMERIPRISE FINANCIAL INC (AMERIPRISE FINL INC) | Long | Equity-common | US | $1M | 3K | 0.02 |
| AMETEK INC NEW | Long | Equity-common | US | $14M | 80K | 0.16 |
| AMGEN INC | Long | Equity-common | US | $14M | 41K | 0.16 |
| AMKOR TECHNOLOGY INC | Long | Equity-common | US | $1M | 39K | 0.02 |
| AMPHENOL CORPORATION CL A (AMPHENOL CORPORATION NEW) | Long | Equity-common | US | $11M | 171K | 0.13 |
| ANALOG DEVICES INC | Long | Equity-common | US | $40M | 172K | 0.47 |
| ANNALY CAPITAL MGMT INC REIT (ANNALY CAPITAL MANAGEMENT INC) | Long | Equity-common | US | $3M | 174K | 0.04 |
| ANSYS INC | Long | Equity-common | US | $10M | 30K | 0.11 |
| ANTERO MIDSTREAM CORP | Long | Equity-common | US | $1M | 73K | 0.01 |
| ANTERO RES CORP (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $3M | 101K | 0.03 |
| AON PLC | Long | Equity-common | IE | $22M | 68K | 0.26 |
| APA CORP | Long | Equity-common | US | $4M | 126K | 0.05 |
| API GROUP CORP | Long | Equity-common | US | $3M | 79K | 0.04 |
| APOLLO GLOBAL MANAGEMENT INC | Long | Equity-common | US | $6M | 46K | 0.07 |
| APPLIED MATERIALS INC | Long | Equity-common | US | $5M | 23K | 0.06 |
| APTARGROUP INC | Long | Equity-common | US | $3M | 23K | 0.04 |
| APTIV PLC | Long | Equity-common | JE | $7M | 95K | 0.08 |
| ARAMARK | Long | Equity-common | US | $3M | 91K | 0.04 |
| ARCH CAPITAL GROUP LTD | Long | Equity-common | BM | $12M | 125K | 0.14 |
| ARCHER DANIELS MIDLAND CO | Long | Equity-common | US | $11M | 171K | 0.13 |
| ARMSTRONG WORLD INDUSTRIES INC | Long | Equity-common | US | $1M | 10K | 0.02 |
| ARROW ELECTRONICS INC | Long | Equity-common | US | $2M | 19K | 0.03 |
| ARTHUR J GALLAGHAR AND CO (GALLAGHER (ARTHUR J.) and CO) | Long | Equity-common | US | $20M | 70K | 0.23 |
| ASHLAND INC | Long | Equity-common | US | $2M | 17K | 0.02 |
| ASPEN TECHNOLOGY INC | Long | Equity-common | US | $2M | 9K | 0.02 |
| ASSURANT INC | Long | Equity-common | US | $3M | 18K | 0.04 |
| ASSURED GUARANTY LTD | Long | Equity-common | BM | $2M | 18K | 0.02 |
| ASTERA LABS INC | Long | Equity-common | US | $317K | 7K | 0.00 |
| AT and T INC | Long | Equity-common | US | $48M | 2M | 0.57 |
| ATI INC | Long | Equity-common | US | $3M | 43K | 0.03 |
| ATMOS ENERGY CORP | Long | Equity-common | US | $7M | 52K | 0.08 |
| AUTOMATIC DATA PROCESSING INC | Long | Equity-common | US | $3M | 10K | 0.03 |
| AUTONATION INC (AUTONATION INC DEL) | Long | Equity-common | US | $2M | 9K | 0.02 |
| AUTOZONE INC | Long | Equity-common | US | $2M | 522 | 0.02 |
| AVALONBAY COMMUNITIES INC REIT | Long | Equity-common | US | $10M | 49K | 0.12 |
| AVANGRID INC | Long | Equity-common | US | $877K | 25K | 0.01 |
| AVANTOR INC | Long | Equity-common | US | $6M | 236K | 0.07 |
| AVERY DENNISON CORP | Long | Equity-common | US | $4M | 17K | 0.04 |
| AVIS BUDGET GROUP (AVIS BUDGET GROUP INC) | Long | Equity-common | US | $365K | 4K | 0.00 |
| AVNET INC | Long | Equity-common | US | $2M | 31K | 0.02 |
| AXALTA COATING SYSTEMS LTD | Long | Equity-common | BM | $3M | 77K | 0.03 |
| AXIS CAPITAL HOLDINGS LTD | Long | Equity-common | BM | $2M | 27K | 0.02 |
| AZEK CO INC (AZEK CO INC/THE) | Long | Equity-common | US | $667K | 15K | 0.01 |
| AZENTA INC | Long | Equity-common | US | $1M | 19K | 0.01 |
| BAKER HUGHES CO | Long | Equity-common | US | $13M | 347K | 0.16 |
| BALL CORP | Long | Equity-common | US | $7M | 108K | 0.08 |
| BANK OF AMERICA CORPORATION | Long | Equity-common | US | $95M | 2M | 1.12 |
| BANK OF NEW YORK MELLON CORP (BANK NEW YORK MELLON CORP) | Long | Equity-common | US | $17M | 260K | 0.20 |
| BANK OZK | Long | Equity-common | US | $2M | 37K | 0.02 |
| BATH and BODY WORKS INC | Long | Equity-common | US | $3M | 78K | 0.03 |
| BAXTER INTL INC (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $6M | 177K | 0.07 |
| BECTON DICKINSON and CO | Long | Equity-common | US | $24M | 100K | 0.29 |
| BELLRING BRANDS INC | Long | Equity-common | US | $2M | 45K | 0.03 |
| BERKLEY (WR) CORP (BERKLEY WR CORP) | Long | Equity-common | US | $6M | 108K | 0.07 |
| BERKSHIRE HATHAWAY INC CL B (BERKSHIRE HATHAWAY INC DEL) | Long | Equity-common | US | $279M | 636K | 3.28 |
| BERRY GLOBAL GROUP INC | Long | Equity-common | US | $3M | 40K | 0.03 |
| BEST BUY CO INC | Long | Equity-common | US | $6M | 75K | 0.08 |
| BILL HOLDINGS INC | Long | Equity-common | US | $1M | 27K | 0.02 |
| BIO RAD LABS CL A (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $2M | 7K | 0.03 |
| BIO TECHNE CORP | Long | Equity-common | US | $4M | 54K | 0.05 |
| BIOGEN INC | Long | Equity-common | US | $11M | 51K | 0.13 |
| BIOMARIN PHARMACEUTICAL INC | Long | Equity-common | US | $6M | 66K | 0.07 |
| BIRKENSTOCK HOLDING LTD | Long | Equity-common | JE | $805K | 14K | 0.01 |
| BJS WHSL CLUB HLDGS INC (BJS WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $4M | 46K | 0.05 |
| BLACKROCK INC | Long | Equity-common | US | $45M | 51K | 0.53 |
| BLOCK H and R INC (H and R BLOCK INC) | Long | Equity-common | US | $2M | 39K | 0.03 |
| BLOCK INC CL A | Long | Equity-common | US | $7M | 112K | 0.08 |
| BOEING CO | Long | Equity-common | US | $32M | 169K | 0.38 |
| BOK FINANCIAL COMMON NEW (BOK FINANCIAL CORP) | Long | Equity-common | US | $809K | 8K | 0.01 |
| BORGWARNER INC | Long | Equity-common | US | $3M | 80K | 0.03 |
| BOSTON BEER COMPANY CL A (BOSTON BEER COMPANY INC) | Long | Equity-common | US | $704K | 3K | 0.01 |
| BOSTON SCIENTIFIC CORP | Long | Equity-common | US | $38M | 511K | 0.44 |
| BOYD GAMING CORP | Long | Equity-common | US | $1M | 24K | 0.02 |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC (BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL) | Long | Equity-common | US | $2M | 17K | 0.02 |
| BRIGHTHOUSE FINANCIAL INC | Long | Equity-common | US | $1M | 21K | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Equity-common | US | $34M | 705K | 0.39 |
| BRIXMOR PPTY GROUP INC (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $3M | 104K | 0.03 |
| BROADRIDGE FINANCIAL SOL (BROADRIDGE FINL SOLUTIONS INC) | Long | Equity-common | US | $756K | 4K | 0.01 |
| BROOKFIELD RENEWABLE CORP | Long | Equity-common | CA | $1M | 47K | 0.02 |
| BROWN and BROWN INC | Long | Equity-common | US | $5M | 46K | 0.05 |
| BROWN FORMAN CORP CL A | Long | Equity-common | US | $770K | 17K | 0.01 |
| BROWN FORMAN CORP NON VTG CL B | Long | Equity-common | US | $3M | 60K | 0.03 |
| BRUKER CORP | Long | Equity-common | US | $911K | 13K | 0.01 |
| BRUNSWICK CORP | Long | Equity-common | US | $2M | 23K | 0.02 |
| BUILDERS FIRSTSOURCE (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $6M | 38K | 0.07 |
| BUNGE GLOBAL SA | Long | Equity-common | CH | $5M | 49K | 0.06 |
| BWX TECHNOLOGIES INC | Long | Equity-common | US | $3M | 25K | 0.03 |
| BXP INC | Long | Equity-common | US | $4M | 55K | 0.05 |
| C N A FINANCIAL CORP (CNA FINANCIAL CORP) | Long | Equity-common | US | $374K | 8K | 0.00 |
| CACI INTERNATIONAL INC | Long | Equity-common | US | $4M | 8K | 0.04 |
| CAESARS ENTERTAINMENT INC | Long | Equity-common | US | $3M | 75K | 0.04 |
| CAMDEN PROPERTY TRUST - REIT | Long | Equity-common | US | $4M | 36K | 0.05 |
| CAMPBELL SOUP CO | Long | Equity-common | US | $3M | 67K | 0.04 |
| CAPITAL ONE FINANCIAL CORP | Long | Equity-common | US | $20M | 132K | 0.23 |
| CAPRI HOLDINGS LTD | Long | Equity-common | VG | $1M | 39K | 0.02 |
| CARDINAL HEALTH INC | Long | Equity-common | US | $3M | 34K | 0.04 |
| CARLISLE COS INC | Long | Equity-common | US | $6M | 14K | 0.07 |
| CARLYLE GROUP INC (THE) (CARLYLE GROUP INC/THE) | Long | Equity-common | US | $4M | 76K | 0.04 |
| CARMAX INC | Long | Equity-common | US | $4M | 51K | 0.05 |
| CARNIVAL CORP | Long | Equity-common | PA | $6M | 347K | 0.07 |
| CARRIER GLOBAL CORP | Long | Equity-common | US | $20M | 292K | 0.23 |
| CARTERS INC (CARTER INC) | Long | Equity-common | US | $757K | 12K | 0.01 |
| CARVANA CO CL A | Long | Equity-common | US | $3M | 24K | 0.04 |
| CASEY GENERAL STORES (CASEY'S GENERAL STORES INC) | Long | Equity-common | US | $4M | 11K | 0.05 |
| CATALENT INC | Long | Equity-common | US | $4M | 63K | 0.04 |
| CATERPILLAR INC | Long | Equity-common | US | $50M | 146K | 0.59 |
| CBOE GLOBAL MARKETS INC | Long | Equity-common | US | $7M | 37K | 0.08 |
| CBRE GROUP INC - CL A | Long | Equity-common | US | $12M | 106K | 0.14 |
| CCC INTELLIGENT SOLUTIONS HOLD CL A (CCC INTELLIGENT SOLUTIONS HOLDINGS INC) | Long | Equity-common | US | $2M | 155K | 0.02 |
| CDW CORPORATION | Long | Equity-common | US | $5M | 23K | 0.06 |
| CELANESE CORP (CELANESE CORP DEL) | Long | Equity-common | US | $4M | 29K | 0.05 |
| CENTENE CORP (CENTENE CORP DEL) | Long | Equity-common | US | $14M | 185K | 0.17 |
| CENTERPOINT ENERGY INC | Long | Equity-common | US | $6M | 220K | 0.07 |
| CERTARA INC | Long | Equity-common | US | $652K | 42K | 0.01 |
| CF INDUSTRIES HOLDINGS INC | Long | Equity-common | US | $5M | 65K | 0.06 |
| CH ROBINSON WORLDWIDE INC | Long | Equity-common | US | $4M | 40K | 0.04 |
| CHARLES RIVER LABS INTL INC (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Equity-common | US | $4M | 18K | 0.05 |
| CHARTER COMMUNICATIONS INC A | Long | Equity-common | US | $12M | 33K | 0.15 |
| CHEMED CORP | Long | Equity-common | US | $3M | 5K | 0.03 |
| CHEMOURS CO/ THE | Long | Equity-common | US | $1M | 48K | 0.01 |
| CHENIERE ENERGY INC | Long | Equity-common | US | $7M | 39K | 0.08 |
| CHESAPEAKE ENERGY CORP | Long | Equity-common | US | $3M | 46K | 0.04 |
| CHEVRON CORP (CHEVRON CORP NEW) | Long | Equity-common | US | $96M | 599K | 1.13 |
| CHOICE HOTELS INTL INC (CHOICE HOTELS INTERNATIONAL INC) | Long | Equity-common | US | $194K | 2K | 0.00 |
| CHORD ENERGY CORP | Long | Equity-common | US | $4M | 21K | 0.04 |
| CHUBB LTD | Long | Equity-common | CH | $39M | 141K | 0.46 |
| CHURCH and DWIGHT CO INC (CHURCH and DWIGHT INC) | Long | Equity-common | US | $8M | 85K | 0.10 |
| CIENA CORP | Long | Equity-common | US | $3M | 50K | 0.03 |
| CIGNA GROUP (THE) | Long | Equity-common | US | $31M | 88K | 0.36 |
| CINCINNATI FINANCIAL CORP | Long | Equity-common | US | $7M | 53K | 0.08 |
| CINTAS CORP | Long | Equity-common | US | $1M | 2K | 0.01 |
| CIRRUS LOGIC INC (CIRRUS LOGIC INC.) | Long | Equity-common | US | $2M | 19K | 0.03 |
| CISCO SYSTEMS INC | Long | Equity-common | US | $68M | 1M | 0.80 |
| CITIGROUP INC | Long | Equity-common | US | $43M | 666K | 0.51 |
| CITIZENS FINANCIAL GROUP INC (CITIZENS FINANCIAL GRP INC) | Long | Equity-common | US | $7M | 159K | 0.08 |
| CIVITAS RESOURCES INC | Long | Equity-common | US | $2M | 25K | 0.02 |
| CLARIVATE PLC | Long | Equity-common | JE | $953K | 141K | 0.01 |
| CLEAN HARBORS INC | Long | Equity-common | US | $4M | 18K | 0.05 |
| CLEARWAY ENERGY INC | Long | Equity-common | US | $293K | 12K | 0.00 |
| CLEARWAY ENERGY INC CL C | Long | Equity-common | US | $765K | 29K | 0.01 |
| CLEVELAND-CLIFFS INC | Long | Equity-common | US | $2M | 110K | 0.02 |
| CME GROUP INC CL A | Long | Equity-common | US | $24M | 125K | 0.28 |
| CMS ENERGY CORP | Long | Equity-common | US | $7M | 103K | 0.08 |
| CNH INDUSTRIAL NV | Long | Equity-common | NL | $3M | 303K | 0.04 |
| COCA COLA CO | Long | Equity-common | US | $38M | 576K | 0.45 |
| COCA COLA CONSOLIDATED INC | Long | Equity-common | US | $2M | 2K | 0.03 |
| COGNEX CORP | Long | Equity-common | US | $3M | 56K | 0.03 |
| COGNIZANT TECH SOLUTIONS CL A (COGNIZANT TECHNOLOGY SOLUTIONS CORP) | Long | Equity-common | US | $13M | 173K | 0.15 |
| COHERENT CORP | Long | Equity-common | US | $3M | 46K | 0.04 |
| COINBASE GLOBAL INC | Long | Equity-common | US | $2M | 11K | 0.03 |
| COLGATE-PALMOLIVE CO | Long | Equity-common | US | $13M | 127K | 0.15 |
| COLUMBIA BANKING SYSTEMS INC | Long | Equity-common | US | $2M | 72K | 0.02 |
| COLUMBIA SPORTSWEAR CO | Long | Equity-common | US | $945K | 12K | 0.01 |
| COMCAST CORP CL A | Long | Equity-common | US | $56M | 1M | 0.66 |
| COMERICA INC | Long | Equity-common | US | $3M | 46K | 0.03 |
| COMMERCE BANCSHARES INC (COMMERCE BANCSHARES INC/MO) | Long | Equity-common | US | $3M | 41K | 0.03 |
| CONAGRA BRANDS INC | Long | Equity-common | US | $5M | 166K | 0.06 |
| CONCENTRIX CORP | Long | Equity-common | US | $1M | 17K | 0.01 |
| CONOCOPHILLIPS (CONOCOPHILLIPS INC) | Long | Equity-common | US | $45M | 407K | 0.53 |
| CONSOLIDATED EDISON INC | Long | Equity-common | US | $12M | 120K | 0.14 |
| CONSTELLATION BRANDS INC CL A | Long | Equity-common | US | $14M | 55K | 0.16 |
| CONSTELLATION ENERGY CORP | Long | Equity-common | US | $17M | 92K | 0.21 |
| COOPER COMPANIES INC | Long | Equity-common | US | $6M | 68K | 0.07 |
| COPART INC | Long | Equity-common | US | $1M | 21K | 0.01 |
| CORE and MAIN INC | Long | Equity-common | US | $1M | 20K | 0.01 |
| COREBRIDGE FINANCIAL INC | Long | Equity-common | US | $3M | 89K | 0.03 |
| CORNING INC | Long | Equity-common | US | $11M | 266K | 0.13 |
| CORTEVA INC | Long | Equity-common | US | $14M | 243K | 0.16 |
| COSTAR GROUP INC | Long | Equity-common | US | $11M | 141K | 0.13 |
| COTERRA ENERGY INC | Long | Equity-common | US | $7M | 258K | 0.08 |
| COTY INC CL A | Long | Equity-common | US | $1M | 136K | 0.02 |
| COUSINS PROPERTIES INC | Long | Equity-common | US | $1M | 53K | 0.02 |
| CRANE CO | Long | Equity-common | US | $3M | 17K | 0.03 |
| CRANE NXT CO | Long | Equity-common | US | $1M | 17K | 0.01 |
| CREDIT ACCEPTANCE CORP | Long | Equity-common | US | $264K | 459 | 0.00 |
| CRH PLC | Long | Equity-common | IE | $20M | 239K | 0.24 |
| CROCS INC | Long | Equity-common | US | $2M | 17K | 0.03 |
| CROWN CASTLE INC | Long | Equity-common | US | $17M | 151K | 0.20 |
| CROWN HOLDINGS INC | Long | Equity-common | US | $4M | 41K | 0.04 |
| CSX CORP | Long | Equity-common | US | $24M | 679K | 0.28 |
| CUBESMART | Long | Equity-common | US | $4M | 78K | 0.04 |
| CULLEN FROST BANKERS INC (CULLEN/FROST BANKERS INC) | Long | Equity-common | US | $2M | 20K | 0.03 |
| CUMMINS INC | Long | Equity-common | US | $14M | 47K | 0.16 |
| CURTISS WRIGHT CORPORATION (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $4M | 13K | 0.05 |
| CVS HEALTH CORP | Long | Equity-common | US | $26M | 438K | 0.31 |
| DANAHER CORP | Long | Equity-common | US | $64M | 230K | 0.75 |
| DARDEN RESTAURANTS INC | Long | Equity-common | US | $3M | 20K | 0.03 |
| DARLING INGREDIENTS INC | Long | Equity-common | US | $2M | 55K | 0.03 |
| DAYFORCE INC | Long | Equity-common | US | $3M | 46K | 0.03 |
| DEERE and CO | Long | Equity-common | US | $33M | 89K | 0.39 |
| DELL TECHNOLOGIES INC CL C | Long | Equity-common | US | $8M | 72K | 0.10 |
| DELTA AIR INC (DELTA AIRLINES INC) | Long | Equity-common | US | $10M | 224K | 0.11 |
| DENTSPLY SIRONA INC | Long | Equity-common | US | $2M | 72K | 0.02 |
| DEVON ENERGY CORP (DEVON ENERGY CORP NEW) | Long | Equity-common | US | $10M | 219K | 0.12 |
| DIAMONDBACK ENERGY INC | Long | Equity-common | US | $12M | 62K | 0.15 |
| DICKS SPORTING GOODS INC | Long | Equity-common | US | $4M | 18K | 0.05 |
| DIGITAL REALTY TRUST INC | Long | Equity-common | US | $17M | 112K | 0.20 |
| DILLARDS INC CL A | Long | Equity-common | US | $423K | 1K | 0.00 |
| DISCOVER FIN SVCS (DISCOVER FINANCIAL SVS) | Long | Equity-common | US | $13M | 87K | 0.15 |
| DISNEY (WALT) CO (WALT DISNEY CO) | Long | Equity-common | US | $60M | 638K | 0.70 |
| DOLBY LABORATORIES INC CL A | Long | Equity-common | US | $2M | 20K | 0.02 |
| DOLLAR GENERAL CORP (DOLLAR GEN CORP NEW) | Long | Equity-common | US | $9M | 76K | 0.11 |
| DOLLAR TREE INC | Long | Equity-common | US | $7M | 71K | 0.09 |
| DOMINION ENERGY INC | Long | Equity-common | US | $16M | 291K | 0.18 |
| DOMINOS PIZZA INC | Long | Equity-common | US | $3M | 8K | 0.04 |
| DONALDSON CO INC (DONALDSON INC) | Long | Equity-common | US | $3M | 42K | 0.04 |
| DOORDASH INC | Long | Equity-common | US | $2M | 15K | 0.02 |
| DOUBLEVERIFY HOLDINGS INC | Long | Equity-common | US | $461K | 22K | 0.01 |
| DOVER CORP | Long | Equity-common | US | $9M | 48K | 0.10 |
| DOW INC | Long | Equity-common | US | $13M | 245K | 0.16 |
| DOXIMITY INC | Long | Equity-common | US | $1M | 39K | 0.01 |
| DR HORTON INC | Long | Equity-common | US | $19M | 103K | 0.22 |
| DROPBOX INC CL A | Long | Equity-common | US | $1M | 60K | 0.02 |
| DT MIDSTREAM INC | Long | Equity-common | US | $3M | 34K | 0.03 |
| DTE ENERGY CO | Long | Equity-common | US | $9M | 72K | 0.10 |
| DUKE ENERGY CORP NEW | Long | Equity-common | US | $29M | 268K | 0.34 |
| DUN and BRADSTREET HOLDINGS IN (DUN and BRADSTREET HOLDINGS INC) | Long | Equity-common | US | $1M | 105K | 0.01 |
| DUPONT DE NEMOURS INC | Long | Equity-common | US | $12M | 145K | 0.14 |
| DUTCH BROS INC | Long | Equity-common | US | $735K | 19K | 0.01 |
| DXC TECHNOLOGY CO | Long | Equity-common | US | $1M | 63K | 0.02 |
| EAGLE MATERIALS INC (EAGLE MATLS INC) | Long | Equity-common | US | $783K | 3K | 0.01 |
| EAST WEST BANCORP INC | Long | Equity-common | US | $4M | 48K | 0.05 |
| EASTGROUP PPTYS INC (EASTGROUP PROPERTIES INC) | Long | Equity-common | US | $3M | 17K | 0.04 |
| EASTMAN CHEMICAL CO | Long | Equity-common | US | $4M | 41K | 0.05 |
| EATON CORP PLC | Long | Equity-common | IE | $42M | 139K | 0.50 |
| EBAY INC | Long | Equity-common | US | $10M | 176K | 0.12 |
| ECOLAB INC | Long | Equity-common | US | $3M | 11K | 0.03 |
| EDISON INTL (EDISON INTERNATIONAL) | Long | Equity-common | US | $11M | 132K | 0.12 |
| EDWARDS LIFESCIENCES CORP | Long | Equity-common | US | $11M | 168K | 0.12 |
| ELANCO ANIMAL HEALTH INC | Long | Equity-common | US | $2M | 171K | 0.03 |
| ELECTRONIC ARTS INC | Long | Equity-common | US | $14M | 93K | 0.17 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $2M | 78K | 0.02 |
| ELEVANCE HEALTH INC | Long | Equity-common | US | $36M | 68K | 0.43 |
| EMCOR GROUP INC | Long | Equity-common | US | $4M | 10K | 0.04 |
| EMERSON ELECTRIC CO | Long | Equity-common | US | $23M | 199K | 0.27 |
| ENCOMPASS HEALTH CORP | Long | Equity-common | US | $3M | 34K | 0.04 |
| ENOVIS CORP | Long | Equity-common | US | $897K | 19K | 0.01 |
| ENTERGY CORP (ENTERGY CORP NEW) | Long | Equity-common | US | $9M | 74K | 0.10 |
| ENTERTAINMENT PPTYS TR (EPR PROPERTIES) | Long | Equity-common | US | $1M | 26K | 0.01 |
| ENVISTA HOLDINGS CORP (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $1M | 60K | 0.01 |
| EOG RESOURCES INC | Long | Equity-common | US | $25M | 200K | 0.30 |
| EPAM SYSTEMS INC | Long | Equity-common | US | $4M | 18K | 0.05 |
| EQT CORPORATION | Long | Equity-common | US | $7M | 192K | 0.08 |
| EQUIFAX INC | Long | Equity-common | US | $10M | 34K | 0.11 |
| EQUINIX INC | Long | Equity-common | US | $25M | 31K | 0.29 |
| EQUITY LIFESTYLE PPTYS INC (EQUITY LIFESTYLE PROPERTIES INC) | Long | Equity-common | US | $4M | 64K | 0.05 |
| EQUITY RESIDENTIAL REIT | Long | Equity-common | US | $9M | 131K | 0.11 |
| ESAB CORP | Long | Equity-common | US | $2M | 20K | 0.02 |
| ESSENTIAL UTILITIES INC | Long | Equity-common | US | $4M | 87K | 0.04 |
| ESSEX PROPERTY TRUST INC | Long | Equity-common | US | $6M | 22K | 0.07 |
| ESTEE LAUDER COS INC CL A (LAUDER ESTEE COS INC) | Long | Equity-common | US | $5M | 51K | 0.06 |
| ETSY INC | Long | Equity-common | US | $913K | 14K | 0.01 |
| EURONET WORLDWIDE INC | Long | Equity-common | US | $2M | 15K | 0.02 |
| EVERCORE INC A | Long | Equity-common | US | $3M | 12K | 0.04 |
| EVEREST GROUP LTD | Long | Equity-common | BM | $5M | 13K | 0.06 |
| EVERGY INC | Long | Equity-common | US | $4M | 77K | 0.05 |
| EVERSOURCE ENERGY | Long | Equity-common | US | $8M | 122K | 0.09 |
| EXACT SCIENCES CORP | Long | Equity-common | US | $2M | 38K | 0.02 |
| EXELIXIS INC | Long | Equity-common | US | $386K | 16K | 0.00 |
| EXELON CORP | Long | Equity-common | US | $13M | 348K | 0.15 |
| EXPEDITORS INTL OF WASH INC (EXPEDITORS INTERNATIONAL OF WASHINGTON INC) | Long | Equity-common | US | $5M | 41K | 0.06 |
| EXTRA SPACE STORAGE INC | Long | Equity-common | US | $12M | 73K | 0.14 |
| EXXON MOBIL CORP | Long | Equity-common | US | $185M | 2M | 2.18 |
| F5 INC | Long | Equity-common | US | $4M | 20K | 0.05 |
| FACTSET RESEARCH SYSTEMS INC | Long | Equity-common | US | $4M | 9K | 0.04 |
| FAIR ISAAC CORP (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $2M | 1K | 0.02 |
| FASTENAL CO | Long | Equity-common | US | $2M | 31K | 0.03 |
| FEDERAL REALTY INVESTMENT TR | Long | Equity-common | US | $3M | 29K | 0.04 |
| FEDEX CORP | Long | Equity-common | US | $24M | 79K | 0.28 |
| FERGUSON PLC | Long | Equity-common | JE | $15M | 66K | 0.17 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $26M | 26M | 0.30 |
| FIDELITY NATIONAL FINL INC (FIDELITY NATIONAL FINANCIAL INC) | Long | Equity-common | US | $5M | 90K | 0.06 |
| FIDELITY NATL INFORM SVCS INC (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Equity-common | US | $15M | 195K | 0.18 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $37M | 37M | 0.44 |
| FIFTH THIRD BANCORP | Long | Equity-common | US | $10M | 237K | 0.12 |
| FIRST AMERICAN FINANCIAL CORP (FIRST AMERN FINL CORP) | Long | Equity-common | US | $2M | 35K | 0.02 |
| FIRST CITIZENS BANCSHARES INC CL A (FIRST CITIZENS BANCSHARES INC/NC) | Long | Equity-common | US | $9M | 4K | 0.10 |
| FIRST HAWAIIAN INC | Long | Equity-common | US | $1M | 44K | 0.01 |
| FIRST HORIZON CORP | Long | Equity-common | US | $3M | 190K | 0.04 |
| FIRST INDUSTRIAL REALTY TRUST (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $3M | 46K | 0.03 |
| FIRST SOLAR INC | Long | Equity-common | US | $8M | 37K | 0.09 |
| FIRSTENERGY CORP | Long | Equity-common | US | $8M | 200K | 0.10 |
| FISERV INC | Long | Equity-common | US | $23M | 138K | 0.27 |
| FIVE BELOW INC | Long | Equity-common | US | $279K | 4K | 0.00 |
| FLOOR and DECOR HOLDINGS INC | Long | Equity-common | US | $2M | 23K | 0.03 |
| FLOWERS FOODS INC | Long | Equity-common | US | $1M | 65K | 0.02 |
| FLOWSERVE CORP | Long | Equity-common | US | $2M | 46K | 0.03 |
| FMC CORP NEW | Long | Equity-common | US | $3M | 43K | 0.03 |
| FNB CORP PA | Long | Equity-common | US | $2M | 124K | 0.02 |
| FORD MOTOR CO | Long | Equity-common | US | $15M | 1M | 0.17 |
| FORTINET INC | Long | Equity-common | US | $2M | 40K | 0.03 |
| FORTIVE CORP | Long | Equity-common | US | $9M | 122K | 0.10 |
| FORTREA HOLDINGS INC | Long | Equity-common | US | $770K | 28K | 0.01 |
| FORTUNE BRANDS INNOVATIONS INC | Long | Equity-common | US | $4M | 43K | 0.04 |
| FOX CORP CL A (FOX CORPORATION) | Long | Equity-common | US | $3M | 83K | 0.04 |
| FOX CORPORATION B | Long | Equity-common | US | $2M | 46K | 0.02 |
| FRANKLIN RESOURCES INC | Long | Equity-common | US | $2M | 99K | 0.03 |
| FREEPORT MCMORAN INC (FREEPORT-MCMORAN INC) | Long | Equity-common | US | $23M | 497K | 0.27 |
| FRESHPET INC | Long | Equity-common | US | $1M | 11K | 0.02 |
| FRONTIER COMMUNICATIONS PARENT INC | Long | Equity-common | US | $2M | 85K | 0.03 |
| FTI CONSULTING INC | Long | Equity-common | US | $3M | 12K | 0.03 |
| GAMESTOP CORP CL A (GAMESTOP CORP NEW) | Long | Equity-common | US | $2M | 93K | 0.02 |
| GAMING AND LEISURE PROPRTI INC (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $5M | 90K | 0.05 |
| GAP INC | Long | Equity-common | US | $2M | 70K | 0.02 |
| GARMIN LTD | Long | Equity-common | CH | $9M | 54K | 0.11 |
| GATES INDUSTRIAL CORP PLC | Long | Equity-common | GB | $1M | 71K | 0.02 |
| GE HEALTHCARE TECHNOLOGIES INC WI | Long | Equity-common | US | $11M | 134K | 0.13 |
| GE VERNOVA INC | Long | Equity-common | US | $17M | 95K | 0.20 |
| GEN DIGITAL INC | Long | Equity-common | US | $5M | 196K | 0.06 |
| GENERAC HOLDINGS INC | Long | Equity-common | US | $2M | 10K | 0.02 |
| GENERAL DYNAMICS CORPORATION | Long | Equity-common | US | $28M | 95K | 0.33 |
| GENERAL ELECTRIC CO | Long | Equity-common | US | $51M | 297K | 0.59 |
| GENERAL MILLS INC | Long | Equity-common | US | $13M | 196K | 0.16 |
| GENERAL MOTORS CO | Long | Equity-common | US | $17M | 394K | 0.21 |
| GENPACT LTD | Long | Equity-common | BM | $2M | 61K | 0.02 |
| GENTEX CORP | Long | Equity-common | US | $2M | 80K | 0.03 |
| GENUINE PARTS CO | Long | Equity-common | US | $7M | 48K | 0.08 |
| GILEAD SCIENCES INC | Long | Equity-common | US | $33M | 434K | 0.39 |
| GLOBAL PAYMENTS INC | Long | Equity-common | US | $9M | 88K | 0.11 |
| GLOBALFOUNDRIES INC | Long | Equity-common | KY | $2M | 34K | 0.02 |
| GLOBANT SA | Long | Equity-common | LU | $704K | 4K | 0.01 |
| GLOBE LIFE INC | Long | Equity-common | US | $3M | 32K | 0.04 |
| GLOBUS MEDICAL INC | Long | Equity-common | US | $3M | 39K | 0.03 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC (THE)) | Long | Equity-common | US | $41M | 80K | 0.48 |
| GRACO INC | Long | Equity-common | US | $5M | 58K | 0.06 |
| GRAIL INC | Long | Equity-common | US | $140K | 9K | 0.00 |
| GRAND CANYON EDUCATION INC | Long | Equity-common | US | $1M | 7K | 0.01 |
| GRAPHIC PACKAGING HOLDING CO | Long | Equity-common | US | $3M | 106K | 0.04 |
| GROCERY OUTLET HOLDING CORP | Long | Equity-common | US | $657K | 34K | 0.01 |
| GUIDEWIRE SOFTWARE INC | Long | Equity-common | US | $2M | 15K | 0.03 |
| GXO LOGISTICS INC | Long | Equity-common | US | $2M | 41K | 0.03 |
| HALLIBURTON CO | Long | Equity-common | US | $11M | 306K | 0.12 |
| HANOVER INSURANCE GROUP INC (HANOVER INS GROUP INC) | Long | Equity-common | US | $2M | 12K | 0.02 |
| HARLEY-DAVIDSON INC | Long | Equity-common | US | $2M | 42K | 0.02 |
| HARTFORD FINL SVCS GROUP INC | Long | Equity-common | US | $11M | 103K | 0.13 |
| HASBRO INC | Long | Equity-common | US | $392K | 6K | 0.00 |
| HASHICORP INC | Long | Equity-common | US | $247K | 7K | 0.00 |
| HAYWARD HOLDINGS INC | Long | Equity-common | US | $732K | 50K | 0.01 |
| HCA HEALTHCARE INC | Long | Equity-common | US | $18M | 51K | 0.22 |
| HEALTHCARE REALTY TRUST INC | Long | Equity-common | US | $2M | 132K | 0.03 |
| HEALTHPEAK PROPERTIES INC | Long | Equity-common | US | $5M | 246K | 0.06 |
| HENRY (JACK) and ASSOCIATES INC | Long | Equity-common | US | $4M | 25K | 0.05 |
| HENRY SCHEIN INC | Long | Equity-common | US | $3M | 44K | 0.04 |
| HERSHEY CO (THE) | Long | Equity-common | US | $9M | 44K | 0.10 |
| HESS CORP | Long | Equity-common | US | $5M | 34K | 0.06 |
| HEWLETT PACKARD ENTERPRISE CO | Long | Equity-common | US | $9M | 451K | 0.11 |
| HEXCEL CORPORATION | Long | Equity-common | US | $2M | 29K | 0.02 |
| HF SINCLAIR CORP | Long | Equity-common | US | $3M | 56K | 0.03 |
| HIGHWOODS PROPERTIES INC | Long | Equity-common | US | $1M | 36K | 0.01 |
| HILTON WORLDWIDE HOLDINGS INC | Long | Equity-common | US | $9M | 42K | 0.11 |
| HOLOGIC INC | Long | Equity-common | US | $7M | 80K | 0.08 |
| HOME DEPOT INC | Long | Equity-common | US | $26M | 70K | 0.30 |
| HONEYWELL INTL INC (HONEYWELL INTERNATIONAL INC) | Long | Equity-common | US | $39M | 191K | 0.46 |
| HORMEL FOODS CORP | Long | Equity-common | US | $3M | 101K | 0.04 |
| HOST HOTELS and RESORTS INC | Long | Equity-common | US | $4M | 242K | 0.05 |
| HOULIHAN LOKEY | Long | Equity-common | US | $2M | 16K | 0.03 |
| HOWARD HUGHES HOLDINGS INC | Long | Equity-common | US | $796K | 11K | 0.01 |
| HOWMET AEROSPACE INC | Long | Equity-common | US | $13M | 132K | 0.15 |
| HP INC | Long | Equity-common | US | $9M | 258K | 0.11 |
| HUBBELL INC | Long | Equity-common | US | $7M | 19K | 0.09 |
| HUMANA INC | Long | Equity-common | US | $15M | 42K | 0.18 |
| HUNT J B TRANSPORT SERVICES IN (HUNT (JB) TRANSPORT SERVICES) | Long | Equity-common | US | $5M | 29K | 0.06 |
| HUNTINGTON BANCSHARES INC (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $7M | 502K | 0.09 |
| HUNTINGTON INGALLS INDUSTRIES INC | Long | Equity-common | US | $4M | 14K | 0.05 |
| HUNTSMAN CORP | Long | Equity-common | US | $1M | 57K | 0.02 |
| HYATT HOTELS CORP CL A | Long | Equity-common | US | $2M | 13K | 0.02 |
| IAC INC | Long | Equity-common | US | $1M | 26K | 0.02 |
| IDACORP INC | Long | Equity-common | US | $2M | 18K | 0.02 |
| IDEX CORPORATION | Long | Equity-common | US | $5M | 26K | 0.06 |
| ILLINOIS TOOL WORKS INC | Long | Equity-common | US | $16M | 64K | 0.19 |
| ILLUMINA INC | Long | Equity-common | US | $7M | 55K | 0.08 |
| INCYTE CORP | Long | Equity-common | US | $4M | 61K | 0.05 |
| INFORMATICA INC | Long | Equity-common | US | $531K | 22K | 0.01 |
| INGERSOLL RAND INC | Long | Equity-common | US | $14M | 140K | 0.17 |
| INGREDION INC | Long | Equity-common | US | $3M | 23K | 0.03 |
| INTEL CORP | Long | Equity-common | US | $46M | 1M | 0.54 |
| INTERACTIVE BROKERS GROUP INC | Long | Equity-common | US | $4M | 36K | 0.05 |
| INTERCONTINENTAL EXCHANGE INC | Long | Equity-common | US | $30M | 197K | 0.35 |
| INTERNATIONAL FLAVORS and FRAGRA (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Equity-common | US | $9M | 89K | 0.10 |
| INTERNATIONAL PAPER CO | Long | Equity-common | US | $6M | 120K | 0.07 |
| INTERPUBLIC GROUP OF COS INC | Long | Equity-common | US | $4M | 131K | 0.05 |
| INTL BUS MACH CORP (IBM CORPORATION) | Long | Equity-common | US | $61M | 319K | 0.72 |
| INVESCO LTD | Long | Equity-common | BM | $2M | 127K | 0.03 |
| INVITATION HOMES INC | Long | Equity-common | US | $7M | 213K | 0.09 |
| IONIS PHARMACEUTICALS INC | Long | Equity-common | US | $177K | 4K | 0.00 |
| IPG PHOTONICS CORP | Long | Equity-common | US | $792K | 10K | 0.01 |
| IQVIA HOLDINGS INC | Long | Equity-common | US | $14M | 56K | 0.16 |
| IRIDIUM COMMUNICATIONS INC | Long | Equity-common | US | $1M | 38K | 0.01 |
| IRON MOUNTAIN INC | Long | Equity-common | US | $4M | 43K | 0.05 |
| ITT INC | Long | Equity-common | US | $4M | 29K | 0.05 |
| JABIL INC | Long | Equity-common | US | $4M | 37K | 0.05 |
| JACOBS SOLUTIONS INC | Long | Equity-common | US | $6M | 43K | 0.07 |
| JANUS HENDERSON GROUP PLC | Long | Equity-common | JE | $2M | 45K | 0.02 |
| JAZZ PHARMA PLC (JAZZ PHARMACEUTICALS PLC) | Long | Equity-common | IE | $2M | 21K | 0.03 |
| JEFFERIES FINANCIAL GROUP INC | Long | Equity-common | US | $3M | 45K | 0.03 |
| JM SMUCKER CO/THE | Long | Equity-common | US | $4M | 36K | 0.05 |
| JOHNSON and JOHNSON | Long | Equity-common | US | $132M | 839K | 1.56 |
| JOHNSON CONTROLS INTERNATIONAL PLC | Long | Equity-common | IE | $17M | 237K | 0.20 |
| JONES LANG LASALLE INC | Long | Equity-common | US | $3M | 11K | 0.03 |
| JPMORGAN CHASE and CO | Long | Equity-common | US | $212M | 996K | 2.49 |
| JUNIPER NETWORKS INC | Long | Equity-common | US | $4M | 112K | 0.05 |
| KBR INC | Long | Equity-common | US | $3M | 42K | 0.03 |
| KELLANOVA | Long | Equity-common | US | $5M | 91K | 0.06 |
| KEMPER CORP (KEMPER CORP DEL) | Long | Equity-common | US | $1M | 21K | 0.02 |
| KENVUE INC | Long | Equity-common | US | $12M | 665K | 0.14 |
| KEURIG DR PEPPER INC | Long | Equity-common | US | $13M | 368K | 0.15 |
| KEYCORP | Long | Equity-common | US | $5M | 321K | 0.06 |
| KEYSIGHT TECHNOLOGIES INC | Long | Equity-common | US | $8M | 61K | 0.10 |
| KILROY REALTY CORP | Long | Equity-common | US | $1M | 41K | 0.02 |
| KIMBERLY CLARK CORP (KIMBERLY-CLARK CORP) | Long | Equity-common | US | $9M | 69K | 0.11 |
| KIMCO REALTY CORPORATION | Long | Equity-common | US | $5M | 229K | 0.06 |
| KINDER MORGAN INC (KINDER MORGAN INC DEL) | Long | Equity-common | US | $14M | 674K | 0.17 |
| KIRBY CORP | Long | Equity-common | US | $2M | 20K | 0.03 |
| KKR and CO INC | Long | Equity-common | US | $21M | 167K | 0.24 |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | Long | Equity-common | US | $3M | 54K | 0.03 |
| KOHLS CORP | Long | Equity-common | US | $829K | 38K | 0.01 |
| KRAFT HEINZ CO | Long | Equity-common | US | $11M | 309K | 0.13 |
| KROGER CO | Long | Equity-common | US | $13M | 231K | 0.15 |
| KYNDRYL HOLDINGS INC | Long | Equity-common | US | $2M | 79K | 0.02 |
| L3HARRIS TECHNOLOGIES INC | Long | Equity-common | US | $15M | 66K | 0.18 |
| LABCORP HOLDINGS INC | Long | Equity-common | US | $6M | 29K | 0.07 |
| LAMAR ADVERTISING CO CL A | Long | Equity-common | US | $3M | 23K | 0.03 |
| LAMB WESTON HOLDINGS INC | Long | Equity-common | US | $2M | 34K | 0.02 |
| LANDSTAR SYSTEM INC | Long | Equity-common | US | $2M | 12K | 0.03 |
| LATTICE SEMICONDUCTOR CORP | Long | Equity-common | US | $335K | 6K | 0.00 |
| LAZARD INC CL A | Long | Equity-common | US | $118K | 2K | 0.00 |
| LEAR CORP NEW | Long | Equity-common | US | $2M | 20K | 0.03 |
| LEGGETT and PLATT INC | Long | Equity-common | US | $610K | 46K | 0.01 |
| LEIDOS HOLDINGS INC (LEIDOS HLDGS INC) | Long | Equity-common | US | $7M | 47K | 0.08 |
| LENNAR CORP CL A | Long | Equity-common | US | $15M | 84K | 0.17 |
| LENNAR CORP CL B | Long | Equity-common | US | $688K | 4K | 0.01 |
| LIBERTY BROADBAND CORP A | Long | Equity-common | US | $289K | 4K | 0.00 |
| LIBERTY BROADBAND CORP C | Long | Equity-common | US | $2M | 29K | 0.02 |
| LIBERTY GLOBAL LTD C | Long | Equity-common | BM | $1M | 60K | 0.01 |
| LIBERTY GLOBAL LTD CL A | Long | Equity-common | BM | $1M | 58K | 0.01 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL A (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $383K | 5K | 0.00 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $4M | 44K | 0.04 |
| LIBERTY MEDIA CORP LIBERTY LIVE CL C | Long | Equity-common | US | $627K | 16K | 0.01 |
| LIBERTY MEDIA CORP-LIBERTY LIVE CL A (LIBERTY MEDIA CORP LIBERTY LIVE) | Long | Equity-common | US | $262K | 7K | 0.00 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM | Long | Equity-common | US | $1M | 51K | 0.01 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM CL A | Long | Equity-common | US | $558K | 25K | 0.01 |
| LINCOLN ELECTRIC HLDGS INC (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $3M | 14K | 0.03 |
| LINCOLN NATIONAL CORP (LINCOLN NATIONAL CORP IND) | Long | Equity-common | US | $2M | 59K | 0.02 |
| LINDE PLC | Long | Equity-common | IE | $76M | 167K | 0.89 |
| LITHIA MOTORS INC CL A | Long | Equity-common | US | $3M | 9K | 0.03 |
| LITTELFUSE INC (LITTLEFUSE INC) | Long | Equity-common | US | $2M | 8K | 0.03 |
| LKQ CORP | Long | Equity-common | US | $4M | 92K | 0.05 |
| LOAR HOLDINGS INC | Long | Equity-common | US | $20K | 322 | 0.00 |
| LOCKHEED MARTIN CORP | Long | Equity-common | US | $27M | 50K | 0.32 |
| LOEWS CORP | Long | Equity-common | US | $5M | 63K | 0.06 |
| LOUISIANA PACIFIC CORP | Long | Equity-common | US | $664K | 7K | 0.01 |
| LOWES COS INC | Long | Equity-common | US | $49M | 199K | 0.57 |
| LUCID GROUP INC - A | Long | Equity-common | US | $1M | 309K | 0.01 |
| LUMENTUM HOLDINGS INC | Long | Equity-common | US | $1M | 23K | 0.01 |
| LYFT INC | Long | Equity-common | US | $471K | 39K | 0.01 |
| LYONDELLBASELL INDS CLASS A (LYONDELLBASELL INDS NV) | Long | Equity-common | NL | $9M | 90K | 0.11 |
| M and T BANK CORP | Long | Equity-common | US | $10M | 58K | 0.12 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | Long | Equity-common | US | $2M | 19K | 0.02 |
| MACYS INC | Long | Equity-common | US | $2M | 95K | 0.02 |
| MADISON SQUARE GARDEN SPORTS CORP | Long | Equity-common | US | $1M | 6K | 0.01 |
| MANPOWERGROUP INC | Long | Equity-common | US | $1M | 17K | 0.01 |
| MAPLEBEAR INC | Long | Equity-common | US | $2M | 60K | 0.02 |
| MARATHON OIL CORP | Long | Equity-common | US | $6M | 198K | 0.07 |
| MARATHON PETROLEUM CORP | Long | Equity-common | US | $22M | 122K | 0.25 |
| MARKEL GROUP INC | Long | Equity-common | US | $6M | 3K | 0.07 |
| MARKETAXESS HLDGS INC (MARKETAXESS HOLDINGS INC) | Long | Equity-common | US | $3M | 13K | 0.03 |
| MARRIOTT INTERNATIONAL INC A (MARRIOTT INTERNATIONAL INC/MD) | Long | Equity-common | US | $19M | 82K | 0.22 |
| MARRIOTT VACATIONS WORLD (MARRIOTT VACATIONS WORLDWIDE CORP) | Long | Equity-common | US | $1M | 12K | 0.01 |
| MARSH and MCLENNAN COS INC | Long | Equity-common | US | $33M | 148K | 0.39 |
| MARTIN MARIETTA MATERIALS INC | Long | Equity-common | US | $12M | 20K | 0.14 |
| MARVELL TECHNOLOGY INC | Long | Equity-common | US | $18M | 274K | 0.22 |
| MASCO CORPORATION | Long | Equity-common | US | $6M | 76K | 0.07 |
| MASIMO CORP | Long | Equity-common | US | $762K | 7K | 0.01 |
| MASTEC INC | Long | Equity-common | US | $2M | 22K | 0.03 |
| MATADOR RESOURCES COMPANY | Long | Equity-common | US | $2M | 38K | 0.03 |
| MATCH GROUP INC | Long | Equity-common | US | $4M | 92K | 0.04 |
| MATTEL INC | Long | Equity-common | US | $2M | 119K | 0.03 |
| MCCORMICK and CO INC NON-VTG | Long | Equity-common | US | $7M | 88K | 0.08 |
| MCDONALDS CORP | Long | Equity-common | US | $62M | 234K | 0.73 |
| MCKESSON CORP | Long | Equity-common | US | $16M | 26K | 0.19 |
| MDU RESOURCES GROUP INC | Long | Equity-common | US | $2M | 71K | 0.02 |
| MEDICAL PPTY TR INC (MEDICAL PROPERTIES TRUST INC) | Long | Equity-common | US | $994K | 207K | 0.01 |
| MEDTRONIC PLC | Long | Equity-common | IE | $37M | 462K | 0.44 |
| METLIFE INC | Long | Equity-common | US | $16M | 207K | 0.19 |
| METTLER-TOLEDO INTL INC | Long | Equity-common | US | $11M | 7K | 0.13 |
| MGIC INVESTMENT CORP | Long | Equity-common | US | $2M | 93K | 0.03 |
| MGM RESORTS INTERNATIONAL | Long | Equity-common | US | $4M | 85K | 0.04 |
| MICROCHIP TECHNOLOGY (MICROCHIP TECHNOLOGY INC) | Long | Equity-common | US | $16M | 184K | 0.19 |
| MICRON TECHNOLOGY INC | Long | Equity-common | US | $42M | 383K | 0.50 |
| MICROSTRATEGY INC CL A | Long | Equity-common | US | $8M | 5K | 0.10 |
| MID AMERICA APT CMNTY INC (MID-AMERICA APT CMNTYS INC) | Long | Equity-common | US | $6M | 40K | 0.07 |
| MIDDLEBY CORP | Long | Equity-common | US | $3M | 18K | 0.03 |
| MKS INSTRUMENTS INC | Long | Equity-common | US | $3M | 22K | 0.03 |
| MODERNA INC | Long | Equity-common | US | $13M | 112K | 0.16 |
| MOHAWK INDUSTRIES INC | Long | Equity-common | US | $3M | 18K | 0.03 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $3M | 7K | 0.03 |
| MOLSON COORS BEVERAGE CO B | Long | Equity-common | US | $3M | 61K | 0.04 |
| MONDELEZ INTL INC (MONDELEZ INTERNATIONAL INC) | Long | Equity-common | US | $32M | 465K | 0.37 |
| MONSTER BEVERAGE CORP (MONSTER BEVERAGE CORP NEW) | Long | Equity-common | US | $3M | 53K | 0.03 |
| MORGAN STANLEY | Long | Equity-common | US | $39M | 380K | 0.46 |
| MOSAIC CO NEW | Long | Equity-common | US | $3M | 111K | 0.04 |
| MOTOROLA SOLUTIONS INC | Long | Equity-common | US | $12M | 30K | 0.14 |
| MP MATERIALS CORP | Long | Equity-common | US | $614K | 45K | 0.01 |
| MSA SAFETY INC | Long | Equity-common | US | $2M | 13K | 0.03 |
| MSC INDUSTRIAL DIRECT CO CL A (MSC INDUSTRIAL DIRECT INC) | Long | Equity-common | US | $1M | 16K | 0.02 |
| MSCI INC | Long | Equity-common | US | $6M | 11K | 0.07 |
| NASDAQ INC | Long | Equity-common | US | $9M | 129K | 0.10 |
| NATIONAL FUEL GAS CO NJ | Long | Equity-common | US | $2M | 32K | 0.02 |
| NATIONAL STORAGE AFFILIATES TRUST | Long | Equity-common | US | $1M | 25K | 0.01 |
| NCINO INC | Long | Equity-common | US | $357K | 11K | 0.00 |
| NETAPP INC | Long | Equity-common | US | $5M | 40K | 0.06 |
| NEW FORTRESS ENERGY INC | Long | Equity-common | US | $212K | 11K | 0.00 |
| NEW YORK TIMES CO CL A | Long | Equity-common | US | $3M | 56K | 0.04 |
| NEWELL BRANDS INC | Long | Equity-common | US | $1M | 144K | 0.01 |
| NEWMARKET CORP | Long | Equity-common | US | $1M | 2K | 0.02 |
| NEWMONT CORP | Long | Equity-common | US | $20M | 401K | 0.23 |
| NEWS CORP NEW CL A | Long | Equity-common | US | $4M | 132K | 0.04 |
| NEWS CORP NEW CL B | Long | Equity-common | US | $1M | 40K | 0.01 |
| NEXSTAR MEDIA GROUP INC | Long | Equity-common | US | $1M | 7K | 0.01 |
| NEXTERA ENERGY INC | Long | Equity-common | US | $55M | 715K | 0.64 |
| NIKE INC CL B | Long | Equity-common | US | $12M | 160K | 0.14 |
| NISOURCE INC | Long | Equity-common | US | $5M | 156K | 0.06 |
| NNN REIT INC | Long | Equity-common | US | $3M | 63K | 0.03 |
| NORDSON CORP | Long | Equity-common | US | $5M | 20K | 0.06 |
| NORDSTROM INC | Long | Equity-common | US | $791K | 35K | 0.01 |
| NORFOLK SOUTHERN CORP | Long | Equity-common | US | $20M | 79K | 0.23 |
| NORTHERN TRUST CORP | Long | Equity-common | US | $6M | 70K | 0.07 |
| NORTHROP GRUMMAN CORP | Long | Equity-common | US | $23M | 49K | 0.28 |
| NOV INC (NATIONAL OILWELL VARCO INC) | Long | Equity-common | US | $3M | 137K | 0.03 |
| NRG ENERGY INC | Long | Equity-common | US | $3M | 44K | 0.04 |
| NUCOR CORP | Long | Equity-common | US | $14M | 83K | 0.16 |
| NUTANIX INC CL A | Long | Equity-common | US | $3M | 60K | 0.04 |
| NVENT ELECTRIC PLC | Long | Equity-common | IE | $4M | 57K | 0.05 |
| NVR INC | Long | Equity-common | US | $9M | 1K | 0.10 |
| O'REILLY AUTOMOTIVE INC (OREILLY AUTOMOTIVE INC) | Long | Equity-common | US | $2M | 2K | 0.02 |
| OCCIDENTAL PETROLEUM CORP | Long | Equity-common | US | $13M | 221K | 0.16 |
| OGE ENERGY CORP | Long | Equity-common | US | $3M | 69K | 0.03 |
| OKTA INC CL A | Long | Equity-common | US | $3M | 30K | 0.03 |
| OLD REPUBLIC INTL CORP | Long | Equity-common | US | $3M | 87K | 0.04 |
| OLIN CORP | Long | Equity-common | US | $2M | 41K | 0.02 |
| OLLIES BARGAIN OUTLET HOLDINGS INC (OLLIES BARGAIN OUTLET HLDGS INC) | Long | Equity-common | US | $2M | 21K | 0.02 |
| OMEGA HEALTHCARE INVESTORS INC | Long | Equity-common | US | $3M | 86K | 0.04 |
| OMNICOM GROUP INC | Long | Equity-common | US | $7M | 67K | 0.08 |
| ON SEMICONDUCTOR CORP | Long | Equity-common | US | $12M | 149K | 0.14 |
| ONEMAIN HOLDINGS INC (ONEMAIN HLDGS INC) | Long | Equity-common | US | $2M | 39K | 0.02 |
| ONEOK INC | Long | Equity-common | US | $17M | 203K | 0.20 |
| ONTO INNOVATION INC | Long | Equity-common | US | $2M | 13K | 0.03 |
| ORGANON and CO | Long | Equity-common | US | $2M | 89K | 0.02 |
| OSHKOSH CORP | Long | Equity-common | US | $2M | 23K | 0.03 |
| OTIS WORLDWIDE CORP | Long | Equity-common | US | $13M | 140K | 0.16 |
| OVINTIV INC | Long | Equity-common | US | $4M | 93K | 0.05 |
| OWENS CORNING INC (OWENS CORNING NEW) | Long | Equity-common | US | $6M | 30K | 0.07 |
| PACCAR INC | Long | Equity-common | US | $18M | 179K | 0.21 |
| PACKAGING CORP OF AMERICA | Long | Equity-common | US | $6M | 31K | 0.07 |
| PARAMOUNT GLOBAL CL A | Long | Equity-common | US | $92K | 4K | 0.00 |
| PARAMOUNT GLOBAL CL B | Long | Equity-common | US | $2M | 204K | 0.03 |
| PARK HOTELS and RESORTS INC | Long | Equity-common | US | $1M | 72K | 0.01 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $25M | 44K | 0.29 |
| PARSONS CORP | Long | Equity-common | US | $1M | 16K | 0.02 |
| PAYCHEX INC | Long | Equity-common | US | $9M | 72K | 0.11 |
| PAYCOM SOFTWARE INC | Long | Equity-common | US | $1M | 7K | 0.01 |
| PAYCOR HCM INC | Long | Equity-common | US | $283K | 23K | 0.00 |
| PAYPAL HLDGS INC | Long | Equity-common | US | $24M | 364K | 0.28 |
| PENN ENTERTAINMENT INC | Long | Equity-common | US | $1M | 52K | 0.01 |
| PENSKE AUTOMOTIVE GROUP INC | Long | Equity-common | US | $1M | 6K | 0.01 |
| PENTAIR PLC | Long | Equity-common | IE | $5M | 57K | 0.06 |
| PEPSICO INC | Long | Equity-common | US | $17M | 100K | 0.20 |
| PERFORMANCE FOOD GROUP CO | Long | Equity-common | US | $3M | 45K | 0.04 |
| PERMIAN RESOURCES CORP CL A | Long | Equity-common | US | $3M | 172K | 0.03 |
| PERRIGO CO PLC | Long | Equity-common | IE | $1M | 47K | 0.02 |
| PFIZER INC | Long | Equity-common | US | $60M | 2M | 0.71 |
| PG and E CORP | Long | Equity-common | US | $14M | 743K | 0.16 |
| PHILIP MORRIS INTL INC (PHILIP MORRIS INTERNATIONAL INC) | Long | Equity-common | US | $62M | 540K | 0.73 |
| PHILLIPS 66 | Long | Equity-common | US | $21M | 147K | 0.25 |
| PILGRIM'S PRIDE CORP NEW (PILGRIMS PRIDE CORP NEW) | Long | Equity-common | US | $537K | 13K | 0.01 |
| PINNACLE FINL PARTNERS INC | Long | Equity-common | US | $3M | 26K | 0.03 |
| PINNACLE WEST CAPITAL CORP | Long | Equity-common | US | $3M | 39K | 0.04 |
| PLANET FITNESS INC CL A | Long | Equity-common | US | $1M | 14K | 0.01 |
| PLAYTIKA HOLDING CORP | Long | Equity-common | US | $188K | 25K | 0.00 |
| PNC FINANCIAL SERVICES GRP INC | Long | Equity-common | US | $25M | 138K | 0.29 |
| POLARIS INC | Long | Equity-common | US | $2M | 18K | 0.02 |
| POPULAR INC | Long | Equity-common | PR | $2M | 22K | 0.03 |
| POST HOLDINGS INC | Long | Equity-common | US | $2M | 17K | 0.02 |
| PPG INDUSTRIES INC | Long | Equity-common | US | $10M | 81K | 0.12 |
| PPL CORPORATION | Long | Equity-common | US | $8M | 257K | 0.09 |
| PREMIER INC | Long | Equity-common | US | $866K | 41K | 0.01 |
| PRICE (T ROWE)GROUP INC (PRICE (T ROWE) GROUP INC) | Long | Equity-common | US | $9M | 76K | 0.10 |
| PRIMERICA INC | Long | Equity-common | US | $3M | 12K | 0.04 |
| PRINCIPAL FINL GROUP INC (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $7M | 81K | 0.08 |
| PROCTER and GAMBLE CO | Long | Equity-common | US | $102M | 637K | 1.21 |
| PROGRESSIVE CORP OHIO | Long | Equity-common | US | $7M | 32K | 0.08 |
| PROLOGIS INC REIT | Long | Equity-common | US | $40M | 321K | 0.48 |
| PROSPERITY BANCSHARES INC | Long | Equity-common | US | $2M | 31K | 0.03 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINL INC) | Long | Equity-common | US | $16M | 125K | 0.18 |
| PTC INC | Long | Equity-common | US | $3M | 16K | 0.03 |
| PUBLIC STORAGE | Long | Equity-common | US | $14M | 47K | 0.16 |
| PUBLIC SVC ENTERPRISE GRP INC (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $14M | 173K | 0.16 |
| PULTEGROUP INC (PULTE GROUP INC) | Long | Equity-common | US | $10M | 73K | 0.11 |
| PURE STORAGE INC CL A | Long | Equity-common | US | $771K | 13K | 0.01 |
| PVH CORP | Long | Equity-common | US | $2M | 20K | 0.02 |
| QIAGEN NV | Long | Equity-common | NL | $3M | 77K | 0.04 |
| QORVO INC | Long | Equity-common | US | $4M | 33K | 0.05 |
| QUALCOMM INC | Long | Equity-common | US | $4M | 24K | 0.05 |
| QUANTA SVCS INC | Long | Equity-common | US | $9M | 35K | 0.11 |
| QUANTUMSCAPE CORP A | Long | Equity-common | US | $785K | 121K | 0.01 |
| QUEST DIAGNOSTICS INC | Long | Equity-common | US | $5M | 39K | 0.06 |
| QUIDELORTHO CORP | Long | Equity-common | US | $736K | 19K | 0.01 |
| R1 RCM INC (R1 RCM INC.) | Long | Equity-common | US | $701K | 54K | 0.01 |
| RALPH LAUREN CORP | Long | Equity-common | US | $2M | 13K | 0.03 |
| RANGE RESOURCES CORP | Long | Equity-common | US | $3M | 82K | 0.03 |
| RAYMOND JAMES FINANCIAL INC. | Long | Equity-common | US | $8M | 66K | 0.09 |
| RAYONIER INC REIT | Long | Equity-common | US | $2M | 51K | 0.02 |
| RAYTHEON TECHNOLOGIES CORP | Long | Equity-common | US | $54M | 462K | 0.64 |
| RB GLOBAL INC | Long | Equity-common | CA | $5M | 64K | 0.06 |
| RBC BEARINGS INC | Long | Equity-common | US | $3M | 10K | 0.03 |
| REALTY INCOME CORP REIT | Long | Equity-common | US | $17M | 299K | 0.20 |
| REGAL REXNORD CORP | Long | Equity-common | US | $4M | 23K | 0.04 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORP(REIT)) | Long | Equity-common | US | $4M | 64K | 0.05 |
| REGENERON PHARMACEUTICALS INC | Long | Equity-common | US | $36M | 33K | 0.42 |
| REGIONS FINANCIAL CORP (REGIONS FINL CORP NEW) | Long | Equity-common | US | $7M | 319K | 0.08 |
| REINSURANCE GROUP OF AMERICA (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $5M | 23K | 0.06 |
| RELIANCE INC | Long | Equity-common | US | $6M | 20K | 0.07 |
| RENAISSANCERE HLDGS LTD (RENAISSANCERE HOLDINGS LTD) | Long | Equity-common | BM | $4M | 18K | 0.05 |
| REPLIGEN (REPLIGEN CORP) | Long | Equity-common | US | $3M | 17K | 0.03 |
| REPUBLIC SERVICES INC | Long | Equity-common | US | $14M | 71K | 0.16 |
| RESMED INC | Long | Equity-common | US | $8M | 37K | 0.09 |
| REVVITY INC | Long | Equity-common | US | $5M | 43K | 0.06 |
| REXFORD INDUSTRIAL REALTY INC (REXFORD INDL RLTY INC) | Long | Equity-common | US | $4M | 75K | 0.04 |
| REYNOLDS CONSUMER PRODUCTS INC | Long | Equity-common | US | $527K | 19K | 0.01 |
| RH | Long | Equity-common | US | $1M | 4K | 0.01 |
| RITHM CAPITAL CORP | Long | Equity-common | US | $2M | 168K | 0.02 |
| RIVIAN AUTOMOTIVE INC | Long | Equity-common | US | $5M | 286K | 0.06 |
| RLI CORP | Long | Equity-common | US | $2M | 14K | 0.02 |
| ROBERT HALF INC | Long | Equity-common | US | $2M | 35K | 0.03 |
| ROBINHOOD MARKETS INC | Long | Equity-common | US | $5M | 231K | 0.06 |
| ROCKET COS INC | Long | Equity-common | US | $778K | 48K | 0.01 |
| ROCKWELL AUTOMATION INC | Long | Equity-common | US | $10M | 36K | 0.12 |
| ROIVANT SCIENCES LTD | Long | Equity-common | BM | $1M | 122K | 0.02 |
| ROKU INC CLASS A | Long | Equity-common | US | $2M | 37K | 0.03 |
| ROPER TECHNOLOGIES INC | Long | Equity-common | US | $20M | 37K | 0.24 |
| ROSS STORES INC | Long | Equity-common | US | $13M | 88K | 0.15 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Equity-common | LR | $8M | 54K | 0.10 |
| ROYAL GOLD INC | Long | Equity-common | US | $3M | 23K | 0.04 |
| ROYALTY PHARMA PLC | Long | Equity-common | GB | $4M | 136K | 0.05 |
| RPM INTERNATIONAL INC | Long | Equity-common | US | $4M | 34K | 0.05 |
| RYDER SYSTEM INC | Long | Equity-common | US | $2M | 15K | 0.02 |
| S and P GLOBAL INC | Long | Equity-common | US | $53M | 109K | 0.62 |
| S and P MID 400 EMINI FUT SEP24 FAU4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $713K | – | 0.01 | |
| S and P500 EMINI FUT SEP24 ESU4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $109K | – | 0.00 | |
| SAIA INC | Long | Equity-common | US | $2M | 4K | 0.02 |
| SALESFORCE INC | Long | Equity-common | US | $13M | 50K | 0.15 |
| SBA COMMUNICATIONS CORP | Long | Equity-common | US | $8M | 37K | 0.10 |
| SCHLUMBERGER LTD | Long | Equity-common | CW | $24M | 497K | 0.28 |
| SCHNEIDER NATIONAL INC CL B | Long | Equity-common | US | $437K | 16K | 0.01 |
| SCHWAB CHARLES CORP | Long | Equity-common | US | $30M | 466K | 0.36 |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | Long | Equity-common | US | $2M | 18K | 0.03 |
| SCOTTS MIRACLE GRO CO (SCOTTS MIRACLE GRO CO (THE)) | Long | Equity-common | US | $1M | 15K | 0.01 |
| SEABOARD CORP | Long | Equity-common | US | $292K | 90 | 0.00 |
| SEALED AIR CORP | Long | Equity-common | US | $2M | 48K | 0.02 |
| SEI INV CORP (SEI INVESTMENTS CO) | Long | Equity-common | US | $2M | 35K | 0.03 |
| SEMPRA | Long | Equity-common | US | $18M | 220K | 0.21 |
| SENSATA TECHNOLOGIES HOLDING PLC | Long | Equity-common | GB | $2M | 52K | 0.02 |
| SENTINELONE INC | Long | Equity-common | US | $2M | 67K | 0.02 |
| SERVICE CORP INTERNATIONAL INC | Long | Equity-common | US | $4M | 50K | 0.05 |
| SHARKNINJA INC | Long | Equity-common | KY | $1M | 18K | 0.02 |
| SHERWIN WILLIAMS CO | Long | Equity-common | US | $3M | 7K | 0.03 |
| SILGAN HOLDINGS INC | Long | Equity-common | US | $1M | 29K | 0.02 |
| SIMON PPTY GROUP INC - REIT (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $13M | 84K | 0.15 |
| SIMPSON MANUFACTURING CO | Long | Equity-common | US | $3M | 13K | 0.03 |
| SIRIUS XM HLDGS INC | Long | Equity-common | US | $731K | 212K | 0.01 |
| SITEONE LANDSCAPE SUPPLY INC | Long | Equity-common | US | $1M | 10K | 0.02 |
| SKECHERS USA INC CL A | Long | Equity-common | US | $3M | 43K | 0.03 |
| SKYWORKS SOLUTIONS INC | Long | Equity-common | US | $6M | 56K | 0.07 |
| SLM CORP | Long | Equity-common | US | $2M | 76K | 0.02 |
| SMITH (AO) CORP | Long | Equity-common | US | $4M | 42K | 0.04 |
| SMURFIT WESTROCK PLC | Long | Equity-common | IE | $4M | 89K | 0.05 |
| SNAP-ON INCORPORATED (SNAP-ON TOOLS CORP) | Long | Equity-common | US | $5M | 18K | 0.06 |
| SOFI TECHNOLOGIES INC | Long | Equity-common | US | $2M | 301K | 0.03 |
| SOLVENTUM CORP | Long | Equity-common | US | $3M | 48K | 0.03 |
| SONOCO PRODUCTS CO | Long | Equity-common | US | $2M | 34K | 0.02 |
| SOTERA HEALTH CO | Long | Equity-common | US | $607K | 44K | 0.01 |
| SOUTHERN CO (SOUTHERN COMPANY) | Long | Equity-common | US | $32M | 381K | 0.37 |
| SOUTHWEST AIRLINES CO | Long | Equity-common | US | $6M | 208K | 0.07 |
| SOUTHWESTERN ENERGY CO | Long | Equity-common | US | $2M | 381K | 0.03 |
| SPECTRUM BRANDS HOLDINGS INC | Long | Equity-common | US | $859K | 10K | 0.01 |
| SPIRIT AEROSYSTEM HLD INC CL A (SPIRIT AEROSYSTEMS HLDGS INC) | Long | Equity-common | US | $1M | 35K | 0.02 |
| SS and C TECHNOLOGIES HOLDINGS INC (SS and C TECHNOLOGIES HLDGS INC) | Long | Equity-common | US | $5M | 75K | 0.06 |
| STAG INDUSTRIAL INC | Long | Equity-common | US | $3M | 63K | 0.03 |
| STANLEY BLACK and DECKER INC | Long | Equity-common | US | $6M | 53K | 0.07 |
| STARBUCKS CORP | Long | Equity-common | US | $7M | 88K | 0.08 |
| STARWOOD PROPERTY TRUST INC | Long | Equity-common | US | $2M | 103K | 0.02 |
| STATE STREET CORP | Long | Equity-common | US | $9M | 105K | 0.10 |
| STEEL DYNAMICS INC | Long | Equity-common | US | $7M | 52K | 0.08 |
| STERICYCLE INC | Long | Equity-common | US | $2M | 32K | 0.02 |
| STERIS PLC | Long | Equity-common | IE | $8M | 34K | 0.10 |
| STIFEL FINANCIAL CORP | Long | Equity-common | US | $3M | 34K | 0.04 |
| STRYKER CORP | Long | Equity-common | US | $29M | 88K | 0.34 |
| SUN COMMUNITIES INC - REIT | Long | Equity-common | US | $5M | 43K | 0.06 |
| SYNCHRONY FINANCIAL | Long | Equity-common | US | $7M | 139K | 0.08 |
| SYNOVUS FINANCIAL CORP. | Long | Equity-common | US | $2M | 51K | 0.03 |
| SYSCO CORP | Long | Equity-common | US | $5M | 66K | 0.06 |
| T-MOBILE US INC | Long | Equity-common | US | $31M | 168K | 0.36 |
| TAKE-TWO INTERACTV SOFTWR INC | Long | Equity-common | US | $9M | 58K | 0.10 |
| TAPESTRY INC | Long | Equity-common | US | $3M | 80K | 0.04 |
| TARGET CORP | Long | Equity-common | US | $24M | 161K | 0.28 |
| TD SYNNEX CORP | Long | Equity-common | US | $3M | 26K | 0.04 |
| TECHNIPFMC PLC | Long | Equity-common | GB | $4M | 149K | 0.05 |
| TELEDYNE TECHNOLOGIES INC | Long | Equity-common | US | $7M | 16K | 0.08 |
| TELEFLEX INC | Long | Equity-common | US | $4M | 16K | 0.04 |
| TENET HEALTHCARE CORP | Long | Equity-common | US | $5M | 34K | 0.06 |
| TERADYNE INC | Long | Equity-common | US | $619K | 5K | 0.01 |
| TETRA TECH INC (TETRA TECH INC NEW) | Long | Equity-common | US | $3M | 15K | 0.04 |
| TEXAS INSTRUMENTS INC (TEXAS INSTRUMENTS INC.) | Long | Equity-common | US | $57M | 278K | 0.67 |
| TEXTRON INC | Long | Equity-common | US | $6M | 66K | 0.07 |
| TFS FINANCIAL CORP | Long | Equity-common | US | $239K | 18K | 0.00 |
| THE BOOKING HOLDINGS INC (BOOKING HOLDINGS INC) | Long | Equity-common | US | $3M | 722 | 0.03 |
| THERMO FISHER SCIENTIFIC INC | Long | Equity-common | US | $81M | 133K | 0.96 |
| THOR INDUSTRIES INC | Long | Equity-common | US | $2M | 18K | 0.02 |
| TIMKEN CO | Long | Equity-common | US | $2M | 22K | 0.02 |
| TJX COMPANIES INC NEW | Long | Equity-common | US | $18M | 161K | 0.21 |
| TKO GROUP HOLDINGS INC | Long | Equity-common | US | $3M | 24K | 0.03 |
| TOLL BROTHERS INC (TOLL BROS INC) | Long | Equity-common | US | $5M | 36K | 0.06 |
| TOPBUILD CORP | Long | Equity-common | US | $5M | 10K | 0.06 |
| TORO CO | Long | Equity-common | US | $3M | 36K | 0.04 |
| TPG INC | Long | Equity-common | US | $1M | 22K | 0.01 |
| TRADEWEB MARKETS INC A | Long | Equity-common | US | $3M | 24K | 0.03 |
| TRANE TECHNOLOGIES PLC | Long | Equity-common | IE | $17M | 52K | 0.20 |
| TRANSDIGM GROUP INC | Long | Equity-common | US | $20M | 15K | 0.23 |
| TRANSUNION | Long | Equity-common | US | $6M | 64K | 0.07 |
| TRAVEL+LEISURE CO | Long | Equity-common | US | $1M | 24K | 0.01 |
| TRAVELERS COMPANIES INC (TRAVELERS COS INC) | Long | Equity-common | US | $17M | 79K | 0.20 |
| TRIMBLE INC | Long | Equity-common | US | $5M | 85K | 0.05 |
| TRIPADVISOR INC | Long | Equity-common | US | $626K | 35K | 0.01 |
| TRUIST FINL CORP (TRUIST FINANCIAL CORP) | Long | Equity-common | US | $21M | 464K | 0.24 |
| TRUMP MEDIA and TECHNOLOGY GROUP | Long | Equity-common | US | $217K | 8K | 0.00 |
| TWILIO INC CLASS A | Long | Equity-common | US | $3M | 49K | 0.03 |
| TYLER TECHNOLOGIES INC | Long | Equity-common | US | $1M | 2K | 0.01 |
| TYSON FOODS INC CL A | Long | Equity-common | US | $6M | 98K | 0.07 |
| U-HAUL HOLDING CO | Long | Equity-common | US | $1M | 19K | 0.01 |
| U-HAUL HOLDING CO | Long | Equity-common | US | $119K | 2K | 0.00 |
| UBIQUITI INC | Long | Equity-common | US | $146K | 786 | 0.00 |
| UDR INC | Long | Equity-common | US | $5M | 114K | 0.05 |
| UGI CORP NEW | Long | Equity-common | US | $2M | 73K | 0.02 |
| UIPATH INC A | Long | Equity-common | US | $233K | 19K | 0.00 |
| ULTA BEAUTY INC | Long | Equity-common | US | $814K | 2K | 0.01 |
| UNDER ARMOUR INC CL A | Long | Equity-common | US | $460K | 66K | 0.01 |
| UNDER ARMOUR INC CL C | Long | Equity-common | US | $450K | 66K | 0.01 |
| UNION PACIFIC CORP | Long | Equity-common | US | $27M | 110K | 0.32 |
| UNITED AIRLINES HOLDINGS INC | Long | Equity-common | US | $5M | 114K | 0.06 |
| UNITED PARCEL SERVICE INC CL B | Long | Equity-common | US | $33M | 253K | 0.39 |
| UNITED RENTALS INC | Long | Equity-common | US | $13M | 17K | 0.16 |
| UNITED STATES STEEL CORP | Long | Equity-common | US | $3M | 77K | 0.04 |
| UNITED THERAPEUTICS CORP DEL | Long | Equity-common | US | $5M | 15K | 0.06 |
| UNITEDHEALTH GROUP INC | Long | Equity-common | US | $172M | 298K | 2.02 |
| UNITY SOFTWARE INC | Long | Equity-common | US | $941K | 58K | 0.01 |
| UNIVERSAL DISPLAY CORP | Long | Equity-common | US | $2M | 8K | 0.02 |
| UNIVERSAL HEALTH SVCS INC CL B (UNIVERSAL HEALTH SERVICES INC) | Long | Equity-common | US | $4M | 20K | 0.05 |
| UNUM GROUP | Long | Equity-common | US | $4M | 66K | 0.04 |
| US BANCORP DEL | Long | Equity-common | US | $24M | 542K | 0.29 |
| US FOODS HOLDING CORP | Long | Equity-common | US | $4M | 80K | 0.05 |
| UST BILLS 0% 08/22/2024 | Long | Debt | US | $808K | – | 0.01 |
| UWM HOLDINGS CORP CL A | Long | Equity-common | US | $85K | 10K | 0.00 |
| VAIL RESORTS INC | Long | Equity-common | US | $383K | 2K | 0.00 |
| VALERO ENERGY CORP | Long | Equity-common | US | $18M | 113K | 0.22 |
| VALMONT INDUSTRIES INC | Long | Equity-common | US | $2M | 7K | 0.02 |
| VENTAS INC REIT | Long | Equity-common | US | $8M | 140K | 0.09 |
| VERALTO CORP | Long | Equity-common | US | $5M | 47K | 0.06 |
| VERISIGN INC | Long | Equity-common | US | $5M | 28K | 0.06 |
| VERIZON COMMUNICATIONS INC | Long | Equity-common | US | $59M | 1M | 0.70 |
| VERTEX PHARMACEUTICALS INC | Long | Equity-common | US | $22M | 45K | 0.26 |
| VESTIS (VESTIS CORP) | Long | Equity-common | US | $594K | 46K | 0.01 |
| VF CORP (VF CORPORATION) | Long | Equity-common | US | $2M | 122K | 0.02 |
| VIATRIS INC | Long | Equity-common | US | $5M | 412K | 0.06 |
| VICI PPTYS INC | Long | Equity-common | US | $11M | 362K | 0.13 |
| VIPER ENERGY INC | Long | Equity-common | US | $956K | 22K | 0.01 |
| VIRTU FINANCIAL INC- CL A | Long | Equity-common | US | $783K | 29K | 0.01 |
| VONTIER CORP W/I | Long | Equity-common | US | $2M | 54K | 0.02 |
| VORNADO REALTY TRUST | Long | Equity-common | US | $2M | 61K | 0.02 |
| VOYA FINANCIAL INC | Long | Equity-common | US | $3M | 35K | 0.03 |
| VULCAN MATERIALS CO | Long | Equity-common | US | $9M | 34K | 0.11 |
| WALGREENS BOOTS ALLIANCE INC | Long | Equity-common | US | $3M | 249K | 0.03 |
| WALMART INC | Long | Equity-common | US | $104M | 2M | 1.22 |
| WARNER BROS DISCOVERY INC | Long | Equity-common | US | $7M | 843K | 0.09 |
| WATERS CORP | Long | Equity-common | US | $3M | 8K | 0.03 |
| WATSCO INC | Long | Equity-common | US | $6M | 12K | 0.07 |
| WAYFAIR INC | Long | Equity-common | US | $2M | 32K | 0.02 |
| WEBSTER FINANCIAL (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $3M | 59K | 0.03 |
| WEC ENERGY GROUP INC | Long | Equity-common | US | $9M | 110K | 0.11 |
| WELLS FARGO and CO | Long | Equity-common | US | $72M | 1M | 0.85 |
| WELLTOWER INC | Long | Equity-common | US | $23M | 206K | 0.27 |
| WENDYS CO | Long | Equity-common | US | $517K | 31K | 0.01 |
| WESCO INTERNATIONAL INC | Long | Equity-common | US | $3M | 15K | 0.03 |
| WEST PHARMACEUTICAL SVCS INC | Long | Equity-common | US | $3M | 10K | 0.04 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATN) | Long | Equity-common | US | $3M | 37K | 0.04 |
| WESTERN DIGITAL CORP | Long | Equity-common | US | $8M | 113K | 0.09 |
| WESTERN UNION CO (WESTERN UNION CO/THE) | Long | Equity-common | US | $1M | 97K | 0.01 |
| WESTINGHOUSE AIR BRAKE TECH CORP | Long | Equity-common | US | $10M | 61K | 0.12 |
| WESTLAKE CORP | Long | Equity-common | US | $2M | 12K | 0.02 |
| WEX INC | Long | Equity-common | US | $2M | 13K | 0.03 |
| WEYERHAEUSER CO | Long | Equity-common | US | $8M | 253K | 0.09 |
| WHIRLPOOL CORP | Long | Equity-common | US | $2M | 18K | 0.02 |
| WHITE MOUNTAINS INS GROUP LTD | Long | Equity-common | BM | $2M | 867 | 0.02 |
| WILLIAMS COMPANIES INC (WILLIAMS COS INC) | Long | Equity-common | US | $18M | 423K | 0.21 |
| WILLIAMS-SONOMA INC | Long | Equity-common | US | $3M | 18K | 0.03 |
| WILLIS TOWERS WATSON PLC | Long | Equity-common | IE | $10M | 36K | 0.12 |
| WILLSCOT HOLDINGS CORP | Long | Equity-common | US | $2M | 45K | 0.02 |
| WINTRUST FINANCIAL CORP | Long | Equity-common | US | $2M | 21K | 0.03 |
| WOLFSPEED INC | Long | Equity-common | US | $816K | 43K | 0.01 |
| WOODWARD INC | Long | Equity-common | US | $3M | 21K | 0.04 |
| WP CAREY INC | Long | Equity-common | US | $4M | 75K | 0.05 |
| WW GRAINGER INC (GRAINGER (W.W.) INC) | Long | Equity-common | US | $2M | 2K | 0.02 |
| WYNDHAM HOTELS and RESORTS INC | Long | Equity-common | US | $2M | 25K | 0.02 |
| WYNN RESORTS LTD | Long | Equity-common | US | $3M | 33K | 0.03 |
| XCEL ENERGY INC | Long | Equity-common | US | $11M | 193K | 0.13 |
| XP INC CL A | Long | Equity-common | KY | $2M | 127K | 0.03 |
| XYLEM INC | Long | Equity-common | US | $11M | 84K | 0.13 |
| YETI HOLDINGS INC | Long | Equity-common | US | $857K | 21K | 0.01 |
| YUM BRANDS INC | Long | Equity-common | US | $8M | 60K | 0.09 |
| ZEBRA TECHNOLOGIES CORP CL A | Long | Equity-common | US | $5M | 14K | 0.06 |
| ZILLOW GROUP INC CL A | Long | Equity-common | US | $788K | 17K | 0.01 |
| ZILLOW GROUP INC CL C | Long | Equity-common | US | $3M | 55K | 0.03 |
| ZIMMER BIOMET HLDGS INC | Long | Equity-common | US | $8M | 71K | 0.09 |
| ZIONS BANCORP (ZIONS BANCORPORATION NA) | Long | Equity-common | US | $3M | 50K | 0.03 |
| ZOETIS INC CL A | Long | Equity-common | US | $5M | 28K | 0.06 |
| ZOOM VIDEO COMMUNICATIONS INC CL A | Long | Equity-common | US | $5M | 87K | 0.06 |
| ZOOMINFO TECHNOLOGIES INC | Long | Equity-common | US | $1M | 108K | 0.01 |
Address
Fidelity Salem Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
Elizabeth S Acton
Robert W Helm
Christine Thompson
Jennifer Toolin Mcauliffe
Carol J Zierhoffer
Mark A Murray
Robert F Gartland
Jonathan Chiel
Laura M Bishop
Ann E Dunwoody
Abigail Johnson
Michael E Kenneally
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
REFINITIV US HOLDINGS INC
INTERCONTINENTAL EXCHANGE INC
Custodians
NORTHERN TRUST CO CHICAGO
Standard Bank Namibia Limited
Standard Chartered Bank Tanzania Limited
HSBC BANK MALAYSIA BERHAD
Standard Chartered Bank Kenya Limited
Citibank Europe plc
HSBC Bank (Vietnam) Ltd
Citibank Europe Public Limited Company
Standard Chartered Bank Botswana Limited
Landsbankinn hf.
HSBC BANK OMAN SAOG
Standard Chartered Bank Uganda Limited
BNP Paribas SA
Standard Chartered Bank
UNICREDIT BANKA SLOVENIJA d.d.
HSBC Bank Bermuda Limited
Citibank National Association
STANBIC IBTC BANK PLC
Citibank NA LEI
Skandinaviska Enskilda Banken AB
Raiffeisen Bank International AG
HSBC BANK AUSTRALIA LIMITED
Standard Chartered Bank Zambia PLC
Unicredit Bank Austria AG
Bank Handlowy w Warszawie S.A.
BNP Paribas Securities Services SCA
The Standard Bank Of South Africa
Royal Bank of Canada
HSBC Singapore.
Citibank Europe plc
Citibank Europe plc
HSBC Saudi Arabia
Skandinaviska Enskilda Banken AB
UBS Switzerland AG (?UBS>).
HSBC Taiwan
CITI BANK A.S.
Banco Itau Uruguay S.A.
STANDARD BANK SWAZILAND LIMITED
Bank of Jordan
Union Internationale de Banques
HSBC BANK (CHINA) CO. LTD.
Skandinaviska Enskilda Banken AB
HSBC Bank Middle East Limited
Citibank Europe plc
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
AB SEB Bankas
Citibank Europe plc
Citibank Israel
Clearstream Banking S.A.
The Standard Bank of South Africa Limited SBSA
The Northern Trust Company
Skandinaviska Enskilda Banken AB
UniCredit Bank Czech Republic and Slovakia a.s.
Swedbank AS
Marocaine de Banques (Ste Generale)
Standard Chartered Bank Ghana Limited
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
MIZUHO FINANCIAL GROUP INC
GOLDMAN SACHS GROUP INC (THE)
BANK OF AMERICA CORPORATION
UBS GROUP AG
CANADIAN IMPERIAL BANK OF COMMERCE
MORGAN STANLEY
NOMURA HOLDINGS INC
BARCLAYS PLC
JEFFERIES FINANCIAL GROUP INC
MACQUARIE GROUP LTD