NPORT-P false 0000035315 XXXXXXXX S000059763 C000195574 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity SAI U.S. Value Index Fund S000059763 549300K0G31NQO1Q8723 2024-07-31 2024-04-30 N 3003808184.78 55535592.15 2948272592.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047109 145315.00000000 NS USD 7477909.90000000 0.253636991324 Long EC CORP US N 1 N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030107 101612.00000000 NS USD 4056351.04000000 0.137583989015 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045V100 511426.00000000 NS USD 22773799.78000000 0.772445527490 Long EC CORP US N 1 N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307305 58069.00000000 NS USD 2887771.37000000 0.097947909471 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 16119P108 43749.00000000 NS USD 11197119.06000000 0.379785745998 Long EC CORP US N 1 N N N SKECHERS USA INC 529900D2R54KZPA4XR56 830566105 59185.00000000 NS USD 3909169.25000000 0.132591852590 Long EC CORP US N 1 N N N EBAY INC OML71K8X303XQONU6T67 278642103 229923.00000000 NS USD 11850231.42000000 0.401938119616 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477103 133765.00000000 NS USD 9696624.85000000 0.328891733900 Long EC CORP US N 1 N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 N/A 47224.00000000 NS USD 2501455.28000000 0.084844776098 Long EC CORP BM N 1 N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 N/A 164360.00000000 NS USD 15374234.40000000 0.521465838621 Long EC CORP BM N 1 N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919106 87713.00000000 NS USD 8143274.92000000 0.276204952702 Long EC CORP US N 1 N N N LYONDELLBASELL INDS NV BN6WCCZ8OVP3ITUUVN49 N/A 113393.00000000 NS USD 11335898.21000000 0.384492880283 Long EC CORP NL N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 80538.00000000 NS USD 4083276.60000000 0.138497254636 Long EC CORP US N 1 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735100 23839.00000000 NS USD 3043525.13000000 0.103230791399 Long EC CORP US N 1 N N N DELL TECHNOLOGIES INC 549300TJB5YBRUPOG437 24703L202 118194.00000000 NS USD 14731700.16000000 0.499672255436 Long EC CORP US N 1 N N N AT and T INC 549300Z40J86GGSTL398 00206R102 3167529.00000000 NS USD 53499564.81000000 1.814607134487 Long EC CORP US N 1 N N N UNITED THERAPEUTICS CORP DEL 5299005C4HZL4UWROC14 91307C102 20819.00000000 NS USD 4878516.27000000 0.165470325986 Long EC CORP US N 1 N N N TE CONNECTIVITY LT 894500ZRIX9K13RHXR17 N/A 136801.00000000 NS USD 19354605.48000000 0.656472726720 Long EC CORP CH N 1 N N N HF SINCLAIR CORP N/A 403949100 69109.00000000 NS USD 3749163.25000000 0.127164742479 Long EC CORP US N 1 N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146103 153289.00000000 NS USD 5355917.66000000 0.181662905709 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 379707.00000000 NS USD 64675493.31000000 2.193674135548 Long EC CORP US N 1 N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887102 211761.00000000 NS USD 6518003.58000000 0.221078729161 Long EC CORP US N 1 N N N JABIL INC 5493000CGCQY2OQU7669 466313103 56504.00000000 NS USD 6631309.44000000 0.224921856160 Long EC CORP US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 159350.00000000 NS USD 4941443.50000000 0.167604702236 Long EC CORP US N 1 N N N KB HOME 549300LGUCWQURMWLG09 48666K109 32556.00000000 NS USD 2108326.56000000 0.071510570809 Long EC CORP US N 1 N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150104 641622.00000000 NS USD 8642648.34000000 0.293142783391 Long EC CORP US N 1 N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849106 259271.00000000 NS USD 6961426.35000000 0.236118816401 Long EC CORP US N 1 N N N BOISE CASCADE CO DEL 549300Z8B8LSRHC7XA55 09739D100 17539.00000000 NS USD 2319883.53000000 0.078686195292 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 73045.00000000 NS USD 12782875.00000000 0.433571679632 Long EC CORP US N 1 N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 957638109 48099.00000000 NS USD 2733466.17000000 0.092714160041 Long EC CORP US N 1 N N N TAYLOR MORRISON HOME CORP 5299009UDLLGLKOOJE30 87724P106 47601.00000000 NS USD 2666132.01000000 0.090430308807 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 252528.00000000 NS USD 98316726.24000000 3.334723067526 Long EC CORP US N 1 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370860 1728976.00000000 NS USD 21007058.40000000 0.712520899611 Long EC CORP US N 1 N N N BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 086516101 84926.00000000 NS USD 6253950.64000000 0.212122537638 Long EC CORP US N 1 N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899101 220747.00000000 NS USD 3730624.30000000 0.126535935290 Long EC CORP US N 1 N N N FIRST CITIZENS BANCSHARES INC/NC 549300N3Z00ZHE2XC526 31946M103 5269.00000000 NS USD 8887538.44000000 0.301449006520 Long EC CORP US N 1 N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320102 159927.00000000 NS USD 17668734.96000000 0.599291090117 Long EC CORP US N 1 N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 N/A 30105.00000000 NS USD 4985689.05000000 0.169105430158 Long EC CORP BM N 1 N N N WESTROCK CO N/A 96145D105 113839.00000000 NS USD 5459718.44000000 0.185183637823 Long EC CORP US N 1 N N N ALBERTSONS COS INC 549300YKWOC0AOR16R51 013091103 178589.00000000 NS USD 3643215.60000000 0.123571192470 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122108 901420.00000000 NS USD 39608394.80000000 1.343444120432 Long EC CORP US N 1 N N N INGREDION INC PKSTQ48QDN0XSVS7YK88 457187102 28884.00000000 NS USD 3309817.56000000 0.112262942316 Long EC CORP US N 1 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884L109 182225.00000000 NS USD 7305400.25000000 0.247785780333 Long EC CORP US N 1 N N N ASSURED GUARANTY LTD 549300BBOQUJEPH87M14 N/A 24081.00000000 NS USD 1847012.70000000 0.062647283857 Long EC CORP BM N 1 N N N HARLEY-DAVIDSON INC ZDNAWZWXIKMWI51R2A08 412822108 56145.00000000 NS USD 1930826.55000000 0.065490095957 Long EC CORP US N 1 N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 902973304 689773.00000000 NS USD 28025476.99000000 0.950572788284 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 168521.00000000 NS USD 24170967.03000000 0.819834878580 Long EC CORP US N 1 N N N 3M CO LUZQVYP4VS22CLWDAR65 88579Y101 244852.00000000 NS USD 23630666.52000000 0.801508876047 Long EC CORP US N 1 N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119100 67385.00000000 NS USD 8768136.20000000 0.297399101491 Long EC CORP US N 1 N N N PVH CORP 123WALMHY1GZXG2YDL90 693656100 26420.00000000 NS USD 2874496.00000000 0.097497633264 Long EC CORP US N 1 N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610105 206542.00000000 NS USD 7045147.62000000 0.238958488357 Long EC CORP US N 1 N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215207 18287.00000000 NS USD 3236433.26000000 0.109773881427 Long EC CORP US N 1 N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494103 126851.00000000 NS USD 7693513.15000000 0.260949858206 Long EC CORP US N 1 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 49252.00000000 NS USD 4426769.76000000 0.150147912749 Long EC CORP US N 1 N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 064058100 336398.00000000 NS USD 19003123.02000000 0.644551086202 Long EC CORP US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 224157.00000000 NS USD 23785299.27000000 0.806753735372 Long EC CORP US N 1 N N N FLEX LTD 549300EAQH74YHD07T53 N/A 186580.00000000 NS USD 5345517.00000000 0.181310134394 Long EC CORP SG N 1 N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088M102 70982.00000000 NS USD 7565971.38000000 0.256623875245 Long EC CORP US N 1 N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266101 70674.00000000 NS USD 2994457.38000000 0.101566503297 Long EC CORP US N 1 N N N SIGNET JEWELERS LTD 549300N3XPGE91WV7M22 N/A 19633.00000000 NS USD 1924622.99000000 0.065279682577 Long EC CORP BM N 1 N N N VF CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 146412.00000000 NS USD 1824293.52000000 0.061876690932 Long EC CORP US N 1 N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340107 58432.00000000 NS USD 2931533.44000000 0.099432238637 Long EC CORP US N 1 N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871R209 82031.00000000 NS USD 4697095.06000000 0.159316851221 Long EC CORP US N 1 N N N APA CORP 549300VCIWLRHYVSHC79 03743Q108 160009.00000000 NS USD 5030682.96000000 0.170631541078 Long EC CORP US N 1 N N N ORGANON and CO 549300AMCKY57OK2CO56 68622V106 113236.00000000 NS USD 2107321.96000000 0.071476496619 Long EC CORP US N 1 N N N ZIONS BANCORPORATION NA 8WH0EE09O9V05QJZ3V89 989701107 65632.00000000 NS USD 2676472.96000000 0.090781054868 Long EC CORP US N 1 N N N RELIANCE INC 549300E287ZOFT3C5Z56 759509102 25460.00000000 NS USD 7248971.20000000 0.245871810433 Long EC CORP US N 1 N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523100 129582.00000000 NS USD 46265957.28000000 1.569256431567 Long EC CORP US N 1 N N N WARNER BROS DISCOVERY INC 5493006ZCRFWKF6B1K26 934423104 983083.00000000 NS USD 7235490.88000000 0.245414582697 Long EC CORP US N 1 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 N/A 170184.00000000 NS USD 4714096.80000000 0.159893519065 Long EC CORP GB N 1 N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909108 99115.00000000 NS USD 3617697.50000000 0.122705665312 Long EC CORP US N 1 N N N LOEWS CORP R8V1FN4M5ITGZOG7BS19 540424108 80719.00000000 NS USD 6066032.85000000 0.205748710793 Long EC CORP US N 1 N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696405 47023.00000000 NS USD 5400591.55000000 0.183178162138 Long EC CORP US N 1 N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331A109 132299.00000000 NS USD 18851284.51000000 0.639401002374 Long EC CORP US N 1 N N N BUNGE GLOBAL SA 254900IVXSV9K0B7PO26 N/A 64364.00000000 NS USD 6549680.64000000 0.222153156949 Long EC CORP CH N 1 N N N CROCS INC 549300B0J6YCXD63OG72 227046109 26832.00000000 NS USD 3337095.84000000 0.113188171553 Long EC CORP US N 1 N N N HARTFORD FINL SVCS GROUP INC IU7C3FTM7Y3BQM112U94 416515104 132239.00000000 NS USD 12812636.71000000 0.434581142260 Long EC CORP US N 1 N N N UFP INDUSTRIES INC 5493007KB485C9OV5572 90278Q108 27384.00000000 NS USD 3086176.80000000 0.104677457834 Long EC CORP US N 1 N N N POPULAR INC 5493008CARDZMVQ3LO89 733174700 31965.00000000 NS USD 2716705.35000000 0.092145663762 Long EC CORP PR N 1 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346105 108909.00000000 NS USD 18354433.77000000 0.622548736364 Long EC CORP US N 1 N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 60375.00000000 NS USD 17055333.75000000 0.578485645887 Long EC CORP US N 1 N N N GRAPHIC PACKAGING HOLDING CO N/A 388689101 135585.00000000 NS USD 3504872.25000000 0.118878839723 Long EC CORP US N 1 N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 2501423.00000000 NS USD 64086457.26000000 2.173695112867 Long EC CORP US N 1 N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351604 29197.00000000 NS USD 5459547.03000000 0.185177823911 Long EC CORP US N 1 N N N OLD NATIONAL BANCORP (IND) 549300MMK90CL5KMVX16 680033107 138842.00000000 NS USD 2296446.68000000 0.077891260317 Long EC CORP US N 1 N N N MACYS INC 529900NZQ81TIOW3CW52 55616P104 121417.00000000 NS USD 2237715.31000000 0.075899199944 Long EC CORP US N 1 N N N APTIV PLC N/A N/A 123616.00000000 NS USD 8776736.00000000 0.297690790937 Long EC CORP JE N 1 N N N VICI PPTYS INC 254900RKH6RY9KCJQH63 925652109 458309.00000000 NS USD 13084721.95000000 0.443809774669 Long EC CORP US N 1 N N N TOLL BROS INC 529900JB6IS9MSZGVR44 889478103 46201.00000000 NS USD 5503001.11000000 0.186651706621 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 104089.00000000 NS USD 55019363.62000000 1.866155923218 Long EC CORP US N 1 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874784 311011.00000000 NS USD 23422238.41000000 0.794439376757 Long EC CORP US N 1 N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 7591EP100 409342.00000000 NS USD 7888020.34000000 0.267547185416 Long EC CORP US N 1 N N N MUELLER INDUSTRIES INC 5493005IZFE4VJLLYG84 624756102 50295.00000000 NS USD 2807466.90000000 0.095224129105 Long EC CORP US N 1 N N N UGI CORP NEW DX6GCWD4Q1JO9CRE5I40 902681105 92833.00000000 NS USD 2372811.48000000 0.080481414301 Long EC CORP US N 1 N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261F104 73606.00000000 NS USD 10627970.34000000 0.360481265082 Long EC CORP US N 1 N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432100 51965.00000000 NS USD 4907574.60000000 0.166455931255 Long EC CORP US N 1 N N N LKQ CORP DS830JTTZQN6GK0I2E41 501889208 118549.00000000 NS USD 5113018.37000000 0.173424207204 Long EC CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 150824.00000000 NS USD 24112232.88000000 0.817842723914 Long EC CORP US N 1 N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65336K103 14280.00000000 NS USD 2285656.80000000 0.077525287373 Long EC CORP US N 1 N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865204 25267.00000000 NS USD 3180357.29000000 0.107871887353 Long EC CORP US N 1 N N N VIATRIS INC 254900ZZTSW7NL773X71 92556V106 531467.00000000 NS USD 6149073.19000000 0.208565286852 Long EC CORP US N 1 N N N INTERPUBLIC GROUP OF COS INC 5493008IUOJ5VWTRC333 460690100 169675.00000000 NS USD 5164907.00000000 0.175184174384 Long EC CORP US N 1 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 N/A 89604.00000000 NS USD 7570641.96000000 0.256782292754 Long EC CORP NL N 1 N N N BANK OZK 549300UULWC5CKW0VZ48 06417N103 46612.00000000 NS USD 2081225.80000000 0.070591362725 Long EC CORP US N 1 N N PULTE GROUP INC N/A 745867101 93968.00000000 NS USD 10469914.56000000 0.355120302857 Long EC CORP US N 1 N N N THOR INDUSTRIES INC 254900XZO1228PDSG060 885160101 23623.00000000 NS USD 2348598.66000000 0.079660159846 Long EC CORP US N 1 N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 N/A 430276.00000000 NS USD 4905146.40000000 0.166373571163 Long EC CORP NL N 1 N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824C109 575914.00000000 NS USD 9790538.00000000 0.332077095736 Long EC CORP US N 1 N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517105 247541.00000000 NS USD 3693311.72000000 0.125270360998 Long EC CORP US N 1 N N N RADIAN GROUP INC 54930005OUP720S5U385 750236101 67860.00000000 NS USD 2026978.20000000 0.068751383609 Long EC CORP US N 1 N N N WESCO INTERNATIONAL INC 529900TXOGREY3WNJ434 95082P105 19459.00000000 NS USD 2972362.25000000 0.100817077004 Long EC CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 180236.00000000 NS USD 7926779.28000000 0.268861817588 Long EC CORP US N 1 N N N OLIN CORP 549300GKK294V7W57P06 680665205 53250.00000000 NS USD 2783910.00000000 0.094425122254 Long EC CORP US N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467109 487886.00000000 NS USD 3654266.14000000 0.123946006523 Long EC CORP US N 1 N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 84640.00000000 NS USD 6684020.80000000 0.226709728832 Long EC CORP US N 1 N N N NATIONAL FUEL GAS CO NJ 8JB38FFW1Y3C1HM8E841 636180101 40814.00000000 NS USD 2167223.40000000 0.073508243620 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 843094.00000000 NS USD 51706955.02000000 1.753805097576 Long EC CORP US N 1 N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817M107 31345.00000000 NS USD 2141490.40000000 0.072635427448 Long EC CORP US N 1 N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828T201 214074.00000000 NS USD 2380502.88000000 0.080742292485 Long EC CORP US N 1 N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320106 24366.00000000 NS USD 2311358.76000000 0.078397050726 Long EC CORP US N 1 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 398191.00000000 NS USD 66039977.35000000 2.239954932087 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030N101 1755393.00000000 NS USD 66898027.23000000 2.269058410583 Long EC CORP US N 1 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585A102 163028.00000000 NS USD 29625448.16000000 1.004840876452 Long EC CORP US N 1 N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044101 293215.00000000 NS USD 16238246.70000000 0.550771551470 Long EC CORP US N 1 N N N EVEREST GROUP LTD 549300N24XF2VV0B3570 N/A 19227.00000000 NS USD 7044965.07000000 0.238952296596 Long EC CORP BM N 1 N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717102 64265.00000000 NS USD 2868789.60000000 0.097304082640 Long EC CORP US N 1 N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456B101 856700.00000000 NS USD 15660476.00000000 0.531174628802 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 1862539.00000000 NS USD 73551665.11000000 2.494737606483 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 44989.00000000 NS USD 5051814.81000000 0.171348294680 Long EC CORP US N 1 N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848103 120718.00000000 NS USD 2448161.04000000 0.083037133205 Long EC CORP US N 1 N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723103 51561.00000000 NS USD 2770888.14000000 0.093983444642 Long EC CORP US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 50734798.39000000 NS USD 50744945.35000000 1.721175493638 Long STIV RF US N 1 N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212P303 57930.00000000 NS USD 7799115.90000000 0.264531709839 Long EC CORP US N 1 N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 08579W103 51345.00000000 NS USD 2908180.80000000 0.098640159911 Long EC CORP US N 1 N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097103 333229.00000000 NS USD 9117145.44000000 0.309236854922 Long EC CORP US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H206 221421.00000000 NS USD 2521985.19000000 0.085541112999 Long EC CORP US N 1 N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084102 27533.00000000 NS USD 3143993.27000000 0.106638486477 Long EC CORP US N 1 N N N PERRIGO CO PLC 549300IFOQS6R1QLY196 N/A 60031.00000000 NS USD 1960612.46000000 0.066500379405 Long EC CORP IE N 1 N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001A102 16148.00000000 NS USD 2676369.52000000 0.090777546373 Long EC CORP US N 1 N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436104 9116.00000000 NS USD 1916547.84000000 0.065005788297 Long EC CORP US N 1 N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 991641.00000000 NS USD 117281381.07000000 3.977969383264 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005N100 120263.00000000 NS USD 4612086.05000000 0.156433501485 Long EC CORP US N 1 N N N RENAISSANCERE HOLDINGS LTD EK6GB9U3U58PDI411C94 N/A 23344.00000000 NS USD 5118172.00000000 0.173599008883 Long EC CORP BM N 1 N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807103 40032.00000000 NS USD 1956363.84000000 0.066356274005 Long EC CORP US N 1 N N N AFFILIATED MANAGERS GROUP INC 2JE75BUE3T1BLCYYGK54 008252108 14978.00000000 NS USD 2338065.80000000 0.079302904549 Long EC CORP US N 1 N N N CHEVRON CORP NEW N/A 166764100 667193.00000000 NS USD 107598215.11000000 3.649534150233 Long EC CORP US N 1 N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427108 317095.00000000 NS USD 5622094.35000000 0.190691130937 Long EC CORP US N 1 N N N HP INC WHKXQACZ14C5XRO8LW03 40434L105 386303.00000000 NS USD 10851251.27000000 0.368054544790 Long EC CORP US N 1 N N N ATKORE INC 52990002TI38AM4RPV48 047649108 16289.00000000 NS USD 2855461.70000000 0.096852024712 Long EC CORP US N 1 N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495102 43396.00000000 NS USD 2432345.80000000 0.082500709265 Long EC CORP US N 1 N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 373913.00000000 NS USD 62144340.60000000 2.107822077081 Long EC CORP US N 1 N N N ALLISON TRANSMISSION HLDGS INC 529900RP7DJ882LI9T83 01973R101 39643.00000000 NS USD 2915742.65000000 0.098896643997 Long EC CORP US N 1 N N N CORNING INC 549300X2937PB0CJ7I56 219350105 340169.00000000 NS USD 11354841.22000000 0.385135392445 Long EC CORP US N 1 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 248164.00000000 NS USD 32789909.32000000 1.112173596226 Long EC CORP US N 1 N N N FEDEX CORP 549300E707U7WNPZN687 31428X106 101849.00000000 NS USD 26662031.22000000 0.904327207960 Long EC CORP US N 1 N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179M103 283837.00000000 NS USD 14526777.66000000 0.492721660009 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 557507.00000000 NS USD 37748798.97000000 1.280370039879 Long EC CORP US N 1 N N N PBF ENERGY INC 2549003PBEDCSZMZIY02 69318G106 48181.00000000 NS USD 2566601.87000000 0.087054428970 Long EC CORP US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 7116009.52100000 NS USD 7116721.12000000 0.241386130230 Long STIV RF US N 1 N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709108 110778.00000000 NS USD 14038895.94000000 0.476173606711 Long EC CORP US N 1 N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903100 27027.00000000 NS USD 4606211.61000000 0.156234251253 Long EC CORP US N 1 N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742101 39373.00000000 NS USD 6622932.33000000 0.224637719950 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 50409.00000000 NS USD 43554384.18000000 1.477284844314 Long EC CORP US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625H100 647858.00000000 NS USD 124220292.92000000 4.213324549111 Long EC CORP US N 1 N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135B101 236782.00000000 NS USD 17299292.92000000 0.586760293578 Long EC CORP US N 1 N N N DELTA AIRLINES INC Q2CCMS6R0AS67HJMBN42 247361702 283685.00000000 NS USD 14204107.95000000 0.481777295135 Long EC CORP US N 1 N N N ZOOM VIDEO COMMUNICATIONS INC 549300T9GCHU0ODOM055 98980L101 114202.00000000 NS USD 6977742.20000000 0.236672220114 Long EC CORP US N 1 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746101 1594336.00000000 NS USD 94576011.52000000 3.207844883692 Long EC CORP US N 1 N N N WEBSTER FINANCIAL CORP KMRURHT0VWKYS6Z5KU67 947890109 76208.00000000 NS USD 3340196.64000000 0.113293345003 Long EC CORP US N 1 N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614N102 190543.00000000 NS USD 13814367.50000000 0.468558013751 Long EC CORP US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505104 2900040.00000000 NS USD 107330480.40000000 3.640453079823 Long EC CORP US N 1 N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162W100 32817.00000000 NS USD 3867155.28000000 0.131166815770 Long EC CORP US N 1 N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039483102 236294.00000000 NS USD 13861006.04000000 0.470139907505 Long EC CORP US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 912797HR1 300000.00000000 PA USD 299032.00000000 0.010142617095 Long DBT UST US N 2 2024-05-23 Fixed 0.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 54147.00000000 NS USD 16357267.23000000 0.554808509596 Long EC CORP US N 1 N N N LENNAR CORP 529900G61XVRLX5TJX09 526057104 114603.00000000 NS USD 17376106.86000000 0.589365681566 Long EC CORP US N 1 N N N FNB CORP PA PCYSKIGYNYFDTBLVZU83 302520101 158965.00000000 NS USD 2120593.10000000 0.071926629352 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 551992.00000000 NS USD 35989878.40000000 1.220710679533 Long EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741108 264329.00000000 NS USD 6856694.26000000 0.232566495959 Long EC CORP US N 1 N N N DOW INC 5493003S21INSLK2IP73 260557103 311123.00000000 NS USD 17702898.70000000 0.600449861530 Long EC CORP US N 1 N N N KRAFT HEINZ CO 9845007488EC87F5AF14 500754106 353191.00000000 NS USD 13636704.51000000 0.462532010916 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 781233.00000000 NS USD 34225817.73000000 1.160876976421 Long EC CORP US N 1 N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771108 248299.00000000 NS USD 5000741.86000000 0.169615993870 Long EC CORP US N 1 N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945C103 144792.00000000 NS USD 4545020.88000000 0.154158773899 Long EC CORP US N 1 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888H103 38016.00000000 NS USD 2735631.36000000 0.092787599316 Long EC CORP US N 1 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454L100 51256.00000000 NS USD 2485403.44000000 0.084300327120 Long EC CORP US N 1 N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190104 23416.00000000 NS USD 2700333.12000000 0.091590347742 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 301746.00000000 NS USD 11001659.16000000 0.373156104611 Long EC CORP US N 1 N N N EAST WEST BANCORP INC N/A 27579R104 62434.00000000 NS USD 4650708.66000000 0.157743509593 Long EC CORP US N 1 N N N AMDOCS LIMITED 549300HQV672RJ7RQV66 N/A 52730.00000000 NS USD 4428792.70000000 0.150216527164 Long EC CORP GG N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 69047Q102 111940.00000000 NS USD 5744760.80000000 0.194851751983 Long EC CORP US N 1 N N N AMERICAN AIRLS GROUP INC N/A 02376R102 289850.00000000 NS USD 3915873.50000000 0.132819248457 Long EC CORP US N 1 N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724106 101795.00000000 NS USD 3335822.15000000 0.113144970323 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275R102 1800165.00000000 NS USD 84571751.70000000 2.868518735730 Long EC CORP US N 1 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840M102 148895.00000000 NS USD 11292196.80000000 0.383010608592 Long EC CORP US N 1 N N N SS and C TECHNOLOGIES HLDGS INC 529900POY8H7NPPNKK71 78467J100 95397.00000000 NS USD 5904120.33000000 0.200256935018 Long EC CORP US N 1 N N N JAZZ PHARMACEUTICALS PLC 635400GAUMJCLEZRRV50 N/A 27891.00000000 NS USD 3088928.25000000 0.104770781973 Long EC CORP IE N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORP 5493006IEVQEFQO40L83 192446102 220619.00000000 NS USD 14490255.92000000 0.491482909559 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 N/A 26.00000000 NC USD -11117.42000000 -0.00037708250 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long S and P 500 INDX 783786106 2024-06-21 6598217.42000000 USD -11117.42000000 N N N CELANESE CORP DEL 549300FHJQTDPPN41627 150870103 44366.00000000 NS USD 6815061.26000000 0.231154380942 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 83708.00000000 NS USD 13625988.24000000 0.462168534689 Long EC CORP US N 1 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411R208 105550.00000000 NS USD 16657901.00000000 0.565005455792 Long EC CORP US N 1 N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639106 490453.00000000 NS USD 19932009.92000000 0.676057226520 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475105 176331.00000000 NS USD 27024489.06000000 0.916621113242 Long EC CORP US N 1 N N N 2024-05-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX