Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Mid Cap Value Index Fund
$852.41M
Avg Monthly Net Assets
$926.76M
Total Assets
$12.92M
Total Liabilities
$913.84M
Net Assets
Fidelity Mid 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 $852.41M.
On August 27th, 2024 it reported 704 holdings, the largest
being Fidelity Revere Street Trust (1.4%), PARKER-HANNIFIN CORP (0.8%) and CONSTELLATION ENERGY CORP (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Mid Cap Value Index Fund | C000212597 | FIMVX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ACADIA HEALTHCARE CO INC | Long | Equity-common | US | $709K | 11K | 0.08 |
| ACUITY BRANDS INC | Long | Equity-common | US | $872K | 4K | 0.10 |
| ADT INC | Long | Equity-common | US | $228K | 30K | 0.02 |
| ADVANCE AUTO PARTS INC | Long | Equity-common | US | $440K | 7K | 0.05 |
| AECOM | Long | Equity-common | US | $1M | 16K | 0.15 |
| AES CORP | Long | Equity-common | US | $535K | 30K | 0.06 |
| AFFILIATED MANAGERS GRP INC (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $611K | 4K | 0.07 |
| AFFIRM HOLDINGS INC | Long | Equity-common | US | $797K | 26K | 0.09 |
| AFLAC INC | Long | Equity-common | US | $6M | 68K | 0.66 |
| AGCO CORP | Long | Equity-common | US | $717K | 7K | 0.08 |
| AGILENT TECHNOLOGIES INC | Long | Equity-common | US | $830K | 6K | 0.09 |
| AGILON HEALTH INC | Long | Equity-common | US | $24K | 4K | 0.00 |
| AGNC INVESTMENT CORP | Long | Equity-common | US | $773K | 81K | 0.08 |
| AGREE REALTY CORP | Long | Equity-common | US | $719K | 12K | 0.08 |
| AIR LEASE CORP CL A | Long | Equity-common | US | $576K | 12K | 0.06 |
| AKAMAI TECHNOLOGIES INC | Long | Equity-common | US | $2M | 17K | 0.17 |
| ALASKA AIR GROUP INC | Long | Equity-common | US | $587K | 15K | 0.06 |
| ALBEMARLE CORP (ALBEMARL CORP) | Long | Equity-common | US | $1M | 14K | 0.14 |
| ALBERTSONS COS INC | Long | Equity-common | US | $881K | 45K | 0.10 |
| ALCOA CORP | Long | Equity-common | US | $828K | 21K | 0.09 |
| ALEXANDRIA REAL ES EQ INC REIT (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Equity-common | US | $2M | 20K | 0.26 |
| ALLEGION PLC | Long | Equity-common | IE | $91K | 771 | 0.01 |
| ALLIANT ENERGY CORPORATION | Long | Equity-common | US | $2M | 30K | 0.17 |
| ALLISON TRANSMISSION HLDGS INC | Long | Equity-common | US | $716K | 9K | 0.08 |
| ALLSTATE CORPORATION | Long | Equity-common | US | $5M | 31K | 0.54 |
| ALLY FINANCIAL INC | Long | Equity-common | US | $1M | 32K | 0.14 |
| ALNYLAM PHARMACEUTICALS INC | Long | Equity-common | US | $703K | 3K | 0.08 |
| AMC ENTERTAINMENT HLDS CL A (AMC ENTERTAINMENT HOLDING INC) | Long | Equity-common | US | $144K | 29K | 0.02 |
| AMCOR PLC | Long | Equity-common | JE | $2M | 169K | 0.18 |
| AMDOCS LTD (AMDOCS LIMITED) | Long | Equity-common | GG | $1M | 13K | 0.12 |
| AMEDISYS INC | Long | Equity-common | US | $344K | 4K | 0.04 |
| AMEREN CORP | Long | Equity-common | US | $2M | 31K | 0.24 |
| AMERICAN AIRLINES GROUP INC (AMERICAN AIRLS GROUP INC) | Long | Equity-common | US | $542K | 48K | 0.06 |
| AMERICAN FINL GROUP INC OHIO | Long | Equity-common | US | $1M | 8K | 0.11 |
| AMERICAN HOMES 4 RENT | Long | Equity-common | US | $1M | 39K | 0.16 |
| AMERICAN WATER WRKS COMPANY (AMERICAN WATER WORKS CO INC) | Long | Equity-common | US | $3M | 23K | 0.32 |
| AMERICOLD REALTY TRUST | Long | Equity-common | US | $848K | 33K | 0.09 |
| AMETEK INC NEW | Long | Equity-common | US | $4M | 27K | 0.49 |
| AMPHENOL CORPORATION CL A (AMPHENOL CORPORATION NEW) | Long | Equity-common | US | $5M | 68K | 0.50 |
| ANNALY CAPITAL MGMT INC REIT (ANNALY CAPITAL MANAGEMENT INC) | Long | Equity-common | US | $1M | 59K | 0.12 |
| ANSYS INC | Long | Equity-common | US | $572K | 2K | 0.06 |
| ANTERO MIDSTREAM CORP | Long | Equity-common | US | $390K | 26K | 0.04 |
| ANTERO RES CORP (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $1M | 33K | 0.12 |
| APA CORP | Long | Equity-common | US | $331K | 11K | 0.04 |
| APPLOVIN CORP | Long | Equity-common | US | $1M | 17K | 0.16 |
| APTARGROUP INC | Long | Equity-common | US | $1M | 8K | 0.12 |
| APTIV PLC | Long | Equity-common | JE | $2M | 32K | 0.24 |
| ARAMARK | Long | Equity-common | US | $1M | 30K | 0.11 |
| ARCH CAPITAL GROUP LTD | Long | Equity-common | BM | $4M | 36K | 0.40 |
| ARDAGH METAL PACKAGING SA | Long | Equity-common | LU | $4K | 1K | 0.00 |
| ARMSTRONG WORLD INDUSTRIES INC | Long | Equity-common | US | $412K | 4K | 0.05 |
| ARROW ELECTRONICS INC | Long | Equity-common | US | $762K | 6K | 0.08 |
| ARTHUR J GALLAGHAR AND CO (GALLAGHER (ARTHUR J.) and CO) | Long | Equity-common | US | $6M | 24K | 0.67 |
| ASHLAND INC | Long | Equity-common | US | $552K | 6K | 0.06 |
| ASPEN TECHNOLOGY INC | Long | Equity-common | US | $639K | 3K | 0.07 |
| ASSURANT INC | Long | Equity-common | US | $1M | 6K | 0.11 |
| ASSURED GUARANTY LTD | Long | Equity-common | BM | $496K | 6K | 0.05 |
| ATMOS ENERGY CORP | Long | Equity-common | US | $2M | 18K | 0.23 |
| AUTONATION INC (AUTONATION INC DEL) | Long | Equity-common | US | $530K | 3K | 0.06 |
| AVALONBAY COMMUNITIES INC REIT | Long | Equity-common | US | $3M | 17K | 0.38 |
| AVANGRID INC | Long | Equity-common | US | $296K | 8K | 0.03 |
| AVANTOR INC | Long | Equity-common | US | $2M | 79K | 0.18 |
| AVERY DENNISON CORP | Long | Equity-common | US | $1M | 6K | 0.15 |
| AVIS BUDGET GROUP (AVIS BUDGET GROUP INC) | Long | Equity-common | US | $149K | 1K | 0.02 |
| AVNET INC | Long | Equity-common | US | $548K | 11K | 0.06 |
| AXALTA COATING SYSTEMS LTD | Long | Equity-common | BM | $791K | 23K | 0.09 |
| AXIS CAPITAL HOLDINGS LTD | Long | Equity-common | BM | $643K | 9K | 0.07 |
| AZEK CO INC (AZEK CO INC/THE) | Long | Equity-common | US | $708K | 17K | 0.08 |
| AZENTA INC | Long | Equity-common | US | $338K | 6K | 0.04 |
| BAKER HUGHES CO | Long | Equity-common | US | $4M | 117K | 0.45 |
| BALL CORP | Long | Equity-common | US | $2M | 36K | 0.24 |
| BANK OF NEW YORK MELLON CORP (BANK NEW YORK MELLON CORP) | Long | Equity-common | US | $5M | 89K | 0.58 |
| BANK OZK | Long | Equity-common | US | $511K | 12K | 0.06 |
| BATH and BODY WORKS INC | Long | Equity-common | US | $1M | 26K | 0.11 |
| BAXTER INTL INC (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $2M | 59K | 0.22 |
| BENTLEY SYS INC CL B (BENTLEY SYSTEMS INC) | Long | Equity-common | US | $82K | 2K | 0.01 |
| BERKLEY (WR) CORP (BERKLEY WR CORP) | Long | Equity-common | US | $2M | 23K | 0.20 |
| BERRY GLOBAL GROUP INC | Long | Equity-common | US | $799K | 14K | 0.09 |
| BEST BUY CO INC | Long | Equity-common | US | $2M | 19K | 0.18 |
| BILL HOLDINGS INC | Long | Equity-common | US | $632K | 12K | 0.07 |
| BIO RAD LABS CL A (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $658K | 2K | 0.07 |
| BIO TECHNE CORP | Long | Equity-common | US | $74K | 1K | 0.01 |
| BIOGEN INC | Long | Equity-common | US | $4M | 17K | 0.43 |
| BIOMARIN PHARMACEUTICAL INC | Long | Equity-common | US | $2M | 19K | 0.17 |
| BIRKENSTOCK HOLDING LTD | Long | Equity-common | JE | $115K | 2K | 0.01 |
| BJS WHSL CLUB HLDGS INC (BJS WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $895K | 10K | 0.10 |
| BLOCK H and R INC (H and R BLOCK INC) | Long | Equity-common | US | $321K | 6K | 0.04 |
| BLOCK INC CL A | Long | Equity-common | US | $3M | 41K | 0.29 |
| BLUE OWL CAPITAL INC A | Long | Equity-common | US | $806K | 45K | 0.09 |
| BOK FINANCIAL COMMON NEW (BOK FINANCIAL CORP) | Long | Equity-common | US | $297K | 3K | 0.03 |
| BORGWARNER INC | Long | Equity-common | US | $881K | 27K | 0.10 |
| BOSTON BEER COMPANY CL A (BOSTON BEER COMPANY INC) | Long | Equity-common | US | $25K | 82 | 0.00 |
| BOSTON PROPERTIES INC | Long | Equity-common | US | $1M | 18K | 0.12 |
| BOYD GAMING CORP | Long | Equity-common | US | $455K | 8K | 0.05 |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC (BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL) | Long | Equity-common | US | $648K | 6K | 0.07 |
| BRIGHTHOUSE FINANCIAL INC | Long | Equity-common | US | $290K | 7K | 0.03 |
| BRIXMOR PPTY GROUP INC (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $809K | 35K | 0.09 |
| BROADRIDGE FINANCIAL SOL (BROADRIDGE FINL SOLUTIONS INC) | Long | Equity-common | US | $444K | 2K | 0.05 |
| BROOKFIELD RENEWABLE CORP | Long | Equity-common | CA | $443K | 16K | 0.05 |
| BROWN and BROWN INC | Long | Equity-common | US | $2M | 17K | 0.17 |
| BROWN FORMAN CORP CL A | Long | Equity-common | US | $50K | 1K | 0.01 |
| BROWN FORMAN CORP NON VTG CL B | Long | Equity-common | US | $192K | 4K | 0.02 |
| BRUNSWICK CORP | Long | Equity-common | US | $537K | 7K | 0.06 |
| BUILDERS FIRSTSOURCE (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $2M | 14K | 0.22 |
| BUNGE GLOBAL SA | Long | Equity-common | CH | $2M | 17K | 0.20 |
| BWX TECHNOLOGIES INC | Long | Equity-common | US | $842K | 9K | 0.09 |
| C N A FINANCIAL CORP (CNA FINANCIAL CORP) | Long | Equity-common | US | $140K | 3K | 0.02 |
| CABLE ONE INC | Long | Equity-common | US | $214K | 605 | 0.02 |
| CACI INTERNATIONAL INC | Long | Equity-common | US | $1M | 3K | 0.12 |
| CAESARS ENTERTAINMENT INC | Long | Equity-common | US | $566K | 14K | 0.06 |
| CAMDEN PROPERTY TRUST - REIT | Long | Equity-common | US | $1M | 12K | 0.15 |
| CAMPBELL SOUP CO | Long | Equity-common | US | $1M | 22K | 0.11 |
| CAPRI HOLDINGS LTD | Long | Equity-common | VG | $438K | 13K | 0.05 |
| CARDINAL HEALTH INC | Long | Equity-common | US | $1M | 14K | 0.15 |
| CARLISLE COS INC | Long | Equity-common | US | $2M | 6K | 0.25 |
| CARLYLE GROUP INC (THE) (CARLYLE GROUP INC/THE) | Long | Equity-common | US | $992K | 25K | 0.11 |
| CARMAX INC | Long | Equity-common | US | $1M | 17K | 0.14 |
| CARNIVAL CORP | Long | Equity-common | PA | $2M | 116K | 0.24 |
| CARRIER GLOBAL CORP | Long | Equity-common | US | $6M | 98K | 0.67 |
| CARTERS INC (CARTER INC) | Long | Equity-common | US | $261K | 4K | 0.03 |
| CASEY GENERAL STORES (CASEY'S GENERAL STORES INC) | Long | Equity-common | US | $1M | 4K | 0.16 |
| CATALENT INC | Long | Equity-common | US | $1M | 21K | 0.13 |
| CAVA GROUP INC | Long | Equity-common | US | $118K | 1K | 0.01 |
| CBOE GLOBAL MARKETS INC | Long | Equity-common | US | $2M | 12K | 0.23 |
| CBRE GROUP INC - CL A | Long | Equity-common | US | $3M | 36K | 0.35 |
| CCC INTELLIGENT SOLUTIONS HOLD CL A (CCC INTELLIGENT SOLUTIONS HOLDINGS INC) | Long | Equity-common | US | $506K | 46K | 0.06 |
| CDW CORPORATION | Long | Equity-common | US | $205K | 918 | 0.02 |
| CELANESE CORP (CELANESE CORP DEL) | Long | Equity-common | US | $2M | 12K | 0.17 |
| CENTERPOINT ENERGY INC | Long | Equity-common | US | $2M | 74K | 0.25 |
| CERTARA INC | Long | Equity-common | US | $124K | 9K | 0.01 |
| CF INDUSTRIES HOLDINGS INC | Long | Equity-common | US | $2M | 23K | 0.18 |
| CH ROBINSON WORLDWIDE INC | Long | Equity-common | US | $262K | 3K | 0.03 |
| CHARLES RIVER LABS INTL INC (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Equity-common | US | $1M | 6K | 0.13 |
| CHEMED CORP | Long | Equity-common | US | $266K | 490 | 0.03 |
| CHEMOURS CO/ THE | Long | Equity-common | US | $393K | 17K | 0.04 |
| CHESAPEAKE ENERGY CORP | Long | Equity-common | US | $1M | 14K | 0.13 |
| CHURCH and DWIGHT CO INC (CHURCH and DWIGHT INC) | Long | Equity-common | US | $309K | 3K | 0.03 |
| CIENA CORP | Long | Equity-common | US | $813K | 17K | 0.09 |
| CINCINNATI FINANCIAL CORP | Long | Equity-common | US | $2M | 18K | 0.23 |
| CINTAS CORP | Long | Equity-common | US | $782K | 1K | 0.09 |
| CIRRUS LOGIC INC (CIRRUS LOGIC INC.) | Long | Equity-common | US | $805K | 6K | 0.09 |
| CITIZENS FINANCIAL GROUP INC (CITIZENS FINANCIAL GRP INC) | Long | Equity-common | US | $2M | 54K | 0.21 |
| CLARIVATE PLC | Long | Equity-common | JE | $308K | 54K | 0.03 |
| CLEAN HARBORS INC | Long | Equity-common | US | $1M | 6K | 0.15 |
| CLEARWAY ENERGY INC | Long | Equity-common | US | $92K | 4K | 0.01 |
| CLEARWAY ENERGY INC CL C | Long | Equity-common | US | $237K | 10K | 0.03 |
| CLEVELAND-CLIFFS INC | Long | Equity-common | US | $898K | 58K | 0.10 |
| CMS ENERGY CORP | Long | Equity-common | US | $2M | 34K | 0.22 |
| CNH INDUSTRIAL NV | Long | Equity-common | NL | $1M | 114K | 0.13 |
| COGNEX CORP | Long | Equity-common | US | $946K | 20K | 0.10 |
| COGNIZANT TECH SOLUTIONS CL A (COGNIZANT TECHNOLOGY SOLUTIONS CORP) | Long | Equity-common | US | $4M | 59K | 0.44 |
| COHERENT CORP | Long | Equity-common | US | $1M | 15K | 0.12 |
| COINBASE GLOBAL INC | Long | Equity-common | US | $4M | 20K | 0.49 |
| COLUMBIA BANKING SYSTEMS INC | Long | Equity-common | US | $484K | 24K | 0.05 |
| COLUMBIA SPORTSWEAR CO | Long | Equity-common | US | $323K | 4K | 0.04 |
| COMERICA INC | Long | Equity-common | US | $786K | 15K | 0.09 |
| COMMERCE BANCSHARES INC (COMMERCE BANCSHARES INC/MO) | Long | Equity-common | US | $784K | 14K | 0.09 |
| CONAGRA BRANDS INC | Long | Equity-common | US | $2M | 56K | 0.17 |
| CONCENTRIX CORP | Long | Equity-common | US | $325K | 5K | 0.04 |
| CONSOLIDATED EDISON INC | Long | Equity-common | US | $4M | 41K | 0.40 |
| CONSTELLATION ENERGY CORP | Long | Equity-common | US | $8M | 38K | 0.83 |
| COOPER COMPANIES INC | Long | Equity-common | US | $2M | 23K | 0.22 |
| CORE and MAIN INC | Long | Equity-common | US | $995K | 20K | 0.11 |
| COREBRIDGE FINANCIAL INC | Long | Equity-common | US | $875K | 30K | 0.10 |
| CORNING INC | Long | Equity-common | US | $3M | 89K | 0.38 |
| CORPAY INC | Long | Equity-common | US | $153K | 576 | 0.02 |
| CORTEVA INC | Long | Equity-common | US | $4M | 83K | 0.49 |
| COSTAR GROUP INC | Long | Equity-common | US | $2M | 27K | 0.22 |
| COTERRA ENERGY INC | Long | Equity-common | US | $2M | 87K | 0.26 |
| COTY INC CL A | Long | Equity-common | US | $442K | 44K | 0.05 |
| COUSINS PROPERTIES INC | Long | Equity-common | US | $410K | 18K | 0.04 |
| CRANE CO | Long | Equity-common | US | $814K | 6K | 0.09 |
| CRANE NXT CO | Long | Equity-common | US | $346K | 6K | 0.04 |
| CREDIT ACCEPTANCE CORP | Long | Equity-common | US | $378K | 734 | 0.04 |
| CROWN HOLDINGS INC | Long | Equity-common | US | $924K | 12K | 0.10 |
| CUBESMART | Long | Equity-common | US | $1M | 26K | 0.13 |
| CULLEN FROST BANKERS INC (CULLEN/FROST BANKERS INC) | Long | Equity-common | US | $704K | 7K | 0.08 |
| CUMMINS INC | Long | Equity-common | US | $4M | 16K | 0.48 |
| CURTISS WRIGHT CORPORATION (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $1M | 4K | 0.13 |
| DARDEN RESTAURANTS INC | Long | Equity-common | US | $1M | 7K | 0.12 |
| DARLING INGREDIENTS INC | Long | Equity-common | US | $682K | 19K | 0.07 |
| DAYFORCE INC | Long | Equity-common | US | $793K | 16K | 0.09 |
| DELTA AIR INC (DELTA AIRLINES INC) | Long | Equity-common | US | $3M | 71K | 0.37 |
| DENTSPLY SIRONA INC | Long | Equity-common | US | $617K | 25K | 0.07 |
| DEVON ENERGY CORP (DEVON ENERGY CORP NEW) | Long | Equity-common | US | $4M | 75K | 0.39 |
| DIAMONDBACK ENERGY INC | Long | Equity-common | US | $4M | 21K | 0.46 |
| DICKS SPORTING GOODS INC | Long | Equity-common | US | $1M | 6K | 0.14 |
| DIGITAL REALTY TRUST INC | Long | Equity-common | US | $6M | 37K | 0.61 |
| DISCOVER FIN SVCS (DISCOVER FINANCIAL SVS) | Long | Equity-common | US | $4M | 29K | 0.42 |
| DOLBY LABORATORIES INC CL A | Long | Equity-common | US | $542K | 7K | 0.06 |
| DOLLAR TREE INC | Long | Equity-common | US | $3M | 24K | 0.28 |
| DONALDSON CO INC (DONALDSON INC) | Long | Equity-common | US | $594K | 8K | 0.06 |
| DOORDASH INC | Long | Equity-common | US | $858K | 8K | 0.09 |
| DOVER CORP | Long | Equity-common | US | $3M | 16K | 0.32 |
| DOXIMITY INC | Long | Equity-common | US | $208K | 7K | 0.02 |
| DR HORTON INC | Long | Equity-common | US | $5M | 35K | 0.55 |
| DRIVEN BRANDS HOLDINGS INC | Long | Equity-common | US | $91K | 7K | 0.01 |
| DROPBOX INC CL A | Long | Equity-common | US | $75K | 3K | 0.01 |
| DT MIDSTREAM INC | Long | Equity-common | US | $807K | 11K | 0.09 |
| DTE ENERGY CO | Long | Equity-common | US | $3M | 24K | 0.29 |
| DUN and BRADSTREET HOLDINGS IN (DUN and BRADSTREET HOLDINGS INC) | Long | Equity-common | US | $295K | 32K | 0.03 |
| DUPONT DE NEMOURS INC | Long | Equity-common | US | $4M | 50K | 0.44 |
| DXC TECHNOLOGY CO | Long | Equity-common | US | $432K | 23K | 0.05 |
| EAGLE MATERIALS INC (EAGLE MATLS INC) | Long | Equity-common | US | $297K | 1K | 0.03 |
| EAST WEST BANCORP INC | Long | Equity-common | US | $1M | 16K | 0.13 |
| EASTGROUP PPTYS INC (EASTGROUP PROPERTIES INC) | Long | Equity-common | US | $911K | 5K | 0.10 |
| EASTMAN CHEMICAL CO | Long | Equity-common | US | $1M | 14K | 0.15 |
| EBAY INC | Long | Equity-common | US | $3M | 57K | 0.34 |
| EDISON INTL (EDISON INTERNATIONAL) | Long | Equity-common | US | $3M | 44K | 0.35 |
| ELANCO ANIMAL HEALTH INC | Long | Equity-common | US | $828K | 57K | 0.09 |
| ELECTRONIC ARTS INC | Long | Equity-common | US | $4M | 32K | 0.48 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $709K | 26K | 0.08 |
| EMCOR GROUP INC | Long | Equity-common | US | $1M | 4K | 0.14 |
| ENCOMPASS HEALTH CORP | Long | Equity-common | US | $925K | 11K | 0.10 |
| ENOVIS CORP | Long | Equity-common | US | $278K | 6K | 0.03 |
| ENTEGRIS INC | Long | Equity-common | US | $2M | 17K | 0.25 |
| ENTERGY CORP (ENTERGY CORP NEW) | Long | Equity-common | US | $3M | 25K | 0.29 |
| ENTERTAINMENT PPTYS TR (EPR PROPERTIES) | Long | Equity-common | US | $365K | 9K | 0.04 |
| ENVISTA HOLDINGS CORP (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $319K | 19K | 0.03 |
| EQT CORPORATION | Long | Equity-common | US | $2M | 42K | 0.17 |
| EQUIFAX INC | Long | Equity-common | US | $1M | 4K | 0.12 |
| EQUITY LIFESTYLE PPTYS INC (EQUITY LIFESTYLE PROPERTIES INC) | Long | Equity-common | US | $912K | 14K | 0.10 |
| EQUITY RESIDENTIAL REIT | Long | Equity-common | US | $3M | 44K | 0.33 |
| ESAB CORP | Long | Equity-common | US | $624K | 7K | 0.07 |
| ESSENTIAL UTILITIES INC | Long | Equity-common | US | $1M | 29K | 0.12 |
| ESSEX PROPERTY TRUST INC | Long | Equity-common | US | $2M | 7K | 0.22 |
| ETSY INC | Long | Equity-common | US | $361K | 6K | 0.04 |
| EURONET WORLDWIDE INC | Long | Equity-common | US | $265K | 3K | 0.03 |
| EVERCORE INC A | Long | Equity-common | US | $858K | 4K | 0.09 |
| EVEREST GROUP LTD | Long | Equity-common | BM | $2M | 4K | 0.18 |
| EVERGY INC | Long | Equity-common | US | $1M | 26K | 0.15 |
| EVERSOURCE ENERGY | Long | Equity-common | US | $2M | 41K | 0.25 |
| EXACT SCIENCES CORP | Long | Equity-common | US | $577K | 14K | 0.06 |
| EXELIXIS INC | Long | Equity-common | US | $212K | 9K | 0.02 |
| EXPEDIA INC (EXPEDIA GROUP INC) | Long | Equity-common | US | $526K | 4K | 0.06 |
| EXPEDITORS INTL OF WASH INC (EXPEDITORS INTERNATIONAL OF WASHINGTON INC) | Long | Equity-common | US | $2M | 15K | 0.20 |
| EXTRA SPACE STORAGE INC | Long | Equity-common | US | $4M | 25K | 0.42 |
| F5 INC | Long | Equity-common | US | $1M | 7K | 0.13 |
| FASTENAL CO | Long | Equity-common | US | $1M | 17K | 0.12 |
| FEDERAL REALTY INVESTMENT TR | Long | Equity-common | US | $956K | 9K | 0.10 |
| FERGUSON PLC | Long | Equity-common | JE | $4M | 23K | 0.48 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $2M | 2M | 0.20 |
| FIDELITY NATIONAL FINL INC (FIDELITY NATIONAL FINANCIAL INC) | Long | Equity-common | US | $2M | 30K | 0.16 |
| FIDELITY NATL INFORM SVCS INC (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Equity-common | US | $5M | 69K | 0.57 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $13M | 13M | 1.41 |
| FIFTH THIRD BANCORP | Long | Equity-common | US | $3M | 80K | 0.32 |
| FIRST AMERICAN FINANCIAL CORP (FIRST AMERN FINL CORP) | Long | Equity-common | US | $633K | 12K | 0.07 |
| FIRST CITIZENS BANCSHARES INC CL A (FIRST CITIZENS BANCSHARES INC/NC) | Long | Equity-common | US | $2M | 1K | 0.21 |
| FIRST HAWAIIAN INC | Long | Equity-common | US | $309K | 15K | 0.03 |
| FIRST HORIZON CORP | Long | Equity-common | US | $1M | 65K | 0.11 |
| FIRST INDUSTRIAL REALTY TRUST (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $734K | 15K | 0.08 |
| FIRST SOLAR INC | Long | Equity-common | US | $3M | 12K | 0.31 |
| FIRSTENERGY CORP | Long | Equity-common | US | $2M | 64K | 0.27 |
| FLOWERS FOODS INC | Long | Equity-common | US | $489K | 22K | 0.05 |
| FLOWSERVE CORP | Long | Equity-common | US | $737K | 15K | 0.08 |
| FMC CORP NEW | Long | Equity-common | US | $716K | 12K | 0.08 |
| FNB CORP PA | Long | Equity-common | US | $573K | 42K | 0.06 |
| FORTIVE CORP | Long | Equity-common | US | $3M | 41K | 0.34 |
| FORTREA HOLDINGS INC | Long | Equity-common | US | $242K | 10K | 0.03 |
| FORTUNE BRANDS INNOVATIONS INC | Long | Equity-common | US | $961K | 15K | 0.11 |
| FOX CORP CL A (FOX CORPORATION) | Long | Equity-common | US | $981K | 29K | 0.11 |
| FOX CORPORATION B | Long | Equity-common | US | $504K | 16K | 0.06 |
| FRANKLIN RESOURCES INC | Long | Equity-common | US | $784K | 35K | 0.09 |
| FRESHPET INC | Long | Equity-common | US | $476K | 4K | 0.05 |
| FRONTIER COMMUNICATIONS PARENT INC | Long | Equity-common | US | $751K | 29K | 0.08 |
| FTI CONSULTING INC | Long | Equity-common | US | $685K | 3K | 0.07 |
| GAMESTOP CORP CL A (GAMESTOP CORP NEW) | Long | Equity-common | US | $774K | 31K | 0.08 |
| GAMING AND LEISURE PROPRTI INC (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $1M | 30K | 0.15 |
| GAP INC | Long | Equity-common | US | $544K | 23K | 0.06 |
| GARMIN LTD | Long | Equity-common | CH | $3M | 18K | 0.32 |
| GATES INDUSTRIAL CORP PLC | Long | Equity-common | GB | $338K | 21K | 0.04 |
| GCI LIBERTY INC CL A ESCROW LINE | Long | Equity-common | US | $0.1 | 10K | 0.00 |
| GEN DIGITAL INC | Long | Equity-common | US | $1M | 55K | 0.15 |
| GENERAC HOLDINGS INC | Long | Equity-common | US | $927K | 7K | 0.10 |
| GENPACT LTD | Long | Equity-common | BM | $501K | 16K | 0.05 |
| GENTEX CORP | Long | Equity-common | US | $925K | 27K | 0.10 |
| GENUINE PARTS CO | Long | Equity-common | US | $2M | 16K | 0.25 |
| GINKGO BIOWORKS HOLDINGS INC | Long | Equity-common | US | $56K | 167K | 0.01 |
| GLOBAL PAYMENTS INC | Long | Equity-common | US | $3M | 30K | 0.32 |
| GLOBALFOUNDRIES INC | Long | Equity-common | KY | $548K | 11K | 0.06 |
| GLOBE LIFE INC | Long | Equity-common | US | $834K | 10K | 0.09 |
| GLOBUS MEDICAL INC | Long | Equity-common | US | $681K | 10K | 0.07 |
| GODADDY INC CL A | Long | Equity-common | US | $908K | 6K | 0.10 |
| GRACO INC | Long | Equity-common | US | $917K | 12K | 0.10 |
| GRAIL INC | Long | Equity-common | US | $33K | 2K | 0.00 |
| GRAND CANYON EDUCATION INC | Long | Equity-common | US | $351K | 3K | 0.04 |
| GRAPHIC PACKAGING HOLDING CO | Long | Equity-common | US | $435K | 17K | 0.05 |
| GROCERY OUTLET HOLDING CORP | Long | Equity-common | US | $246K | 11K | 0.03 |
| GUIDEWIRE SOFTWARE INC | Long | Equity-common | US | $1M | 10K | 0.14 |
| GXO LOGISTICS INC | Long | Equity-common | US | $692K | 14K | 0.08 |
| HALLIBURTON CO | Long | Equity-common | US | $3M | 84K | 0.31 |
| HANOVER INSURANCE GROUP INC (HANOVER INS GROUP INC) | Long | Equity-common | US | $521K | 4K | 0.06 |
| HARLEY-DAVIDSON INC | Long | Equity-common | US | $497K | 15K | 0.05 |
| HARTFORD FINL SVCS GROUP INC | Long | Equity-common | US | $3M | 35K | 0.38 |
| HASBRO INC | Long | Equity-common | US | $895K | 15K | 0.10 |
| HASHICORP INC | Long | Equity-common | US | $121K | 4K | 0.01 |
| HAWAIIAN ELECTRIC INDS INC (HAWAIIAN ELECTRIC INDUSTRIES INC) | Long | Equity-common | US | $116K | 13K | 0.01 |
| HAYWARD HOLDINGS INC | Long | Equity-common | US | $191K | 16K | 0.02 |
| HEALTHCARE REALTY TRUST INC | Long | Equity-common | US | $733K | 44K | 0.08 |
| HEALTHPEAK PROPERTIES INC | Long | Equity-common | US | $2M | 83K | 0.18 |
| HEICO CORP (HEICO CORP NEW) | Long | Equity-common | US | $117K | 522 | 0.01 |
| HEICO CORP CL A (HEICO CORP NEW) | Long | Equity-common | US | $167K | 941 | 0.02 |
| HENRY (JACK) and ASSOCIATES INC | Long | Equity-common | US | $966K | 6K | 0.11 |
| HENRY SCHEIN INC | Long | Equity-common | US | $978K | 15K | 0.11 |
| HERTZ GLOBAL HOLDINGS INC | Long | Equity-common | US | $54K | 15K | 0.01 |
| HESS CORP | Long | Equity-common | US | $2M | 14K | 0.23 |
| HEWLETT PACKARD ENTERPRISE CO | Long | Equity-common | US | $3M | 152K | 0.35 |
| HEXCEL CORPORATION | Long | Equity-common | US | $616K | 10K | 0.07 |
| HF SINCLAIR CORP | Long | Equity-common | US | $999K | 19K | 0.11 |
| HIGHWOODS PROPERTIES INC | Long | Equity-common | US | $320K | 12K | 0.04 |
| HILTON WORLDWIDE HOLDINGS INC | Long | Equity-common | US | $3M | 16K | 0.38 |
| HOLOGIC INC | Long | Equity-common | US | $2M | 27K | 0.22 |
| HORMEL FOODS CORP | Long | Equity-common | US | $1M | 34K | 0.11 |
| HOST HOTELS and RESORTS INC | Long | Equity-common | US | $1M | 82K | 0.16 |
| HOULIHAN LOKEY | Long | Equity-common | US | $740K | 5K | 0.08 |
| HOWARD HUGHES HOLDINGS INC | Long | Equity-common | US | $256K | 4K | 0.03 |
| HOWMET AEROSPACE INC | Long | Equity-common | US | $3M | 44K | 0.38 |
| HP INC | Long | Equity-common | US | $3M | 81K | 0.31 |
| HUBBELL INC | Long | Equity-common | US | $1M | 3K | 0.14 |
| HUNT J B TRANSPORT SERVICES IN (HUNT (JB) TRANSPORT SERVICES) | Long | Equity-common | US | $1M | 8K | 0.14 |
| HUNTINGTON BANCSHARES INC (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $2M | 169K | 0.24 |
| HUNTINGTON INGALLS INDUSTRIES INC | Long | Equity-common | US | $1M | 5K | 0.12 |
| HUNTSMAN CORP | Long | Equity-common | US | $442K | 19K | 0.05 |
| HYATT HOTELS CORP CL A | Long | Equity-common | US | $771K | 5K | 0.08 |
| IAC INC | Long | Equity-common | US | $406K | 9K | 0.04 |
| ICON PLC | Long | Equity-common | IE | $3M | 8K | 0.28 |
| ICU MEDICAL INC | Long | Equity-common | US | $281K | 2K | 0.03 |
| IDACORP INC | Long | Equity-common | US | $551K | 6K | 0.06 |
| IDEX CORPORATION | Long | Equity-common | US | $2M | 8K | 0.18 |
| ILLUMINA INC | Long | Equity-common | US | $1M | 13K | 0.15 |
| INCYTE CORP | Long | Equity-common | US | $343K | 6K | 0.04 |
| INFORMATICA INC | Long | Equity-common | US | $144K | 5K | 0.02 |
| INGERSOLL RAND INC | Long | Equity-common | US | $4M | 47K | 0.47 |
| INGREDION INC | Long | Equity-common | US | $876K | 8K | 0.10 |
| INTEGRA LIFESCIENCES HLDS CORP (INTEGRA LIFESCIENCES HLDG CORP) | Long | Equity-common | US | $233K | 8K | 0.03 |
| INTERACTIVE BROKERS GROUP INC | Long | Equity-common | US | $1M | 12K | 0.16 |
| INTERNATIONAL FLAVORS and FRAGRA (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Equity-common | US | $3M | 30K | 0.31 |
| INTERNATIONAL PAPER CO | Long | Equity-common | US | $2M | 41K | 0.19 |
| INTERPUBLIC GROUP OF COS INC | Long | Equity-common | US | $1M | 45K | 0.14 |
| INVESCO LTD | Long | Equity-common | BM | $636K | 43K | 0.07 |
| INVITATION HOMES INC | Long | Equity-common | US | $3M | 72K | 0.28 |
| IONIS PHARMACEUTICALS INC | Long | Equity-common | US | $110K | 2K | 0.01 |
| IPG PHOTONICS CORP | Long | Equity-common | US | $296K | 4K | 0.03 |
| IQVIA HOLDINGS INC | Long | Equity-common | US | $329K | 2K | 0.04 |
| IRIDIUM COMMUNICATIONS INC | Long | Equity-common | US | $24K | 909 | 0.00 |
| IRON MOUNTAIN INC | Long | Equity-common | US | $2M | 17K | 0.17 |
| ITT INC | Long | Equity-common | US | $1M | 10K | 0.14 |
| JABIL INC | Long | Equity-common | US | $591K | 5K | 0.06 |
| JACOBS SOLUTIONS INC | Long | Equity-common | US | $2M | 15K | 0.23 |
| JANUS HENDERSON GROUP PLC | Long | Equity-common | JE | $528K | 16K | 0.06 |
| JAZZ PHARMA PLC (JAZZ PHARMACEUTICALS PLC) | Long | Equity-common | IE | $368K | 3K | 0.04 |
| JEFFERIES FINANCIAL GROUP INC | Long | Equity-common | US | $1M | 21K | 0.12 |
| JM SMUCKER CO/THE | Long | Equity-common | US | $1M | 12K | 0.14 |
| JONES LANG LASALLE INC | Long | Equity-common | US | $1M | 6K | 0.12 |
| JUNIPER NETWORKS INC | Long | Equity-common | US | $1M | 37K | 0.15 |
| KBR INC | Long | Equity-common | US | $639K | 10K | 0.07 |
| KELLANOVA | Long | Equity-common | US | $2M | 30K | 0.19 |
| KEMPER CORP (KEMPER CORP DEL) | Long | Equity-common | US | $418K | 7K | 0.05 |
| KEYCORP | Long | Equity-common | US | $2M | 109K | 0.17 |
| KEYSIGHT TECHNOLOGIES INC | Long | Equity-common | US | $2M | 15K | 0.23 |
| KILROY REALTY CORP | Long | Equity-common | US | $426K | 14K | 0.05 |
| KIMCO REALTY CORPORATION | Long | Equity-common | US | $1M | 77K | 0.16 |
| KIRBY CORP | Long | Equity-common | US | $826K | 7K | 0.09 |
| KKR and CO INC | Long | Equity-common | US | $6M | 59K | 0.68 |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | Long | Equity-common | US | $913K | 18K | 0.10 |
| KOHLS CORP | Long | Equity-common | US | $298K | 13K | 0.03 |
| KROGER CO | Long | Equity-common | US | $4M | 76K | 0.42 |
| KYNDRYL HOLDINGS INC | Long | Equity-common | US | $700K | 27K | 0.08 |
| LABCORP HOLDINGS INC | Long | Equity-common | US | $2M | 10K | 0.22 |
| LAMAR ADVERTISING CO CL A | Long | Equity-common | US | $279K | 2K | 0.03 |
| LAMB WESTON HOLDINGS INC | Long | Equity-common | US | $80K | 954 | 0.01 |
| LANDSTAR SYSTEM INC | Long | Equity-common | US | $158K | 854 | 0.02 |
| LAZARD INC CL A | Long | Equity-common | US | $489K | 13K | 0.05 |
| LEAR CORP NEW | Long | Equity-common | US | $775K | 7K | 0.08 |
| LEGGETT and PLATT INC | Long | Equity-common | US | $178K | 16K | 0.02 |
| LEIDOS HOLDINGS INC (LEIDOS HLDGS INC) | Long | Equity-common | US | $2M | 16K | 0.26 |
| LENNAR CORP CL A | Long | Equity-common | US | $4M | 28K | 0.47 |
| LENNAR CORP CL B | Long | Equity-common | US | $212K | 2K | 0.02 |
| LENNOX INTERNATIONAL INC | Long | Equity-common | US | $2M | 4K | 0.22 |
| LIBERTY BROADBAND CORP A | Long | Equity-common | US | $84K | 2K | 0.01 |
| LIBERTY BROADBAND CORP C | Long | Equity-common | US | $592K | 11K | 0.06 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL A (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $180K | 3K | 0.02 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $2M | 23K | 0.18 |
| LIBERTY MEDIA CORP LIBERTY LIVE CL C | Long | Equity-common | US | $209K | 5K | 0.02 |
| LIBERTY MEDIA CORP-LIBERTY LIVE CL A (LIBERTY MEDIA CORP LIBERTY LIVE) | Long | Equity-common | US | $86K | 2K | 0.01 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM | Long | Equity-common | US | $399K | 18K | 0.04 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM CL A | Long | Equity-common | US | $193K | 9K | 0.02 |
| LINCOLN ELECTRIC HLDGS INC (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $80K | 425 | 0.01 |
| LINCOLN NATIONAL CORP (LINCOLN NATIONAL CORP IND) | Long | Equity-common | US | $558K | 18K | 0.06 |
| LITHIA MOTORS INC CL A | Long | Equity-common | US | $800K | 3K | 0.09 |
| LITTELFUSE INC (LITTLEFUSE INC) | Long | Equity-common | US | $724K | 3K | 0.08 |
| LIVE NATION ENTERTAINMENT INC | Long | Equity-common | US | $1M | 14K | 0.15 |
| LKQ CORP | Long | Equity-common | US | $1M | 31K | 0.14 |
| LOEWS CORP | Long | Equity-common | US | $2M | 21K | 0.18 |
| LOUISIANA PACIFIC CORP | Long | Equity-common | US | $619K | 8K | 0.07 |
| LUCID GROUP INC - A | Long | Equity-common | US | $228K | 87K | 0.02 |
| LUMENTUM HOLDINGS INC | Long | Equity-common | US | $398K | 8K | 0.04 |
| LYONDELLBASELL INDS CLASS A (LYONDELLBASELL INDS NV) | Long | Equity-common | NL | $3M | 30K | 0.32 |
| M and T BANK CORP | Long | Equity-common | US | $3M | 19K | 0.32 |
| MACYS INC | Long | Equity-common | US | $608K | 32K | 0.07 |
| MADISON SQUARE GARDEN SPORTS CORP | Long | Equity-common | US | $410K | 2K | 0.04 |
| MANPOWERGROUP INC | Long | Equity-common | US | $396K | 6K | 0.04 |
| MAPLEBEAR INC | Long | Equity-common | US | $25K | 763 | 0.00 |
| MARATHON OIL CORP | Long | Equity-common | US | $2M | 68K | 0.21 |
| MARAVAI LIFESCIENCES HOLDINGS INC | Long | Equity-common | US | $39K | 5K | 0.00 |
| MARKEL GROUP INC | Long | Equity-common | US | $2M | 2K | 0.27 |
| MARRIOTT VACATIONS WORLD (MARRIOTT VACATIONS WORLDWIDE CORP) | Long | Equity-common | US | $358K | 4K | 0.04 |
| MARTIN MARIETTA MATERIALS INC | Long | Equity-common | US | $4M | 7K | 0.43 |
| MARVELL TECHNOLOGY INC | Long | Equity-common | US | $7M | 100K | 0.77 |
| MASCO CORPORATION | Long | Equity-common | US | $2M | 26K | 0.19 |
| MASTEC INC | Long | Equity-common | US | $779K | 7K | 0.09 |
| MATCH GROUP INC | Long | Equity-common | US | $96K | 3K | 0.01 |
| MATTEL INC | Long | Equity-common | US | $670K | 41K | 0.07 |
| MCCORMICK and CO INC NON-VTG | Long | Equity-common | US | $2M | 29K | 0.23 |
| MDU RESOURCES GROUP INC | Long | Equity-common | US | $594K | 24K | 0.06 |
| MEDICAL PPTY TR INC (MEDICAL PROPERTIES TRUST INC) | Long | Equity-common | US | $300K | 70K | 0.03 |
| MERCURY SYSTEMS INC | Long | Equity-common | US | $170K | 6K | 0.02 |
| MGIC INVESTMENT CORP | Long | Equity-common | US | $695K | 32K | 0.08 |
| MGM RESORTS INTERNATIONAL | Long | Equity-common | US | $1M | 32K | 0.16 |
| MICROCHIP TECHNOLOGY (MICROCHIP TECHNOLOGY INC) | Long | Equity-common | US | $2M | 18K | 0.18 |
| MID AMERICA APT CMNTY INC (MID-AMERICA APT CMNTYS INC) | Long | Equity-common | US | $2M | 14K | 0.21 |
| MIDDLEBY CORP | Long | Equity-common | US | $764K | 6K | 0.08 |
| MISTER CAR WASH INC | Long | Equity-common | US | $63K | 9K | 0.01 |
| MKS INSTRUMENTS INC | Long | Equity-common | US | $1M | 8K | 0.11 |
| MOHAWK INDUSTRIES INC | Long | Equity-common | US | $703K | 6K | 0.08 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $917K | 3K | 0.10 |
| MOLSON COORS BEVERAGE CO B | Long | Equity-common | US | $1M | 20K | 0.11 |
| MOSAIC CO NEW | Long | Equity-common | US | $1M | 38K | 0.12 |
| MP MATERIALS CORP | Long | Equity-common | US | $155K | 12K | 0.02 |
| MSA SAFETY INC | Long | Equity-common | US | $673K | 4K | 0.07 |
| MSC INDUSTRIAL DIRECT CO CL A (MSC INDUSTRIAL DIRECT INC) | Long | Equity-common | US | $429K | 5K | 0.05 |
| MSCI INC | Long | Equity-common | US | $2M | 4K | 0.24 |
| MURPHY USA INC | Long | Equity-common | US | $57K | 121 | 0.01 |
| NASDAQ INC | Long | Equity-common | US | $3M | 43K | 0.28 |
| NATIONAL FUEL GAS CO NJ | Long | Equity-common | US | $564K | 10K | 0.06 |
| NATIONAL STORAGE AFFILIATES TRUST | Long | Equity-common | US | $363K | 9K | 0.04 |
| NCINO INC | Long | Equity-common | US | $237K | 8K | 0.03 |
| NCR ATLEOS CORP | Long | Equity-common | US | $204K | 8K | 0.02 |
| NCR VOYIX CORP | Long | Equity-common | US | $187K | 15K | 0.02 |
| NET LEASE OFFICE PROPERTIES REIT | Long | Equity-common | US | $42K | 2K | 0.00 |
| NETAPP INC | Long | Equity-common | US | $2M | 15K | 0.20 |
| NEW YORK COMMUNITY BANCORP INC | Long | Equity-common | US | $269K | 83K | 0.03 |
| NEW YORK TIMES CO CL A | Long | Equity-common | US | $968K | 19K | 0.11 |
| NEWELL BRANDS INC | Long | Equity-common | US | $286K | 45K | 0.03 |
| NEWMARKET CORP | Long | Equity-common | US | $376K | 729 | 0.04 |
| NEWS CORP NEW CL A | Long | Equity-common | US | $1M | 45K | 0.13 |
| NEWS CORP NEW CL B | Long | Equity-common | US | $387K | 14K | 0.04 |
| NEXSTAR MEDIA GROUP INC | Long | Equity-common | US | $412K | 2K | 0.05 |
| NISOURCE INC | Long | Equity-common | US | $1M | 48K | 0.15 |
| NNN REIT INC | Long | Equity-common | US | $905K | 21K | 0.10 |
| NORDSON CORP | Long | Equity-common | US | $2M | 7K | 0.17 |
| NORDSTROM INC | Long | Equity-common | US | $284K | 13K | 0.03 |
| NORTHERN TRUST CORP | Long | Equity-common | US | $2M | 24K | 0.22 |
| NORWEGIAN CRUISE LINE HLDGS LTD | Long | Equity-common | BM | $706K | 38K | 0.08 |
| NOV INC (NATIONAL OILWELL VARCO INC) | Long | Equity-common | US | $873K | 46K | 0.10 |
| NRG ENERGY INC | Long | Equity-common | US | $2M | 26K | 0.22 |
| NU HOLDINGS LTD/CAYMAN ISLANDS | Long | Equity-common | KY | $1M | 86K | 0.12 |
| NUCOR CORP | Long | Equity-common | US | $5M | 29K | 0.50 |
| NUTANIX INC CL A | Long | Equity-common | US | $1M | 22K | 0.13 |
| NVENT ELECTRIC PLC | Long | Equity-common | IE | $1M | 19K | 0.16 |
| NVR INC | Long | Equity-common | US | $2M | 311 | 0.26 |
| OGE ENERGY CORP | Long | Equity-common | US | $836K | 23K | 0.09 |
| OKTA INC CL A | Long | Equity-common | US | $2M | 17K | 0.17 |
| OLAPLEX HOLDINGS INC | Long | Equity-common | US | $23K | 15K | 0.00 |
| OLD DOMINION FREIGHT LINES INC | Long | Equity-common | US | $282K | 2K | 0.03 |
| OLD REPUBLIC INTL CORP | Long | Equity-common | US | $931K | 30K | 0.10 |
| OLIN CORP | Long | Equity-common | US | $663K | 14K | 0.07 |
| OLLIES BARGAIN OUTLET HOLDINGS INC (OLLIES BARGAIN OUTLET HLDGS INC) | Long | Equity-common | US | $481K | 5K | 0.05 |
| OMEGA HEALTHCARE INVESTORS INC | Long | Equity-common | US | $982K | 29K | 0.11 |
| OMNICOM GROUP INC | Long | Equity-common | US | $2M | 23K | 0.23 |
| ON SEMICONDUCTOR CORP | Long | Equity-common | US | $3M | 51K | 0.38 |
| ONEMAIN HOLDINGS INC (ONEMAIN HLDGS INC) | Long | Equity-common | US | $637K | 13K | 0.07 |
| ONEOK INC | Long | Equity-common | US | $5M | 64K | 0.57 |
| ORGANON and CO | Long | Equity-common | US | $619K | 30K | 0.07 |
| OSHKOSH CORP | Long | Equity-common | US | $826K | 8K | 0.09 |
| OTIS WORLDWIDE CORP | Long | Equity-common | US | $4M | 46K | 0.48 |
| OVINTIV INC | Long | Equity-common | US | $785K | 17K | 0.09 |
| OWENS CORNING INC (OWENS CORNING NEW) | Long | Equity-common | US | $2M | 10K | 0.20 |
| PACCAR INC | Long | Equity-common | US | $6M | 60K | 0.68 |
| PACKAGING CORP OF AMERICA | Long | Equity-common | US | $2M | 10K | 0.21 |
| PARAMOUNT GLOBAL CL A | Long | Equity-common | US | $20K | 1K | 0.00 |
| PARAMOUNT GLOBAL CL B | Long | Equity-common | US | $702K | 68K | 0.08 |
| PARK HOTELS and RESORTS INC | Long | Equity-common | US | $365K | 24K | 0.04 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $8M | 15K | 0.83 |
| PAYCOR HCM INC | Long | Equity-common | US | $52K | 4K | 0.01 |
| PENN ENTERTAINMENT INC | Long | Equity-common | US | $339K | 18K | 0.04 |
| PENSKE AUTOMOTIVE GROUP INC | Long | Equity-common | US | $341K | 2K | 0.04 |
| PENTAIR PLC | Long | Equity-common | IE | $1M | 19K | 0.16 |
| PERFORMANCE FOOD GROUP CO | Long | Equity-common | US | $629K | 10K | 0.07 |
| PERRIGO CO PLC | Long | Equity-common | IE | $406K | 16K | 0.04 |
| PETCO HEALTH AND WELLNESS CO INC | Long | Equity-common | US | $37K | 10K | 0.00 |
| PG and E CORP | Long | Equity-common | US | $4M | 239K | 0.46 |
| PHILLIPS 66 | Long | Equity-common | US | $7M | 52K | 0.80 |
| PHINIA INC | Long | Equity-common | US | $215K | 5K | 0.02 |
| PILGRIM'S PRIDE CORP NEW (PILGRIMS PRIDE CORP NEW) | Long | Equity-common | US | $185K | 5K | 0.02 |
| PINNACLE FINL PARTNERS INC | Long | Equity-common | US | $705K | 9K | 0.08 |
| PINNACLE WEST CAPITAL CORP | Long | Equity-common | US | $1M | 13K | 0.11 |
| PLANET FITNESS INC CL A | Long | Equity-common | US | $384K | 5K | 0.04 |
| PLAYTIKA HOLDING CORP | Long | Equity-common | US | $3K | 423 | 0.00 |
| PLUG POWER INC | Long | Equity-common | US | $143K | 62K | 0.02 |
| POLARIS INC | Long | Equity-common | US | $451K | 6K | 0.05 |
| POPULAR INC | Long | Equity-common | PR | $729K | 8K | 0.08 |
| POST HOLDINGS INC | Long | Equity-common | US | $620K | 6K | 0.07 |
| PPG INDUSTRIES INC | Long | Equity-common | US | $3M | 21K | 0.28 |
| PPL CORPORATION | Long | Equity-common | US | $2M | 86K | 0.26 |
| PREMIER INC | Long | Equity-common | US | $259K | 14K | 0.03 |
| PRICE (T ROWE)GROUP INC (PRICE (T ROWE) GROUP INC) | Long | Equity-common | US | $3M | 26K | 0.33 |
| PRIMERICA INC | Long | Equity-common | US | $339K | 1K | 0.04 |
| PRINCIPAL FINL GROUP INC (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $2M | 28K | 0.24 |
| PROSPERITY BANCSHARES INC | Long | Equity-common | US | $624K | 10K | 0.07 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINL INC) | Long | Equity-common | US | $5M | 43K | 0.55 |
| PTC INC | Long | Equity-common | US | $1M | 6K | 0.13 |
| PUBLIC SVC ENTERPRISE GRP INC (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $4M | 58K | 0.47 |
| PULTEGROUP INC (PULTE GROUP INC) | Long | Equity-common | US | $3M | 25K | 0.30 |
| PURE STORAGE INC CL A | Long | Equity-common | US | $473K | 7K | 0.05 |
| PVH CORP | Long | Equity-common | US | $735K | 7K | 0.08 |
| QIAGEN NV | Long | Equity-common | NL | $1M | 26K | 0.12 |
| QORVO INC | Long | Equity-common | US | $1M | 11K | 0.15 |
| QUANTA SVCS INC | Long | Equity-common | US | $3M | 12K | 0.35 |
| QUANTUMSCAPE CORP A | Long | Equity-common | US | $195K | 40K | 0.02 |
| QUEST DIAGNOSTICS INC | Long | Equity-common | US | $2M | 13K | 0.20 |
| QUIDELORTHO CORP | Long | Equity-common | US | $208K | 6K | 0.02 |
| R1 RCM INC (R1 RCM INC.) | Long | Equity-common | US | $225K | 18K | 0.02 |
| RALPH LAUREN CORP | Long | Equity-common | US | $806K | 5K | 0.09 |
| RANGE RESOURCES CORP | Long | Equity-common | US | $919K | 27K | 0.10 |
| RAYMOND JAMES FINANCIAL INC. | Long | Equity-common | US | $3M | 22K | 0.30 |
| RAYONIER INC REIT | Long | Equity-common | US | $500K | 17K | 0.05 |
| RB GLOBAL INC | Long | Equity-common | CA | $382K | 5K | 0.04 |
| RBC BEARINGS INC | Long | Equity-common | US | $893K | 3K | 0.10 |
| REALTY INCOME CORP REIT | Long | Equity-common | US | $5M | 97K | 0.56 |
| REGAL REXNORD CORP | Long | Equity-common | US | $1M | 8K | 0.11 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORP(REIT)) | Long | Equity-common | US | $1M | 21K | 0.14 |
| REGIONS FINANCIAL CORP (REGIONS FINL CORP NEW) | Long | Equity-common | US | $2M | 108K | 0.24 |
| REINSURANCE GROUP OF AMERICA (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $2M | 8K | 0.17 |
| RELIANCE INC | Long | Equity-common | US | $2M | 7K | 0.21 |
| RENAISSANCERE HLDGS LTD (RENAISSANCERE HOLDINGS LTD) | Long | Equity-common | BM | $995K | 4K | 0.11 |
| REPLIGEN (REPLIGEN CORP) | Long | Equity-common | US | $457K | 4K | 0.05 |
| REPUBLIC SERVICES INC | Long | Equity-common | US | $5M | 24K | 0.51 |
| REVVITY INC | Long | Equity-common | US | $2M | 15K | 0.17 |
| REXFORD INDUSTRIAL REALTY INC (REXFORD INDL RLTY INC) | Long | Equity-common | US | $1M | 25K | 0.12 |
| REYNOLDS CONSUMER PRODUCTS INC | Long | Equity-common | US | $178K | 6K | 0.02 |
| RH | Long | Equity-common | US | $372K | 2K | 0.04 |
| RITHM CAPITAL CORP | Long | Equity-common | US | $616K | 56K | 0.07 |
| RIVIAN AUTOMOTIVE INC | Long | Equity-common | US | $1M | 79K | 0.12 |
| RLI CORP | Long | Equity-common | US | $516K | 4K | 0.06 |
| ROBERT HALF INC | Long | Equity-common | US | $774K | 12K | 0.08 |
| ROBINHOOD MARKETS INC | Long | Equity-common | US | $2M | 74K | 0.18 |
| ROCKET COS INC | Long | Equity-common | US | $121K | 9K | 0.01 |
| ROIVANT SCIENCES LTD | Long | Equity-common | BM | $24K | 2K | 0.00 |
| ROKU INC CLASS A | Long | Equity-common | US | $768K | 13K | 0.08 |
| ROSS STORES INC | Long | Equity-common | US | $377K | 3K | 0.04 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Equity-common | LR | $3M | 19K | 0.33 |
| ROYAL GOLD INC | Long | Equity-common | US | $961K | 8K | 0.11 |
| ROYALTY PHARMA PLC | Long | Equity-common | GB | $1M | 43K | 0.13 |
| RPM INTERNATIONAL INC | Long | Equity-common | US | $1M | 12K | 0.14 |
| RYDER SYSTEM INC | Long | Equity-common | US | $635K | 5K | 0.07 |
| S and P MID 400 EMINI FUT SEP24 FAU4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $23K | – | 0.00 | |
| SAIA INC | Long | Equity-common | US | $1M | 3K | 0.14 |
| SBA COMMUNICATIONS CORP | Long | Equity-common | US | $2M | 11K | 0.24 |
| SCHNEIDER NATIONAL INC CL B | Long | Equity-common | US | $153K | 6K | 0.02 |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | Long | Equity-common | US | $713K | 6K | 0.08 |
| SEABOARD CORP | Long | Equity-common | US | $79K | 25 | 0.01 |
| SEALED AIR CORP | Long | Equity-common | US | $262K | 8K | 0.03 |
| SEI INV CORP (SEI INVESTMENTS CO) | Long | Equity-common | US | $761K | 12K | 0.08 |
| SENSATA TECHNOLOGIES HOLDING PLC | Long | Equity-common | GB | $660K | 18K | 0.07 |
| SENTINELONE INC | Long | Equity-common | US | $512K | 24K | 0.06 |
| SERVICE CORP INTERNATIONAL INC | Long | Equity-common | US | $760K | 11K | 0.08 |
| SILGAN HOLDINGS INC | Long | Equity-common | US | $400K | 9K | 0.04 |
| SIMON PPTY GROUP INC - REIT (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $5M | 30K | 0.49 |
| SIRIUS XM HLDGS INC | Long | Equity-common | US | $214K | 75K | 0.02 |
| SITEONE LANDSCAPE SUPPLY INC | Long | Equity-common | US | $428K | 4K | 0.05 |
| SKECHERS USA INC CL A | Long | Equity-common | US | $1M | 14K | 0.11 |
| SKYWORKS SOLUTIONS INC | Long | Equity-common | US | $2M | 19K | 0.22 |
| SLM CORP | Long | Equity-common | US | $323K | 16K | 0.04 |
| SMITH (AO) CORP | Long | Equity-common | US | $1M | 13K | 0.11 |
| SNAP-ON INCORPORATED (SNAP-ON TOOLS CORP) | Long | Equity-common | US | $2M | 6K | 0.17 |
| SOFI TECHNOLOGIES INC | Long | Equity-common | US | $736K | 111K | 0.08 |
| SONOCO PRODUCTS CO | Long | Equity-common | US | $581K | 11K | 0.06 |
| SOTERA HEALTH CO | Long | Equity-common | US | $51K | 4K | 0.01 |
| SOUTHWEST AIRLINES CO | Long | Equity-common | US | $2M | 70K | 0.22 |
| SOUTHWESTERN ENERGY CO | Long | Equity-common | US | $865K | 128K | 0.09 |
| SPECTRUM BRANDS HOLDINGS INC | Long | Equity-common | US | $304K | 4K | 0.03 |
| SPIRIT AEROSYSTEM HLD INC CL A (SPIRIT AEROSYSTEMS HLDGS INC) | Long | Equity-common | US | $398K | 12K | 0.04 |
| SS and C TECHNOLOGIES HOLDINGS INC (SS and C TECHNOLOGIES HLDGS INC) | Long | Equity-common | US | $2M | 25K | 0.17 |
| SSR MINING INC | Long | Equity-common | CA | $107K | 24K | 0.01 |
| STAG INDUSTRIAL INC | Long | Equity-common | US | $768K | 21K | 0.08 |
| STANLEY BLACK and DECKER INC | Long | Equity-common | US | $1M | 18K | 0.16 |
| STARWOOD PROPERTY TRUST INC | Long | Equity-common | US | $654K | 35K | 0.07 |
| STATE STREET CORP | Long | Equity-common | US | $3M | 35K | 0.29 |
| STEEL DYNAMICS INC | Long | Equity-common | US | $2M | 18K | 0.25 |
| STERICYCLE INC | Long | Equity-common | US | $627K | 11K | 0.07 |
| STERIS PLC | Long | Equity-common | IE | $3M | 12K | 0.28 |
| STIFEL FINANCIAL CORP | Long | Equity-common | US | $963K | 11K | 0.11 |
| SUN COMMUNITIES INC - REIT | Long | Equity-common | US | $1M | 11K | 0.15 |
| SUNRUN INC | Long | Equity-common | US | $296K | 25K | 0.03 |
| SYNCHRONY FINANCIAL | Long | Equity-common | US | $2M | 47K | 0.25 |
| SYNOVUS FINANCIAL CORP. | Long | Equity-common | US | $681K | 17K | 0.07 |
| TAKE-TWO INTERACTV SOFTWR INC | Long | Equity-common | US | $3M | 19K | 0.33 |
| TANDEM DIABETES CARE INC | Long | Equity-common | US | $263K | 7K | 0.03 |
| TAPESTRY INC | Long | Equity-common | US | $1M | 25K | 0.12 |
| TD SYNNEX CORP | Long | Equity-common | US | $915K | 8K | 0.10 |
| TECHNIPFMC PLC | Long | Equity-common | GB | $1M | 51K | 0.15 |
| TELADOC HEALTH INC | Long | Equity-common | US | $189K | 19K | 0.02 |
| TELEDYNE TECHNOLOGIES INC | Long | Equity-common | US | $2M | 5K | 0.23 |
| TELEFLEX INC | Long | Equity-common | US | $1M | 6K | 0.13 |
| TEMPUR SEALY INTERNATIONAL INC | Long | Equity-common | US | $737K | 16K | 0.08 |
| TENET HEALTHCARE CORP | Long | Equity-common | US | $2M | 12K | 0.17 |
| TERADYNE INC | Long | Equity-common | US | $447K | 3K | 0.05 |
| TETRA TECH INC (TETRA TECH INC NEW) | Long | Equity-common | US | $1M | 5K | 0.11 |
| TEXTRON INC | Long | Equity-common | US | $2M | 23K | 0.22 |
| TFS FINANCIAL CORP | Long | Equity-common | US | $74K | 6K | 0.01 |
| THOR INDUSTRIES INC | Long | Equity-common | US | $561K | 6K | 0.06 |
| TIMKEN CO | Long | Equity-common | US | $574K | 7K | 0.06 |
| TOLL BROTHERS INC (TOLL BROS INC) | Long | Equity-common | US | $1M | 12K | 0.15 |
| TOPBUILD CORP | Long | Equity-common | US | $1M | 3K | 0.15 |
| TPG INC | Long | Equity-common | US | $247K | 6K | 0.03 |
| TRADEWEB MARKETS INC A | Long | Equity-common | US | $930K | 9K | 0.10 |
| TRANE TECHNOLOGIES PLC | Long | Equity-common | IE | $6M | 19K | 0.68 |
| TRANSDIGM GROUP INC | Long | Equity-common | US | $7M | 5K | 0.72 |
| TRANSUNION | Long | Equity-common | US | $2M | 23K | 0.18 |
| TRAVEL+LEISURE CO | Long | Equity-common | US | $203K | 5K | 0.02 |
| TRIMBLE INC | Long | Equity-common | US | $2M | 29K | 0.18 |
| TRIPADVISOR INC | Long | Equity-common | US | $224K | 13K | 0.02 |
| TWILIO INC CLASS A | Long | Equity-common | US | $941K | 17K | 0.10 |
| TYLER TECHNOLOGIES INC | Long | Equity-common | US | $598K | 1K | 0.07 |
| TYSON FOODS INC CL A | Long | Equity-common | US | $2M | 33K | 0.20 |
| U-HAUL HOLDING CO | Long | Equity-common | US | $435K | 7K | 0.05 |
| U-HAUL HOLDING CO | Long | Equity-common | US | $34K | 547 | 0.00 |
| UBIQUITI INC | Long | Equity-common | US | $11K | 74 | 0.00 |
| UDR INC | Long | Equity-common | US | $1M | 36K | 0.16 |
| UGI CORP NEW | Long | Equity-common | US | $560K | 24K | 0.06 |
| UIPATH INC A | Long | Equity-common | US | $132K | 10K | 0.01 |
| UNDER ARMOUR INC CL A | Long | Equity-common | US | $147K | 22K | 0.02 |
| UNDER ARMOUR INC CL C | Long | Equity-common | US | $155K | 24K | 0.02 |
| UNITED AIRLINES HOLDINGS INC | Long | Equity-common | US | $2M | 38K | 0.20 |
| UNITED RENTALS INC | Long | Equity-common | US | $4M | 6K | 0.45 |
| UNITED STATES STEEL CORP | Long | Equity-common | US | $980K | 26K | 0.11 |
| UNITED THERAPEUTICS CORP DEL | Long | Equity-common | US | $2M | 5K | 0.18 |
| UNITY SOFTWARE INC | Long | Equity-common | US | $336K | 21K | 0.04 |
| UNIVERSAL DISPLAY CORP | Long | Equity-common | US | $630K | 3K | 0.07 |
| UNIVERSAL HEALTH SVCS INC CL B (UNIVERSAL HEALTH SERVICES INC) | Long | Equity-common | US | $1M | 7K | 0.14 |
| UNUM GROUP | Long | Equity-common | US | $1M | 23K | 0.13 |
| US FOODS HOLDING CORP | Long | Equity-common | US | $1M | 27K | 0.15 |
| UST BILLS 0% 08/22/2024 | Long | Debt | US | $124K | – | 0.01 |
| UWM HOLDINGS CORP CL A | Long | Equity-common | US | $48K | 7K | 0.01 |
| VAIL RESORTS INC | Long | Equity-common | US | $718K | 4K | 0.08 |
| VALMONT INDUSTRIES INC | Long | Equity-common | US | $623K | 2K | 0.07 |
| VALVOLINE INC | Long | Equity-common | US | $484K | 11K | 0.05 |
| VENTAS INC REIT | Long | Equity-common | US | $2M | 47K | 0.26 |
| VERISIGN INC | Long | Equity-common | US | $2M | 10K | 0.19 |
| VERTIV HOLDINGS CO | Long | Equity-common | US | $3M | 37K | 0.35 |
| VESTIS (VESTIS CORP) | Long | Equity-common | US | $168K | 14K | 0.02 |
| VF CORP (VF CORPORATION) | Long | Equity-common | US | $553K | 41K | 0.06 |
| VIASAT INC | Long | Equity-common | US | $174K | 14K | 0.02 |
| VIATRIS INC | Long | Equity-common | US | $1M | 140K | 0.16 |
| VICI PPTYS INC | Long | Equity-common | US | $3M | 121K | 0.38 |
| VICTORIA'S SECRET and CO | Long | Equity-common | US | $88K | 5K | 0.01 |
| VIRTU FINANCIAL INC- CL A | Long | Equity-common | US | $223K | 10K | 0.02 |
| VISTRA CORP | Long | Equity-common | US | $3M | 29K | 0.28 |
| VONTIER CORP W/I | Long | Equity-common | US | $461K | 12K | 0.05 |
| VORNADO REALTY TRUST | Long | Equity-common | US | $544K | 21K | 0.06 |
| VOYA FINANCIAL INC | Long | Equity-common | US | $806K | 11K | 0.09 |
| VULCAN MATERIALS CO | Long | Equity-common | US | $3M | 12K | 0.33 |
| WALGREENS BOOTS ALLIANCE INC | Long | Equity-common | US | $1M | 84K | 0.11 |
| WARNER BROS DISCOVERY INC | Long | Equity-common | US | $2M | 258K | 0.21 |
| WATSCO INC | Long | Equity-common | US | $1M | 3K | 0.15 |
| WAYFAIR INC | Long | Equity-common | US | $337K | 6K | 0.04 |
| WEBSTER FINANCIAL (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $873K | 20K | 0.10 |
| WEC ENERGY GROUP INC | Long | Equity-common | US | $3M | 37K | 0.32 |
| WELLTOWER INC | Long | Equity-common | US | $7M | 65K | 0.74 |
| WESCO INTERNATIONAL INC | Long | Equity-common | US | $821K | 5K | 0.09 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATN) | Long | Equity-common | US | $795K | 13K | 0.09 |
| WESTERN DIGITAL CORP | Long | Equity-common | US | $3M | 38K | 0.31 |
| WESTERN UNION CO (WESTERN UNION CO/THE) | Long | Equity-common | US | $444K | 36K | 0.05 |
| WESTINGHOUSE AIR BRAKE TECH CORP | Long | Equity-common | US | $3M | 21K | 0.36 |
| WESTLAKE CORP | Long | Equity-common | US | $549K | 4K | 0.06 |
| WESTROCK CO | Long | Equity-common | US | $1M | 30K | 0.16 |
| WEX INC | Long | Equity-common | US | $481K | 3K | 0.05 |
| WEYERHAEUSER CO | Long | Equity-common | US | $2M | 86K | 0.27 |
| WHIRLPOOL CORP | Long | Equity-common | US | $640K | 6K | 0.07 |
| WHITE MOUNTAINS INS GROUP LTD | Long | Equity-common | BM | $527K | 290 | 0.06 |
| WILLIAMS COMPANIES INC (WILLIAMS COS INC) | Long | Equity-common | US | $6M | 143K | 0.66 |
| WILLIAMS-SONOMA INC | Long | Equity-common | US | $2M | 7K | 0.20 |
| WILLIS TOWERS WATSON PLC | Long | Equity-common | IE | $3M | 11K | 0.30 |
| WILLSCOT MOBILE MINI HOLDINGS CORP | Long | Equity-common | US | $614K | 16K | 0.07 |
| WINTRUST FINANCIAL CORP | Long | Equity-common | US | $702K | 7K | 0.08 |
| WK KELLOGG CO | Long | Equity-common | US | $125K | 8K | 0.01 |
| WOLFSPEED INC | Long | Equity-common | US | $330K | 15K | 0.04 |
| WOODWARD INC | Long | Equity-common | US | $1M | 7K | 0.13 |
| WP CAREY INC | Long | Equity-common | US | $1M | 25K | 0.15 |
| WYNDHAM HOTELS and RESORTS INC | Long | Equity-common | US | $654K | 9K | 0.07 |
| WYNN RESORTS LTD | Long | Equity-common | US | $1M | 11K | 0.11 |
| XCEL ENERGY INC | Long | Equity-common | US | $3M | 65K | 0.38 |
| XP INC CL A | Long | Equity-common | KY | $610K | 35K | 0.07 |
| XPO INC | Long | Equity-common | US | $1M | 13K | 0.15 |
| XYLEM INC | Long | Equity-common | US | $3M | 24K | 0.36 |
| YUM BRANDS INC | Long | Equity-common | US | $531K | 4K | 0.06 |
| ZEBRA TECHNOLOGIES CORP CL A | Long | Equity-common | US | $2M | 5K | 0.17 |
| ZILLOW GROUP INC CL A | Long | Equity-common | US | $284K | 6K | 0.03 |
| ZILLOW GROUP INC CL C | Long | Equity-common | US | $839K | 18K | 0.09 |
| ZIMMER BIOMET HLDGS INC | Long | Equity-common | US | $3M | 25K | 0.29 |
| ZIONS BANCORP (ZIONS BANCORPORATION NA) | Long | Equity-common | US | $739K | 17K | 0.08 |
| ZOOM VIDEO COMMUNICATIONS INC CL A | Long | Equity-common | US | $2M | 30K | 0.20 |
| ZOOMINFO TECHNOLOGIES INC | Long | Equity-common | US | $217K | 17K | 0.02 |
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
BLOOMBERG LP
Custodians
The Bank of New York Mellon
BANK OF NEW YORK MELLON
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
N/A