# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002062
**Filing Date:** 2026-3
**Character Count:** 71616
**Document Hash:** dabb5557c50ad7b390ea6e150197f02e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002062.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002062

**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:** 26790663

**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 U.S. Value Index Fund (Series ID: S000059763)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000195574 | Fidelity SAI U.S. Value Index Fund | FSWCX           |

## 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 U.S. Value Index Fund

- **b. EDGAR series identifier (if any):** S000059763

- **c. LEI of Series:** 549300K0G31NQO1Q8723

**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:** $7215819334.62

**Total Liabilities:** $36678516.27

**Net Assets:** $7179140818.35

**Cash Not Reported:** $2065658.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195574 | 2.05%                | 2.96%                | 2.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42660421.26             | $70917502.55                               |
| Month 2  | $81360361.86             | $98426404.50                               |
| Month 3  | $-2641578.60             | $170132136.40                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT and T INC                             | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   5498914 | NS      | $144126535.94 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    285123 | NS      | $88262675.88  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                | ADOBE INC                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    320991 | NS      | $94130610.75  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                  | AKAMAI TECHNOLOGIES INC                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    110284 | NS      | $10714090.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                           | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     85517 | NS      | $7007262.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                            | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    202622 | NS      | $40319751.78  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    487817 | NS      | $164882146.00 | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                         | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   1291792 | NS      | $80078186.08  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    163648 | NS      | $39160966.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                 | AMERICAN AIRLINES GROUP INC                   | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    506023 | NS      | $6730105.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                     | AGNC INVESTMENT CORP                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    802701 | NS      | $9150791.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC         | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    425977 | NS      | $31897157.76  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC            | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    494534 | NS      | $11379227.34  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    173152 | NS      | $59865572.48  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    864066 | NS      | $224207845.68 | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    369453 | NS      | $24867881.43  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                   | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    285781 | NS      | $27446407.24  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                    | ARROW ELECTRONICS INC                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     39369 | NS      | $5215998.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                    | TRUIST FINL CORP                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    991328 | NS      | $50974085.76  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION              | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   4536619 | NS      | $241348130.80 | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                 | BANK OZK                                      | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     81213 | NS      | $3862490.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                | BAXTER INTL INC                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    393666 | NS      | $7900876.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                  | BECTON DICKINSON and CO                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    220439 | NS      | $44854927.72  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                          | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    151168 | NS      | $9841036.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC              | BIOMARIN PHARMACEUTICAL INC                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    148235 | NS      | $8381206.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |    112723 | NS      | $20277740.47  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                           | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    165790 | NS      | $7860103.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1565324 | NS      | $86171086.20  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                | AXIS CAPITAL HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     60194 | NS      | $6210816.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                 | CDW CORPORATION                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    100792 | NS      | $12739100.88  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC               | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    124569 | NS      | $11613567.87  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    975303 | NS      | $72679579.56  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    586910 | NS      | $16932353.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                               | CARMAX INC                                    | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115935 | NS      | $5163744.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                            | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    834991 | NS      | $25066429.82  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                        | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     83904 | NS      | $3728693.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                         | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    358773 | NS      | $15542046.36  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                         | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1368005 | NS      | $242000084.50 | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1415754 | NS      | $163816895.34 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC               | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    331673 | NS      | $20888765.54  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP      | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    375605 | NS      | $30822146.30  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                   | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |    197916 | NS      | $9697884.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   2832103 | NS      | $84255064.25  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    368471 | NS      | $6820398.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                       | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    960516 | NS      | $100114582.68 | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                 | CONSTELLATION BRANDS INC CL A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    109785 | NS      | $17203309.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                | CROCS INC                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     41930 | NS      | $3518765.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                            | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    213187 | NS      | $31730753.08  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                      | DELTA AIR INC                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    498966 | NS      | $32876869.74  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                    | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    488216 | NS      | $19631165.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    144706 | NS      | $23724548.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                       | DISNEY (WALT) CO                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |   1355339 | NS      | $152882239.20 | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                     | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   1044509 | NS      | $28661326.96  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    419874 | NS      | $47080471.62  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                 | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    479960 | NS      | $27708090.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                    | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |    106009 | NS      | $12131669.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                      | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     88468 | NS      | $6132601.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                     | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    295985 | NS      | $18433945.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                        | EVEREST GROUP LTD                             | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     32241 | NS      | $10680798.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   2087641 | NS      | $295192437.40 | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    166903 | NS      | $53784491.75  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC          | FIDELITY NATIONAL FINL INC                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    196361 | NS      | $10680074.79  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2279776 | NS      | $2280232.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  35803633 | NS      | $35807213.36  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    508995 | NS      | $25561728.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC         | FIRST CITIZENS BANCSHARES INC CL A            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      8063 | NS      | $16686942.91  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                          | FIRST SOLAR INC                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     82481 | NS      | $18601115.12  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                               | FISERV INC                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    418026 | NS      | $26640796.98  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                           | FLUOR CORP                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    124767 | NS      | $5762987.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                            | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   3005489 | NS      | $41716187.32  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                            | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    479003 | NS      | $126284350.92 | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                        | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    410948 | NS      | $19010454.48  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    732102 | NS      | $61496568.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | GLOBAL PAYMENTS INC                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    186562 | NS      | $13383957.88  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                   | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    722279 | NS      | $14041103.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                           | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    655552 | NS      | $21974103.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                      | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     94998 | NS      | $1880960.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HARTFORD INSURANCE GROUP INC/THE         | HARTFORD INSURANCE GROUP INC/THE              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    216167 | NS      | $29195515.02  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO            | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   1009133 | NS      | $21716542.16  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                               | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     92484 | NS      | $18052876.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH             | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   1127237 | NS      | $19704102.76  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                 | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     46485 | NS      | $7646317.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                            | INGREDION INC                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     49510 | NS      | $5847131.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                  | INSIGHT ENTERPRISES INC                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     24531 | NS      | $2061094.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC | INTERNATIONAL FLAVORS and FRAGRA              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    197114 | NS      | $13760528.34  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                              | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    141984 | NS      | $3617752.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                           | KRAFT HEINZ CO                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    654987 | NS      | $15549391.38  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    467635 | NS      | $29390859.75  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                  | BATH and BODY WORKS INC                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    162447 | NS      | $3541344.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                 | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    197797 | NS      | $6497631.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     41196 | NS      | $4823639.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                              | LENNAR CORP CL A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    181459 | NS      | $19842541.65  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                   | LIBERTY BROADBAND CORP C                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    102607 | NS      | $4936422.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    130391 | NS      | $5425569.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                        | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     19720 | NS      | $6378236.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                        | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    120131 | NS      | $26617425.67  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                     | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    176226 | NS      | $4744003.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    207851 | NS      | $4161177.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                | MATADOR RESOURCES COMPANY                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     89722 | NS      | $4059023.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCK and CO INC                         | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1920902 | NS      | $211817863.54 | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                              | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    429539 | NS      | $33882036.32  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    385853 | NS      | $166028687.37 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CL A                             | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |    202961 | NS      | $30385291.31  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| MICRON TECHNOLOGY INC                    | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    852915 | NS      | $353857375.20 | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                    | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     40426 | NS      | $4785629.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     41850 | NS      | $7515841.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                 | MOLSON COORS BEVERAGE CO B                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    130300 | NS      | $6259612.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    244018 | NS      | $6710495.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                          | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    103213 | NS      | $3105679.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                        | CNH INDUSTRIAL NV                             | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    681220 | NS      | $7329927.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSENT GROUP LTD                         | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     75363 | NS      | $4741839.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC               | NOV INC                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    287064 | NS      | $5267624.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                               | NETAPP INC                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    153876 | NS      | $14825952.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                       | RITHM CAPITAL CORP                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    405128 | NS      | $4432100.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                             | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    844766 | NS      | $94909460.10  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                  | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     21781 | NS      | $4625848.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1563571 | NS      | $298845325.23 | 4.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    552681 | NS      | $25086190.59  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)               | OLD NATIONAL BANCORP (IND)                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    268356 | NS      | $6555937.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                        | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    149024 | NS      | $11480808.96  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON SEMICONDUCTOR CORP                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    314536 | NS      | $18837561.04  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    422868 | NS      | $33486916.92  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                             | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     49078 | NS      | $7058397.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                        | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     64068 | NS      | $7677909.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                            | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   1690377 | NS      | $26065613.34  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC           | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    302838 | NS      | $67623725.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                 | PVH CORP                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     37316 | NS      | $2327025.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                      | PAYPAL HLDGS INC                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    734800 | NS      | $38716612.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                               | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   4372302 | NS      | $115603664.88 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                              | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     51981 | NS      | $6941022.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                 | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    169009 | NS      | $17860871.12  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC            | PRINCIPAL FINL GROUP INC                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    155864 | NS      | $14763438.08  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                | PROSPERITY BANCSHARES INC                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73411 | NS      | $5066093.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                      | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    270625 | NS      | $30069143.75  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                          | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151649 | NS      | $18969773.41  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                             | QUALCOMM INC                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    829425 | NS      | $125732535.75 | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     50847 | NS      | $8211790.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                    | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    686160 | NS      | $19555560.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC         | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     50827 | NS      | $10305174.25  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD               | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     36192 | NS      | $10195286.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                  | SLB LTD                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |   1147213 | NS      | $55502164.94  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                   | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    114110 | NS      | $6362773.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                        | JM SMUCKER CO/THE                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     82341 | NS      | $8634277.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                       | SONOCO PRODUCTS CO                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     75686 | NS      | $3632928.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHSTATE BANK CORP                     | SOUTHSTATE BANK CORP                          | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     77572 | NS      | $7937942.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC             | STANLEY BLACK and DECKER INC                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    119053 | NS      | $9364708.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    218266 | NS      | $28562288.76  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                          | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    431030 | NS      | $10340409.70  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                           | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     59099 | NS      | $9377238.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                      | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    286082 | NS      | $20778135.66  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                              | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    349362 | NS      | $36847210.14  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    124803 | NS      | $2391225.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                             | TELEFLEX INC                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     33944 | NS      | $3542735.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                    | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     67934 | NS      | $12858547.52  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                            | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     75458 | NS      | $10902926.42  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     62494 | NS      | $8762908.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                        | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    173122 | NS      | $49254940.22  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    219672 | NS      | $14351171.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                           | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1196715 | NS      | $67147678.65  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC             | UNITED AIRLINES HOLDINGS INC                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    249032 | NS      | $25480954.24  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    566024 | NS      | $60123069.28  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    413270 | NS      | $118579561.10 | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC            | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     43467 | NS      | $8748168.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                               | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    120686 | NS      | $9168515.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                       | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    238919 | NS      | $43347074.17  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATL BANCORP                      | VALLEY NATL BANCORP                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    368229 | NS      | $4588133.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC               | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   3242494 | NS      | $144355832.88 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                       | VOYA FINANCIAL INC                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     74424 | NS      | $5705343.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                   | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    128323 | NS      | $8439803.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                       | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2383871 | NS      | $215716486.79 | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN            | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     79623 | NS      | $7098390.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                  | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    152357 | NS      | $13265723.99  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NA                  | ZIONS BANCORP                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    113485 | NS      | $6798886.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC               | CHARTER COMMUNICATIONS INC A                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     71416 | NS      | $14720265.92  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| PERMIAN RESOURCES CORP                   | PERMIAN RESOURCES CORP CL A                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    535815 | NS      | $8642695.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                               | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    199140 | NS      | $11313143.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                        | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    139490 | NS      | $2012840.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                    | DUPONT DE NEMOURS INC                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    321989 | NS      | $14141756.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                           | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    819972 | NS      | $23024813.76  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                        | CIGNA GROUP (THE)                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    205247 | NS      | $56260255.17  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                    | DELL TECHNOLOGIES INC CL C                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    233188 | NS      | $26686034.72  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                          | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    262929 | NS      | $19135972.62  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                  | ZOOM COMMUNICATIONS INC CL A                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    200176 | NS      | $18436209.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    354551 | NS      | $15688881.75  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    196886 | NS      | $8558634.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                       | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    292558 | NS      | $12193817.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                       | ALBERTSONS COS INC CL A                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    311552 | NS      | $5187340.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| VIATRIS INC                              | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    896646 | NS      | $11737096.14  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                        | CHORD ENERGY CORP                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     43835 | NS      | $4394020.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                       | EXPAND ENERGY CORP                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    183154 | NS      | $20588341.14  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                 | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    275191 | NS      | $7267794.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                     | KYNDRYL HOLDINGS INC                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    176888 | NS      | $4068424.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                         | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    122501 | NS      | $6368826.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   1904070 | NS      | $52438087.80  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    207274 | NS      | $6390257.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                    | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    326079 | NS      | $30282956.73  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC              | S and P500 EMINI FUT MAR26 ESH6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        42 | NC      | $120565.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                     | SMURFIT WESTROCK PLC                          | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    401505 | NS      | $16714653.15  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                   | SIRIUS XM HOLDINGS INC                        | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145365 | NS      | $2958177.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |    167455 | NS      | $12684716.25  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1088000 | PA      | $1086914.11   | 0.02%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC          | PINNACLE FINANCIAL PARTNERS INC               | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59296 | NS      | $5638456.64   | 0.08%             |  |  |  | No            |                  1 | 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