Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Flex Mid Cap Index Fund
$347.19M
Avg Monthly Net Assets
$459.74M
Total Assets
$3.81M
Total Liabilities
$455.93M
Net Assets
Fidelity Flex Mid Cap 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 $347.19M.
On September 25th, 2024 it reported 816 holdings, the largest
being Fidelity Revere Street Trust (0.8%), GALLAGHER (ARTHUR J.) and CO (0.5%) and AFLAC INC (0.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Flex Mid Cap Index Fund | C000177585 | FLAPX |
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 | $87K | 4K | 0.02 |
| AAON INC | Long | Equity-common | US | $244K | 3K | 0.05 |
| ACADIA HEALTHCARE CO INC | Long | Equity-common | US | $238K | 4K | 0.05 |
| ACUITY BRANDS INC | Long | Equity-common | US | $312K | 1K | 0.07 |
| ADT INC | Long | Equity-common | US | $91K | 12K | 0.02 |
| ADVANCE AUTO PARTS INC | Long | Equity-common | US | $152K | 2K | 0.03 |
| ADVANCED DRAINAGE SYSTEMS INC (ADVANCED DRAIN SYS INC DEL) | Long | Equity-common | US | $474K | 3K | 0.10 |
| AECOM | Long | Equity-common | US | $496K | 5K | 0.11 |
| AES CORP | Long | Equity-common | US | $509K | 29K | 0.11 |
| AFFILIATED MANAGERS GRP INC (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $239K | 1K | 0.05 |
| AFFIRM HOLDINGS INC | Long | Equity-common | US | $260K | 9K | 0.06 |
| AFLAC INC | Long | Equity-common | US | $2M | 23K | 0.48 |
| AGCO CORP | Long | Equity-common | US | $237K | 3K | 0.05 |
| AGILENT TECHNOLOGIES INC | Long | Equity-common | US | $2M | 12K | 0.37 |
| AGNC INVESTMENT CORP | Long | Equity-common | US | $280K | 28K | 0.06 |
| AGREE REALTY CORP | Long | Equity-common | US | $275K | 4K | 0.06 |
| AIR LEASE CORP CL A | Long | Equity-common | US | $209K | 4K | 0.05 |
| AKAMAI TECHNOLOGIES INC | Long | Equity-common | US | $597K | 6K | 0.13 |
| ALASKA AIR GROUP INC | Long | Equity-common | US | $190K | 5K | 0.04 |
| ALBEMARLE CORP (ALBEMARL CORP) | Long | Equity-common | US | $443K | 5K | 0.10 |
| ALBERTSONS COS INC | Long | Equity-common | US | $334K | 17K | 0.07 |
| ALCOA CORP | Long | Equity-common | US | $334K | 10K | 0.07 |
| ALEXANDRIA REAL ES EQ INC REIT (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Equity-common | US | $819K | 7K | 0.18 |
| ALIGN TECHNOLOGY INC | Long | Equity-common | US | $701K | 3K | 0.15 |
| ALLEGION PLC | Long | Equity-common | IE | $482K | 4K | 0.11 |
| ALLEGRO MICROSYSTEMS INC | Long | Equity-common | US | $73K | 3K | 0.02 |
| ALLIANT ENERGY CORPORATION | Long | Equity-common | US | $575K | 10K | 0.13 |
| ALLISON TRANSMISSION HLDGS INC | Long | Equity-common | US | $312K | 4K | 0.07 |
| ALLSTATE CORPORATION | Long | Equity-common | US | $2M | 11K | 0.40 |
| ALLY FINANCIAL INC | Long | Equity-common | US | $498K | 11K | 0.11 |
| ALNYLAM PHARMACEUTICALS INC | Long | Equity-common | US | $1M | 5K | 0.27 |
| AMCOR PLC | Long | Equity-common | JE | $611K | 58K | 0.13 |
| AMDOCS LTD (AMDOCS LIMITED) | Long | Equity-common | GG | $404K | 5K | 0.09 |
| AMEDISYS INC | Long | Equity-common | US | $127K | 1K | 0.03 |
| AMER SPORTS INC | Long | Equity-common | KY | $57K | 5K | 0.01 |
| AMEREN CORP | Long | Equity-common | US | $851K | 11K | 0.19 |
| AMERICAN AIRLINES GROUP INC (AMERICAN AIRLS GROUP INC) | Long | Equity-common | US | $281K | 26K | 0.06 |
| AMERICAN FINL GROUP INC OHIO | Long | Equity-common | US | $379K | 3K | 0.08 |
| AMERICAN HOMES 4 RENT | Long | Equity-common | US | $491K | 14K | 0.11 |
| AMERICAN WATER WRKS COMPANY (AMERICAN WATER WORKS CO INC) | Long | Equity-common | US | $1M | 8K | 0.25 |
| AMERICOLD REALTY TRUST | Long | Equity-common | US | $342K | 11K | 0.08 |
| AMERIPRISE FINANCIAL INC (AMERIPRISE FINL INC) | Long | Equity-common | US | $2M | 4K | 0.38 |
| AMETEK INC NEW | Long | Equity-common | US | $2M | 9K | 0.35 |
| AMKOR TECHNOLOGY INC | Long | Equity-common | US | $149K | 5K | 0.03 |
| ANNALY CAPITAL MGMT INC REIT (ANNALY CAPITAL MANAGEMENT INC) | Long | Equity-common | US | $402K | 20K | 0.09 |
| ANSYS INC | Long | Equity-common | US | $1M | 4K | 0.24 |
| ANTERO MIDSTREAM CORP | Long | Equity-common | US | $196K | 14K | 0.04 |
| ANTERO RES CORP (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $339K | 12K | 0.07 |
| APA CORP | Long | Equity-common | US | $455K | 15K | 0.10 |
| APELLIS PHARMACEUTICALS INC | Long | Equity-common | US | $167K | 4K | 0.04 |
| API GROUP CORP | Long | Equity-common | US | $347K | 9K | 0.08 |
| APPFOLIO INC - A | Long | Equity-common | US | $196K | 886 | 0.04 |
| APPLOVIN CORP | Long | Equity-common | US | $815K | 11K | 0.18 |
| APTARGROUP INC | Long | Equity-common | US | $391K | 3K | 0.09 |
| APTIV PLC | Long | Equity-common | JE | $762K | 11K | 0.17 |
| ARAMARK | Long | Equity-common | US | $362K | 11K | 0.08 |
| ARCH CAPITAL GROUP LTD | Long | Equity-common | BM | $1M | 15K | 0.31 |
| ARCHER DANIELS MIDLAND CO | Long | Equity-common | US | $1M | 20K | 0.27 |
| ARES MANAGEMENT CORP CL A | Long | Equity-common | US | $1M | 7K | 0.24 |
| ARMSTRONG WORLD INDUSTRIES INC | Long | Equity-common | US | $230K | 2K | 0.05 |
| ARROW ELECTRONICS INC | Long | Equity-common | US | $269K | 2K | 0.06 |
| ARTHUR J GALLAGHAR AND CO (GALLAGHER (ARTHUR J.) and CO) | Long | Equity-common | US | $2M | 9K | 0.54 |
| ASHLAND INC | Long | Equity-common | US | $195K | 2K | 0.04 |
| ASPEN TECHNOLOGY INC | Long | Equity-common | US | $204K | 1K | 0.04 |
| ASSURANT INC | Long | Equity-common | US | $367K | 2K | 0.08 |
| ASSURED GUARANTY LTD | Long | Equity-common | BM | $176K | 2K | 0.04 |
| ASTERA LABS INC | Long | Equity-common | US | $39K | 892 | 0.01 |
| ATI INC | Long | Equity-common | US | $337K | 5K | 0.07 |
| ATMOS ENERGY CORP | Long | Equity-common | US | $775K | 6K | 0.17 |
| AUTONATION INC (AUTONATION INC DEL) | Long | Equity-common | US | $198K | 1K | 0.04 |
| AVALONBAY COMMUNITIES INC REIT | Long | Equity-common | US | $1M | 6K | 0.26 |
| AVANGRID INC | Long | Equity-common | US | $102K | 3K | 0.02 |
| AVANTOR INC | Long | Equity-common | US | $732K | 27K | 0.16 |
| AVERY DENNISON CORP | Long | Equity-common | US | $700K | 3K | 0.15 |
| AVIS BUDGET GROUP (AVIS BUDGET GROUP INC) | Long | Equity-common | US | $70K | 693 | 0.02 |
| AVNET INC | Long | Equity-common | US | $195K | 4K | 0.04 |
| AXALTA COATING SYSTEMS LTD | Long | Equity-common | BM | $317K | 9K | 0.07 |
| AXIS CAPITAL HOLDINGS LTD | Long | Equity-common | BM | $237K | 3K | 0.05 |
| AXON ENTERPRISE INC | Long | Equity-common | US | $869K | 3K | 0.19 |
| AZEK CO INC (AZEK CO INC/THE) | Long | Equity-common | US | $260K | 6K | 0.06 |
| AZENTA INC | Long | Equity-common | US | $138K | 2K | 0.03 |
| BAKER HUGHES CO | Long | Equity-common | US | $2M | 40K | 0.34 |
| BALL CORP | Long | Equity-common | US | $801K | 13K | 0.18 |
| BANK OF NEW YORK MELLON CORP (BANK NEW YORK MELLON CORP) | Long | Equity-common | US | $2M | 30K | 0.43 |
| BANK OZK | Long | Equity-common | US | $200K | 4K | 0.04 |
| BATH and BODY WORKS INC | Long | Equity-common | US | $333K | 9K | 0.07 |
| BAXTER INTL INC (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $736K | 21K | 0.16 |
| BELLRING BRANDS INC | Long | Equity-common | US | $269K | 5K | 0.06 |
| BENTLEY SYS INC CL B (BENTLEY SYSTEMS INC) | Long | Equity-common | US | $275K | 6K | 0.06 |
| BERKLEY (WR) CORP (BERKLEY WR CORP) | Long | Equity-common | US | $690K | 13K | 0.15 |
| BERRY GLOBAL GROUP INC | Long | Equity-common | US | $307K | 5K | 0.07 |
| BEST BUY CO INC | Long | Equity-common | US | $752K | 9K | 0.16 |
| BILL HOLDINGS INC | Long | Equity-common | US | $206K | 4K | 0.05 |
| BIO RAD LABS CL A (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $264K | 779 | 0.06 |
| BIO TECHNE CORP | Long | Equity-common | US | $511K | 6K | 0.11 |
| BIOGEN INC | Long | Equity-common | US | $1M | 6K | 0.27 |
| BIOMARIN PHARMACEUTICAL INC | Long | Equity-common | US | $642K | 8K | 0.14 |
| BIRKENSTOCK HOLDING LTD | Long | Equity-common | JE | $94K | 2K | 0.02 |
| BJS WHSL CLUB HLDGS INC (BJS WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $468K | 5K | 0.10 |
| BLOCK H and R INC (H and R BLOCK INC) | Long | Equity-common | US | $324K | 6K | 0.07 |
| BLOCK INC CL A | Long | Equity-common | US | $1M | 22K | 0.30 |
| BLUE OWL CAPITAL INC A | Long | Equity-common | US | $386K | 20K | 0.08 |
| BOK FINANCIAL COMMON NEW (BOK FINANCIAL CORP) | Long | Equity-common | US | $94K | 916 | 0.02 |
| BOOZ ALLEN HAMILTON HLDG CL A (BOOZ ALLEN HAMILTON HOLDING CORP) | Long | Equity-common | US | $740K | 5K | 0.16 |
| BORGWARNER INC | Long | Equity-common | US | $327K | 9K | 0.07 |
| BOSTON BEER COMPANY CL A (BOSTON BEER COMPANY INC) | Long | Equity-common | US | $103K | 367 | 0.02 |
| BOYD GAMING CORP | Long | Equity-common | US | $168K | 3K | 0.04 |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC (BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL) | Long | Equity-common | US | $279K | 2K | 0.06 |
| BRIGHTHOUSE FINANCIAL INC | Long | Equity-common | US | $124K | 2K | 0.03 |
| BRIXMOR PPTY GROUP INC (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $308K | 12K | 0.07 |
| BROADRIDGE FINANCIAL SOL (BROADRIDGE FINL SOLUTIONS INC) | Long | Equity-common | US | $1M | 5K | 0.22 |
| BROOKFIELD PROPERTY PREFERRED LP 6.25% 07/26/81 PFD | Long | Equity-preferred | BM | $46.68 | 3 | 0.00 |
| BROOKFIELD RENEWABLE CORP | Long | Equity-common | CA | $153K | 5K | 0.03 |
| BROWN and BROWN INC | Long | Equity-common | US | $958K | 10K | 0.21 |
| BROWN FORMAN CORP CL A | Long | Equity-common | US | $90K | 2K | 0.02 |
| BROWN FORMAN CORP NON VTG CL B | Long | Equity-common | US | $313K | 7K | 0.07 |
| BRUKER CORP | Long | Equity-common | US | $290K | 4K | 0.06 |
| BRUNSWICK CORP | Long | Equity-common | US | $222K | 3K | 0.05 |
| BUILDERS FIRSTSOURCE (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $810K | 5K | 0.18 |
| BUNGE GLOBAL SA | Long | Equity-common | CH | $598K | 6K | 0.13 |
| BURLINGTON STORES INC | Long | Equity-common | US | $666K | 3K | 0.15 |
| BWX TECHNOLOGIES INC | Long | Equity-common | US | $366K | 4K | 0.08 |
| BXP INC | Long | Equity-common | US | $452K | 6K | 0.10 |
| C N A FINANCIAL CORP (CNA FINANCIAL CORP) | Long | Equity-common | US | $44K | 894 | 0.01 |
| CACI INTERNATIONAL INC | Long | Equity-common | US | $411K | 890 | 0.09 |
| CAESARS ENTERTAINMENT INC | Long | Equity-common | US | $347K | 9K | 0.08 |
| CAMDEN PROPERTY TRUST - REIT | Long | Equity-common | US | $462K | 4K | 0.10 |
| CAMPBELL SOUP CO | Long | Equity-common | US | $363K | 8K | 0.08 |
| CAPRI HOLDINGS LTD | Long | Equity-common | VG | $153K | 5K | 0.03 |
| CARDINAL HEALTH INC | Long | Equity-common | US | $990K | 10K | 0.22 |
| CARLISLE COS INC | Long | Equity-common | US | $803K | 2K | 0.18 |
| CARLYLE GROUP INC (THE) (CARLYLE GROUP INC/THE) | Long | Equity-common | US | $439K | 9K | 0.10 |
| CARMAX INC | Long | Equity-common | US | $535K | 6K | 0.12 |
| CARNIVAL CORP | Long | Equity-common | PA | $670K | 40K | 0.15 |
| CARTERS INC (CARTER INC) | Long | Equity-common | US | $87K | 1K | 0.02 |
| CARVANA CO CL A | Long | Equity-common | US | $566K | 4K | 0.12 |
| CASEY GENERAL STORES (CASEY'S GENERAL STORES INC) | Long | Equity-common | US | $579K | 1K | 0.13 |
| CATALENT INC | Long | Equity-common | US | $433K | 7K | 0.09 |
| CAVA GROUP INC | Long | Equity-common | US | $256K | 3K | 0.06 |
| CBOE GLOBAL MARKETS INC | Long | Equity-common | US | $781K | 4K | 0.17 |
| CBRE GROUP INC - CL A | Long | Equity-common | US | $1M | 12K | 0.30 |
| CCC INTELLIGENT SOLUTIONS HOLD CL A (CCC INTELLIGENT SOLUTIONS HOLDINGS INC) | Long | Equity-common | US | $184K | 18K | 0.04 |
| CDW CORPORATION | Long | Equity-common | US | $1M | 5K | 0.26 |
| CELANESE CORP (CELANESE CORP DEL) | Long | Equity-common | US | $634K | 4K | 0.14 |
| CELSIUS HOLDINGS INC | Long | Equity-common | US | $333K | 7K | 0.07 |
| CENCORA INC | Long | Equity-common | US | $2M | 7K | 0.35 |
| CENTENE CORP (CENTENE CORP DEL) | Long | Equity-common | US | $2M | 22K | 0.36 |
| CENTERPOINT ENERGY INC | Long | Equity-common | US | $709K | 26K | 0.16 |
| CEREVEL THERAPEUTICS HOLDINGS INC | Long | Equity-common | US | $125K | 3K | 0.03 |
| CERTARA INC | Long | Equity-common | US | $76K | 5K | 0.02 |
| CF INDUSTRIES HOLDINGS INC | Long | Equity-common | US | $577K | 8K | 0.13 |
| CH ROBINSON WORLDWIDE INC | Long | Equity-common | US | $412K | 5K | 0.09 |
| CHARLES RIVER LABS INTL INC (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Equity-common | US | $503K | 2K | 0.11 |
| CHARTER COMMUNICATIONS INC A | Long | Equity-common | US | $1M | 4K | 0.32 |
| CHEMED CORP | Long | Equity-common | US | $341K | 598 | 0.07 |
| CHEMOURS CO/ THE | Long | Equity-common | US | $145K | 6K | 0.03 |
| CHENIERE ENERGY INC | Long | Equity-common | US | $2M | 9K | 0.37 |
| CHESAPEAKE ENERGY CORP | Long | Equity-common | US | $404K | 5K | 0.09 |
| CHOICE HOTELS INTL INC (CHOICE HOTELS INTERNATIONAL INC) | Long | Equity-common | US | $148K | 1K | 0.03 |
| CHORD ENERGY CORP | Long | Equity-common | US | $428K | 2K | 0.09 |
| CHURCH and DWIGHT CO INC (CHURCH and DWIGHT INC) | Long | Equity-common | US | $964K | 10K | 0.21 |
| CHURCHILL DOWNS INC | Long | Equity-common | US | $403K | 3K | 0.09 |
| CIENA CORP | Long | Equity-common | US | $306K | 6K | 0.07 |
| CINCINNATI FINANCIAL CORP | Long | Equity-common | US | $806K | 6K | 0.18 |
| CIRRUS LOGIC INC (CIRRUS LOGIC INC.) | Long | Equity-common | US | $283K | 2K | 0.06 |
| CITIZENS FINANCIAL GROUP INC (CITIZENS FINANCIAL GRP INC) | Long | Equity-common | US | $786K | 18K | 0.17 |
| CIVITAS RESOURCES INC | Long | Equity-common | US | $281K | 4K | 0.06 |
| CLARIVATE PLC | Long | Equity-common | JE | $111K | 16K | 0.02 |
| CLEAN HARBORS INC | Long | Equity-common | US | $496K | 2K | 0.11 |
| CLEARWAY ENERGY INC | Long | Equity-common | US | $34K | 1K | 0.01 |
| CLEARWAY ENERGY INC CL C | Long | Equity-common | US | $88K | 3K | 0.02 |
| CLEVELAND-CLIFFS INC | Long | Equity-common | US | $289K | 19K | 0.06 |
| CLOROX CO | Long | Equity-common | US | $660K | 5K | 0.14 |
| CLOUDFLARE INC | Long | Equity-common | US | $937K | 12K | 0.21 |
| CMS ENERGY CORP | Long | Equity-common | US | $778K | 12K | 0.17 |
| CNH INDUSTRIAL NV | Long | Equity-common | NL | $375K | 35K | 0.08 |
| COCA COLA CONSOLIDATED INC | Long | Equity-common | US | $273K | 238 | 0.06 |
| COGNEX CORP | Long | Equity-common | US | $344K | 7K | 0.08 |
| COGNIZANT TECH SOLUTIONS CL A (COGNIZANT TECHNOLOGY SOLUTIONS CORP) | Long | Equity-common | US | $2M | 20K | 0.33 |
| COHERENT CORP | Long | Equity-common | US | $371K | 5K | 0.08 |
| COINBASE GLOBAL INC | Long | Equity-common | US | $2M | 8K | 0.39 |
| COLUMBIA BANKING SYSTEMS INC | Long | Equity-common | US | $219K | 8K | 0.05 |
| COLUMBIA SPORTSWEAR CO | Long | Equity-common | US | $110K | 1K | 0.02 |
| COMERICA INC | Long | Equity-common | US | $293K | 5K | 0.06 |
| COMFORT SYSTEMS USA INC | Long | Equity-common | US | $471K | 1K | 0.10 |
| COMMERCE BANCSHARES INC (COMMERCE BANCSHARES INC/MO) | Long | Equity-common | US | $311K | 5K | 0.07 |
| CONAGRA BRANDS INC | Long | Equity-common | US | $583K | 19K | 0.13 |
| CONCENTRIX CORP | Long | Equity-common | US | $135K | 2K | 0.03 |
| CONFLUENT INC | Long | Equity-common | US | $244K | 10K | 0.05 |
| CONSOLIDATED EDISON INC | Long | Equity-common | US | $1M | 14K | 0.30 |
| COOPER COMPANIES INC | Long | Equity-common | US | $735K | 8K | 0.16 |
| CORE and MAIN INC | Long | Equity-common | US | $358K | 7K | 0.08 |
| COREBRIDGE FINANCIAL INC | Long | Equity-common | US | $305K | 10K | 0.07 |
| CORNING INC | Long | Equity-common | US | $1M | 31K | 0.27 |
| CORPAY INC | Long | Equity-common | US | $814K | 3K | 0.18 |
| CORTEVA INC | Long | Equity-common | US | $2M | 28K | 0.35 |
| COSTAR GROUP INC | Long | Equity-common | US | $1M | 16K | 0.28 |
| COTERRA ENERGY INC | Long | Equity-common | US | $772K | 30K | 0.17 |
| COTY INC CL A | Long | Equity-common | US | $158K | 16K | 0.03 |
| COUPANG INC A | Long | Equity-common | US | $969K | 47K | 0.21 |
| COUSINS PROPERTIES INC | Long | Equity-common | US | $168K | 6K | 0.04 |
| CRANE CO | Long | Equity-common | US | $316K | 2K | 0.07 |
| CRANE NXT CO | Long | Equity-common | US | $124K | 2K | 0.03 |
| CREDIT ACCEPTANCE CORP | Long | Equity-common | US | $144K | 251 | 0.03 |
| CROCS INC | Long | Equity-common | US | $322K | 2K | 0.07 |
| CROWN CASTLE INC | Long | Equity-common | US | $2M | 18K | 0.42 |
| CROWN HOLDINGS INC | Long | Equity-common | US | $418K | 5K | 0.09 |
| CUBESMART | Long | Equity-common | US | $429K | 9K | 0.09 |
| CULLEN FROST BANKERS INC (CULLEN/FROST BANKERS INC) | Long | Equity-common | US | $277K | 2K | 0.06 |
| CUMMINS INC | Long | Equity-common | US | $2M | 6K | 0.35 |
| CURTISS WRIGHT CORPORATION (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $453K | 2K | 0.10 |
| DARDEN RESTAURANTS INC | Long | Equity-common | US | $702K | 5K | 0.15 |
| DARLING INGREDIENTS INC | Long | Equity-common | US | $254K | 6K | 0.06 |
| DATADOG INC CL A | Long | Equity-common | US | $1M | 12K | 0.31 |
| DAVITA INC | Long | Equity-common | US | $278K | 2K | 0.06 |
| DAYFORCE INC | Long | Equity-common | US | $354K | 6K | 0.08 |
| DECKERS OUTDOOR CORP | Long | Equity-common | US | $950K | 1K | 0.21 |
| DELTA AIR INC (DELTA AIRLINES INC) | Long | Equity-common | US | $1M | 26K | 0.25 |
| DENTSPLY SIRONA INC | Long | Equity-common | US | $226K | 8K | 0.05 |
| DEVON ENERGY CORP (DEVON ENERGY CORP NEW) | Long | Equity-common | US | $1M | 25K | 0.26 |
| DEXCOM INC | Long | Equity-common | US | $1M | 16K | 0.24 |
| DIAMONDBACK ENERGY INC | Long | Equity-common | US | $1M | 7K | 0.32 |
| DICKS SPORTING GOODS INC | Long | Equity-common | US | $497K | 2K | 0.11 |
| DIGITAL REALTY TRUST INC | Long | Equity-common | US | $2M | 13K | 0.43 |
| DILLARDS INC CL A | Long | Equity-common | US | $49K | 124 | 0.01 |
| DISCOVER FIN SVCS (DISCOVER FINANCIAL SVS) | Long | Equity-common | US | $1M | 10K | 0.32 |
| DOCUSIGN INC | Long | Equity-common | US | $454K | 8K | 0.10 |
| DOLBY LABORATORIES INC CL A | Long | Equity-common | US | $186K | 2K | 0.04 |
| DOLLAR GENERAL CORP (DOLLAR GEN CORP NEW) | Long | Equity-common | US | $1M | 9K | 0.23 |
| DOLLAR TREE INC | Long | Equity-common | US | $863K | 8K | 0.19 |
| DOMINOS PIZZA INC | Long | Equity-common | US | $601K | 1K | 0.13 |
| DONALDSON CO INC (DONALDSON INC) | Long | Equity-common | US | $362K | 5K | 0.08 |
| DOUBLEVERIFY HOLDINGS INC | Long | Equity-common | US | $123K | 6K | 0.03 |
| DOVER CORP | Long | Equity-common | US | $1M | 6K | 0.22 |
| DOW INC | Long | Equity-common | US | $2M | 28K | 0.34 |
| DOXIMITY INC | Long | Equity-common | US | $135K | 5K | 0.03 |
| DR HORTON INC | Long | Equity-common | US | $2M | 12K | 0.47 |
| DRAFTKINGS HOLDINGS INC | Long | Equity-common | US | $662K | 18K | 0.15 |
| DROPBOX INC CL A | Long | Equity-common | US | $240K | 10K | 0.05 |
| DT MIDSTREAM INC | Long | Equity-common | US | $295K | 4K | 0.06 |
| DTE ENERGY CO | Long | Equity-common | US | $1M | 8K | 0.22 |
| DUN and BRADSTREET HOLDINGS IN (DUN and BRADSTREET HOLDINGS INC) | Long | Equity-common | US | $133K | 12K | 0.03 |
| DUOLINGO INC | Long | Equity-common | US | $254K | 1K | 0.06 |
| DUPONT DE NEMOURS INC | Long | Equity-common | US | $1M | 17K | 0.31 |
| DUTCH BROS INC | Long | Equity-common | US | $141K | 4K | 0.03 |
| DXC TECHNOLOGY CO | Long | Equity-common | US | $149K | 7K | 0.03 |
| DYNATRACE INC | Long | Equity-common | US | $461K | 10K | 0.10 |
| EAGLE MATERIALS INC (EAGLE MATLS INC) | Long | Equity-common | US | $374K | 1K | 0.08 |
| EAST WEST BANCORP INC | Long | Equity-common | US | $489K | 6K | 0.11 |
| EASTGROUP PPTYS INC (EASTGROUP PROPERTIES INC) | Long | Equity-common | US | $360K | 2K | 0.08 |
| EASTMAN CHEMICAL CO | Long | Equity-common | US | $487K | 5K | 0.11 |
| EBAY INC | Long | Equity-common | US | $1M | 20K | 0.25 |
| EDISON INTL (EDISON INTERNATIONAL) | Long | Equity-common | US | $1M | 15K | 0.27 |
| ELANCO ANIMAL HEALTH INC | Long | Equity-common | US | $259K | 20K | 0.06 |
| ELASTIC NV | Long | Equity-common | NL | $360K | 3K | 0.08 |
| ELECTRONIC ARTS INC | Long | Equity-common | US | $2M | 11K | 0.36 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $243K | 9K | 0.05 |
| ELF BEAUTY INC | Long | Equity-common | US | $368K | 2K | 0.08 |
| EMCOR GROUP INC | Long | Equity-common | US | $704K | 2K | 0.15 |
| ENCOMPASS HEALTH CORP | Long | Equity-common | US | $371K | 4K | 0.08 |
| ENOVIS CORP | Long | Equity-common | US | $104K | 2K | 0.02 |
| ENPHASE ENERGY INC | Long | Equity-common | US | $612K | 5K | 0.13 |
| ENTEGRIS INC | Long | Equity-common | US | $718K | 6K | 0.16 |
| ENTERGY CORP (ENTERGY CORP NEW) | Long | Equity-common | US | $997K | 9K | 0.22 |
| ENTERTAINMENT PPTYS TR (EPR PROPERTIES) | Long | Equity-common | US | $136K | 3K | 0.03 |
| ENVISTA HOLDINGS CORP (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $118K | 7K | 0.03 |
| EPAM SYSTEMS INC | Long | Equity-common | US | $482K | 2K | 0.11 |
| EQT CORPORATION | Long | Equity-common | US | $820K | 24K | 0.18 |
| EQUIFAX INC | Long | Equity-common | US | $1M | 5K | 0.30 |
| EQUITABLE HOLDINGS INC | Long | Equity-common | US | $575K | 13K | 0.13 |
| EQUITY LIFESTYLE PPTYS INC (EQUITY LIFESTYLE PROPERTIES INC) | Long | Equity-common | US | $510K | 7K | 0.11 |
| EQUITY RESIDENTIAL REIT | Long | Equity-common | US | $1M | 15K | 0.23 |
| ESAB CORP | Long | Equity-common | US | $232K | 2K | 0.05 |
| ESSENTIAL UTILITIES INC | Long | Equity-common | US | $413K | 10K | 0.09 |
| ESSEX PROPERTY TRUST INC | Long | Equity-common | US | $716K | 3K | 0.16 |
| ETSY INC | Long | Equity-common | US | $306K | 5K | 0.07 |
| EURONET WORLDWIDE INC | Long | Equity-common | US | $177K | 2K | 0.04 |
| EVERCORE INC A | Long | Equity-common | US | $362K | 1K | 0.08 |
| EVEREST GROUP LTD | Long | Equity-common | BM | $682K | 2K | 0.15 |
| EVERGY INC | Long | Equity-common | US | $521K | 9K | 0.11 |
| EVERSOURCE ENERGY | Long | Equity-common | US | $919K | 14K | 0.20 |
| EXACT SCIENCES CORP | Long | Equity-common | US | $336K | 7K | 0.07 |
| EXELIXIS INC | Long | Equity-common | US | $271K | 12K | 0.06 |
| EXELON CORP | Long | Equity-common | US | $2M | 40K | 0.33 |
| EXPEDIA INC (EXPEDIA GROUP INC) | Long | Equity-common | US | $651K | 5K | 0.14 |
| EXPEDITORS INTL OF WASH INC (EXPEDITORS INTERNATIONAL OF WASHINGTON INC) | Long | Equity-common | US | $710K | 6K | 0.16 |
| EXTRA SPACE STORAGE INC | Long | Equity-common | US | $1M | 8K | 0.30 |
| F5 INC | Long | Equity-common | US | $480K | 2K | 0.11 |
| FACTSET RESEARCH SYSTEMS INC | Long | Equity-common | US | $633K | 2K | 0.14 |
| FAIR ISAAC CORP (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $2M | 969 | 0.34 |
| FASTENAL CO | Long | Equity-common | US | $2M | 23K | 0.36 |
| FEDERAL REALTY INVESTMENT TR | Long | Equity-common | US | $371K | 3K | 0.08 |
| FERGUSON PLC | Long | Equity-common | JE | $2M | 8K | 0.40 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $424K | 424K | 0.09 |
| FIDELITY NATIONAL FINL INC (FIDELITY NATIONAL FINANCIAL INC) | Long | Equity-common | US | $580K | 10K | 0.13 |
| FIDELITY NATL INFORM SVCS INC (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Equity-common | US | $2M | 23K | 0.38 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $4M | 4M | 0.84 |
| FIFTH THIRD BANCORP | Long | Equity-common | US | $1M | 28K | 0.26 |
| FIRST AMERICAN FINANCIAL CORP (FIRST AMERN FINL CORP) | Long | Equity-common | US | $244K | 4K | 0.05 |
| FIRST CITIZENS BANCSHARES INC CL A (FIRST CITIZENS BANCSHARES INC/NC) | Long | Equity-common | US | $1M | 483 | 0.22 |
| FIRST HAWAIIAN INC | Long | Equity-common | US | $129K | 5K | 0.03 |
| FIRST HORIZON CORP | Long | Equity-common | US | $368K | 22K | 0.08 |
| FIRST INDUSTRIAL REALTY TRUST (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $291K | 5K | 0.06 |
| FIRST SOLAR INC | Long | Equity-common | US | $929K | 4K | 0.20 |
| FIRSTENERGY CORP | Long | Equity-common | US | $973K | 23K | 0.21 |
| FIVE BELOW INC | Long | Equity-common | US | $159K | 2K | 0.03 |
| FIVE9 INC | Long | Equity-common | US | $132K | 3K | 0.03 |
| FLOOR and DECOR HOLDINGS INC | Long | Equity-common | US | $415K | 4K | 0.09 |
| FLOWERS FOODS INC | Long | Equity-common | US | $170K | 8K | 0.04 |
| FLOWSERVE CORP | Long | Equity-common | US | $268K | 5K | 0.06 |
| FMC CORP NEW | Long | Equity-common | US | $293K | 5K | 0.06 |
| FNB CORP PA | Long | Equity-common | US | $220K | 14K | 0.05 |
| FORTIVE CORP | Long | Equity-common | US | $1M | 14K | 0.22 |
| FORTREA HOLDINGS INC | Long | Equity-common | US | $99K | 4K | 0.02 |
| FORTUNE BRANDS INNOVATIONS INC | Long | Equity-common | US | $406K | 5K | 0.09 |
| FOX CORP CL A (FOX CORPORATION) | Long | Equity-common | US | $364K | 10K | 0.08 |
| FOX CORPORATION B | Long | Equity-common | US | $189K | 5K | 0.04 |
| FRANKLIN RESOURCES INC | Long | Equity-common | US | $263K | 11K | 0.06 |
| FRESHPET INC | Long | Equity-common | US | $228K | 2K | 0.05 |
| FRONTIER COMMUNICATIONS PARENT INC | Long | Equity-common | US | $290K | 10K | 0.06 |
| FTI CONSULTING INC | Long | Equity-common | US | $309K | 1K | 0.07 |
| GAMESTOP CORP CL A (GAMESTOP CORP NEW) | Long | Equity-common | US | $246K | 11K | 0.05 |
| GAMING AND LEISURE PROPRTI INC (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $527K | 11K | 0.12 |
| GAP INC | Long | Equity-common | US | $190K | 8K | 0.04 |
| GARMIN LTD | Long | Equity-common | CH | $1M | 6K | 0.23 |
| GARTNER INC | Long | Equity-common | US | $2M | 3K | 0.33 |
| GATES INDUSTRIAL CORP PLC | Long | Equity-common | GB | $154K | 8K | 0.03 |
| GCI LIBERTY INC CL A ESCROW LINE | Long | Equity-common | US | $0.02 | 2K | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC WI | Long | Equity-common | US | $1M | 17K | 0.32 |
| GEN DIGITAL INC | Long | Equity-common | US | $590K | 23K | 0.13 |
| GENERAC HOLDINGS INC | Long | Equity-common | US | $370K | 2K | 0.08 |
| GENERAL MILLS INC | Long | Equity-common | US | $2M | 23K | 0.34 |
| GENPACT LTD | Long | Equity-common | BM | $246K | 7K | 0.05 |
| GENTEX CORP | Long | Equity-common | US | $290K | 9K | 0.06 |
| GENUINE PARTS CO | Long | Equity-common | US | $825K | 6K | 0.18 |
| GITLAB INC CL A | Long | Equity-common | US | $245K | 5K | 0.05 |
| GLOBAL PAYMENTS INC | Long | Equity-common | US | $1M | 10K | 0.23 |
| GLOBALFOUNDRIES INC | Long | Equity-common | KY | $202K | 4K | 0.04 |
| GLOBANT SA | Long | Equity-common | LU | $330K | 2K | 0.07 |
| GLOBE LIFE INC | Long | Equity-common | US | $347K | 4K | 0.08 |
| GLOBUS MEDICAL INC | Long | Equity-common | US | $325K | 5K | 0.07 |
| GODADDY INC CL A | Long | Equity-common | US | $829K | 6K | 0.18 |
| GRACO INC | Long | Equity-common | US | $573K | 7K | 0.13 |
| GRAIL INC | Long | Equity-common | US | $17K | 1K | 0.00 |
| GRAND CANYON EDUCATION INC | Long | Equity-common | US | $184K | 1K | 0.04 |
| GRAPHIC PACKAGING HOLDING CO | Long | Equity-common | US | $369K | 12K | 0.08 |
| GROCERY OUTLET HOLDING CORP | Long | Equity-common | US | $76K | 4K | 0.02 |
| GUIDEWIRE SOFTWARE INC | Long | Equity-common | US | $495K | 3K | 0.11 |
| GXO LOGISTICS INC | Long | Equity-common | US | $265K | 5K | 0.06 |
| HALLIBURTON CO | Long | Equity-common | US | $1M | 36K | 0.27 |
| HANOVER INSURANCE GROUP INC (HANOVER INS GROUP INC) | Long | Equity-common | US | $198K | 1K | 0.04 |
| HARLEY-DAVIDSON INC | Long | Equity-common | US | $183K | 5K | 0.04 |
| HARTFORD FINL SVCS GROUP INC | Long | Equity-common | US | $1M | 12K | 0.29 |
| HASBRO INC | Long | Equity-common | US | $361K | 6K | 0.08 |
| HASHICORP INC | Long | Equity-common | US | $131K | 4K | 0.03 |
| HAYWARD HOLDINGS INC | Long | Equity-common | US | $85K | 6K | 0.02 |
| HEALTHCARE REALTY TRUST INC | Long | Equity-common | US | $271K | 15K | 0.06 |
| HEALTHPEAK PROPERTIES INC | Long | Equity-common | US | $624K | 29K | 0.14 |
| HEICO CORP (HEICO CORP NEW) | Long | Equity-common | US | $428K | 2K | 0.09 |
| HEICO CORP CL A (HEICO CORP NEW) | Long | Equity-common | US | $624K | 3K | 0.14 |
| HENRY (JACK) and ASSOCIATES INC | Long | Equity-common | US | $502K | 3K | 0.11 |
| HENRY SCHEIN INC | Long | Equity-common | US | $371K | 5K | 0.08 |
| HERSHEY CO (THE) | Long | Equity-common | US | $1M | 6K | 0.26 |
| HESS CORP | Long | Equity-common | US | $2M | 11K | 0.38 |
| HEWLETT PACKARD ENTERPRISE CO | Long | Equity-common | US | $1M | 52K | 0.23 |
| HEXCEL CORPORATION | Long | Equity-common | US | $221K | 3K | 0.05 |
| HF SINCLAIR CORP | Long | Equity-common | US | $336K | 7K | 0.07 |
| HIGHWOODS PROPERTIES INC | Long | Equity-common | US | $130K | 4K | 0.03 |
| HILTON WORLDWIDE HOLDINGS INC | Long | Equity-common | US | $2M | 10K | 0.47 |
| HOLOGIC INC | Long | Equity-common | US | $760K | 9K | 0.17 |
| HORMEL FOODS CORP | Long | Equity-common | US | $375K | 12K | 0.08 |
| HOST HOTELS and RESORTS INC | Long | Equity-common | US | $492K | 28K | 0.11 |
| HOULIHAN LOKEY | Long | Equity-common | US | $311K | 2K | 0.07 |
| HOWARD HUGHES HOLDINGS INC | Long | Equity-common | US | $95K | 1K | 0.02 |
| HOWMET AEROSPACE INC | Long | Equity-common | US | $2M | 16K | 0.34 |
| HP INC | Long | Equity-common | US | $1M | 39K | 0.31 |
| HUBBELL INC | Long | Equity-common | US | $854K | 2K | 0.19 |
| HUBSPOT INC | Long | Equity-common | US | $980K | 2K | 0.21 |
| HUMANA INC | Long | Equity-common | US | $2M | 5K | 0.39 |
| HUNT J B TRANSPORT SERVICES IN (HUNT (JB) TRANSPORT SERVICES) | Long | Equity-common | US | $580K | 3K | 0.13 |
| HUNTINGTON BANCSHARES INC (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $870K | 58K | 0.19 |
| HUNTINGTON INGALLS INDUSTRIES INC | Long | Equity-common | US | $446K | 2K | 0.10 |
| HUNTSMAN CORP | Long | Equity-common | US | $158K | 7K | 0.03 |
| HYATT HOTELS CORP CL A | Long | Equity-common | US | $260K | 2K | 0.06 |
| IAC INC | Long | Equity-common | US | $158K | 3K | 0.03 |
| IDACORP INC | Long | Equity-common | US | $199K | 2K | 0.04 |
| IDEX CORPORATION | Long | Equity-common | US | $637K | 3K | 0.14 |
| IDEXX LABS INC (IDEXX LABORATORIES INC) | Long | Equity-common | US | $2M | 3K | 0.35 |
| ILLUMINA INC | Long | Equity-common | US | $788K | 6K | 0.17 |
| INCYTE CORP | Long | Equity-common | US | $486K | 7K | 0.11 |
| INFORMATICA INC | Long | Equity-common | US | $62K | 3K | 0.01 |
| INGERSOLL RAND INC | Long | Equity-common | US | $2M | 16K | 0.36 |
| INGREDION INC | Long | Equity-common | US | $328K | 3K | 0.07 |
| INSPIRE MEDICAL SYSTEMS INC | Long | Equity-common | US | $169K | 1K | 0.04 |
| INSULET CORP | Long | Equity-common | US | $547K | 3K | 0.12 |
| INTERACTIVE BROKERS GROUP INC | Long | Equity-common | US | $500K | 4K | 0.11 |
| INTERNATIONAL FLAVORS and FRAGRA (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Equity-common | US | $1M | 10K | 0.22 |
| INTERNATIONAL PAPER CO | Long | Equity-common | US | $649K | 14K | 0.14 |
| INTERPUBLIC GROUP OF COS INC | Long | Equity-common | US | $489K | 15K | 0.11 |
| INTRA-CELLULAR THERAPIES INC | Long | Equity-common | US | $327K | 4K | 0.07 |
| INVESCO LTD | Long | Equity-common | BM | $254K | 15K | 0.06 |
| INVITATION HOMES INC | Long | Equity-common | US | $870K | 25K | 0.19 |
| IONIS PHARMACEUTICALS INC | Long | Equity-common | US | $289K | 6K | 0.06 |
| IPG PHOTONICS CORP | Long | Equity-common | US | $92K | 1K | 0.02 |
| IQVIA HOLDINGS INC | Long | Equity-common | US | $2M | 7K | 0.39 |
| IRIDIUM COMMUNICATIONS INC | Long | Equity-common | US | $139K | 5K | 0.03 |
| IRON MOUNTAIN INC | Long | Equity-common | US | $1M | 12K | 0.26 |
| ITT INC | Long | Equity-common | US | $470K | 3K | 0.10 |
| JABIL INC | Long | Equity-common | US | $534K | 5K | 0.12 |
| JACOBS SOLUTIONS INC | Long | Equity-common | US | $736K | 5K | 0.16 |
| JANUS HENDERSON GROUP PLC | Long | Equity-common | JE | $194K | 5K | 0.04 |
| JAZZ PHARMA PLC (JAZZ PHARMACEUTICALS PLC) | Long | Equity-common | IE | $271K | 2K | 0.06 |
| JEFFERIES FINANCIAL GROUP INC | Long | Equity-common | US | $425K | 7K | 0.09 |
| JM SMUCKER CO/THE | Long | Equity-common | US | $491K | 4K | 0.11 |
| JONES LANG LASALLE INC | Long | Equity-common | US | $478K | 2K | 0.10 |
| JUNIPER NETWORKS INC | Long | Equity-common | US | $488K | 13K | 0.11 |
| KBR INC | Long | Equity-common | US | $357K | 5K | 0.08 |
| KELLANOVA | Long | Equity-common | US | $615K | 11K | 0.13 |
| KEMPER CORP (KEMPER CORP DEL) | Long | Equity-common | US | $157K | 2K | 0.03 |
| KENVUE INC | Long | Equity-common | US | $1M | 77K | 0.31 |
| KEYCORP | Long | Equity-common | US | $602K | 37K | 0.13 |
| KEYSIGHT TECHNOLOGIES INC | Long | Equity-common | US | $981K | 7K | 0.22 |
| KILROY REALTY CORP | Long | Equity-common | US | $174K | 5K | 0.04 |
| KIMCO REALTY CORPORATION | Long | Equity-common | US | $577K | 27K | 0.13 |
| KINDER MORGAN INC (KINDER MORGAN INC DEL) | Long | Equity-common | US | $2M | 78K | 0.36 |
| KINSALE CAPITAL GROUP INC | Long | Equity-common | US | $406K | 888 | 0.09 |
| KIRBY CORP | Long | Equity-common | US | $287K | 2K | 0.06 |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | Long | Equity-common | US | $343K | 6K | 0.08 |
| KOHLS CORP | Long | Equity-common | US | $96K | 4K | 0.02 |
| KROGER CO | Long | Equity-common | US | $1M | 27K | 0.32 |
| KYNDRYL HOLDINGS INC | Long | Equity-common | US | $246K | 9K | 0.05 |
| L3HARRIS TECHNOLOGIES INC | Long | Equity-common | US | $2M | 8K | 0.38 |
| LABCORP HOLDINGS INC | Long | Equity-common | US | $730K | 3K | 0.16 |
| LAMAR ADVERTISING CO CL A | Long | Equity-common | US | $421K | 4K | 0.09 |
| LAMB WESTON HOLDINGS INC | Long | Equity-common | US | $348K | 6K | 0.08 |
| LANDSTAR SYSTEM INC | Long | Equity-common | US | $273K | 1K | 0.06 |
| LAS VEGAS SANDS CORP | Long | Equity-common | US | $573K | 14K | 0.13 |
| LATTICE SEMICONDUCTOR CORP | Long | Equity-common | US | $291K | 5K | 0.06 |
| LAZARD INC CL A | Long | Equity-common | US | $216K | 4K | 0.05 |
| LEAR CORP NEW | Long | Equity-common | US | $278K | 2K | 0.06 |
| LEGGETT and PLATT INC | Long | Equity-common | US | $71K | 5K | 0.02 |
| LEIDOS HOLDINGS INC (LEIDOS HLDGS INC) | Long | Equity-common | US | $785K | 5K | 0.17 |
| LENNAR CORP CL A | Long | Equity-common | US | $2M | 10K | 0.38 |
| LENNAR CORP CL B | Long | Equity-common | US | $75K | 452 | 0.02 |
| LENNOX INTERNATIONAL INC | Long | Equity-common | US | $754K | 1K | 0.17 |
| LIBERTY BROADBAND CORP A | Long | Equity-common | US | $45K | 681 | 0.01 |
| LIBERTY BROADBAND CORP C | Long | Equity-common | US | $299K | 4K | 0.07 |
| LIBERTY GLOBAL LTD C | Long | Equity-common | BM | $140K | 7K | 0.03 |
| LIBERTY GLOBAL LTD CL A | Long | Equity-common | BM | $130K | 7K | 0.03 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL A (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $71K | 958 | 0.02 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $637K | 8K | 0.14 |
| LIBERTY MEDIA CORP LIBERTY LIVE CL C | Long | Equity-common | US | $71K | 2K | 0.02 |
| LIBERTY MEDIA CORP-LIBERTY LIVE CL A (LIBERTY MEDIA CORP LIBERTY LIVE) | Long | Equity-common | US | $32K | 852 | 0.01 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM | Long | Equity-common | US | $134K | 6K | 0.03 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM CL A | Long | Equity-common | US | $65K | 3K | 0.01 |
| LIGHT and WONDER INC CL A | Long | Equity-common | US | $390K | 4K | 0.09 |
| LINCOLN ELECTRIC HLDGS INC (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $457K | 2K | 0.10 |
| LINCOLN NATIONAL CORP (LINCOLN NATIONAL CORP IND) | Long | Equity-common | US | $228K | 7K | 0.05 |
| LITHIA MOTORS INC CL A | Long | Equity-common | US | $302K | 1K | 0.07 |
| LITTELFUSE INC (LITTLEFUSE INC) | Long | Equity-common | US | $263K | 984 | 0.06 |
| LIVE NATION ENTERTAINMENT INC | Long | Equity-common | US | $613K | 6K | 0.13 |
| LKQ CORP | Long | Equity-common | US | $445K | 11K | 0.10 |
| LOAR HOLDINGS INC | Long | Equity-common | US | $26K | 412 | 0.01 |
| LOEWS CORP | Long | Equity-common | US | $584K | 7K | 0.13 |
| LOUISIANA PACIFIC CORP | Long | Equity-common | US | $255K | 3K | 0.06 |
| LPL FINL HLDGS INC (LPL FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $665K | 3K | 0.15 |
| LUCID GROUP INC - A | Long | Equity-common | US | $125K | 36K | 0.03 |
| LUMENTUM HOLDINGS INC | Long | Equity-common | US | $139K | 3K | 0.03 |
| LYFT INC | Long | Equity-common | US | $175K | 15K | 0.04 |
| LYONDELLBASELL INDS CLASS A (LYONDELLBASELL INDS NV) | Long | Equity-common | NL | $1M | 10K | 0.23 |
| M and T BANK CORP | Long | Equity-common | US | $1M | 7K | 0.25 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | Long | Equity-common | US | $227K | 2K | 0.05 |
| MACYS INC | Long | Equity-common | US | $191K | 11K | 0.04 |
| MADISON SQUARE GARDEN SPORTS CORP | Long | Equity-common | US | $150K | 749 | 0.03 |
| MANHATTAN ASSOCIATES INC (MANHATTAN ASSOCS INC) | Long | Equity-common | US | $631K | 2K | 0.14 |
| MANPOWERGROUP INC | Long | Equity-common | US | $148K | 2K | 0.03 |
| MAPLEBEAR INC | Long | Equity-common | US | $239K | 7K | 0.05 |
| MARATHON OIL CORP | Long | Equity-common | US | $646K | 23K | 0.14 |
| MARKEL GROUP INC | Long | Equity-common | US | $849K | 518 | 0.19 |
| MARKETAXESS HLDGS INC (MARKETAXESS HOLDINGS INC) | Long | Equity-common | US | $333K | 1K | 0.07 |
| MARRIOTT VACATIONS WORLD (MARRIOTT VACATIONS WORLDWIDE CORP) | Long | Equity-common | US | $119K | 1K | 0.03 |
| MARTIN MARIETTA MATERIALS INC | Long | Equity-common | US | $1M | 2K | 0.32 |
| MASCO CORPORATION | Long | Equity-common | US | $691K | 9K | 0.15 |
| MASIMO CORP | Long | Equity-common | US | $185K | 2K | 0.04 |
| MASTEC INC | Long | Equity-common | US | $278K | 3K | 0.06 |
| MATADOR RESOURCES COMPANY | Long | Equity-common | US | $291K | 5K | 0.06 |
| MATCH GROUP INC | Long | Equity-common | US | $407K | 11K | 0.09 |
| MATTEL INC | Long | Equity-common | US | $266K | 14K | 0.06 |
| MCCORMICK and CO INC NON-VTG | Long | Equity-common | US | $782K | 10K | 0.17 |
| MDU RESOURCES GROUP INC | Long | Equity-common | US | $221K | 8K | 0.05 |
| MEDICAL PPTY TR INC (MEDICAL PROPERTIES TRUST INC) | Long | Equity-common | US | $115K | 24K | 0.03 |
| MEDPACE HOLDINGS INC (MEDPACE HLDGS INC) | Long | Equity-common | US | $392K | 1K | 0.09 |
| METTLER-TOLEDO INTL INC | Long | Equity-common | US | $1M | 851 | 0.28 |
| MGIC INVESTMENT CORP | Long | Equity-common | US | $267K | 11K | 0.06 |
| MGM RESORTS INTERNATIONAL | Long | Equity-common | US | $423K | 10K | 0.09 |
| MICROCHIP TECHNOLOGY (MICROCHIP TECHNOLOGY INC) | Long | Equity-common | US | $2M | 21K | 0.42 |
| MICROSTRATEGY INC CL A | Long | Equity-common | US | $1M | 633 | 0.22 |
| MID AMERICA APT CMNTY INC (MID-AMERICA APT CMNTYS INC) | Long | Equity-common | US | $654K | 5K | 0.14 |
| MIDDLEBY CORP | Long | Equity-common | US | $291K | 2K | 0.06 |
| MKS INSTRUMENTS INC | Long | Equity-common | US | $339K | 3K | 0.07 |
| MOHAWK INDUSTRIES INC | Long | Equity-common | US | $345K | 2K | 0.08 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $799K | 2K | 0.18 |
| MOLSON COORS BEVERAGE CO B | Long | Equity-common | US | $373K | 7K | 0.08 |
| MONGODB INC CL A | Long | Equity-common | US | $693K | 3K | 0.15 |
| MONOLITHIC POWER SYS INC (MONOLITHIC POWER SYSTEMS INC) | Long | Equity-common | US | $2M | 2K | 0.36 |
| MORNINGSTAR INC | Long | Equity-common | US | $342K | 1K | 0.07 |
| MOSAIC CO NEW | Long | Equity-common | US | $384K | 13K | 0.08 |
| MP MATERIALS CORP | Long | Equity-common | US | $71K | 5K | 0.02 |
| MSA SAFETY INC | Long | Equity-common | US | $281K | 1K | 0.06 |
| MSC INDUSTRIAL DIRECT CO CL A (MSC INDUSTRIAL DIRECT INC) | Long | Equity-common | US | $164K | 2K | 0.04 |
| MSCI INC | Long | Equity-common | US | $2M | 3K | 0.37 |
| MURPHY USA INC | Long | Equity-common | US | $383K | 759 | 0.08 |
| NASDAQ INC | Long | Equity-common | US | $1M | 15K | 0.22 |
| NATERA INC | Long | Equity-common | US | $467K | 5K | 0.10 |
| NATIONAL FUEL GAS CO NJ | Long | Equity-common | US | $215K | 4K | 0.05 |
| NATIONAL STORAGE AFFILIATES TRUST | Long | Equity-common | US | $123K | 3K | 0.03 |
| NCINO INC | Long | Equity-common | US | $108K | 3K | 0.02 |
| NETAPP INC | Long | Equity-common | US | $1M | 8K | 0.23 |
| NEUROCRINE BIOSCIENCES INC | Long | Equity-common | US | $569K | 4K | 0.12 |
| NEW FORTRESS ENERGY INC | Long | Equity-common | US | $52K | 3K | 0.01 |
| NEW YORK TIMES CO CL A | Long | Equity-common | US | $347K | 6K | 0.08 |
| NEWELL BRANDS INC | Long | Equity-common | US | $143K | 17K | 0.03 |
| NEWMARKET CORP | Long | Equity-common | US | $152K | 271 | 0.03 |
| NEWS CORP NEW CL A | Long | Equity-common | US | $421K | 15K | 0.09 |
| NEWS CORP NEW CL B | Long | Equity-common | US | $133K | 5K | 0.03 |
| NEXSTAR MEDIA GROUP INC | Long | Equity-common | US | $232K | 1K | 0.05 |
| NISOURCE INC | Long | Equity-common | US | $565K | 18K | 0.12 |
| NNN REIT INC | Long | Equity-common | US | $328K | 7K | 0.07 |
| NORDSON CORP | Long | Equity-common | US | $573K | 2K | 0.13 |
| NORDSTROM INC | Long | Equity-common | US | $92K | 4K | 0.02 |
| NORTHERN TRUST CORP | Long | Equity-common | US | $723K | 8K | 0.16 |
| NORWEGIAN CRUISE LINE HLDGS LTD | Long | Equity-common | BM | $318K | 17K | 0.07 |
| NOV INC (NATIONAL OILWELL VARCO INC) | Long | Equity-common | US | $330K | 16K | 0.07 |
| NRG ENERGY INC | Long | Equity-common | US | $648K | 9K | 0.14 |
| NU HOLDINGS LTD/CAYMAN ISLANDS | Long | Equity-common | KY | $2M | 128K | 0.34 |
| NUCOR CORP | Long | Equity-common | US | $2M | 10K | 0.35 |
| NUTANIX INC CL A | Long | Equity-common | US | $495K | 10K | 0.11 |
| NVENT ELECTRIC PLC | Long | Equity-common | IE | $484K | 7K | 0.11 |
| NVR INC | Long | Equity-common | US | $1M | 120 | 0.23 |
| OGE ENERGY CORP | Long | Equity-common | US | $312K | 8K | 0.07 |
| OKTA INC CL A | Long | Equity-common | US | $585K | 6K | 0.13 |
| OLD DOMINION FREIGHT LINES INC | Long | Equity-common | US | $2M | 8K | 0.37 |
| OLD REPUBLIC INTL CORP | Long | Equity-common | US | $352K | 10K | 0.08 |
| OLIN CORP | Long | Equity-common | US | $220K | 5K | 0.05 |
| OLLIES BARGAIN OUTLET HOLDINGS INC (OLLIES BARGAIN OUTLET HLDGS INC) | Long | Equity-common | US | $240K | 2K | 0.05 |
| OMEGA HEALTHCARE INVESTORS INC | Long | Equity-common | US | $362K | 10K | 0.08 |
| OMNICOM GROUP INC | Long | Equity-common | US | $765K | 8K | 0.17 |
| ON SEMICONDUCTOR CORP | Long | Equity-common | US | $1M | 17K | 0.30 |
| ONEMAIN HOLDINGS INC (ONEMAIN HLDGS INC) | Long | Equity-common | US | $238K | 5K | 0.05 |
| ONEOK INC | Long | Equity-common | US | $2M | 24K | 0.43 |
| ONTO INNOVATION INC | Long | Equity-common | US | $378K | 2K | 0.08 |
| ORGANON and CO | Long | Equity-common | US | $227K | 10K | 0.05 |
| OSHKOSH CORP | Long | Equity-common | US | $286K | 3K | 0.06 |
| OTIS WORLDWIDE CORP | Long | Equity-common | US | $2M | 16K | 0.34 |
| OVINTIV INC | Long | Equity-common | US | $502K | 11K | 0.11 |
| OWENS CORNING INC (OWENS CORNING NEW) | Long | Equity-common | US | $648K | 3K | 0.14 |
| PACKAGING CORP OF AMERICA | Long | Equity-common | US | $714K | 4K | 0.16 |
| PALANTIR TECHNOLOGIES INC | Long | Equity-common | US | $2M | 81K | 0.48 |
| PARAMOUNT GLOBAL CL A | Long | Equity-common | US | $21K | 912 | 0.00 |
| PARAMOUNT GLOBAL CL B | Long | Equity-common | US | $260K | 23K | 0.06 |
| PARK HOTELS and RESORTS INC | Long | Equity-common | US | $126K | 8K | 0.03 |
| PARSONS CORP | Long | Equity-common | US | $168K | 2K | 0.04 |
| PAYCHEX INC | Long | Equity-common | US | $2M | 13K | 0.36 |
| PAYCOM SOFTWARE INC | Long | Equity-common | US | $343K | 2K | 0.08 |
| PAYCOR HCM INC | Long | Equity-common | US | $37K | 3K | 0.01 |
| PAYLOCITY HOLDING CORP (PAYLOCITY HOLDING CORPORATION) | Long | Equity-common | US | $265K | 2K | 0.06 |
| PEGASYSTEMS INC | Long | Equity-common | US | $125K | 2K | 0.03 |
| PENN ENTERTAINMENT INC | Long | Equity-common | US | $121K | 6K | 0.03 |
| PENSKE AUTOMOTIVE GROUP INC | Long | Equity-common | US | $130K | 745 | 0.03 |
| PENTAIR PLC | Long | Equity-common | IE | $585K | 7K | 0.13 |
| PENUMBRA INC | Long | Equity-common | US | $248K | 1K | 0.05 |
| PERFORMANCE FOOD GROUP CO | Long | Equity-common | US | $425K | 6K | 0.09 |
| PERMIAN RESOURCES CORP CL A | Long | Equity-common | US | $388K | 25K | 0.09 |
| PERRIGO CO PLC | Long | Equity-common | IE | $154K | 5K | 0.03 |
| PG and E CORP | Long | Equity-common | US | $2M | 86K | 0.35 |
| PILGRIM'S PRIDE CORP NEW (PILGRIMS PRIDE CORP NEW) | Long | Equity-common | US | $69K | 2K | 0.02 |
| PINNACLE FINL PARTNERS INC | Long | Equity-common | US | $294K | 3K | 0.06 |
| PINNACLE WEST CAPITAL CORP | Long | Equity-common | US | $392K | 5K | 0.09 |
| PINTEREST INC CL A | Long | Equity-common | US | $763K | 24K | 0.17 |
| PLANET FITNESS INC CL A | Long | Equity-common | US | $259K | 4K | 0.06 |
| PLAYTIKA HOLDING CORP | Long | Equity-common | US | $21K | 3K | 0.00 |
| POLARIS INC | Long | Equity-common | US | $175K | 2K | 0.04 |
| POOL CORP | Long | Equity-common | US | $562K | 2K | 0.12 |
| POPULAR INC | Long | Equity-common | PR | $295K | 3K | 0.06 |
| POST HOLDINGS INC | Long | Equity-common | US | $218K | 2K | 0.05 |
| PPG INDUSTRIES INC | Long | Equity-common | US | $1M | 9K | 0.26 |
| PPL CORPORATION | Long | Equity-common | US | $885K | 30K | 0.19 |
| PREMIER INC | Long | Equity-common | US | $100K | 5K | 0.02 |
| PRICE (T ROWE)GROUP INC (PRICE (T ROWE) GROUP INC) | Long | Equity-common | US | $1M | 9K | 0.22 |
| PRIMERICA INC | Long | Equity-common | US | $351K | 1K | 0.08 |
| PRINCIPAL FINL GROUP INC (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $767K | 9K | 0.17 |
| PROCORE TECHNOLOGIES INC | Long | Equity-common | US | $302K | 4K | 0.07 |
| PROSPERITY BANCSHARES INC | Long | Equity-common | US | $262K | 4K | 0.06 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINL INC) | Long | Equity-common | US | $2M | 14K | 0.40 |
| PTC INC | Long | Equity-common | US | $849K | 5K | 0.19 |
| PUBLIC SVC ENTERPRISE GRP INC (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $2M | 20K | 0.35 |
| PULTEGROUP INC (PULTE GROUP INC) | Long | Equity-common | US | $1M | 8K | 0.24 |
| PURE STORAGE INC CL A | Long | Equity-common | US | $701K | 12K | 0.15 |
| PVH CORP | Long | Equity-common | US | $235K | 2K | 0.05 |
| QIAGEN NV | Long | Equity-common | NL | $396K | 9K | 0.09 |
| QORVO INC | Long | Equity-common | US | $465K | 4K | 0.10 |
| QUANTA SVCS INC | Long | Equity-common | US | $2M | 6K | 0.34 |
| QUANTUMSCAPE CORP A | Long | Equity-common | US | $91K | 14K | 0.02 |
| QUEST DIAGNOSTICS INC | Long | Equity-common | US | $637K | 4K | 0.14 |
| QUIDELORTHO CORP | Long | Equity-common | US | $85K | 2K | 0.02 |
| R1 RCM INC (R1 RCM INC.) | Long | Equity-common | US | $81K | 6K | 0.02 |
| RALPH LAUREN CORP | Long | Equity-common | US | $272K | 2K | 0.06 |
| RANGE RESOURCES CORP | Long | Equity-common | US | $299K | 10K | 0.07 |
| RAYMOND JAMES FINANCIAL INC. | Long | Equity-common | US | $884K | 8K | 0.19 |
| RAYONIER INC REIT | Long | Equity-common | US | $181K | 6K | 0.04 |
| RB GLOBAL INC | Long | Equity-common | CA | $588K | 7K | 0.13 |
| RBC BEARINGS INC | Long | Equity-common | US | $333K | 1K | 0.07 |
| REALTY INCOME CORP REIT | Long | Equity-common | US | $2M | 35K | 0.44 |
| REGAL REXNORD CORP | Long | Equity-common | US | $430K | 3K | 0.09 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORP(REIT)) | Long | Equity-common | US | $499K | 7K | 0.11 |
| REGIONS FINANCIAL CORP (REGIONS FINL CORP NEW) | Long | Equity-common | US | $829K | 37K | 0.18 |
| REINSURANCE GROUP OF AMERICA (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $597K | 3K | 0.13 |
| RELIANCE INC | Long | Equity-common | US | $701K | 2K | 0.15 |
| RENAISSANCERE HLDGS LTD (RENAISSANCERE HOLDINGS LTD) | Long | Equity-common | BM | $485K | 2K | 0.11 |
| REPLIGEN (REPLIGEN CORP) | Long | Equity-common | US | $376K | 2K | 0.08 |
| RESMED INC | Long | Equity-common | US | $1M | 6K | 0.27 |
| REVVITY INC | Long | Equity-common | US | $623K | 5K | 0.14 |
| REXFORD INDUSTRIAL REALTY INC (REXFORD INDL RLTY INC) | Long | Equity-common | US | $436K | 9K | 0.10 |
| REYNOLDS CONSUMER PRODUCTS INC | Long | Equity-common | US | $61K | 2K | 0.01 |
| RH | Long | Equity-common | US | $174K | 600 | 0.04 |
| RINGCENTRAL INC CL A | Long | Equity-common | US | $116K | 3K | 0.03 |
| RITHM CAPITAL CORP | Long | Equity-common | US | $226K | 19K | 0.05 |
| RIVIAN AUTOMOTIVE INC | Long | Equity-common | US | $545K | 33K | 0.12 |
| RLI CORP | Long | Equity-common | US | $251K | 2K | 0.06 |
| ROBERT HALF INC | Long | Equity-common | US | $264K | 4K | 0.06 |
| ROBINHOOD MARKETS INC | Long | Equity-common | US | $551K | 27K | 0.12 |
| ROBLOX CORP | Long | Equity-common | US | $856K | 21K | 0.19 |
| ROCKET COS INC | Long | Equity-common | US | $90K | 6K | 0.02 |
| ROCKWELL AUTOMATION INC | Long | Equity-common | US | $1M | 5K | 0.28 |
| ROIVANT SCIENCES LTD | Long | Equity-common | BM | $153K | 14K | 0.03 |
| ROKU INC CLASS A | Long | Equity-common | US | $297K | 5K | 0.07 |
| ROLLINS INC | Long | Equity-common | US | $540K | 11K | 0.12 |
| ROSS STORES INC | Long | Equity-common | US | $2M | 13K | 0.42 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Equity-common | LR | $1M | 10K | 0.33 |
| ROYAL GOLD INC | Long | Equity-common | US | $366K | 3K | 0.08 |
| ROYALTY PHARMA PLC | Long | Equity-common | GB | $445K | 16K | 0.10 |
| RPM INTERNATIONAL INC | Long | Equity-common | US | $622K | 5K | 0.14 |
| RYAN SPECIALTY HOLDINGS INC | Long | Equity-common | US | $254K | 4K | 0.06 |
| RYDER SYSTEM INC | Long | Equity-common | US | $243K | 2K | 0.05 |
| S and P MID 400 EMINI FUT SEP24 FAU4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $41K | – | 0.01 | |
| SAIA INC | Long | Equity-common | US | $446K | 1K | 0.10 |
| SAREPTA THERAPEUTICS INC | Long | Equity-common | US | $519K | 4K | 0.11 |
| SBA COMMUNICATIONS CORP | Long | Equity-common | US | $950K | 4K | 0.21 |
| SCHNEIDER NATIONAL INC CL B | Long | Equity-common | US | $51K | 2K | 0.01 |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | Long | Equity-common | US | $256K | 2K | 0.06 |
| SCOTTS MIRACLE GRO CO (SCOTTS MIRACLE GRO CO (THE)) | Long | Equity-common | US | $135K | 2K | 0.03 |
| SEABOARD CORP | Long | Equity-common | US | $32K | 10 | 0.01 |
| SEALED AIR CORP | Long | Equity-common | US | $223K | 6K | 0.05 |
| SEI INV CORP (SEI INVESTMENTS CO) | Long | Equity-common | US | $277K | 4K | 0.06 |
| SENSATA TECHNOLOGIES HOLDING PLC | Long | Equity-common | GB | $235K | 6K | 0.05 |
| SENTINELONE INC | Long | Equity-common | US | $212K | 9K | 0.05 |
| SERVICE CORP INTERNATIONAL INC | Long | Equity-common | US | $460K | 6K | 0.10 |
| SHARKNINJA INC | Long | Equity-common | KY | $205K | 3K | 0.05 |
| SHIFT4 PAYMENTS INC | Long | Equity-common | US | $166K | 2K | 0.04 |
| SILGAN HOLDINGS INC | Long | Equity-common | US | $172K | 3K | 0.04 |
| SIMON PPTY GROUP INC - REIT (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $2M | 13K | 0.44 |
| SIMPSON MANUFACTURING CO | Long | Equity-common | US | $328K | 2K | 0.07 |
| SIRIUS XM HLDGS INC | Long | Equity-common | US | $85K | 25K | 0.02 |
| SITEONE LANDSCAPE SUPPLY INC | Long | Equity-common | US | $264K | 2K | 0.06 |
| SKECHERS USA INC CL A | Long | Equity-common | US | $355K | 5K | 0.08 |
| SKYWORKS SOLUTIONS INC | Long | Equity-common | US | $736K | 6K | 0.16 |
| SLM CORP | Long | Equity-common | US | $200K | 9K | 0.04 |
| SMARTSHEET INC | Long | Equity-common | US | $245K | 5K | 0.05 |
| SMITH (AO) CORP | Long | Equity-common | US | $412K | 5K | 0.09 |
| SMURFIT WESTROCK PLC | Long | Equity-common | IE | $462K | 10K | 0.10 |
| SNAP-ON INCORPORATED (SNAP-ON TOOLS CORP) | Long | Equity-common | US | $599K | 2K | 0.13 |
| SOFI TECHNOLOGIES INC | Long | Equity-common | US | $313K | 42K | 0.07 |
| SOLVENTUM CORP | Long | Equity-common | US | $329K | 6K | 0.07 |
| SONOCO PRODUCTS CO | Long | Equity-common | US | $213K | 4K | 0.05 |
| SOTERA HEALTH CO | Long | Equity-common | US | $70K | 5K | 0.02 |
| SOUTHWEST AIRLINES CO | Long | Equity-common | US | $649K | 24K | 0.14 |
| SOUTHWESTERN ENERGY CO | Long | Equity-common | US | $285K | 44K | 0.06 |
| SPECTRUM BRANDS HOLDINGS INC | Long | Equity-common | US | $100K | 1K | 0.02 |
| SPIRIT AEROSYSTEM HLD INC CL A (SPIRIT AEROSYSTEMS HLDGS INC) | Long | Equity-common | US | $169K | 5K | 0.04 |
| SS and C TECHNOLOGIES HOLDINGS INC (SS and C TECHNOLOGIES HLDGS INC) | Long | Equity-common | US | $632K | 9K | 0.14 |
| STAG INDUSTRIAL INC | Long | Equity-common | US | $298K | 7K | 0.07 |
| STANLEY BLACK and DECKER INC | Long | Equity-common | US | $655K | 6K | 0.14 |
| STARWOOD PROPERTY TRUST INC | Long | Equity-common | US | $238K | 12K | 0.05 |
| STATE STREET CORP | Long | Equity-common | US | $1M | 12K | 0.23 |
| STEEL DYNAMICS INC | Long | Equity-common | US | $798K | 6K | 0.18 |
| STERICYCLE INC | Long | Equity-common | US | $218K | 4K | 0.05 |
| STERIS PLC | Long | Equity-common | IE | $949K | 4K | 0.21 |
| STIFEL FINANCIAL CORP | Long | Equity-common | US | $355K | 4K | 0.08 |
| SUN COMMUNITIES INC - REIT | Long | Equity-common | US | $630K | 5K | 0.14 |
| SUPER MICRO COMPUTER INC | Long | Equity-common | US | $1M | 2K | 0.31 |
| SYNCHRONY FINANCIAL | Long | Equity-common | US | $821K | 16K | 0.18 |
| SYNOVUS FINANCIAL CORP. | Long | Equity-common | US | $275K | 6K | 0.06 |
| SYSCO CORP | Long | Equity-common | US | $2M | 20K | 0.34 |
| TAKE-TWO INTERACTV SOFTWR INC | Long | Equity-common | US | $1M | 7K | 0.22 |
| TAPESTRY INC | Long | Equity-common | US | $370K | 9K | 0.08 |
| TARGA RESOURCES CORP (TARGA RES CORP) | Long | Equity-common | US | $1M | 9K | 0.26 |
| TD SYNNEX CORP | Long | Equity-common | US | $362K | 3K | 0.08 |
| TECHNIPFMC PLC | Long | Equity-common | GB | $510K | 17K | 0.11 |
| TELEDYNE TECHNOLOGIES INC | Long | Equity-common | US | $798K | 2K | 0.18 |
| TELEFLEX INC | Long | Equity-common | US | $420K | 2K | 0.09 |
| TEMPUR SEALY INTERNATIONAL INC | Long | Equity-common | US | $354K | 7K | 0.08 |
| TENET HEALTHCARE CORP | Long | Equity-common | US | $585K | 4K | 0.13 |
| TERADATA CORP (TERADATA CORP DEL) | Long | Equity-common | US | $127K | 4K | 0.03 |
| TERADYNE INC | Long | Equity-common | US | $809K | 6K | 0.18 |
| TETRA TECH INC (TETRA TECH INC NEW) | Long | Equity-common | US | $458K | 2K | 0.10 |
| TEXAS PACIFIC LAND CORP | Long | Equity-common | US | $640K | 757 | 0.14 |
| TEXAS ROADHOUSE INC | Long | Equity-common | US | $469K | 3K | 0.10 |
| TEXTRON INC | Long | Equity-common | US | $713K | 8K | 0.16 |
| TFS FINANCIAL CORP | Long | Equity-common | US | $28K | 2K | 0.01 |
| THOR INDUSTRIES INC | Long | Equity-common | US | $218K | 2K | 0.05 |
| TIMKEN CO | Long | Equity-common | US | $227K | 3K | 0.05 |
| TKO GROUP HOLDINGS INC | Long | Equity-common | US | $348K | 3K | 0.08 |
| TOAST INC | Long | Equity-common | US | $468K | 18K | 0.10 |
| TOLL BROTHERS INC (TOLL BROS INC) | Long | Equity-common | US | $597K | 4K | 0.13 |
| TOPBUILD CORP | Long | Equity-common | US | $613K | 1K | 0.13 |
| TORO CO | Long | Equity-common | US | $403K | 4K | 0.09 |
| TPG INC | Long | Equity-common | US | $173K | 3K | 0.04 |
| TRACTOR SUPPLY CO. | Long | Equity-common | US | $1M | 4K | 0.25 |
| TRADE DESK INC (TRADE DESK INC (THE)) | Long | Equity-common | US | $2M | 18K | 0.35 |
| TRADEWEB MARKETS INC A | Long | Equity-common | US | $523K | 5K | 0.11 |
| TRANSUNION | Long | Equity-common | US | $706K | 8K | 0.15 |
| TRAVEL+LEISURE CO | Long | Equity-common | US | $127K | 3K | 0.03 |
| TREX CO INC | Long | Equity-common | US | $365K | 4K | 0.08 |
| TRIMBLE INC | Long | Equity-common | US | $536K | 10K | 0.12 |
| TRIPADVISOR INC | Long | Equity-common | US | $77K | 4K | 0.02 |
| TRUMP MEDIA and TECHNOLOGY GROUP | Long | Equity-common | US | $67K | 2K | 0.01 |
| TWILIO INC CLASS A | Long | Equity-common | US | $415K | 7K | 0.09 |
| TYLER TECHNOLOGIES INC | Long | Equity-common | US | $971K | 2K | 0.21 |
| TYSON FOODS INC CL A | Long | Equity-common | US | $691K | 11K | 0.15 |
| U-HAUL HOLDING CO | Long | Equity-common | US | $251K | 4K | 0.06 |
| U-HAUL HOLDING CO | Long | Equity-common | US | $28K | 412 | 0.01 |
| UBIQUITI INC | Long | Equity-common | US | $32K | 171 | 0.01 |
| UDR INC | Long | Equity-common | US | $530K | 13K | 0.12 |
| UGI CORP NEW | Long | Equity-common | US | $210K | 8K | 0.05 |
| UIPATH INC A | Long | Equity-common | US | $191K | 16K | 0.04 |
| ULTA BEAUTY INC | Long | Equity-common | US | $704K | 2K | 0.15 |
| ULTRAGENYX PHARMA INC (ULTRAGENYX PHARMACEUTICAL INC) | Long | Equity-common | US | $158K | 4K | 0.03 |
| UNDER ARMOUR INC CL A | Long | Equity-common | US | $51K | 7K | 0.01 |
| UNDER ARMOUR INC CL C | Long | Equity-common | US | $55K | 8K | 0.01 |
| UNITED AIRLINES HOLDINGS INC | Long | Equity-common | US | $600K | 13K | 0.13 |
| UNITED RENTALS INC | Long | Equity-common | US | $2M | 3K | 0.44 |
| UNITED STATES STEEL CORP | Long | Equity-common | US | $369K | 9K | 0.08 |
| UNITED THERAPEUTICS CORP DEL | Long | Equity-common | US | $552K | 2K | 0.12 |
| UNITY SOFTWARE INC | Long | Equity-common | US | $196K | 12K | 0.04 |
| UNIVERSAL DISPLAY CORP | Long | Equity-common | US | $419K | 2K | 0.09 |
| UNIVERSAL HEALTH SVCS INC CL B (UNIVERSAL HEALTH SERVICES INC) | Long | Equity-common | US | $499K | 2K | 0.11 |
| UNUM GROUP | Long | Equity-common | US | $443K | 8K | 0.10 |
| US FOODS HOLDING CORP | Long | Equity-common | US | $502K | 9K | 0.11 |
| UWM HOLDINGS CORP CL A | Long | Equity-common | US | $32K | 4K | 0.01 |
| VAIL RESORTS INC | Long | Equity-common | US | $278K | 2K | 0.06 |
| VALMONT INDUSTRIES INC | Long | Equity-common | US | $239K | 802 | 0.05 |
| VALVOLINE INC | Long | Equity-common | US | $242K | 5K | 0.05 |
| VEEVA SYS INC CL A | Long | Equity-common | US | $1M | 6K | 0.25 |
| VENTAS INC REIT | Long | Equity-common | US | $885K | 16K | 0.19 |
| VERALTO CORP | Long | Equity-common | US | $1M | 10K | 0.23 |
| VERISIGN INC | Long | Equity-common | US | $654K | 3K | 0.14 |
| VERISK ANALYTICS INC | Long | Equity-common | US | $2M | 6K | 0.33 |
| VERTIV HOLDINGS CO | Long | Equity-common | US | $1M | 14K | 0.25 |
| VESTIS (VESTIS CORP) | Long | Equity-common | US | $69K | 5K | 0.02 |
| VF CORP (VF CORPORATION) | Long | Equity-common | US | $239K | 14K | 0.05 |
| VIATRIS INC | Long | Equity-common | US | $577K | 48K | 0.13 |
| VICI PPTYS INC | Long | Equity-common | US | $1M | 42K | 0.29 |
| VIKING THERAPEUTICS INC | Long | Equity-common | US | $242K | 4K | 0.05 |
| VIPER ENERGY INC | Long | Equity-common | US | $157K | 4K | 0.03 |
| VIRTU FINANCIAL INC- CL A | Long | Equity-common | US | $91K | 3K | 0.02 |
| VISTRA CORP | Long | Equity-common | US | $1M | 14K | 0.24 |
| VONTIER CORP W/I | Long | Equity-common | US | $244K | 6K | 0.05 |
| VORNADO REALTY TRUST | Long | Equity-common | US | $212K | 7K | 0.05 |
| VOYA FINANCIAL INC | Long | Equity-common | US | $297K | 4K | 0.07 |
| VULCAN MATERIALS CO | Long | Equity-common | US | $1M | 5K | 0.32 |
| WALGREENS BOOTS ALLIANCE INC | Long | Equity-common | US | $343K | 29K | 0.08 |
| WARNER BROS DISCOVERY INC | Long | Equity-common | US | $847K | 98K | 0.19 |
| WATERS CORP | Long | Equity-common | US | $799K | 2K | 0.18 |
| WATSCO INC | Long | Equity-common | US | $682K | 1K | 0.15 |
| WAYFAIR INC | Long | Equity-common | US | $203K | 4K | 0.04 |
| WEATHERFORD INTERNATIONAL PLC | Long | Equity-common | IE | $343K | 3K | 0.08 |
| WEBSTER FINANCIAL (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $342K | 7K | 0.07 |
| WEC ENERGY GROUP INC | Long | Equity-common | US | $1M | 13K | 0.24 |
| WENDYS CO | Long | Equity-common | US | $118K | 7K | 0.03 |
| WESCO INTERNATIONAL INC | Long | Equity-common | US | $308K | 2K | 0.07 |
| WEST PHARMACEUTICAL SVCS INC | Long | Equity-common | US | $896K | 3K | 0.20 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATN) | Long | Equity-common | US | $348K | 4K | 0.08 |
| WESTERN DIGITAL CORP | Long | Equity-common | US | $882K | 13K | 0.19 |
| WESTERN UNION CO (WESTERN UNION CO/THE) | Long | Equity-common | US | $162K | 14K | 0.04 |
| WESTINGHOUSE AIR BRAKE TECH CORP | Long | Equity-common | US | $1M | 7K | 0.25 |
| WESTLAKE CORP | Long | Equity-common | US | $200K | 1K | 0.04 |
| WEX INC | Long | Equity-common | US | $309K | 2K | 0.07 |
| WEYERHAEUSER CO | Long | Equity-common | US | $934K | 29K | 0.20 |
| WHIRLPOOL CORP | Long | Equity-common | US | $218K | 2K | 0.05 |
| WHITE MOUNTAINS INS GROUP LTD | Long | Equity-common | BM | $179K | 100 | 0.04 |
| WILLIAMS COMPANIES INC (WILLIAMS COS INC) | Long | Equity-common | US | $2M | 49K | 0.46 |
| WILLIAMS-SONOMA INC | Long | Equity-common | US | $794K | 5K | 0.17 |
| WILLIS TOWERS WATSON PLC | Long | Equity-common | IE | $1M | 4K | 0.26 |
| WILLSCOT HOLDINGS CORP | Long | Equity-common | US | $305K | 7K | 0.07 |
| WINGSTOP INC | Long | Equity-common | US | $442K | 1K | 0.10 |
| WINTRUST FINANCIAL CORP | Long | Equity-common | US | $268K | 2K | 0.06 |
| WOLFSPEED INC | Long | Equity-common | US | $95K | 5K | 0.02 |
| WOODWARD INC | Long | Equity-common | US | $374K | 2K | 0.08 |
| WP CAREY INC | Long | Equity-common | US | $505K | 9K | 0.11 |
| WW GRAINGER INC (GRAINGER (W.W.) INC) | Long | Equity-common | US | $2M | 2K | 0.38 |
| WYNDHAM HOTELS and RESORTS INC | Long | Equity-common | US | $240K | 3K | 0.05 |
| WYNN RESORTS LTD | Long | Equity-common | US | $341K | 4K | 0.07 |
| XCEL ENERGY INC | Long | Equity-common | US | $1M | 22K | 0.29 |
| XP INC CL A | Long | Equity-common | KY | $281K | 16K | 0.06 |
| XPO INC | Long | Equity-common | US | $530K | 5K | 0.12 |
| XYLEM INC | Long | Equity-common | US | $1M | 10K | 0.29 |
| YETI HOLDINGS INC | Long | Equity-common | US | $142K | 3K | 0.03 |
| YUM BRANDS INC | Long | Equity-common | US | $2M | 11K | 0.33 |
| ZEBRA TECHNOLOGIES CORP CL A | Long | Equity-common | US | $724K | 2K | 0.16 |
| ZILLOW GROUP INC CL A | Long | Equity-common | US | $91K | 2K | 0.02 |
| ZILLOW GROUP INC CL C | Long | Equity-common | US | $311K | 6K | 0.07 |
| ZIMMER BIOMET HLDGS INC | Long | Equity-common | US | $918K | 8K | 0.20 |
| ZIONS BANCORP (ZIONS BANCORPORATION NA) | Long | Equity-common | US | $301K | 6K | 0.07 |
| ZOOM VIDEO COMMUNICATIONS INC CL A | Long | Equity-common | US | $607K | 10K | 0.13 |
| ZOOMINFO TECHNOLOGIES INC | Long | Equity-common | US | $143K | 13K | 0.03 |
| ZSCALER INC | Long | Equity-common | US | $662K | 4K | 0.15 |
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