# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-004162
**Filing Date:** 2026-6
**Character Count:** 100485
**Document Hash:** 50d2deed81582f387ff7c5e21d93be66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004162.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004162

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 261127187

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI Small-Mid Cap Momentum Index Fund (Series ID: S000050321)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000158877 | Fidelity SAI Small-Mid Cap Momentum Index Fund | FZFLX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Small-Mid Cap Momentum Index Fund**

**April 30, 2026**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

SV3-NPRT3-0626

1.9867679.110 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 1.3%  |  |  |
| Materials - 1.3% |  |  |
| Metals & Mining - 1.3% |  |  |
| Anglogold Ashanti Plc  | 610664 | 57237537 |
| BERMUDA - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Insurance - 0.4% |  |  |
| RenaissanceRe Holdings Ltd  | 60875 | 18686799 |
| CANADA - 0.2%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Teekay Tankers Ltd Class A  | 62834 | 4935611 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| McEwen Inc (b)(c) | 129683 | 2811526 |
| TOTAL CANADA |  | 7747137 |
| PUERTO RICO - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Popular Inc  | 175791 | 26426661 |
| SWITZERLAND - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Automobile Components - 0.2% |  |  |
| Garrett Motion Inc  | 350478 | 8975742 |
| THAILAND - 1.5%  |  |  |
| Information Technology - 1.5% |  |  |
| Electronic Equipment, Instruments & Components - 1.5% |  |  |
| Fabrinet (b) | 90723 | 62006449 |
| UNITED KINGDOM - 1.4%  |  |  |
| Energy - 1.4% |  |  |
| Energy Equipment & Services - 1.4% |  |  |
| TechnipFMC PLC  | 778632 | 58841220 |
| UNITED STATES - 94.2%  |  |  |
| Communication Services - 3.2% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Globalstar Inc (b) | 140507 | 11563726 |
| Entertainment - 2.1% |  |  |
| Madison Square Garden Entertainment Corp Class A (b) | 114386 | 7654711 |
| Roku Inc Class A (b) | 338802 | 39490761 |
| Sphere Entertainment Co Class A (b)(c) | 74973 | 10679904 |
| TKO Group Holdings Inc Class A  | 174281 | 32431951 |
|  |  | 90257327 |
| Media - 0.8% |  |  |
| New York Times Co/The Class A  | 457852 | 36184044 |
| TOTAL COMMUNICATION SERVICES |  | 138005097 |
| Consumer Discretionary - 8.8% |  |  |
| Automobile Components - 1.2% |  |  |
| BorgWarner Inc  | 562868 | 32066590 |
| Dana Inc  | 331093 | 12068340 |
| LCI Industries  | 68573 | 8175273 |
|  |  | 52310203 |
| Broadline Retail - 0.5% |  |  |
| Dillard's Inc Class A (c) | 7940 | 4519607 |
| Kohl's Corp  | 294268 | 4169777 |
| Macy's Inc  | 711580 | 13911389 |
|  |  | 22600773 |
| Distributors - 0.1% |  |  |
| GigaCloud Technology Inc Class A (b) | 73090 | 3251774 |
| Diversified Consumer Services - 0.3% |  |  |
| American Public Education Inc (b) | 46903 | 2727409 |
| Laureate Education Inc (b) | 371395 | 11177133 |
|  |  | 13904542 |
| Hotels, Restaurants & Leisure - 1.0% |  |  |
| Viking Holdings Ltd (b) | 518799 | 42494826 |
| Household Durables - 0.9% |  |  |
| Somnigroup International Inc  | 505555 | 38351402 |
| Leisure Products - 0.9% |  |  |
| Callaway Golf Co (b) | 396028 | 6059228 |
| Hasbro Inc  | 346526 | 33211052 |
|  |  | 39270280 |
| Specialty Retail - 1.2% |  |  |
| Five Below Inc (b) | 156270 | 36826589 |
| RealReal Inc/The (b) | 271441 | 3227433 |
| Victoria's Secret & Co (b) | 227169 | 11774169 |
|  |  | 51828191 |
| Textiles, Apparel & Luxury Goods - 2.7% |  |  |
| Figs Inc Class A (b) | 442683 | 6622538 |
| Movado Group Inc  | 44438 | 1210491 |
| Ralph Lauren Corp Class A  | 107340 | 38496418 |
| Steven Madden Ltd  | 201220 | 7557823 |
| Tapestry Inc  | 381594 | 55346394 |
|  |  | 109233664 |
| TOTAL CONSUMER DISCRETIONARY |  | 373245655 |
| Consumer Staples - 2.2% |  |  |
| Beverages - 0.2% |  |  |
| Vita Coco Co Inc/The (b) | 98061 | 6471045 |
| Consumer Staples Distribution & Retail - 1.6% |  |  |
| Andersons Inc/The (c) | 95204 | 7477322 |
| Casey's General Stores Inc  | 73083 | 60085189 |
|  |  | 67562511 |
| Food Products - 0.3% |  |  |
| Darling Ingredients Inc (b) | 178100 | 11439363 |
| Mama's Creations Inc (b)(c) | 100887 | 1431586 |
| Seneca Foods Corp Class A (b) | 11925 | 1667831 |
|  |  | 14538780 |
| Tobacco - 0.1% |  |  |
| Turning Point Brands Inc  | 54043 | 4360189 |
| TOTAL CONSUMER STAPLES |  | 92932525 |
| Energy - 4.4% |  |  |
| Energy Equipment & Services - 0.7% |  |  |
| Expro Group Holdings NV (b) | 286407 | 5215471 |
| Nabors Industries Ltd (b) | 41263 | 4233996 |
| Natural Gas Services Group Inc  | 30987 | 1260861 |
| Weatherford International PLC  | 203269 | 22430735 |
|  |  | 33141063 |
| Oil, Gas & Consumable Fuels - 3.7% |  |  |
| APA Corp  | 1005064 | 40936257 |
| Calumet Inc (b) | 181925 | 5952586 |
| CNX Resources Corp (b) | 357327 | 13903594 |
| DT Midstream Inc  | 219088 | 32422833 |
| International Seaways Inc  | 106317 | 8818995 |
| Murphy Oil Corp  | 380225 | 15878196 |
| Par Pacific Holdings Inc (b) | 133279 | 8752432 |
| Peabody Energy Corp  | 336761 | 8978048 |
| REX American Resources Corp (b) | 78733 | 3818550 |
| Uranium Energy Corp (b)(c) | 1155809 | 17209996 |
|  |  | 156671487 |
| TOTAL ENERGY |  | 189812550 |
| Financials - 9.2% |  |  |
| Banks - 2.5% |  |  |
| Ameris Bancorp  | 181258 | 15452245 |
| Avidia Bancorp Inc (c) | 52335 | 1086998 |
| Axos Financial Inc (b) | 141399 | 13636520 |
| Banc of California Inc  | 380395 | 7124798 |
| Bank First Corp  | 23207 | 3372209 |
| BankUnited Inc (c) | 212939 | 9897405 |
| BOK Financial Corp  | 27003 | 3612731 |
| CNB Financial Corp/PA  | 82812 | 2515829 |
| Customers Bancorp Inc (b) | 71178 | 5428746 |
| Esquire Financial Holdings Inc  | 17324 | 1821099 |
| FB Bancorp Inc (b)(c) | 56307 | 787171 |
| Five Star Bancorp  | 47830 | 1934724 |
| Independent Bank Corp  | 140490 | 10956815 |
| Texas Capital Bancshares Inc (b) | 117715 | 11853901 |
| Valley National Bancorp  | 1358999 | 18441616 |
|  |  | 107922807 |
| Capital Markets - 2.5% |  |  |
| Acadian Asset Management Inc  | 68932 | 4642570 |
| Affiliated Managers Group Inc  | 79712 | 23488735 |
| Federated Hermes Inc Class B  | 192260 | 11168383 |
| Invesco Ltd  | 1232650 | 32307757 |
| Janus Henderson Group PLC  | 350206 | 18074132 |
| Oppenheimer Holdings Inc Class A  | 13809 | 1580854 |
| StoneX Group Inc (b) | 162326 | 17211426 |
|  |  | 108473857 |
| Consumer Finance - 1.3% |  |  |
| Bread Financial Holdings Inc  | 42318 | 3587720 |
| Encore Capital Group Inc (b)(c) | 63205 | 5231478 |
| Enova International Inc (b) | 68687 | 11636265 |
| EZCORP Inc Class A (b) | 152137 | 4987051 |
| FirstCash Holdings Inc  | 107558 | 23471307 |
| LendingClub Corp (b) | 305564 | 5215977 |
|  |  | 54129798 |
| Financial Services - 0.5% |  |  |
| Jackson Financial Inc  | 192614 | 22298922 |
| Insurance - 1.6% |  |  |
| CNO Financial Group Inc  | 6861 | 304970 |
| Lemonade Inc (b) | 175917 | 9963939 |
| Loews Corp  | 431334 | 48572522 |
| Mercury General Corp  | 70460 | 6856463 |
| United Fire Group Inc  | 57580 | 2321626 |
|  |  | 68019520 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.8% |  |  |
| AGNC Investment Corp  | 3039905 | 33499753 |
| TOTAL FINANCIALS |  | 394344657 |
| Health Care - 9.4% |  |  |
| Biotechnology - 4.4% |  |  |
| AnaptysBio Inc (b) | 55708 | 3661687 |
| Arcus Biosciences Inc (b) | 226248 | 5769324 |
| Arcutis Biotherapeutics Inc (b)(c) | 295402 | 6859234 |
| Arrowhead Pharmaceuticals Inc (b) | 225620 | 16578558 |
| Bridgebio Pharma Inc (b) | 469647 | 33396598 |
| Enanta Pharmaceuticals Inc (b) | 52347 | 727099 |
| Erasca Inc (b) | 563907 | 6005610 |
| First Tracks Biotherapeutics Inc  | 55721 | 1296628 |
| Ionis Pharmaceuticals Inc (b) | 429251 | 32090805 |
| Ironwood Pharmaceuticals Inc Class A (b) | 396459 | 1635393 |
| Kymera Therapeutics Inc (b) | 161103 | 13060620 |
| Mirum Pharmaceuticals Inc (b) | 112380 | 10935698 |
| Protagonist Therapeutics Inc (b)(c) | 155735 | 15413093 |
| Roivant Sciences Ltd (b) | 1241654 | 35424389 |
| Viridian Therapeutics Inc (b) | 235238 | 3171008 |
|  |  | 186025744 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| iRadimed Corp  | 22195 | 1851951 |
| LivaNova PLC (b) | 154742 | 9299994 |
|  |  | 11151945 |
| Health Care Providers & Services - 2.6% |  |  |
| BrightSpring Health Services Inc (b) | 321982 | 15445477 |
| Brookdale Senior Living Inc (b) | 629741 | 9043080 |
| Ensign Group Inc/The  | 150464 | 28090124 |
| Guardant Health Inc (b) | 322102 | 28048642 |
| Tenet Healthcare Corp (b) | 170606 | 30217735 |
|  |  | 110845058 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Adaptive Biotechnologies Corp (b) | 307948 | 4342067 |
| Pharmaceuticals - 2.1% |  |  |
| Amneal Intermediate Inc Class A (b) | 481047 | 6191075 |
| Axsome Therapeutics Inc (b) | 120003 | 24930623 |
| Elanco Animal Health Inc (b) | 1408011 | 31497206 |
| Ligand Pharmaceuticals Inc (b) | 51469 | 11809562 |
| Liquidia Corp (b) | 194756 | 7636383 |
| Phathom Pharmaceuticals Inc (b)(c) | 120654 | 1351324 |
| Phibro Animal Health Corp Class A  | 53494 | 2844811 |
| Septerna Inc (b) | 60514 | 1437813 |
| Theravance Biopharma Inc (b) | 102440 | 1714846 |
|  |  | 89413643 |
| TOTAL HEALTH CARE |  | 401778457 |
| Industrials - 26.6% |  |  |
| Aerospace & Defense - 8.9% |  |  |
| Astronics Corp (b) | 89602 | 6397583 |
| ATI Inc (b) | 325546 | 50609381 |
| Carpenter Technology Corp  | 123062 | 52695148 |
| Curtiss-Wright Corp  | 75908 | 54668942 |
| FTAI Aviation Ltd  | 152068 | 37966818 |
| Hexcel Corp  | 225588 | 21175946 |
| Huntington Ingalls Industries Inc  | 111201 | 40509412 |
| Rocket Lab Corp  | 720521 | 59450188 |
| VSE Corp  | 46755 | 8026898 |
| Woodward Inc  | 135990 | 49363010 |
|  |  | 380863326 |
| Air Freight & Logistics - 1.3% |  |  |
| CH Robinson Worldwide Inc  | 294494 | 53541954 |
| Commercial Services & Supplies - 0.2% |  |  |
| Deluxe Corp  | 127544 | 3972996 |
| Healthcare Services Group Inc (b) | 186718 | 3997632 |
|  |  | 7970628 |
| Construction & Engineering - 8.9% |  |  |
| API Group Corp (b) | 1048951 | 47958040 |
| Argan Inc  | 33688 | 22570286 |
| Comfort Systems USA Inc  | 46785 | 86096097 |
| Dycom Industries Inc (b) | 75526 | 31275317 |
| IES Holdings Inc (b) | 13863 | 8928881 |
| MasTec Inc (b) | 149627 | 58960519 |
| MYR Group Inc (b)(c) | 40359 | 16337727 |
| NWPX Infrastructure Inc (b) | 27232 | 2677995 |
| Primoris Services Corp  | 140495 | 25450669 |
| Sterling Infrastructure Inc (b) | 79895 | 41195460 |
| Tutor Perini Corp  | 103796 | 9644724 |
| Valmont Industries Inc  | 54558 | 27717646 |
|  |  | 378813361 |
| Electrical Equipment - 3.0% |  |  |
| Allient Inc  | 42251 | 3218681 |
| Bloom Energy Corp Class A (b) | 74131 | 21005760 |
| Nextpower Inc Class A (b) | 373639 | 44511614 |
| nVent Electric PLC  | 405789 | 57987249 |
|  |  | 126723304 |
| Machinery - 4.2% |  |  |
| Atmus Filtration Technologies Inc  | 230978 | 14644005 |
| CECO Environmental Corp (b) | 83899 | 6220271 |
| Donaldson Co Inc  | 306969 | 27065457 |
| Flowserve Corp  | 216564 | 15947773 |
| Mueller Industries Inc  | 307444 | 41637141 |
| RBC Bearings Inc (b) | 87299 | 52299958 |
| Watts Water Technologies Inc Class A  | 71310 | 21404410 |
|  |  | 179219015 |
| Marine Transportation - 0.0% |  |  |
| Genco Shipping & Trading Ltd  | 107834 | 2613896 |
| Trading Companies & Distributors - 0.1% |  |  |
| NPK International Inc (b) | 221753 | 3625662 |
| TOTAL INDUSTRIALS |  | 1133371146 |
| Information Technology - 22.5% |  |  |
| Communications Equipment - 5.5% |  |  |
| Ciena Corp (b) | 172244 | 90872490 |
| Lumentum Holdings Inc (b) | 90324 | 81501152 |
| Viasat Inc (b) | 352630 | 23241843 |
| Viavi Solutions Inc (b) | 582422 | 30518913 |
| Vistance Networks Inc  | 549283 | 7028076 |
|  |  | 233162474 |
| Electronic Equipment, Instruments & Components - 8.1% |  |  |
| Advanced Energy Industries Inc  | 106962 | 41063781 |
| Bel Fuse Inc Class B  | 29882 | 8242651 |
| Coherent Corp (b) | 243791 | 77942422 |
| Flex Ltd (b) | 767369 | 70252633 |
| nLight Inc (b) | 143917 | 10052602 |
| OSI Systems Inc (b)(c) | 41449 | 11892547 |
| Rogers Corp (b) | 47395 | 6433871 |
| Sanmina Corp (b) | 119245 | 25973946 |
| TD SYNNEX Corp  | 199491 | 45519856 |
| TTM Technologies Inc (b) | 292820 | 46329980 |
|  |  | 343704289 |
| Semiconductors & Semiconductor Equipment - 5.3% |  |  |
| Amkor Technology Inc  | 322228 | 22475403 |
| FormFactor Inc (b) | 214677 | 29181045 |
| Lattice Semiconductor Corp (b) | 387625 | 47398785 |
| MACOM Technology Solutions Holdings Inc (b) | 47808 | 13463210 |
| MKS Inc  | 190344 | 54010110 |
| Semtech Corp (b) | 245901 | 25831900 |
| SiTime Corp (b) | 62131 | 34926942 |
|  |  | 227287395 |
| Technology Hardware, Storage & Peripherals - 3.6% |  |  |
| Diebold Nixdorf Inc (b)(c) | 95053 | 7301020 |
| Sandisk Corp/DE (b) | 134254 | 147210854 |
|  |  | 154511874 |
| TOTAL INFORMATION TECHNOLOGY |  | 958666032 |
| Materials - 5.5% |  |  |
| Chemicals - 1.7% |  |  |
| Albemarle Corp  | 281534 | 55377738 |
| Ecovyst Inc (b) | 323106 | 4581643 |
| Perimeter Solutions Inc (b) | 389180 | 11792154 |
|  |  | 71751535 |
| Containers & Packaging - 0.1% |  |  |
| Myers Industries Inc  | 106005 | 2184762 |
| Metals & Mining - 3.7% |  |  |
| Alcoa Corp  | 678831 | 43302629 |
| Century Aluminum Co (b) | 150772 | 8961888 |
| Coeur Mining Inc (b) | 1671792 | 30042102 |
| Commercial Metals Co  | 314462 | 21685300 |
| Hecla Mining Co  | 1775859 | 32000979 |
| Idaho Strategic Resources Inc (b)(c) | 34711 | 1463069 |
| Kaiser Aluminum Corp  | 45497 | 7754054 |
| Warrior Met Coal Inc  | 148973 | 13385224 |
|  |  | 158595245 |
| TOTAL MATERIALS |  | 232531542 |
| Real Estate - 1.6% |  |  |
| Health Care REITs - 1.2% |  |  |
| American Healthcare REIT Inc  | 439705 | 22328220 |
| CareTrust REIT Inc  | 573030 | 22606034 |
| Diversified Healthcare Trust  | 617571 | 4656485 |
|  |  | 49590739 |
| Real Estate Management & Development - 0.1% |  |  |
| St Joe Co/The  | 112910 | 7290598 |
| Specialized REITs - 0.3% |  |  |
| Outfront Media Inc  | 412303 | 12719548 |
| TOTAL REAL ESTATE |  | 69600885 |
| Utilities - 0.8% |  |  |
| Electric Utilities - 0.3% |  |  |
| TXNM Energy Inc  | 240909 | 14228085 |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Ormat Technologies Inc  | 168331 | 19341232 |
| TOTAL UTILITIES |  | 33569317 |
| TOTAL UNITED STATES |  | 4017857863 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $3,620,558,510) |  | <br> **4257779408** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/14/2026 (f)<br>(Cost $140,815)<br>| 3.64 | 141000 | **140818** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g) | 3.69 | 6476799 | 6478094 |
| Fidelity Securities Lending Cash Central Fund (g)(h) | 3.69 | 34779833 | 34783311 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $41,261,405) |  |  | **41261405** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.8%**<br> (Cost $3,661,960,730)<br>| <br>**4299181631** |
| **NET OTHER ASSETS (LIABILITIES) - (0.8)%** (d)  | **(33679688)** |
| **NET ASSETS - 100.0%** | **4265501943** |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | 21 | 6/2026 | 7667520 | 387496 |
| The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Non-income producing.

(c) Security or a portion of the security is on loan at period end.

(d) Includes $346,633 of cash collateral to cover margin requirements for futures contracts.

(e) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $140,818.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(h) Investment made with cash collateral received from securities on loan.

At period end, the value of non-cash collateral for securities on loan amounted to $8,241,617.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 424468 | 262420548 | 256366651 | 106298 | (271) | - | 6478094 | 6476799 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 6362480 | 226396001 | 197975644 | 82782 | 474 | - | 34783311 | 34779833 | 0.1% |
| Total | 6786948 | 488816549 | 454342295 | 189080 | 203 | - | 41261405 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity SAI Small-Mid Cap Momentum Index Fund

- **b. EDGAR series identifier (if any):** S000050321

- **c. LEI of Series:** 5493002DMEG3SGBZZZ34

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $4319378986.20

**Total Liabilities:** $53876095.70

**Net Assets:** $4265502890.50

**Cash Not Reported:** $38852.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158877 | 6.28%                | -4.92%               | 15.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4373327.89             | $163821452.24                              |
| Month 2  | $-22333760.27            | $-149114127.16                             |
| Month 3  | $7712045.13              | $563506521.56                              |

### Schedule of Portfolio Investments

| Name                                     | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOMNIGROUP INTERNATIONAL INC             | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    505555 | NS      | $38351402.30  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                             | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    381594 | NS      | $55346393.76  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                          | OSI SYSTEMS INC                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     41449 | NS      | $11892547.08  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| MOVADO GROUP INC                         | MOVADO GROUP INC                              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     44438 | NS      | $1210491.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                            | COHERENT CORP                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    243791 | NS      | $77942420.61  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORP                           | ASTRONICS CORP                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     89602 | NS      | $6397582.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47808 | NS      | $13463210.88  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                        | TUTOR PERINI CORP                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    103796 | NS      | $9644724.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                | PHIBRO ANIMAL HEALTH CORP CL A                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     53494 | NS      | $2844810.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC             | BREAD FINANCIAL HOLDINGS                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     42318 | NS      | $3587720.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    123062 | NS      | $52695148.40  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                | UST BILLS 0% 05/14/2026                       | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    141000 | PA      | $140817.59    | 0.00%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                | JANUS HENDERSON GROUP PLC                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    350206 | NS      | $18074131.66  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALSTAR INC                           | GLOBALSTAR INC                                | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    140507 | NS      | $11563726.10  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC                    | NPK INTERNATIONAL INC                         | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    221753 | NS      | $3625661.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                               | NLIGHT INC                                    | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143917 | NS      | $10052602.45  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                 | CENTURY ALUMINUM COMPANY                      | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    150772 | NS      | $8961887.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                  | AXSOME THERAPEUTICS INC                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |    120003 | NS      | $24930623.25  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORP                         | LENDINGCLUB CORP                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    305564 | NS      | $5215977.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP              | REX AMERICAN RESOURCES CORP                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78733 | NS      | $3818550.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                   | ORMAT TECHNOLOGIES INC                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |    168331 | NS      | $19341231.90  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                               | KOHLS CORP                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    294268 | NS      | $4169777.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESQUIRE FINANCIAL HOLDINGS INC           | ESQUIRE FINL HLDGS INC                        | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17324 | NS      | $1821098.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                     | TTM TECHNOLOGIES INC                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    292820 | NS      | $46329980.40  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                       | PRIMORIS SVCS CORP                            | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    140495 | NS      | $25450669.25  | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| CH ROBINSON WORLDWIDE INC                | CH ROBINSON WORLDWIDE INC                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |    294494 | NS      | $53541954.14  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC        | ATMUS FILTRATION TECHNOLOGIES INC             | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230978 | NS      | $14644005.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                             | LIVANOVA PLC                                  | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |    154742 | NS      | $9299994.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MCEWEN INC                               | MCEWEN INC                                    | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |    129683 | NS      | $2811527.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| LIGAND PHARMACEUTICALS INC               | LIGAND PHARMACEUTICALS                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     51469 | NS      | $11809562.05  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     90324 | NS      | $81501151.68  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC               | ENANTA PHARMACEUTICALS INC                    | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     52347 | NS      | $727099.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                           | LCI INDUSTRIES                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     68573 | NS      | $8175273.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORP PA                    | CNB FINANCIAL CORP PA                         | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     82812 | NS      | $2515828.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC                            | ANDERSONS INC                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     95204 | NS      | $7477322.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIAN ASSET MANAGEMENT INC             | ACADIAN ASSET MANAGEMENT INC                  | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     68932 | NS      | $4642570.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                 | ROKU INC CLASS A                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |    338802 | NS      | $39490761.12  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                               | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    678831 | NS      | $43302629.49  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                    | CUSTOMERS BANCORP INC                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     71178 | NS      | $5428746.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                          | TXNM ENERGY INC                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    240909 | NS      | $14228085.54  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC            | HEALTHCARE SERVICES GROUP INC                 | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    186718 | NS      | $3997632.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                 | FIGS INC-CLASS A                              | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442683 | NS      | $6622537.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                 | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    767369 | NS      | $70252631.95  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                  | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     46785 | NS      | $86096096.25  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE COMPANY                           | ST JOE COMPANY                                | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |    112910 | NS      | $7290598.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                  | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    178100 | NS      | $11439363.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                         | COEUR MINING INC                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |   1671792 | NS      | $30042102.24  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC             | WATTS WATER TECH INC CL A                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     71310 | NS      | $21404409.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                 | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |   1005064 | NS      | $40936256.72  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC            | ARROWHEAD PHARMACEUTICALS INC                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    225620 | NS      | $16578557.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                        | BLOOM ENERGY CORP CL A                        | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     74131 | NS      | $21005760.16  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                | MIRUM PHARMACEUTICALS INC                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |    112380 | NS      | $10935697.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                  | SPHERE ENTERTAINMENT CO                       | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     74973 | NS      | $10679903.85  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| THERAVANCE BIOPHARMA INC                 | THERAVANCE BIOPHARMA INC                      | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |    102440 | NS      | $1714845.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN PUBLIC EDUCATION INC            | AMERICAN PUBLIC EDUCATION INC                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     46903 | NS      | $2727409.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                     | DYCOM INDUSTRIES INC                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     75526 | NS      | $31275316.60  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                               | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    346526 | NS      | $33211051.84  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                   | FIRSTCASH HOLDINGS INC                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107558 | NS      | $23471306.76  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                           | REALREAL INC                                  | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |    271441 | NS      | $3227433.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                               | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    431334 | NS      | $48572521.74  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                              | DELUXE CORP                                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    127544 | NS      | $3972995.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                 | OPPENHEIMER HLDGS CL A NON-VTG                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13809 | NS      | $1580854.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB CORP                          | ROCKET LAB CORP                               | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |    720521 | NS      | $59450187.71  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                | INTERNATIONAL SEAWAYS INC                     | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |    106317 | NS      | $8818995.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC             | TEXAS CAPITAL BANCSHARES INC                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    117715 | NS      | $11853900.50  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDIA BANCORP INC                       | AVIDIA BANCORP INC                            | CUSIP: 05369T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52335 | NS      | $1086997.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CIENA CORP                               | CIENA CORP                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    172244 | NS      | $90872489.52  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                              | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    175791 | NS      | $26426661.03  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SEPTERNA INC                             | SEPTERNA INC                                  | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60514 | NS      | $1437812.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                           | AMERIS BANCORP                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    181258 | NS      | $15452244.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                     | AMKOR TECHNOLOGY INC                          | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    322228 | NS      | $22475403.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                 | DANA INC                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    331093 | NS      | $12068339.85  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                               | VIASAT INC                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    352630 | NS      | $23241843.30  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                          | HECLA MINING CO                               | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |   1775859 | NS      | $32000979.18  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                      | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    322102 | NS      | $28048642.16  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMONADE INC                             | LEMONADE INC                                  | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |    175917 | NS      | $9963938.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                             | SANMINA CORP                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    119245 | NS      | $25973945.90  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                         | RBC BEARINGS INC                              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87299 | NS      | $52299957.91  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    711580 | NS      | $13911389.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET INC                              | CALUMET INC                                   | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               | CORP              | US        |    181925 | NS      | $5952586.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                   | VALMONT INDUSTRIES INC                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     54558 | NS      | $27717646.32  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                         | ENSIGN GROUP INC                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    150464 | NS      | $28090124.16  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                     | KAISER ALUM CORP                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45497 | NS      | $7754053.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                           | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    778632 | NS      | $58841220.24  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC              | ARCUTIS BIOTHERAPEUTICS INC                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295402 | NS      | $6859234.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MKS INC                                  | MKS INC                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    190344 | NS      | $54010110.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                  | ENOVA INTL INC                                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     68687 | NS      | $11636264.67  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC                              | ECOVYST INC                                   | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323106 | NS      | $4581643.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                    | NABORS INDUSTRIES LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     41263 | NS      | $4233996.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMTECH CORP                             | SEMTECH CORP                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    245901 | NS      | $25831900.05  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MAMA'S CREATIONS INC                     | MAMA'S CREATIONS INC                          | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100887 | NS      | $1431586.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VIKING HOLDINGS LTD                      | VIKING HOLDINGS LTD                           | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |    518799 | NS      | $42494826.09  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                       | CARETRUST REIT INC                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    573030 | NS      | $22606033.50  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                   | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    307444 | NS      | $41637140.92  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                           | FIVE BELOW INC                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    156270 | NS      | $36826588.20  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MASS               | INDEPENDENT BANK CORP MASS                    | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    140490 | NS      | $10956815.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                  | ATI INC                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    325546 | NS      | $50609381.16  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDIA CORP                            | LIQUIDIA CORP                                 | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194756 | NS      | $7636382.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL INTERMEDIATE INC                  | AMNEAL PHARMACEUTICALS INC                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    481047 | NS      | $6191074.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC DEL                        | MYR GROUP INC/DELAWARE                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     40359 | NS      | $16337726.79  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIDGEBIO PHARMA INC                     | BRIDGEBIO PHARMA INC                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    469647 | NS      | $33396598.17  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                     | WARRIOR MET COAL INC                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    148973 | NS      | $13385224.05  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                 | ENCORE CAP GROUP INC                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     63205 | NS      | $5231477.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| AXOS FINANCIAL INC                       | AXOS FINANCIAL INC                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    141399 | NS      | $13636519.56  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                       | OUTFRONT MEDIA INC                            | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    412303 | NS      | $12719547.55  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                  | EXPRO GROUP HOLDINGS NV                       | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |    286407 | NS      | $5215471.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                         | STONEX GROUP INC                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |    162326 | NS      | $17211425.78  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                       | BOK FINANCIAL COMMON NEW                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     27003 | NS      | $3612731.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                             | DILLARDS INC CL A                             | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      7940 | NS      | $4519606.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CASEY'S GENERAL STORES INC               | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     73083 | NS      | $60085188.45  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP               | LATTICE SEMICONDUCTOR CORP                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    387625 | NS      | $47398785.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRIDIAN THERAPEUTICS INC                | VIRIDIAN THERAPEUTICS INC                     | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |    235238 | NS      | $3171008.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC             | AMERICAN HEALTHCARE REIT INC                  | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    439705 | NS      | $22328219.90  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                           | FORMFACTOR INC                                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    214677 | NS      | $29181044.61  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                             | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    135990 | NS      | $49363010.10  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                 | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   1408011 | NS      | $31497206.07  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO STRATEGIC RESOURCES                | IDAHO STRATEGIC RESOURCES                     | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34711 | NS      | $1463068.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FB BANCORP INC                           | FB BANCORP INC                                | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56307 | NS      | $787171.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NVENT ELECTRIC PLC                       | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    405789 | NS      | $57987248.10  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD                       | TEEKAY TANKERS LTD CL A                       | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |     62834 | NS      | $4935610.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE STAR BANCORP                        | FIVE STAR BANCORP                             | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     47830 | NS      | $1934723.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC              | STERLING INFRASTRUCTURE INC                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     79895 | NS      | $41195459.90  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                           | BANKUNITED INC                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    212939 | NS      | $9897404.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| GARRETT MOTION INC                       | GARRETT MOTION INC                            | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    350478 | NS      | $8975741.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROIVANT SCIENCES LTD                     | ROIVANT SCIENCES LTD                          | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |   1241654 | NS      | $35424388.62  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                    | JACKSON FINANCIAL INC                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    192614 | NS      | $22298922.78  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                     | FEDERATED HERMES INC                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    192260 | NS      | $11168383.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                               | EZCORP INC CL A NON VTG                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    152137 | NS      | $4987050.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                     | MYERS INDUSTRIES                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    106005 | NS      | $2184763.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                   | LAUREATE EDUCATION INC                        | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    371395 | NS      | $11177132.53  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP            | ADAPTIVE BIOTECHNOLOGIES CORP                 | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    307948 | NS      | $4342066.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC             | PROTAGONIST THERAPEUTICS INC                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155735 | NS      | $15413092.95  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| ROGERS CORP                              | ROGERS CORP                                   | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     47395 | NS      | $6433871.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIENT INC                              | ALLIENT INC                                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     42251 | NS      | $3218681.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRADIMED CORP                            | IRADIMED CORP                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |     22195 | NS      | $1851950.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX INFRASTRUCTURE INC                  | NWPX INFRASTRUCTURE INC                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     27232 | NS      | $2677994.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                          | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    380225 | NS      | $15878196.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                            | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    281534 | NS      | $55377737.80  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                  | CNO FINANCIAL GROUP INC                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      6861 | NS      | $304971.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                    | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    170606 | NS      | $30217734.72  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                     | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    314462 | NS      | $21685299.52  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                     | AGNC INVESTMENT CORP                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |   3039905 | NS      | $33499753.10  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   6476799 | NS      | $6478094.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                         | IES HOLDINGS INC                              | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     13863 | NS      | $8928881.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                | DIVERSIFIED HEALTHCARE TR                     | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    617571 | NS      | $4656485.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                 | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     90723 | NS      | $62006448.81  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                 | GIGACLOUD TECHNOLOGY INC A                    | CUSIP: N/A<br>LEI: 529900I4YVXBJEAXGA30       | Long             | EC               | CORP              | KY        |     73090 | NS      | $3251774.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATL BANCORP                      | VALLEY NATL BANCORP                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   1358999 | NS      | $18441616.43  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                   | BANC OF CALIFORNIA INC                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    380395 | NS      | $7124798.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                           | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |   1048951 | NS      | $47958039.72  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC                  | PERIMETER SOLUTIONS INC                       | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    389180 | NS      | $11792154.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP/DE                          | SANDISK CORPORATION                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134254 | NS      | $147210853.54 | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                        | FTAI AVIATION LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    152068 | NS      | $37966817.56  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                       | HEXCEL CORPORATION                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    225588 | NS      | $21175945.56  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC            | WEATHERFORD INTERNATIONAL PLC                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |    203269 | NS      | $22430734.15  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                    | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    610664 | NS      | $57237536.72  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP | MADISON SQUARE GARDEN ENTERTAINMENT CORP      | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114386 | NS      | $7654711.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD               | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     60875 | NS      | $18686798.75  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC                 | TURNING POINT BRANDS INC                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     54043 | NS      | $4360189.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                            | NEXTPOWER INC                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    373639 | NS      | $44511614.07  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC            | AFFILIATED MANAGERS GRP INC                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     79712 | NS      | $23488735.04  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA COCO CO INC/THE                     | VITA COCO CO INC/THE                          | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     98061 | NS      | $6471045.39   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC              | BROOKDALE SENIOR LIVING INC                   | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    629741 | NS      | $9043080.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL FUSE INC                             | BEL FUSE INC NV CL B                          | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     29882 | NS      | $8242650.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST TRACKS BIOTHERAPEUTICS INC         | FIRST TRACKS BIOTHERAPEUTICS INC              | CUSIP: 337185102<br>LEI: 529900CGIGKN4R5RO925 | Long             | EC               | CORP              | US        |     55721 | NS      | $1296627.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC        | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    111201 | NS      | $40509412.29  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX RESOURCES CORP                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    357327 | NS      | $13903593.57  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORP                     | MERCURY GENERAL CORP                          | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     70460 | NS      | $6856462.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC                   | TKO GROUP HOLDINGS INC                        | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174281 | NS      | $32431951.29  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP                      | PEABODY ENERGY CORP                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    336761 | NS      | $8978048.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                    | UNITED FIRE GROUP INC                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57580 | NS      | $2321625.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS INC              | PHATHOM PHARMACEUTICALS INC                   | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120654 | NS      | $1351324.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| STEVEN MADDEN LTD                        | STEVEN MADDEN LTD                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    201220 | NS      | $7557823.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  53335059 | NS      | $53340392.67  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KYMERA THERAPEUTICS INC                  | KYMERA THERAPEUTICS INC                       | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161103 | NS      | $13060620.21  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                              | SITIME CORP                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62131 | NS      | $34926941.65  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                 | VICTORIA'S SECRET and CO                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    227169 | NS      | $11774169.27  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORP                        | SENECA FOODS CORP CL A                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11925 | NS      | $1667830.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANAPTYSBIO INC                           | ANAPTYSBIO INC                                | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     55708 | NS      | $3661686.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS SVCS GROUP INC               | NATURAL GAS SERVICES GROUP                    | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30987 | NS      | $1260861.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                            | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    306969 | NS      | $27065456.73  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                               | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |    149627 | NS      | $58960519.35  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                           | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    199491 | NS      | $45519856.38  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC         | BRIGHTSPRING HEALTH SERVICES INC              | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321982 | NS      | $15445476.54  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                 | VSE CORP                                      | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     46755 | NS      | $8026898.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                           | FLOWSERVE CORP                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    216564 | NS      | $15947772.96  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                      | DIEBOLD NIXDORF INC                           | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     95053 | NS      | $7301020.93   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ARGAN INC                                | ARGAN INC                                     | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     33688 | NS      | $22570286.24  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC           | ADVANCED ENERGY INDUSTRIES INC                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    106962 | NS      | $41063781.42  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC             | IRONWOOD PHARMA CL A (PEND)                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    396459 | NS      | $1635393.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK FIRST CORP                          | BANK FIRST CORP                               | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23207 | NS      | $3372209.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING and TRADING LTD           | GENCO SHIPPING and TRADING LTD                | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |    107834 | NS      | $2613896.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                      | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     75908 | NS      | $54668941.60  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                              | INVESCO LTD                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |   1232650 | NS      | $32307756.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLAWAY GOLF COMPANY                    | CALLAWAY GOLF COMPANY                         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    396028 | NS      | $6059228.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                               | ERASCA INC                                    | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    563907 | NS      | $6005609.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTANCE NETWORKS INC                    | VISTANCE NETWORKS INC                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    549283 | NS      | $7028075.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                           | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    562868 | NS      | $32066589.96  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                      | URANIUM ENERGY CORP                           | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |   1155809 | NS      | $17209996.01  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK TIMES CO                        | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    457852 | NS      | $36184043.56  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                  | CECO ENVIRONMENTAL CORP                       | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     83899 | NS      | $6220271.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC              | S and P MID 400 EMINI FUT JUN26 FAM6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        20 | NC      | $387431.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    429251 | NS      | $32090804.76  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                    | ARCUS BIOSCIENCES INC                         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226248 | NS      | $5769324.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                 | PAR PACIFIC HOLDINGS INC                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    133279 | NS      | $8752431.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                         | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219088 | NS      | $32422833.12  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                      | VIAVI SOLUTIONS INC                           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    582422 | NS      | $30518912.80  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                        | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |    107340 | NS      | $38496417.60  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer