# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002113
**Filing Date:** 2026-3
**Character Count:** 118536
**Document Hash:** fc66edc72d4369ed4d7a3f652e866541
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002113.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002113

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**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:** 26790721

**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 U.S. Sustainability Index Fund (Series ID: S000057366)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000183136 | Fidelity U.S. Sustainability Index Fund | FITLX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® U.S. Sustainability Index Fund**

**January 31, 2026**

USY-NPRT1-0426

1.9887355.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 91.4%** | &nbsp;&nbsp;**Common Stocks - 91.4%** | &nbsp;&nbsp;**Common Stocks - 91.4%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 0.3%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Broadline Retail - 0.3% |  |  |
| MercadoLibre Inc (b) | 6651 | 14284951 |
| NETHERLANDS - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| NXP Semiconductors NV  | 38770 | 8767448 |
| UNITED STATES - 90.9%  |  |  |
| Communication Services - 12.4% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| Comcast Corp Class A  | 538203 | 16011539 |
| Verizon Communications Inc  | 632669 | 28166424 |
|  |  | 44177963 |
| Entertainment - 0.9% |  |  |
| Electronic Arts Inc  | 46435 | 9469025 |
| Take-Two Interactive Software Inc (b) | 30825 | 6790748 |
| Walt Disney Co/The  | 273413 | 30840986 |
|  |  | 47100759 |
| Interactive Media & Services - 10.5% |  |  |
| Alphabet Inc Class A  | 856815 | 289603470 |
| Alphabet Inc Class C  | 753153 | 254964885 |
|  |  | 544568355 |
| Media - 0.2% |  |  |
| Charter Communications Inc Class A (b) | 11358 | 2341111 |
| Fox Corp Class A  | 37095 | 2699774 |
| Omnicom Group Inc  | 47546 | 3662944 |
|  |  | 8703829 |
| TOTAL COMMUNICATION SERVICES |  | 644550906 |
| Consumer Discretionary - 8.5% |  |  |
| Automobile Components - 0.0% |  |  |
| Aptiv PLC (b) | 32915 | 2493310 |
| Automobiles - 3.6% |  |  |
| Rivian Automotive Inc Class A (b) | 95199 | 1404185 |
| Tesla Inc (b) | 436767 | 187988885 |
|  |  | 189393070 |
| Broadline Retail - 0.1% |  |  |
| eBay Inc  | 43480 | 3966246 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co  | 21831 | 3034291 |
| Hotels, Restaurants & Leisure - 1.5% |  |  |
| Booking Holdings Inc  | 4857 | 24293937 |
| Darden Restaurants Inc  | 15900 | 3169665 |
| Hilton Worldwide Holdings Inc  | 35575 | 10619493 |
| McDonald's Corp  | 112988 | 35591220 |
| Yum! Brands Inc  | 40463 | 6291997 |
|  |  | 79966312 |
| Household Durables - 0.4% |  |  |
| DR Horton Inc  | 38372 | 5711289 |
| Garmin Ltd  | 21799 | 4395550 |
| NVR Inc (b) | 603 | 4604345 |
| PulteGroup Inc  | 30710 | 3841514 |
|  |  | 18552698 |
| Specialty Retail - 2.7% |  |  |
| AutoZone Inc (b) | 2395 | 8871775 |
| Best Buy Co Inc  | 27382 | 1782567 |
| Burlington Stores Inc (b) | 9912 | 2932564 |
| Dick's Sporting Goods Inc  | 9875 | 1994750 |
| Home Depot Inc/The  | 150218 | 56270161 |
| Lowe's Cos Inc  | 79683 | 21280142 |
| O'Reilly Automotive Inc (b) | 117118 | 11525582 |
| TJX Cos Inc/The  | 171234 | 25652566 |
| Tractor Supply Co  | 75110 | 3821597 |
| Ulta Beauty Inc (b) | 7025 | 4547704 |
| Williams-Sonoma Inc  | 17952 | 3673877 |
|  |  | 142353285 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Deckers Outdoor Corp (b) | 21925 | 2616530 |
| Lululemon Athletica Inc (b) | 15670 | 2734415 |
|  |  | 5350945 |
| TOTAL CONSUMER DISCRETIONARY |  | 445110157 |
| Consumer Staples - 4.0% |  |  |
| Beverages - 1.8% |  |  |
| Coca-Cola Co/The  | 649715 | 48605180 |
| Keurig Dr Pepper Inc  | 187693 | 5150296 |
| Monster Beverage Corp (b) | 114299 | 9230787 |
| PepsiCo Inc  | 194216 | 29837404 |
|  |  | 92823667 |
| Consumer Staples Distribution & Retail - 0.4% |  |  |
| Dollar General Corp  | 31153 | 4468274 |
| Kroger Co/The  | 76240 | 4791684 |
| Sysco Corp  | 58203 | 4880322 |
| Target Corp  | 62898 | 6633852 |
|  |  | 20774132 |
| Food Products - 0.2% |  |  |
| Bunge Global SA  | 24901 | 2835726 |
| General Mills Inc  | 82306 | 3807476 |
| Hormel Foods Corp  | 40119 | 987328 |
| JM Smucker Co  | 17264 | 1810303 |
| McCormick & Co Inc/MD  | 31336 | 1937505 |
|  |  | 11378338 |
| Household Products - 1.5% |  |  |
| Church & Dwight Co Inc  | 41384 | 3983210 |
| Clorox Co/The  | 23175 | 2613908 |
| Colgate-Palmolive Co  | 125118 | 11296904 |
| Kimberly-Clark Corp  | 54638 | 5463254 |
| Procter & Gamble Co/The  | 353523 | 53654186 |
|  |  | 77011462 |
| Personal Care Products - 0.1% |  |  |
| Estee Lauder Cos Inc/The Class A  | 34858 | 4018430 |
| Kenvue Inc  | 303953 | 5288782 |
|  |  | 9307212 |
| TOTAL CONSUMER STAPLES |  | 211294811 |
| Energy - 1.5% |  |  |
| Energy Equipment & Services - 0.4% |  |  |
| Baker Hughes Co Class A  | 127696 | 7156084 |
| Halliburton Co  | 145413 | 4874244 |
| SLB Ltd  | 221306 | 10706784 |
|  |  | 22737112 |
| Oil, Gas & Consumable Fuels - 1.1% |  |  |
| Cheniere Energy Inc  | 33090 | 6999197 |
| Marathon Petroleum Corp  | 52843 | 9310408 |
| ONEOK Inc  | 77748 | 6156864 |
| Phillips 66  | 61364 | 8809416 |
| Targa Resources Corp  | 26808 | 5387871 |
| Valero Energy Corp  | 48002 | 8709003 |
| Williams Cos Inc/The  | 181372 | 12199081 |
|  |  | 57571840 |
| TOTAL ENERGY |  | 80308952 |
| Financials - 10.7% |  |  |
| Banks - 0.9% |  |  |
| Citizens Financial Group Inc  | 65296 | 4112342 |
| Huntington Bancshares Inc/OH  | 303787 | 5310197 |
| KeyCorp  | 130494 | 2808231 |
| PNC Financial Services Group Inc/The  | 50296 | 11231097 |
| Regions Financial Corp  | 153858 | 4384953 |
| Truist Financial Corp  | 178816 | 9194719 |
| US Bancorp  | 221658 | 12437230 |
|  |  | 49478769 |
| Capital Markets - 3.7% |  |  |
| Ameriprise Financial Inc  | 15846 | 8353853 |
| Bank of New York Mellon Corp/The  | 106405 | 12760088 |
| Blackrock Inc  | 21115 | 23626418 |
| Cboe Global Markets Inc  | 16700 | 4426502 |
| Charles Schwab Corp/The  | 265623 | 27603542 |
| Intercontinental Exchange Inc  | 86862 | 15094878 |
| LPL Financial Holdings Inc  | 12214 | 4452003 |
| Moody's Corp  | 23044 | 11880565 |
| Morgan Stanley  | 175053 | 31999688 |
| Nasdaq Inc  | 60815 | 5892365 |
| Northern Trust Corp  | 28604 | 4274296 |
| Raymond James Financial Inc  | 27395 | 4543735 |
| S&P Global Inc  | 48344 | 25515480 |
| State Street Corp  | 39947 | 5227464 |
| T Rowe Price Group Inc  | 35156 | 3715286 |
|  |  | 189366163 |
| Consumer Finance - 1.0% |  |  |
| American Express Co  | 83136 | 29278005 |
| Capital One Financial Corp  | 83606 | 18303862 |
| Synchrony Financial  | 57377 | 4167291 |
|  |  | 51749158 |
| Financial Services - 3.5% |  |  |
| Equitable Holdings Inc  | 62480 | 2899072 |
| Fidelity National Information Services Inc  | 88391 | 4883603 |
| Fiserv Inc (b) | 84628 | 5393342 |
| Mastercard Inc Class A  | 138144 | 74430606 |
| PayPal Holdings Inc  | 137570 | 7248563 |
| Visa Inc Class A  | 270716 | 87124531 |
|  |  | 181979717 |
| Insurance - 1.6% |  |  |
| AFLAC Inc  | 71789 | 7964990 |
| Allstate Corp/The  | 39613 | 7882591 |
| Arch Capital Group Ltd (b) | 55870 | 5365755 |
| Hartford Insurance Group Inc/The  | 41413 | 5593240 |
| Marsh & McLennan Cos Inc  | 71478 | 13451445 |
| Principal Financial Group Inc  | 41747 | 3954275 |
| Progressive Corp/The  | 89365 | 18587920 |
| Prudential Financial Inc  | 53849 | 5983162 |
| Travelers Companies Inc/The  | 31611 | 8993646 |
| Willis Towers Watson PLC  | 14907 | 4732525 |
|  |  | 82509549 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Annaly Capital Management Inc  | 93821 | 2158821 |
| TOTAL FINANCIALS |  | 557242177 |
| Health Care - 9.9% |  |  |
| Biotechnology - 1.6% |  |  |
| Alnylam Pharmaceuticals Inc (b) | 20033 | 6772356 |
| Amgen Inc  | 78902 | 26975016 |
| Biogen Inc (b) | 23048 | 4146105 |
| Gilead Sciences Inc  | 183239 | 26010776 |
| Incyte Corp (b) | 20534 | 2054837 |
| Neurocrine Biosciences Inc (b) | 13570 | 1846334 |
| Vertex Pharmaceuticals Inc (b) | 37037 | 17403686 |
|  |  | 85209110 |
| Health Care Equipment & Supplies - 0.6% |  |  |
| Cooper Cos Inc/The (b) | 23758 | 1933426 |
| Dexcom Inc (b) | 54281 | 3964684 |
| Edwards Lifesciences Corp (b) | 87276 | 7100775 |
| Hologic Inc (b) | 35050 | 2626297 |
| IDEXX Laboratories Inc (b) | 11462 | 7684813 |
| Insulet Corp (b) | 9271 | 2371615 |
| Solventum Corp (b) | 19195 | 1477438 |
| STERIS PLC  | 14205 | 3730233 |
| Zimmer Biomet Holdings Inc  | 23126 | 2013581 |
|  |  | 32902862 |
| Health Care Providers & Services - 1.1% |  |  |
| Cencora Inc  | 31787 | 11418526 |
| Cigna Group/The  | 41177 | 11287027 |
| Elevance Health Inc  | 33521 | 11589551 |
| HCA Healthcare Inc  | 28315 | 13825365 |
| Humana Inc  | 17837 | 3481782 |
| Labcorp Holdings Inc  | 13277 | 3604971 |
| Quest Diagnostics Inc  | 19587 | 3663357 |
|  |  | 58870579 |
| Health Care Technology - 0.1% |  |  |
| Veeva Systems Inc Class A (b) | 22873 | 4664262 |
| Life Sciences Tools & Services - 0.8% |  |  |
| Agilent Technologies Inc  | 42614 | 5703884 |
| Danaher Corp  | 99356 | 21748035 |
| IQVIA Holdings Inc (b) | 25974 | 5977916 |
| Mettler-Toledo International Inc (b) | 3538 | 4858523 |
| Waters Corp (b) | 9126 | 3383191 |
| West Pharmaceutical Services Inc  | 11274 | 2605647 |
|  |  | 44277196 |
| Pharmaceuticals - 5.7% |  |  |
| Bristol-Myers Squibb Co  | 299214 | 16471731 |
| Eli Lilly & Co  | 127554 | 132292631 |
| Johnson & Johnson  | 388332 | 88248447 |
| Merck & Co Inc  | 387117 | 42687392 |
| Royalty Pharma PLC Class A  | 54984 | 2291733 |
| Zoetis Inc Class A  | 64530 | 8054635 |
|  |  | 290046569 |
| TOTAL HEALTH CARE |  | 515970578 |
| Industrials - 7.4% |  |  |
| Aerospace & Defense - 1.0% |  |  |
| Axon Enterprise Inc (b) | 10576 | 5114342 |
| GE Aerospace  | 161082 | 49418347 |
|  |  | 54532689 |
| Air Freight & Logistics - 0.4% |  |  |
| CH Robinson Worldwide Inc  | 18201 | 3548285 |
| Expeditors International of Washington Inc  | 27481 | 4411800 |
| United Parcel Service Inc Class B  | 110509 | 11738266 |
|  |  | 19698351 |
| Building Products - 0.7% |  |  |
| Allegion plc  | 17845 | 2951384 |
| Carrier Global Corp  | 113970 | 6790333 |
| Johnson Controls International plc  | 94373 | 11254924 |
| Lennox International Inc  | 6382 | 3159600 |
| Trane Technologies PLC  | 35465 | 14915870 |
|  |  | 39072111 |
| Commercial Services & Supplies - 0.3% |  |  |
| Cintas Corp  | 56021 | 10721859 |
| Veralto Corp  | 37357 | 3697596 |
|  |  | 14419455 |
| Construction & Engineering - 0.3% |  |  |
| EMCOR Group Inc  | 6003 | 4326542 |
| Quanta Services Inc  | 20230 | 9601765 |
|  |  | 13928307 |
| Electrical Equipment - 0.6% |  |  |
| Eaton Corp PLC  | 56454 | 19839065 |
| Hubbell Inc  | 6389 | 3117448 |
| Rockwell Automation Inc  | 15526 | 6546538 |
|  |  | 29503051 |
| Ground Transportation - 0.7% |  |  |
| CSX Corp  | 270749 | 10223482 |
| JB Hunt Transport Services Inc  | 14382 | 2915519 |
| Old Dominion Freight Line Inc  | 27558 | 4773046 |
| Union Pacific Corp  | 89202 | 20971390 |
|  |  | 38883437 |
| Industrial Conglomerates - 0.2% |  |  |
| 3M Co  | 70492 | 10796555 |
| Machinery - 2.2% |  |  |
| Caterpillar Inc  | 74810 | 49177102 |
| CNH Industrial NV Class A  | 145995 | 1570906 |
| Cummins Inc  | 19560 | 11321719 |
| Deere & Co  | 36912 | 19489536 |
| Dover Corp  | 18893 | 3806751 |
| Fortive Corp  | 51346 | 2711582 |
| Graco Inc  | 32595 | 2846521 |
| IDEX Corp  | 12616 | 2504907 |
| Illinois Tool Works Inc  | 39664 | 10362617 |
| Ingersoll Rand Inc  | 63145 | 5436153 |
| Pentair PLC  | 24851 | 2618550 |
| Xylem Inc/NY  | 33254 | 4584729 |
|  |  | 116431073 |
| Professional Services - 0.5% |  |  |
| Automatic Data Processing Inc  | 62366 | 15393176 |
| Broadridge Financial Solutions Inc  | 17696 | 3488059 |
| Paychex Inc  | 43532 | 4489455 |
| TransUnion  | 33521 | 2648829 |
|  |  | 26019519 |
| Trading Companies & Distributors - 0.5% |  |  |
| Ferguson Enterprises Inc  | 34809 | 8787880 |
| United Rentals Inc  | 10430 | 8156886 |
| WW Grainger Inc  | 7592 | 8198904 |
|  |  | 25143670 |
| TOTAL INDUSTRIALS |  | 388428218 |
| Information Technology - 31.7% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Keysight Technologies Inc (b) | 20315 | 4394744 |
| IT Services - 1.5% |  |  |
| Accenture PLC Class A  | 97162 | 25615790 |
| Gartner Inc (b) | 13042 | 2733734 |
| IBM Corporation  | 149077 | 45721916 |
| Twilio Inc Class A (b) | 21759 | 2621088 |
|  |  | 76692528 |
| Semiconductors & Semiconductor Equipment - 17.8% |  |  |
| Advanced Micro Devices Inc (b) | 246269 | 58299260 |
| Analog Devices Inc  | 77223 | 24007086 |
| Applied Materials Inc  | 125390 | 40415705 |
| First Solar Inc (b) | 15769 | 3556225 |
| Intel Corp (b) | 678545 | 31531986 |
| Lam Research Corp  | 199667 | 46614258 |
| Marvell Technology Inc  | 132103 | 10425569 |
| NVIDIA Corp  | 3567783 | 681910366 |
| Texas Instruments Inc  | 138808 | 29920064 |
|  |  | 926680519 |
| Software - 11.9% |  |  |
| Adobe Inc (b) | 68235 | 20009914 |
| Atlassian Corp Class A (b) | 25515 | 3015363 |
| Autodesk Inc (b) | 41004 | 10368681 |
| Cadence Design Systems Inc (b) | 43104 | 12774301 |
| Docusign Inc (b) | 32878 | 1727409 |
| Fair Isaac Corp (b) | 3951 | 5780985 |
| HubSpot Inc (b) | 8023 | 2246439 |
| Intuit Inc  | 45482 | 22691879 |
| Microsoft Corp  | 1019703 | 438768004 |
| Palo Alto Networks Inc (b) | 107003 | 18936321 |
| PTC Inc (b) | 29227 | 4563212 |
| Salesforce Inc  | 153816 | 32653599 |
| Servicenow Inc (b) | 168495 | 19715600 |
| Synopsys Inc (b) | 27727 | 12896244 |
| Trimble Inc (b) | 46836 | 3166114 |
| Workday Inc Class A (b) | 35781 | 6284217 |
| Zscaler Inc (b) | 17775 | 3555178 |
|  |  | 619153460 |
| Technology Hardware, Storage & Peripherals - 0.5% |  |  |
| Hewlett Packard Enterprise Co  | 86211 | 1855261 |
| HP Inc  | 45021 | 875208 |
| NetApp Inc  | 3223 | 310536 |
| Seagate Technology Holdings PLC  | 25007 | 10195104 |
| Western Digital Corp  | 41273 | 10327743 |
|  |  | 23563852 |
| TOTAL INFORMATION TECHNOLOGY |  | 1650485103 |
| Materials - 2.1% |  |  |
| Chemicals - 1.0% |  |  |
| Ecolab Inc  | 37936 | 10697573 |
| International Flavors & Fragrances Inc  | 35920 | 2507575 |
| Linde PLC  | 69123 | 31587138 |
| LyondellBasell Industries NV Class A1  | 20552 | 1007048 |
| PPG Industries Inc  | 42663 | 4933123 |
|  |  | 50732457 |
| Construction Materials - 0.3% |  |  |
| CRH PLC  | 99939 | 12233533 |
| Martin Marietta Materials Inc  | 8600 | 5606770 |
|  |  | 17840303 |
| Containers & Packaging - 0.2% |  |  |
| Avery Dennison Corp  | 12638 | 2344475 |
| Ball Corp  | 43528 | 2475437 |
| International Paper Co  | 69322 | 2795063 |
| Smurfit WestRock PLC  | 73004 | 3039157 |
|  |  | 10654132 |
| Metals & Mining - 0.6% |  |  |
| Newmont Corp  | 170947 | 19205895 |
| Nucor Corp  | 32121 | 5708544 |
| Steel Dynamics Inc  | 21156 | 3798983 |
|  |  | 28713422 |
| TOTAL MATERIALS |  | 107940314 |
| Real Estate - 1.8% |  |  |
| Health Care REITs - 0.4% |  |  |
| Healthpeak Properties Inc  | 70621 | 1217506 |
| Welltower Inc  | 109100 | 20550076 |
|  |  | 21767582 |
| Industrial REITs - 0.3% |  |  |
| Prologis Inc  | 131672 | 17191096 |
| Office REITs - 0.0% |  |  |
| BXP Inc  | 24459 | 1581763 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Group Inc Class A (b) | 44654 | 7605916 |
| Specialized REITs - 1.0% |  |  |
| American Tower Corp  | 69033 | 12376237 |
| Crown Castle Inc  | 64829 | 5627805 |
| Digital Realty Trust Inc  | 45840 | 7607148 |
| Equinix Inc  | 14167 | 11630115 |
| Iron Mountain Inc  | 47277 | 4355630 |
| SBA Communications Corp Class A  | 18091 | 3330734 |
| Weyerhaeuser Co  | 105925 | 2730747 |
|  |  | 47658416 |
| TOTAL REAL ESTATE |  | 95804773 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.3% |  |  |
| Edison International  | 47448 | 2955061 |
| Eversource Energy  | 40819 | 2821817 |
| Exelon Corp  | 123058 | 5510538 |
| NRG Energy Inc  | 25308 | 3862760 |
| Oklo Inc Class A (b) | 14703 | 1170653 |
|  |  | 16320829 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp  | 23282 | 3872727 |
| Multi-Utilities - 0.3% |  |  |
| CMS Energy Corp  | 40309 | 2881690 |
| Consolidated Edison Inc  | 40891 | 4360207 |
| NiSource Inc  | 51425 | 2277613 |
| Sempra  | 75771 | 6592836 |
|  |  | 16112346 |
| Water Utilities - 0.2% |  |  |
| American Water Works Co Inc  | 36448 | 4706530 |
| Essential Utilities Inc  | 112425 | 4360966 |
|  |  | 9067496 |
| TOTAL UTILITIES |  | 45373398 |
| TOTAL UNITED STATES |  | 4742509387 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $2,759,909,162) |  | <br> **4765561786** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.2%** |
|  | Yield (%) (d) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (e)<br>(Cost $12,126,970)<br>| 3.82 | 12141000 | **12128882** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 8.1%** | &nbsp;&nbsp;**Money Market Funds - 8.1%** | &nbsp;&nbsp;**Money Market Funds - 8.1%** | &nbsp;&nbsp;**Money Market Funds - 8.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f)<br>(Cost $423,885,211)<br>| 3.70 | 423799747 | **423884507** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $3,195,921,343)<br>| <br>**5201575175** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%** (c)  | **17301323** |
| **NET ASSETS - 100.0%** | **5218876498** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| CME E-Mini Nasdaq 100 Index Contracts (United States) | 175 | 3/2026 | 89845000 | 432018 |
| CME E-Mini S&P 500 Index Contracts (United States) | 1040 | 3/2026 | 362219000 | 2612510 |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **3044528** |
| The notional amount of long futures as a percentage of Net Assets is 8.6%. | The notional amount of long futures as a percentage of Net Assets is 8.6%. | The notional amount of long futures as a percentage of Net Assets is 8.6%. | The notional amount of long futures as a percentage of Net Assets is 8.6%. | The notional amount of long futures as a percentage of Net Assets is 8.6%. |

---

**Legend**

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

(b) Non-income producing.

(c) Includes $17,103,533 of cash collateral to cover margin requirements for futures contracts.

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $12,128,882.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 283664053 | 241242665 | 101014975 | 3325303 | (6532) | (704) | 423884507 | 423799747 | 0.7% |
| Total | 283664053 | 241242665 | 101014975 | 3325303 | (6532) | (704) | 423884507 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity U.S. Sustainability Index Fund

- **b. EDGAR series identifier (if any):** S000057366

- **c. LEI of Series:** 549300BM5G5TLSBG9Q10

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

- **a. Date of fiscal year-end:** 2026-10-31

- **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:** $5221101562.17

**Total Liabilities:** $3038481.41

**Net Assets:** $5218063080.76

**Cash Not Reported:** $1262032.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183136 | -0.39%               | 0.82%                | 1.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4633050.33             | $-16941658.10                              |
| Month 2  | $962338.56               | $36144998.44                               |
| Month 3  | $-436636.16              | $66385872.85                               |

**Designated Index Information**

- **Index Name:** MSCI USA Selection Index

- **Index Identifier:** 44984539

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INC                                  | AFLAC INC                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     71789 | NS      | $7964989.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                  | ADOBE INC                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     68235 | NS      | $20009913.75  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                 | ADVANCED MICRO DEVICES INC         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    246269 | NS      | $58299260.37  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                   | AGILENT TECHNOLOGIES INC           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     42614 | NS      | $5703883.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                              | ALLSTATE CORPORATION               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     39613 | NS      | $7882590.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                | ALNYLAM PHARMACEUTICALS INC        | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     20033 | NS      | $6772355.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL C                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    753153 | NS      | $254964885.09 | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    856815 | NS      | $289603470.00 | 5.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                        | AMERICAN EXPRESS CO                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     83136 | NS      | $29278005.12  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                        | AMERICAN TOWER CORP                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     69033 | NS      | $12376236.24  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                | AMERICAN WATER WRKS COMPANY        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     36448 | NS      | $4706530.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                | CENCORA INC                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     31787 | NS      | $11418526.14  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                        | AMERIPRISE FINANCIAL INC           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     15846 | NS      | $8353852.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                  | AMGEN INC                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     78902 | NS      | $26975015.76  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                         | ANALOG DEVICES INC                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     77223 | NS      | $24007086.24  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC              | ANNALY CAPITAL MGMT INC REIT       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     93821 | NS      | $2158821.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                        | ELEVANCE HEALTH INC                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     33521 | NS      | $11589550.54  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                      | APPLIED MATERIALS INC              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    125390 | NS      | $40415704.80  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | ESSENTIAL UTILITIES INC            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    112425 | NS      | $4360965.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                     | ARCH CAPITAL GROUP LTD             | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     55870 | NS      | $5365754.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                          | ATMOS ENERGY CORP                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     23282 | NS      | $3872727.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                               | AUTODESK INC                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     41004 | NS      | $10368681.48  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC              | AUTOMATIC DATA PROCESSING INC      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     62366 | NS      | $15393176.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                               | AUTOZONE INC                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2395 | NS      | $8871774.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                        | AVERY DENNISON CORP                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     12638 | NS      | $2344475.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | TRUIST FINL CORP                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    178816 | NS      | $9194718.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                  | BALL CORP                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     43528 | NS      | $2475437.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                  | BANK OF NEW YORK MELLON CORP       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    106405 | NS      | $12760087.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                            | BEST BUY CO INC                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     27382 | NS      | $1782568.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                 | BIOGEN INC                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     23048 | NS      | $4146104.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP INC                                    | BXP INC                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     24459 | NS      | $1581763.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                    | CRH PLC                            | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     99939 | NS      | $12233532.99  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    299214 | NS      | $16471730.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINL SOLUTIONS INC              | BROADRIDGE FINANCIAL SOL           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     17696 | NS      | $3488058.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                      | BURLINGTON STORES INC              | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      9912 | NS      | $2932564.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                    | CBOE GLOBAL MARKETS INC            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     16700 | NS      | $4426502.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                             | CBRE GROUP INC - CL A              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     44654 | NS      | $7605915.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                  | CH ROBINSON WORLDWIDE INC          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     18201 | NS      | $3548284.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                            | CMS ENERGY CORP                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     40309 | NS      | $2881690.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                   | CSX CORP                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    270749 | NS      | $10223482.24  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                 | CADENCE DESIGN SYSTEMS INC         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     43104 | NS      | $12774301.44  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                 | CAPITAL ONE FINANCIAL CORP         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     83606 | NS      | $18303861.58  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                            | CATERPILLAR INC                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     74810 | NS      | $49177101.60  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                        | CHENIERE ENERGY INC                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     33090 | NS      | $6999196.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH and DWIGHT INC                      | CHURCH and DWIGHT CO INC           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     41384 | NS      | $3983210.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                | CINTAS CORP                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56021 | NS      | $10721859.19  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                 | CITIZENS FINANCIAL GROUP INC       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     65296 | NS      | $4112342.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                  | CLOROX CO                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     23175 | NS      | $2613908.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                               | COCA COLA CO                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    649715 | NS      | $48605179.15  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    125118 | NS      | $11296904.22  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                     | LYONDELLBASELL INDS CLASS A        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     20552 | NS      | $1007048.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                               | COMCAST CORP CL A                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    538203 | NS      | $16011539.25  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                    | CONSOLIDATED EDISON INC            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     40891 | NS      | $4360207.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                       | COOPER COMPANIES INC               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     23758 | NS      | $1933426.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                           | CROWN CASTLE INC                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     64829 | NS      | $5627805.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                | CUMMINS INC                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     19560 | NS      | $11321719.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                              | DR HORTON INC                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     38372 | NS      | $5711288.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                               | DANAHER CORP                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     99356 | NS      | $21748034.84  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                     | DARDEN RESTAURANTS INC             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     15900 | NS      | $3169665.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                       | DECKERS OUTDOOR CORP               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     21925 | NS      | $2616529.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                               | DEERE and CO                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     36912 | NS      | $19489536.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                 | DEXCOM INC                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     54281 | NS      | $3964684.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                   | DICKS SPORTING GOODS INC           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      9875 | NS      | $1994750.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                   | DIGITAL REALTY TRUST INC           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     45840 | NS      | $7607148.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                         | DISNEY (WALT) CO                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    273413 | NS      | $30840986.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                        | DOLLAR GENERAL CORP                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     31153 | NS      | $4468274.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                 | DOVER CORP                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     18893 | NS      | $3806750.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                       | KEURIG DR PEPPER INC               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    187693 | NS      | $5150295.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                   | EBAY INC                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     43480 | NS      | $3966245.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                 | ECOLAB INC                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     37936 | NS      | $10697572.64  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                       | EDISON INTL                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     47448 | NS      | $2955061.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                  | EDWARDS LIFESCIENCES CORP          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     87276 | NS      | $7100775.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                        | ELECTRONIC ARTS INC                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     46435 | NS      | $9469025.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                            | EMCOR GROUP INC                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      6003 | NS      | $4326542.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                | EQUINIX INC                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     14167 | NS      | $11630115.31  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                          | EVERSOURCE ENERGY                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     40819 | NS      | $2821817.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                | EXELON CORP                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    123058 | NS      | $5510537.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC | EXPEDITORS INTL OF WASH INC        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     27481 | NS      | $4411799.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                     | FAIR ISAAC CORP                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      3951 | NS      | $5780984.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC | FIDELITY NATL INFORM SVCS INC      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     88391 | NS      | $4883602.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 423799747 | NS      | $423884506.70 | 8.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                            | FIRST SOLAR INC                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     15769 | NS      | $3556224.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                 | FISERV INC                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     84628 | NS      | $5393342.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                              | ACCENTURE PLC CL A                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     97162 | NS      | $25615789.68  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                | GARTNER INC                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     13042 | NS      | $2733733.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                               | GE AEROSPACE                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    161082 | NS      | $49418346.78  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                   | WILLIS TOWERS WATSON PLC           | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     14907 | NS      | $4732525.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                          | GENERAL MILLS INC                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     82306 | NS      | $3807475.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                 | GARMIN LTD                         | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     21799 | NS      | $4395550.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                           | GENUINE PARTS CO                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     21831 | NS      | $3034290.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                        | GILEAD SCIENCES INC                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    183239 | NS      | $26010776.05  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                  | GRACO INC                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     32595 | NS      | $2846521.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                        | WW GRAINGER INC                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      7592 | NS      | $8198904.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                      | NXP SEMICONDUCTORS NV              | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     38770 | NS      | $8767447.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                         | HCA HEALTHCARE INC                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     28315 | NS      | $13825365.05  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                  | HEALTHPEAK PROPERTIES INC          | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     70621 | NS      | $1217506.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                     | HP INC                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     45021 | NS      | $875208.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                             | HALLIBURTON CO                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    145413 | NS      | $4874243.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE           | HARTFORD INSURANCE GROUP INC/THE   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     41413 | NS      | $5593239.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO              | HEWLETT PACKARD ENTERPRISE CO      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     86211 | NS      | $1855260.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC              | HILTON WORLDWIDE HOLDINGS INC      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     35575 | NS      | $10619493.25  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                | HOLOGIC INC                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     35050 | NS      | $2626296.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                             | HOME DEPOT INC                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    150218 | NS      | $56270160.62  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                          | HORMEL FOODS CORP                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     40119 | NS      | $987328.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                | HUBBELL INC                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      6389 | NS      | $3117448.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                | HUBSPOT INC                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      8023 | NS      | $2246440.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                 | HUMANA INC                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     17837 | NS      | $3481782.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPORT SERVICES               | HUNT J B TRANSPORT SERVICES IN     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     14382 | NS      | $2915519.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH               | HUNTINGTON BANCSHARES INC          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    203911 | NS      | $3564364.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                           | IDEX CORPORATION                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     12616 | NS      | $2504906.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                     | IDEXX LABS INC                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     11462 | NS      | $7684812.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | ILLINOIS TOOL WORKS INC            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     39664 | NS      | $10362616.64  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                | INCYTE CORP                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     20534 | NS      | $2054837.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                               | INSULET CORP                       | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      9271 | NS      | $2371614.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | INTEL CORP                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    678545 | NS      | $31531986.15  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC              | INTERCONTINENTAL EXCHANGE INC      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     86862 | NS      | $15094878.36  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                            | INTL BUS MACH CORP                 | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    149077 | NS      | $45721915.90  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC   | INTERNATIONAL FLAVORS and FRAGRA   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     35920 | NS      | $2507575.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                     | INTERNATIONAL PAPER CO             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     69322 | NS      | $2795063.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                 | INTUIT INC                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     45482 | NS      | $22691879.44  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                          | IRON MOUNTAIN INC                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     47277 | NS      | $4355630.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                        | JOHNSON and JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    388332 | NS      | $88248447.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                             | EATON CORP PLC                     | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     56454 | NS      | $19839064.68  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                    | KEYCORP                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    130494 | NS      | $2808230.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                  | KEYSIGHT TECHNOLOGIES INC          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     20315 | NS      | $4394743.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | KIMBERLY CLARK CORP                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     54638 | NS      | $5463253.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                  | KROGER CO                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     76240 | NS      | $4791684.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                 | LPL FINL HLDGS INC                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     12214 | NS      | $4452003.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                          | LAM RESEARCH CORP                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    199667 | NS      | $46614257.82  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                       | ESTEE LAUDER COS INC CL A          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     34858 | NS      | $4018430.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                   | LENNOX INTERNATIONAL INC           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      6382 | NS      | $3159600.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                           | ELI LILLY and CO                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    127554 | NS      | $132292631.10 | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                     | TRANE TECHNOLOGIES PLC             | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     35465 | NS      | $14915869.70  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     79683 | NS      | $21280141.98  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                    | LULULEMON ATHLETICA INC            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     15670 | NS      | $2734415.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | MARATHON PETROLEUM CORP            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     52843 | NS      | $9310408.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                 | MARSH and MCLENNAN COS INC         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     71478 | NS      | $13451444.82  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC              | MARTIN MARIETTA MATERIALS INC      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      8600 | NS      | $5606770.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    138144 | NS      | $74430605.76  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                       | MCCORMICK and CO INC NON-VTG       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     31336 | NS      | $1937504.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                             | MCDONALDS CORP                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    112988 | NS      | $35591220.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| S and P GLOBAL INC                         | S and P GLOBAL INC                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     48344 | NS      | $25515479.76  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                           | MERCADOLIBRE INC                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      6651 | NS      | $14284951.29  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                           | MERCK and CO INC NEW               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    387117 | NS      | $42687391.59  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                    | METTLER-TOLEDO INTL INC            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      3538 | NS      | $4858523.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1019703 | NS      | $438768003.87 | 8.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                  | MONSTER BEVERAGE CORP              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    114299 | NS      | $9230787.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                | MOODYS CORP                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     23044 | NS      | $11880564.64  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | MORGAN STANLEY                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    175053 | NS      | $31999688.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                             | NRG ENERGY INC                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     25308 | NS      | $3862760.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                    | NVR INC                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       603 | NS      | $4604345.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                          | CNH INDUSTRIAL NV                  | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    145995 | NS      | $1570906.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                               | ALLEGION PLC                       | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     17845 | NS      | $2951384.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                 | NASDAQ INC                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     60815 | NS      | $5892365.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                 | NETAPP INC                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3223 | NS      | $310536.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                 | NEUROCRINE BIOSCIENCES INC         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     13570 | NS      | $1846334.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                               | NEWMONT CORP                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    170947 | NS      | $19205895.45  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                               | NISOURCE INC                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     51425 | NS      | $2277613.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                        | NORTHERN TRUST CORP                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     28604 | NS      | $4274295.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                 | NUCOR CORP                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     32121 | NS      | $5708544.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA CORP                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   3567783 | NS      | $681910364.79 | 13.07%            |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                     | O'REILLY AUTOMOTIVE INC            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    117118 | NS      | $11525582.38  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC             | OLD DOMINION FREIGHT LINES INC     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     27558 | NS      | $4773045.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                          | OMNICOM GROUP INC                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     47546 | NS      | $3662943.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                  | ONEOK INC                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     77748 | NS      | $6156864.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC             | PNC FINANCIAL SERVICES GRP INC     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     50296 | NS      | $11231096.80  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG INDUSTRIES INC                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     42663 | NS      | $4933122.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                    | PTC INC                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     29227 | NS      | $4563211.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                     | PALO ALTO NETWORKS INC             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    107003 | NS      | $18936320.91  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                | PAYCHEX INC                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     43532 | NS      | $4489455.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PAYPAL HLDGS INC                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    137570 | NS      | $7248563.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                | ZSCALER INC                        | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     17775 | NS      | $3555177.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                | PEPSICO INC                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    194216 | NS      | $29837404.08  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                | PHILLIPS 66                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     61364 | NS      | $8809415.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                   | PRICE (T ROWE)GROUP INC            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     35156 | NS      | $3715286.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                       | THE BOOKING HOLDINGS INC           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4857 | NS      | $24293936.88  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC              | PRINCIPAL FINL GROUP INC           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     41747 | NS      | $3954275.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                      | PROCTER and GAMBLE CO              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    353523 | NS      | $53654185.71  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                      | PROGRESSIVE CORP OHIO              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     89365 | NS      | $18587920.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                               | PROLOGIS INC REIT                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    131672 | NS      | $17191096.32  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                        | PRUDENTIAL FINANCIAL INC           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     53849 | NS      | $5983162.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                            | PULTEGROUP INC                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30710 | NS      | $3841513.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                            | QUANTA SVCS INC                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     20230 | NS      | $9601764.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                      | QUEST DIAGNOSTICS INC              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     19587 | NS      | $3663356.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                         | IQVIA HOLDINGS INC                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     25974 | NS      | $5977916.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                 | TWILIO INC CLASS A                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     21759 | NS      | $2621089.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.               | RAYMOND JAMES FINANCIAL INC.       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     27395 | NS      | $4543734.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                      | REGIONS FINANCIAL CORP             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    153858 | NS      | $4384953.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                    | ROCKWELL AUTOMATION INC            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     15526 | NS      | $6546537.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                    | SBA COMMUNICATIONS CORP            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     18091 | NS      | $3330734.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                             | SALESFORCE INC                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    153816 | NS      | $32653598.64  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                    | SLB LTD                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    221306 | NS      | $10706784.28  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                        | SCHWAB CHARLES CORP                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    265623 | NS      | $27603542.16  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP PLC                         | ATLASSIAN CORP PLC CLS A           | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     25515 | NS      | $3015362.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                     | SEMPRA                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     75771 | NS      | $6592834.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                             | SERVICENOW INC                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    168495 | NS      | $19715599.95  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                          | JM SMUCKER CO/THE                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     17264 | NS      | $1810303.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | STATE STREET CORP                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     39947 | NS      | $5227464.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                         | STEEL DYNAMICS INC                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     21156 | NS      | $3798982.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                               | SYNOPSYS INC                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     27727 | NS      | $12896243.61  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | SYNCHRONY FINANCIAL                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     57377 | NS      | $4167291.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                 | SYSCO CORP                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     58203 | NS      | $4880321.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                          | TJX COMPANIES INC NEW              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    171234 | NS      | $25652565.54  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC              | TAKE-TWO INTERACTV SOFTWR INC      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     30825 | NS      | $6790747.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                | TARGET CORP                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     62898 | NS      | $6633852.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                             | TARGA RESOURCES CORP               | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     26808 | NS      | $5387871.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                        | AXON ENTERPRISE INC                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     10576 | NS      | $5114342.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                  | TESLA INC                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    436767 | NS      | $187988884.47 | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                     | TEXAS INSTRUMENTS INC              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    138808 | NS      | $29920064.40  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                      | 3M CO                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     70492 | NS      | $10796554.72  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                          | TRACTOR SUPPLY CO.                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     75110 | NS      | $3821596.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                 | TRANSUNION                         | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     33521 | NS      | $2648829.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                          | TRAVELERS COMPANIES INC            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     31611 | NS      | $8993645.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                | TRIMBLE INC                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     46836 | NS      | $3166113.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC         | JOHNSON CONTROLS INTERNATIONAL PLC | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     94373 | NS      | $11254923.98  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                             | US BANCORP DEL                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    221658 | NS      | $12437230.38  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                         | UNION PACIFIC CORP                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     89202 | NS      | $20971390.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    110509 | NS      | $11738265.98  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                         | UNITED RENTALS INC                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     10430 | NS      | $8156885.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                         | VALERO ENERGY CORP                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     48002 | NS      | $8709002.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                              | VEEVA SYS INC CL A                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     22873 | NS      | $4664262.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                 | VERIZON COMMUNICATIONS INC         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    632669 | NS      | $28166423.88  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                 | VERTEX PHARMACEUTICALS INC         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     37037 | NS      | $17403686.30  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    270716 | NS      | $87124530.28  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                | WATERS CORP                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      9126 | NS      | $3383190.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                              | WELLTOWER INC                      | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    109100 | NS      | $20550076.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC               | WEST PHARMACEUTICAL SVCS INC       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     11274 | NS      | $2605646.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                       | WESTERN DIGITAL CORP               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     41273 | NS      | $10327742.79  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                            | WEYERHAEUSER CO                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    105925 | NS      | $2730746.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                           | WILLIAMS COMPANIES INC             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    181372 | NS      | $12199080.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                        | WILLIAMS-SONOMA INC                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     17952 | NS      | $3673876.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                | WORKDAY INC CL A                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     35781 | NS      | $6284217.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                  | XYLEM INC                          | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     33254 | NS      | $4584728.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                             | YUM BRANDS INC                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     40463 | NS      | $6291996.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                    | ZIMMER BIOMET HLDGS INC            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     23126 | NS      | $2013580.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                 | ZOETIS INC CL A                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     64530 | NS      | $8054634.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                 | CHARTER COMMUNICATIONS INC A       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     11358 | NS      | $2341110.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                               | FORTIVE CORP                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     51346 | NS      | $2711582.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                            | ULTA BEAUTY INC                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      7025 | NS      | $4547704.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                         | INGERSOLL RAND INC                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     63145 | NS      | $5436153.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                            | BAKER HUGHES CO                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127696 | NS      | $7156083.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                | PENTAIR PLC                        | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     24851 | NS      | $2618549.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                               | DOCUSIGN INC                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     32878 | NS      | $1727410.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | EQUITABLE HOLDINGS INC             | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     62480 | NS      | $2899072.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                          | CIGNA GROUP (THE)                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     41177 | NS      | $11287027.47  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                            | FOX CORP CL A                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     37095 | NS      | $2699774.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                  | STERIS PLC                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     14205 | NS      | $3730233.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                      | RIVIAN AUTOMOTIVE INC              | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     95199 | NS      | $1404185.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                        | CARRIER GLOBAL CORP                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    113970 | NS      | $6790332.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                         | ROYALTY PHARMA PLC                 | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     54984 | NS      | $2291733.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | MARVELL TECHNOLOGY INC             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132103 | NS      | $10425568.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC            | SEAGATE TECHNOLOGY HOLDINGS PLC    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     25007 | NS      | $10195103.83  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OKLO INC                                   | OKLO INC                           | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14703 | NS      | $1170652.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                 | KENVUE INC                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    303953 | NS      | $5288782.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                  | LINDE PLC                          | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     69123 | NS      | $31587137.31  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                               | VERALTO CORP                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     37357 | NS      | $3697595.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE GLOBAL SA                            | BUNGE GLOBAL SA                    | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |     24901 | NS      | $2835725.88   | 0.05%             |  |  |  | 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        |      1045 | NC      | $2603022.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORP                             | SOLVENTUM CORP                     | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     19195 | NS      | $1477439.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC                       | LABCORP HOLDINGS INC               | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13277 | NS      | $3604971.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                       | SMURFIT WESTROCK PLC               | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |     73004 | NS      | $3039156.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                   | FERGUSON ENTERPRISES INC           | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     34809 | NS      | $8787880.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                | NASDAQ 100 E-MINI FUT MAR26 NQH6   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       175 | NC      | $432018.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                              | BLACKROCK INC                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     21115 | NS      | $23626418.10  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                  | APTIV PLC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     32915 | NS      | $2493311.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                  | UST BILLS 0% 02/12/2026            | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12141000 | PA      | $12128882.55  | 0.23%             | 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