# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002049
**Filing Date:** 2026-3
**Character Count:** 80240
**Document Hash:** bae80c75f9e0d1c4d1589656a2e9e736
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002049.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002049

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26790646

**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           |

## 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:** 2026-01-31

**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:** $2034857376.04

**Total Liabilities:** $35257711.16

**Net Assets:** $1999599664.88

**Cash Not Reported:** $37351.39

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158877 | 2.03%                | 0.29%                | 6.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-47037.24               | $3714928.31                                |
| Month 2  | $68743032.48             | $-83592220.36                              |
| Month 3  | $194531.63               | $48641406.15                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANI PHARMACEUTICALS INC                   | ANI PHARMACEUTICALS INC                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     14636 | NS      | $1197956.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                | ACADIA PHARMACEUTICALS INC                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    172603 | NS      | $4337513.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC            | ADVANCED ENERGY INDUSTRIES INC                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     52565 | NS      | $13422998.40  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC             | AFFILIATED MANAGERS GRP INC                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     39662 | NS      | $12417775.58  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                            | AIR LEASE CORP CL A                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    143628 | NS      | $9282677.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                             | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    164079 | NS      | $27996799.77  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC              | BREAD FINANCIAL HOLDINGS                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     22492 | NS      | $1631569.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIENT INC                               | ALLIENT INC                                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     20618 | NS      | $1257904.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN PUBLIC EDUCATION INC             | AMERICAN PUBLIC EDUCATION INC                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     24929 | NS      | $1041533.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN SUPERCONDUCTOR CORP              | AMERICAN SUPERCONDUCTOR CORP                  | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     25362 | NS      | $758831.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN INC                                 | ARGAN INC                                     | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     17905 | NS      | $6215004.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC            | ARMSTRONG WORLD INDUSTRIES INC                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     50796 | NS      | $9333257.04   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORP                            | ASTRONICS CORP                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     43378 | NS      | $3285883.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                               | AUTOLIV INC                                   | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     97692 | NS      | $11844178.08  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                        | AUTONATION INC                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34385 | NS      | $7048237.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                        | AXOS FINANCIAL INC                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     75155 | NS      | $7439593.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK FIRST CORP                           | BANK FIRST CORP                               | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12335 | NS      | $1721225.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL FUSE INC                              | BEL FUSE INC NV CL B                          | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     14724 | NS      | $2962321.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                            | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    299168 | NS      | $14183554.88  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO FINANCIAL GROUP INC                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3664 | NS      | $154071.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                 | CALIX NETWORKS INC                            | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     82159 | NS      | $3670042.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                   | PERDOCEO EDUCATION CORP                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     84411 | NS      | $2703684.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                        | CARETRUST REIT INC                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    304569 | NS      | $11372606.46  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                 | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     68789 | NS      | $21863207.87  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     43961 | NS      | $26662346.50  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                      | CELSIUS HOLDINGS INC                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221102 | NS      | $11603432.96  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                       | CENTRUS ENERGY CORP CL A                      | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |     20746 | NS      | $5773196.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| CIENA CORP                                | CIENA CORP                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    118829 | NS      | $29922330.49  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD                        | TEEKAY TANKERS LTD CL A                       | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |     33397 | NS      | $2154774.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                              | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    203369 | NS      | $25809559.79  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                          | COEUR MINING INC                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    888570 | NS      | $18162370.80  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                   | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     29715 | NS      | $33937501.50  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                      | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    154747 | NS      | $11895401.89  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTANCE NETWORKS INC                     | VISTANCE NETWORKS INC                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    291948 | NS      | $5255064.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                       | SIGNET JEWELERS LTD                           | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     57444 | NS      | $5300357.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTANGO ORE INC                          | CONTANGO ORE INC                              | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |     12616 | NS      | $357663.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| COOPER STANDARD HOLDING INC               | COOPER STANDARD HOLDING INC                   | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     24378 | NS      | $764737.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                              | ARTIVION INC                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     57963 | NS      | $2363151.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                       | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     44187 | NS      | $29017161.03  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                              | DILLARDS INC CL A                             | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      4220 | NS      | $2563903.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| DONALDSON INC                             | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    162656 | NS      | $16581152.64  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                      | DYCOM INDUSTRIES INC                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     39769 | NS      | $14491425.91  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                | ENANTA PHARMACEUTICALS INC                    | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     27754 | NS      | $358026.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                 | ENPRO INC                                     | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     29108 | NS      | $6950408.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                   | ENOVA INTL INC                                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     34581 | NS      | $5711743.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                          | ENSIGN GROUP INC                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     79973 | NS      | $13728165.18  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                     | ESCO TECHNOLOGIES INC                         | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     35686 | NS      | $8142474.62   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                | EZCORP INC CL A NON VTG                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     80862 | NS      | $1734489.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                      | FEDERATED HERMES INC                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    102187 | NS      | $5444523.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust              | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4889261 | NS      | $4890238.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust              | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  35069702 | NS      | $35073209.19  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                            | FIVE BELOW INC                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     76859 | NS      | $14729258.76  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                  | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    407862 | NS      | $25711620.48  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                  | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     50019 | NS      | $24481299.36  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HLDGS CO                           | GRAHAM HOLDINGS CO                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      4513 | NS      | $5265001.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                    | GUIDEWIRE SOFTWARE INC                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     99291 | NS      | $13976201.16  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                             | HCI GROUP INC                                 | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     14993 | NS      | $2378939.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLADOR ENERGY COMPANY                   | HALLADOR PETROLEUM CO                         | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     45135 | NS      | $834546.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORP                      | HANMI FINANCIAL CORPORATION                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     41292 | NS      | $1097128.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                     | HANOVER INSURANCE GROUP INC                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     47927 | NS      | $8346007.78   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    184181 | NS      | $16449205.11  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC             | HEALTHCARE SERVICES GROUP INC                 | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    100113 | NS      | $1884126.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                     | ENCOMPASS HEALTH CORP                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     37659 | NS      | $3559905.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                           | HECLA MINING CO                               | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    923025 | NS      | $20786523.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE INSURANCE HOLDINGS INC           | HERITAGE INSURANCE HOLDINGS INC               | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     31114 | NS      | $811141.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                | HORACE MANN EDUCATORS CORP                    | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     56263 | NS      | $2521145.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTINGTON INGALLS INDUSTRIES INC         | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     54779 | NS      | $23035117.29  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                               | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     74702 | NS      | $9919678.58   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                          | IES HOLDINGS INC                              | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      7368 | NS      | $2801976.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                          | INTERDIGITAL INC                              | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36018 | NS      | $11757715.92  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                          | STONEX GROUP INC                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     57518 | NS      | $6456970.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                 | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    222502 | NS      | $18394240.34  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                             | AMBARELLA INC                                 | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     55094 | NS      | $3528219.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                              | OPENLANE INC                                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    146967 | NS      | $4414888.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                | KOHLS CORP                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    156406 | NS      | $2732412.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| KRATOS DEFENSE and SECURITY SOLUTIONS INC | KRATOS DEFENSE and SEC SOLTN INC              | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    233362 | NS      | $24038619.62  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                 | SPIRE INC                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     82396 | NS      | $6961638.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LEXICON PHARMACEUTICALS INC               | LEXICON PHARMACEUTICALS INC                   | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    256227 | NS      | $297223.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                | LIGAND PHARMACEUTICALS                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     27357 | NS      | $5255279.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTWAVE LOGIC INC                       | LIGHTWAVE LOGIC INC                           | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178953 | NS      | $590544.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LOEWS CORP                                | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    223731 | NS      | $23619281.67  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                     | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     69842 | NS      | $27366889.28  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                      | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    318703 | NS      | $8579484.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC DEL                         | MYR GROUP INC/DELAWARE                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     21451 | NS      | $5363608.04   | 0.27%             |  |  |  | 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        |     25410 | NS      | $5566314.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                 | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    379058 | NS      | $7588741.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     84721 | NS      | $20373706.08  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                       | MERCURY SYSTEMS INC                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     72895 | NS      | $6843382.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORP                      | MERCURY GENERAL CORP                          | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     37114 | NS      | $3250815.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                  | ROKU INC CLASS A                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |    180076 | NS      | $17143235.20  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                    | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    154534 | NS      | $21038258.76  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                      | MYERS INDUSTRIES                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     52223 | NS      | $1079449.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                               | NETGEAR INC                                   | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     39776 | NS      | $831716.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO STRATEGIC RESOURCES                 | IDAHO STRATEGIC RESOURCES                     | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18449 | NS      | $665270.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NEWMARKET CORP                            | NEWMARKET CORP                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     10783 | NS      | $7233128.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC                     | NPK INTERNATIONAL INC                         | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    117865 | NS      | $1627715.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                           | OSI SYSTEMS INC                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     22030 | NS      | $5510584.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA INC                  | THERAVANCE BIOPHARMA INC                      | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |     51320 | NS      | $972000.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                               | ONE GAS INC                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     83755 | NS      | $6663547.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                  | OPPENHEIMER HLDGS CL A NON-VTG                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7340 | NS      | $616780.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERX CORP                           | OPTIMIZERX CORP                               | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22843 | NS      | $245790.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ORMAT TECHNOLOGIES INC                    | ORMAT TECHNOLOGIES INC                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     84767 | NS      | $10590788.98  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                          | PJT PARTNERS INC                              | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     31185 | NS      | $5395940.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                           | TXNM ENERGY INC                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    128045 | NS      | $7544411.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                      | PTC THERAPEUTICS INC                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    102456 | NS      | $7738501.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                  | PAR PACIFIC HOLDINGS INC                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     70936 | NS      | $2677124.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                 | PHIBRO ANIMAL HEALTH CORP CL A                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     28433 | NS      | $1141584.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                               | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     93435 | NS      | $12476375.55  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                        | PRIMORIS SVCS CORP                            | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     74674 | NS      | $11070420.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                | RAMBUS INC                                    | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    148751 | NS      | $16932326.33  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                         | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     54014 | NS      | $19089087.74  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                          | RBC BEARINGS INC                              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43453 | NS      | $21712160.51  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                  | TRAVERE THERAPEUTICS INC                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124434 | NS      | $3868653.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP               | REX AMERICAN RESOURCES CORP                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39543 | NS      | $1336948.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                               | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    378104 | NS      | $23949107.36  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                              | SANMINA CORP                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     74382 | NS      | $10538441.76  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORP                         | SENECA FOODS CORP CL A                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6338 | NS      | $756313.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                 | DIVERSIFIED HEALTHCARE TR                     | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303302 | NS      | $1762184.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                | SOLAREDGE TECHNOLOGIES INC                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     82885 | NS      | $2565290.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC               | STERLING INFRASTRUCTURE INC                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     42465 | NS      | $15198648.15  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC              | SUPERNUS PHARMACEUTICALS INC                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     77522 | NS      | $3733459.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                            | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    106031 | NS      | $16823938.77  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                      | TTM TECHNOLOGIES INC                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    144220 | NS      | $14162404.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE and DATA SYSTEMS INC            | TELEPHONE and DATA SYSTEMS INC                | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |    125074 | NS      | $5644589.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC              | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    266486 | NS      | $23410795.10  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                     | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    118065 | NS      | $22347343.20  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC              | TEXAS CAPITAL BANCSHARES INC                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     62567 | NS      | $6329903.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC               | TOOTSIE ROLL INDUSTRIES INC                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     27166 | NS      | $1029048.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                            | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    101247 | NS      | $14196854.34  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORP                               | TRIMAS CORP                                   | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     44389 | NS      | $1543405.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                         | TUTOR PERINI CORP                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     55169 | NS      | $4352282.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                     | UNITED FIRE GROUP INC                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30604 | NS      | $1099907.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                  | UNITED NATURAL FOODS INC                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     70348 | NS      | $2619056.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HLDGS INC             | UNIVERSAL INSURANCE HLDGS INC                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     35579 | NS      | $1083380.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                       | URANIUM ENERGY CORP                           | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    614321 | NS      | $10590894.04  | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| VSE CORP                                  | VSE CORP                                      | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     24850 | NS      | $5431464.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                | VIASAT INC                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    187425 | NS      | $8465987.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC              | WATTS WATER TECH INC CL A                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     37902 | NS      | $11344447.62  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                               | WAYFAIR INC                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |    146580 | NS      | $15169564.20  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                              | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     78134 | NS      | $24834110.56  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                | ZUMIEZ INC                                    | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     19350 | NS      | $476203.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                            | REALREAL INC                                  | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |    135127 | NS      | $1982313.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC                  | TURNING POINT BRANDS INC                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     18759 | NS      | $2272652.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                   | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     98448 | NS      | $17947070.40  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                | IMPINJ INC                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     35794 | NS      | $4943151.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDPACE HLDGS INC                         | MEDPACE HOLDINGS INC                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     30981 | NS      | $18045812.88  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC              | PROTAGONIST THERAPEUTICS INC                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81633 | NS      | $6677579.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS INC                      | FULGENT GENETICS INC                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     28201 | NS      | $738866.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                  | IRHYTHM TECHNOLOGIES INC                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     44849 | NS      | $6929618.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                 | INTERNATIONAL SEAWAYS INC                     | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     56508 | NS      | $3370702.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                            | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    398836 | NS      | $22223141.92  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP INC                             | REV GROUP INC                                 | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     67463 | NS      | $4310885.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                    | LAUREATE EDUCATION INC                        | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    187198 | NS      | $6420891.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                      | WARRIOR MET COAL INC                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     73384 | NS      | $6553191.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                     | ANTERO MIDSTREAM CORP                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    463076 | NS      | $8715090.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                 | JANUS HENDERSON GROUP PLC                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    165951 | NS      | $7987221.63   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ESQUIRE FINANCIAL HOLDINGS INC            | ESQUIRE FINL HLDGS INC                        | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9208 | NS      | $981849.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROIVANT SCIENCES LTD                      | ROIVANT SCIENCES LTD                          | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |    600562 | NS      | $12984150.44  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                     | DELEK US HOLDINGS INC                         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     83969 | NS      | $2477925.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC              | NATIONAL VISION HOLDINGS INC                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    109244 | NS      | $2878579.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RED VIOLET INC                            | RED VIOLET INC                                | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |     16007 | NS      | $727998.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                                | NLIGHT INC                                    | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69657 | NS      | $3177055.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                        | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    224675 | NS      | $25222015.50  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL INTERMEDIATE INC                   | AMNEAL PHARMACEUTICALS INC                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    236758 | NS      | $3238849.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COASTAL FINANCIAL CORP/WA                 | COASTAL FINANCIAL CORP/WA                     | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |     16819 | NS      | $1610923.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                         | BLOOM ENERGY CORP CL A                        | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     39401 | NS      | $5964129.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDIA CORP                             | LIQUIDIA CORP                                 | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94942 | NS      | $4024591.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ELANCO ANIMAL HEALTH INC                  | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    693531 | NS      | $16700226.48  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| FULCRUM THERAPEUTICS INC                  | FULCRUM THERAPEUTICS INC                      | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50592 | NS      | $542852.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC                        | GARRETT MOTION INC                            | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    189503 | NS      | $3418634.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                       | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    171200 | NS      | $19523648.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TREVI THERAPEUTICS INC                    | TREVI THERAPEUTICS INC                        | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137697 | NS      | $1441687.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA BIOSCIENCES INC                    | IDEAYA BIOSCIENCES                            | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |    122347 | NS      | $3938349.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                      | BRIDGEBIO PHARMA INC                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    234840 | NS      | $18146086.80  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP             | ADAPTIVE BIOTECHNOLOGIES CORP                 | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    163678 | NS      | $3028043.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                 | MIRUM PHARMACEUTICALS INC                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |     59731 | NS      | $6165433.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIAN ASSET MANAGEMENT INC              | ACADIAN ASSET MANAGEMENT INC                  | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     36638 | NS      | $2030477.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUT 8 CORP                                | HUT 8 CORP                                    | CUSIP: 44812J104<br>LEI: 5493006XP230HIL5DH67 | Long             | EC               | CORP              | US        |    129842 | NS      | $7249078.86   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                            | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    504983 | NS      | $20992143.31  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                               | SITIME CORP                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20937 | NS      | $7602434.07   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC               | ARCUTIS BIOTHERAPEUTICS INC                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152318 | NS      | $3864307.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH STREET INTERACTIVE INC               | RUSH STREET INTERACTIVE INC                   | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64558 | NS      | $1140739.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                    | KEROS THERAPEUTICS                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49326 | NS      | $883428.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                   | SPHERE ENTERTAINMENT CO                       | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     37822 | NS      | $3612379.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| MARQETA INC                               | MARQETA INC CL A                              | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    537168 | NS      | $2218503.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                         | MP MATERIALS CORP                             | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |    167150 | NS      | $9823405.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| LEMONADE INC                              | LEMONADE INC                                  | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     87670 | NS      | $7603619.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| STEPSTONE GROUP INC                       | STEPSTONE GROUP INC CLASS A                   | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88637 | NS      | $6265749.53   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLV TECHNOLOGIES HOLDINGS INC           | NEWHOLD INVESTMENT CORP                       | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190115 | NS      | $1176811.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARSUS PHARMACEUTICALS INC                | TARSUS PHARMACEUTICALS INC                    | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54215 | NS      | $3499036.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                      | GENEDX HOLDINGS CORP-A                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21728 | NS      | $2091537.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                | TELOS CORP                                    | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73375 | NS      | $400627.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D MOLECULAR THERAPEUTICS INC             | 4D MOLECULAR THERAPEUTICS INC                 | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49547 | NS      | $438986.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFI TECHNOLOGIES INC                     | SOFI TECHNOLOGIES INC A                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    959710 | NS      | $21890985.10  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OUSTER INC                                | OUSTER INC                                    | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65953 | NS      | $1373800.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| 908 DEVICES INC                           | 908 DEVICES INC                               | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37588 | NS      | $237180.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                       | AFFIRM HOLDINGS INC                           | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308447 | NS      | $18599354.10  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                  | DAVE INC                                      | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10786 | NS      | $1765560.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                  | FIGS INC-CLASS A                              | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216359 | NS      | $2338840.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                          | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116447 | NS      | $14674650.94  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                     | JACKSON FINANCIAL INC                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     94412 | NS      | $11227475.04  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA COCO CO INC/THE                      | VITA COCO CO INC/THE                          | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     52120 | NS      | $2780602.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XERIS BIOPHARMA HOLDINGS INC              | XERIS BIOPHARMA HOLDINGS INC                  | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    223249 | NS      | $1643112.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC          | BRIGHTSPRING HEALTH SERVICES INC              | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136011 | NS      | $5341151.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                    | FIRSTCASH HOLDINGS INC                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54500 | NS      | $9292250.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC                | AMYLYX PHARMACEUTICALS INC                    | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113166 | NS      | $1617142.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD        | CREDO TECHNOLOGY GROUP HOLDING LTD            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    171159 | NS      | $21442799.52  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                          | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    219847 | NS      | $11429845.53  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| D-WAVE QUANTUM INC                        | D-WAVE QUANTUM INC                            | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |    370992 | NS      | $7872450.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| FTAI AVIATION LTD                         | FTAI AVIATION LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     80825 | NS      | $22010264.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                             | NEXTPOWER INC                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198592 | NS      | $23253137.28  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC         | ATMUS FILTRATION TECHNOLOGIES INC             | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109743 | NS      | $6361801.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                         | TALEN ENERGY CORP                             | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62270 | NS      | $21692377.20  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                       | DIEBOLD NIXDORF INC                           | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     50647 | NS      | $3495149.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC                    | TKO GROUP HOLDINGS INC                        | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92632 | NS      | $18765390.56  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                     | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    336011 | NS      | $31205341.57  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC              | AMERICAN HEALTHCARE REIT INC                  | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    233706 | NS      | $10963148.46  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                       | VIKING HOLDINGS LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    112683 | NS      | $8130078.45   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTREAM BIO INC                          | UPSTREAM BIO INC                              | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47410 | NS      | $1473502.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC                   | PERIMETER SOLUTIONS INC                       | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194218 | NS      | $5078800.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC               | S and P MID 400 EMINI FUT MAR26 FAH6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         8 | NC      | $55060.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT              | MILLROSE PROPERTIES INC                       | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166267 | NS      | $4954756.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP/DE                           | SANDISK CORPORATION                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116726 | NS      | $67263357.50  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOLUTE HOLDINGS MANAGEMENT INC          | RESOLUTE HOLDINGS MANAGEMENT INC              | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5069 | NS      | $1033873.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTEGRITY INSURANCE GROUP INC    | AMERICAN INTEGRITY INSURANCE GROUP INC        | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |      9470 | NS      | $176994.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB CORP                           | ROCKET LAB CORP                               | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382962 | NS      | $30663767.34  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                 | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78000 | PA      | $77922.15     | 0.00%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer