# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-004160
**Filing Date:** 2026-6
**Character Count:** 96782
**Document Hash:** 73745126cca01759d613c9bdd00688f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004160.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004160

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 261127185

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI U.S. Value Index Fund (Series ID: S000059763)

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI U.S. Value Index Fund**

**April 30, 2026**

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

USV-NPRT3-0626

1.9885513.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.9%** | &nbsp;&nbsp;**Common Stocks - 99.9%** | &nbsp;&nbsp;**Common Stocks - 99.9%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Anglogold Ashanti Plc  | 366240 | 34327675 |
| BERMUDA - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Insurance - 0.2% |  |  |
| RenaissanceRe Holdings Ltd  | 39730 | 12195918 |
| PUERTO RICO - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Popular Inc  | 57449 | 8636308 |
| SWEDEN - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| Autoliv Inc  | 60218 | 6981073 |
| UNITED STATES - 99.1%  |  |  |
| Communication Services - 11.2% |  |  |
| Diversified Telecommunication Services - 5.2% |  |  |
| AT&T Inc  | 6123926 | 160018186 |
| Comcast Corp Class A  | 3139349 | 84887997 |
| Verizon Communications Inc  | 3642168 | 174933329 |
|  |  | 419839512 |
| Entertainment - 2.7% |  |  |
| Walt Disney Co/The  | 1542035 | 159986132 |
| Warner Bros Discovery Inc (b) | 2140508 | 57900741 |
|  |  | 217886873 |
| Interactive Media & Services - 2.5% |  |  |
| Alphabet Inc Class A  | 531895 | 204673196 |
| Media - 0.8% |  |  |
| Charter Communications Inc Class A (b)(c) | 76141 | 12576209 |
| Fox Corp Class A  | 296412 | 18819198 |
| Nexstar Media Group Inc  | 24562 | 5112335 |
| Omnicom Group Inc  | 275838 | 21162291 |
| Sirius XM Holdings Inc  | 162397 | 4374975 |
|  |  | 62045008 |
| TOTAL COMMUNICATION SERVICES |  | 904444589 |
| Consumer Discretionary - 4.8% |  |  |
| Automobile Components - 0.4% |  |  |
| Aptiv PLC (b) | 187463 | 11296521 |
| BorgWarner Inc  | 185728 | 10580924 |
| Lear Corp  | 44693 | 5681821 |
| Versigent PLC  | 62060 | 2170238 |
|  |  | 29729504 |
| Automobiles - 1.3% |  |  |
| Ford Motor Co  | 3379580 | 40825326 |
| General Motors Co  | 805732 | 61952734 |
| Harley-Davidson Inc (c) | 101795 | 2431883 |
|  |  | 105209943 |
| Broadline Retail - 0.5% |  |  |
| Amazon.com Inc (b) | 134057 | 35533148 |
| Macy's Inc  | 231354 | 4522971 |
|  |  | 40056119 |
| Distributors - 0.1% |  |  |
| LKQ Corp  | 220549 | 6964937 |
| Diversified Consumer Services - 0.0% |  |  |
| H&R Block Inc  | 108932 | 3456412 |
| Hotels, Restaurants & Leisure - 0.8% |  |  |
| Carnival Corp  | 938264 | 24873379 |
| Expedia Group Inc Class A  | 101104 | 25111200 |
| Flutter Entertainment PLC (b)(c) | 151734 | 16376651 |
|  |  | 66361230 |
| Household Durables - 1.1% |  |  |
| DR Horton Inc  | 236478 | 36384505 |
| Lennar Corp Class A  | 194333 | 17548270 |
| Mohawk Industries Inc (b) | 44744 | 4723177 |
| PulteGroup Inc  | 168559 | 20624879 |
| Toll Brothers Inc  | 83577 | 11879635 |
|  |  | 91160466 |
| Specialty Retail - 0.3% |  |  |
| Bath & Body Works Inc  | 177659 | 3453691 |
| Best Buy Co Inc  | 168358 | 10183976 |
| CarMax Inc (b) | 126527 | 4973776 |
| Lithia Motors Inc  | 20895 | 6062057 |
|  |  | 24673500 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Crocs Inc (b)(c) | 44733 | 4561871 |
| Lululemon Athletica Inc (b) | 93448 | 12867790 |
| PVH Corp  | 41462 | 3791285 |
|  |  | 21220946 |
| TOTAL CONSUMER DISCRETIONARY |  | 388833057 |
| Consumer Staples - 4.4% |  |  |
| Beverages - 0.7% |  |  |
| Constellation Brands Inc Class A  | 121955 | 19095714 |
| Keurig Dr Pepper Inc  | 1173547 | 34502282 |
| Molson Coors Beverage Co Class B  | 145879 | 6234868 |
|  |  | 59832864 |
| Consumer Staples Distribution & Retail - 1.1% |  |  |
| Albertsons Cos Inc Class A (c) | 340778 | 5742109 |
| Kroger Co/The  | 526563 | 35843143 |
| Target Corp  | 392475 | 50923632 |
|  |  | 92508884 |
| Food Products - 1.3% |  |  |
| Archer-Daniels-Midland Co  | 415217 | 30950275 |
| Conagra Brands Inc  | 412165 | 5914567 |
| General Mills Inc  | 461821 | 16306900 |
| Ingredion Inc (c) | 54740 | 6116648 |
| JM Smucker Co  | 91924 | 9011310 |
| Kraft Heinz Co/The  | 737826 | 16719137 |
| Tyson Foods Inc Class A  | 245107 | 15704005 |
|  |  | 100722842 |
| Tobacco - 1.3% |  |  |
| Altria Group Inc  | 1426066 | 103603695 |
| TOTAL CONSUMER STAPLES |  | 356668285 |
| Energy - 11.6% |  |  |
| Energy Equipment & Services - 1.0% |  |  |
| NOV Inc  | 314284 | 6430250 |
| SLB Ltd  | 1266027 | 72011616 |
|  |  | 78441866 |
| Oil, Gas & Consumable Fuels - 10.6% |  |  |
| Antero Resources Corp (b) | 252519 | 9913896 |
| APA Corp  | 305595 | 12446884 |
| Chevron Corp  | 1366834 | 264222681 |
| Chord Energy Corp  | 48997 | 7133963 |
| ConocoPhillips  | 1067582 | 134280464 |
| Coterra Energy Inc  | 658513 | 23647202 |
| Devon Energy Corp  | 542256 | 27855691 |
| EOG Resources Inc  | 468908 | 65914398 |
| EQT Corp  | 539188 | 32394415 |
| Expand Energy Corp  | 206033 | 21046271 |
| HF Sinclair Corp  | 134722 | 9054666 |
| Matador Resources Co  | 100652 | 6385363 |
| Murphy Oil Corp  | 115610 | 4827874 |
| Occidental Petroleum Corp  | 621468 | 37648531 |
| ONEOK Inc  | 451184 | 41716473 |
| Ovintiv Inc  | 218217 | 13431256 |
| Permian Resources Holdings Inc/DE Class A  | 598293 | 12935095 |
| Phillips 66  | 348132 | 62367848 |
| SM Energy Co  | 98704 | 3062784 |
| Valero Energy Corp  | 263516 | 66558871 |
|  |  | 856844626 |
| TOTAL ENERGY |  | 935286492 |
| Financials - 22.3% |  |  |
| Banks - 14.0% |  |  |
| Bank of America Corp  | 5386625 | 287968974 |
| Bank OZK  | 91232 | 4393733 |
| Citigroup Inc  | 1545633 | 197810111 |
| Citizens Financial Group Inc  | 371246 | 24149552 |
| East West Bancorp Inc  | 119204 | 15075730 |
| First Citizens BancShares Inc/NC Class A (c) | 8705 | 17269153 |
| Huntington Bancshares Inc/OH  | 1359215 | 22780443 |
| KeyCorp  | 803959 | 17775533 |
| M&T Bank Corp  | 132790 | 29031878 |
| Old National Bancorp/IN  | 299667 | 7183018 |
| Pinnacle Financial Partners Inc  | 66276 | 6557347 |
| PNC Financial Services Group Inc/The  | 338763 | 75544149 |
| Prosperity Bancshares Inc  | 81848 | 5700713 |
| Regions Financial Corp  | 758303 | 21649551 |
| SOUTHSTATE BANK CORP  | 86607 | 8458906 |
| Truist Financial Corp  | 1104961 | 56905492 |
| US Bancorp  | 1342710 | 76077949 |
| Webster Financial Corp  | 138973 | 10056086 |
| Wells Fargo & Co  | 2711609 | 222975608 |
| Western Alliance Bancorp  | 88939 | 7252086 |
| Zions Bancorp NA  | 127213 | 8067848 |
|  |  | 1122683860 |
| Capital Markets - 0.7% |  |  |
| State Street Corp  | 241204 | 36865619 |
| T Rowe Price Group Inc  | 188836 | 19427448 |
|  |  | 56293067 |
| Consumer Finance - 0.6% |  |  |
| Ally Financial Inc  | 243226 | 10796802 |
| OneMain Holdings Inc  | 101442 | 5961746 |
| SLM Corp  | 174946 | 4037754 |
| Synchrony Financial  | 311329 | 23723270 |
|  |  | 44519572 |
| Financial Services - 1.3% |  |  |
| Essent Group Ltd  | 83290 | 5040710 |
| Fiserv Inc (b) | 464649 | 29110260 |
| Global Payments Inc  | 205058 | 14755974 |
| MGIC Investment Corp  | 192783 | 5104894 |
| PayPal Holdings Inc  | 808075 | 40516881 |
| Voya Financial Inc  | 81996 | 6720392 |
|  |  | 101249111 |
| Insurance - 5.4% |  |  |
| Allstate Corp/The  | 226054 | 49112492 |
| American International Group Inc  | 465999 | 34856725 |
| Arch Capital Group Ltd (b) | 311966 | 29468308 |
| Assured Guaranty Ltd  | 37328 | 3057163 |
| Axis Capital Holdings Ltd  | 66379 | 6665115 |
| Chubb Ltd  | 312829 | 102295084 |
| Everest Group Ltd  | 36392 | 12983210 |
| Globe Life Inc  | 68591 | 10583591 |
| Hartford Insurance Group Inc/The  | 240725 | 32933587 |
| Lincoln National Corp  | 145656 | 5507253 |
| MetLife Inc  | 478021 | 38289482 |
| Prudential Financial Inc  | 302332 | 29661793 |
| Reinsurance Group of America Inc  | 56989 | 12050894 |
| Travelers Companies Inc/The  | 192704 | 58801699 |
| Unum Group  | 132644 | 10661925 |
|  |  | 436928321 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.3% |  |  |
| AGNC Investment Corp  | 924297 | 10185753 |
| Annaly Capital Management Inc  | 588524 | 13477200 |
| Rithm Capital Corp  | 477516 | 4670106 |
|  |  | 28333059 |
| TOTAL FINANCIALS |  | 1790006990 |
| Health Care - 13.9% |  |  |
| Biotechnology - 1.2% |  |  |
| Biogen Inc (b) | 126829 | 24006193 |
| BioMarin Pharmaceutical Inc (b) | 165532 | 8923830 |
| Regeneron Pharmaceuticals Inc  | 85643 | 60554740 |
|  |  | 93484763 |
| Health Care Equipment & Supplies - 1.8% |  |  |
| Baxter International Inc  | 442929 | 7786692 |
| Becton Dickinson & Co  | 247535 | 36892616 |
| Medtronic PLC  | 1096301 | 88767492 |
| Zimmer Biomet Holdings Inc  | 171578 | 14143175 |
|  |  | 147589975 |
| Health Care Providers & Services - 7.3% |  |  |
| Centene Corp (b) | 404370 | 21710625 |
| Cigna Group/The  | 230694 | 67035063 |
| CVS Health Corp  | 1096362 | 91315991 |
| Elevance Health Inc  | 191944 | 72251560 |
| Humana Inc  | 104002 | 24590233 |
| Tenet Healthcare Corp (b) | 76133 | 13484677 |
| UnitedHealth Group Inc  | 782457 | 289884669 |
| Universal Health Services Inc Class B  | 47592 | 8008306 |
|  |  | 588281124 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Avantor Inc (b) | 587476 | 4758556 |
| Bio-Rad Laboratories Inc Class A (b)(c) | 15666 | 4388360 |
|  |  | 9146916 |
| Pharmaceuticals - 3.5% |  |  |
| Bristol-Myers Squibb Co  | 1758354 | 106538669 |
| Jazz Pharmaceuticals PLC (b) | 52357 | 10629518 |
| Pfizer Inc  | 4910749 | 131116999 |
| Royalty Pharma PLC Class A  | 325538 | 16306198 |
| Viatris Inc  | 997651 | 14904906 |
|  |  | 279496290 |
| TOTAL HEALTH CARE |  | 1117999068 |
| Industrials - 3.1% |  |  |
| Air Freight & Logistics - 1.8% |  |  |
| FedEx Corp  | 177970 | 71777081 |
| United Parcel Service Inc Class B  | 638199 | 69436051 |
|  |  | 141213132 |
| Building Products - 0.1% |  |  |
| Owens Corning  | 70820 | 8734939 |
| Machinery - 0.2% |  |  |
| Oshkosh Corp  | 54502 | 8518662 |
| Stanley Black & Decker Inc  | 133454 | 10430765 |
|  |  | 18949427 |
| Passenger Airlines - 0.8% |  |  |
| Delta Air Lines Inc  | 560067 | 38078955 |
| United Airlines Holdings Inc (b) | 279733 | 25175970 |
|  |  | 63254925 |
| Professional Services - 0.2% |  |  |
| Genpact Ltd  | 138159 | 4801025 |
| SS&C Technologies Holdings Inc  | 181919 | 12606987 |
|  |  | 17408012 |
| TOTAL INDUSTRIALS |  | 249560435 |
| Information Technology - 24.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |
| Arrow Electronics Inc (b) | 44384 | 8336647 |
| TD SYNNEX Corp  | 65616 | 14972259 |
|  |  | 23308906 |
| IT Services - 1.7% |  |  |
| Accenture PLC Class A  | 535733 | 95740844 |
| Amdocs Ltd  | 94773 | 6128970 |
| Cognizant Technology Solutions Corp Class A  | 417159 | 22067711 |
| DXC Technology Co (b) | 150040 | 1698453 |
| EPAM Systems Inc (b)(c) | 47599 | 5415814 |
| Kyndryl Holdings Inc (b) | 196939 | 2721697 |
|  |  | 133773489 |
| Semiconductors & Semiconductor Equipment - 11.6% |  |  |
| First Solar Inc (b) | 92865 | 18748515 |
| Micron Technology Inc  | 748966 | 387335257 |
| NVIDIA Corp  | 1721014 | 343462764 |
| QUALCOMM Inc  | 925120 | 166133050 |
| Skyworks Solutions Inc  | 128108 | 8989338 |
|  |  | 924668924 |
| Software - 5.8% |  |  |
| Adobe Inc (b) | 361588 | 88986807 |
| Dropbox Inc Class A (b) | 150289 | 3650520 |
| Gen Digital Inc  | 483560 | 9327872 |
| Microsoft Corp  | 309238 | 126101072 |
| Roper Technologies Inc  | 92985 | 32992008 |
| Salesforce Inc  | 822358 | 145170858 |
| Strategy Inc Class A (b)(c) | 231244 | 38259320 |
| Zoom Communications Inc Class A (b) | 230447 | 22387926 |
|  |  | 466876383 |
| Technology Hardware, Storage & Peripherals - 4.6% |  |  |
| Apple Inc  | 945011 | 256428735 |
| Dell Technologies Inc Class C  | 260350 | 54400133 |
| Hewlett Packard Enterprise Co  | 1139692 | 32788939 |
| HP Inc  | 809355 | 16883145 |
| Super Micro Computer Inc (b)(c) | 432072 | 11838772 |
|  |  | 372339724 |
| TOTAL INFORMATION TECHNOLOGY |  | 1920967426 |
| Materials - 2.8% |  |  |
| Chemicals - 0.6% |  |  |
| Celanese Corp  | 94353 | 6393359 |
| CF Industries Holdings Inc  | 135067 | 16775321 |
| DuPont de Nemours Inc  | 362664 | 16559238 |
| Eastman Chemical Co  | 98287 | 7183797 |
| Mosaic Co/The  | 273490 | 6364112 |
|  |  | 53275827 |
| Containers & Packaging - 0.8% |  |  |
| Amcor PLC  | 399666 | 15203295 |
| Crown Holdings Inc  | 98242 | 9658171 |
| International Paper Co  | 457090 | 13904678 |
| Smurfit Westrock PLC  | 451761 | 17343105 |
| Sonoco Products Co  | 84986 | 4245900 |
|  |  | 60355149 |
| Metals & Mining - 1.4% |  |  |
| Commercial Metals Co  | 95614 | 6593541 |
| Newmont Corp  | 942646 | 104718545 |
|  |  | 111312086 |
| TOTAL MATERIALS |  | 224943062 |
| Real Estate - 0.3% |  |  |
| Specialized REITs - 0.3% |  |  |
| VICI Properties Inc  | 923636 | 26970171 |
| Utilities - 0.7% |  |  |
| Electric Utilities - 0.7% |  |  |
| Edison International  | 332651 | 23115918 |
| PG&E Corp  | 1898294 | 31549646 |
| TOTAL UTILITIES |  | 54665564 |
| TOTAL UNITED STATES |  | 7970345139 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $6,659,121,012) |  | <br> **8032486113** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (d) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/14/2026 (e)<br>(Cost $1,131,522)<br>| 3.64 | 1133000 | **1131534** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.7%** | &nbsp;&nbsp;**Money Market Funds - 0.7%** | &nbsp;&nbsp;**Money Market Funds - 0.7%** | &nbsp;&nbsp;**Money Market Funds - 0.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f) | 3.69 | 5017230 | 5018233 |
| Fidelity Securities Lending Cash Central Fund (f)(g) | 3.69 | 51514812 | 51519963 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $56,538,196) |  |  | **56538196** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.6%**<br> (Cost $6,716,790,730)<br>| <br>**8090155843** |
| **NET OTHER ASSETS (LIABILITIES) - (0.6)%**  | **(44389641)** |
| **NET ASSETS - 100.0%** | **8045766202** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| CME E-Mini S&P 500 Index Contracts (United States) | 37 | 6/2026 | 13400938 | 1142077 |
| The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. | The notional amount of long futures as a percentage of Net Assets is 0.2%. |

---

**Legend**

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

(b) Non-income producing.

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

(d) 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 $961,754.

(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.

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

At period end, the value of non-cash collateral for securities on loan amounted to $53,451,590.

**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 | 19474156 | 339187643 | 353645551 | 434583 | 1985 | - | 5018233 | 5017230 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 12305202 | 500417259 | 461200790 | 798252 | (1708) | - | 51519963 | 51514812 | 0.1% |
| Total | 31779358 | 839604902 | 814846341 | 1232835 | 277 | - | 56538196 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8101089124.58

**Total Liabilities:** $54377631.28

**Net Assets:** $8046711493.30

**Cash Not Reported:** $2295.92

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195574 | 1.81%                | -2.85%               | 7.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68983406.91             | $41269348.73                               |
| Month 2  | $26310784.91             | $-260469331.70                             |
| Month 3  | $86778919.74             | $432786995.32                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES HOLDINGS INC        | UNITED AIRLINES HOLDINGS INC                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    279733 | NS      | $25175970.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                   | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    805732 | NS      | $61952733.48  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC          | CHARTER COMMUNICATIONS INC A                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     76141 | NS      | $12576208.97  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEMAIN HLDGS INC                   | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    101442 | NS      | $5961746.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                   | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    241204 | NS      | $36865619.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC             | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    171578 | NS      | $14143174.54  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                    | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     83290 | NS      | $5040710.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD              | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    311966 | NS      | $29468308.36  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                         | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    348132 | NS      | $62367847.80  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                   | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    275838 | NS      | $21162291.36  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                          | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    132644 | NS      | $10661924.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC               | ARROW ELECTRONICS INC                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     44384 | NS      | $8336646.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                           | UST BILLS 0% 05/14/2026                       | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1133000 | PA      | $1131534.26   | 0.01%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC               | DELL TECHNOLOGIES INC CL C                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    260350 | NS      | $54400132.50  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                        | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   6123926 | NS      | $160018186.38 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                    | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    134722 | NS      | $9054665.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO              | INTERNATIONAL PAPER CO                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    457090 | NS      | $13904677.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                           | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    945011 | NS      | $256428734.85 | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                  | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    412165 | NS      | $5914567.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC             | LULULEMON ATHLETICA INC                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     93448 | NS      | $12867789.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                     | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    296412 | NS      | $18819197.88  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH        | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   1359215 | NS      | $22780443.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                         | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    150289 | NS      | $3650519.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC            | CONSTELLATION BRANDS INC CL A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    121955 | NS      | $19095713.90  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                      | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    134057 | NS      | $35533148.42  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                | SOUTHSTATE BANK CORP                          | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     86607 | NS      | $8458905.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP              | PERMIAN RESOURCES CORP CL A                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    598293 | NS      | $12935094.66  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                  | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   1067582 | NS      | $134280463.96 | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                        | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     54502 | NS      | $8518662.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN       | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     88939 | NS      | $7252086.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                      | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    309238 | NS      | $126101071.64 | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                       | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   3379580 | NS      | $40825326.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                     | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    168358 | NS      | $10183975.42  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC    | FIRST CITIZENS BANCSHARES INC CL A            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      8705 | NS      | $17269153.10  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCENTURE PLC                       | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    535733 | NS      | $95740844.43  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                 | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    302332 | NS      | $29661792.52  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                    | EPAM SYSTEMS INC                              | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     47599 | NS      | $5415814.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ALBERTSONS COS INC                  | ALBERTSONS COS INC CL A                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    340778 | NS      | $5742109.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO             | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1758354 | NS      | $106538668.86 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC            | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    188836 | NS      | $19427447.68  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                       | INGREDION INC                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     54740 | NS      | $6116647.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| EQT CORP                            | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    539188 | NS      | $32394415.04  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                | ASSURED GUARANTY LTD                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     37328 | NS      | $3057163.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                 | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    101795 | NS      | $2431882.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AXIS CAPITAL HOLDINGS LTD           | AXIS CAPITAL HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     66379 | NS      | $6665115.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                           | ADOBE INC                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    361588 | NS      | $88986806.80  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                      | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1342710 | NS      | $76077948.60  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                           | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    451184 | NS      | $41716472.64  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC        | STANLEY BLACK and DECKER INC                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    133454 | NS      | $10430764.64  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                            | PVH CORP                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     41462 | NS      | $3791285.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC          | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    371246 | NS      | $24149552.30  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC       | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     85643 | NS      | $60554739.58  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                   | CHORD ENERGY CORP                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     48997 | NS      | $7133963.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                     | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    245107 | NS      | $15704005.49  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                   | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    108932 | NS      | $3456412.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                           | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    312829 | NS      | $102295083.00 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                  | EXPAND ENERGY CORP                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    206033 | NS      | $21046270.95  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC           | FLUTTER ENTERTAINMENT PLC                     | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |    151734 | NS      | $16376650.62  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO RESOURCES CORPORATION        | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    252519 | NS      | $9913895.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                             | SLB LTD                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |   1266027 | NS      | $72011615.76  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC              | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    128108 | NS      | $8989338.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC         | BIOMARIN PHARMACEUTICAL INC                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    165532 | NS      | $8923830.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                       | MEDTRONIC PLC                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |   1096301 | NS      | $88767491.97  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO            | MOLSON COORS BEVERAGE CO B                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    145879 | NS      | $6234868.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                            | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    305595 | NS      | $12446884.35  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                          | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |    126829 | NS      | $24006193.12  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NA             | ZIONS BANCORP                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    127213 | NS      | $8067848.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                   | CIGNA GROUP (THE)                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    230694 | NS      | $67035062.52  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                   | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    461821 | NS      | $16306899.51  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC         | S and P500 EMINI FUT JUN26 ESM6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        38 | NC      | $1169939.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                         | AVANTOR INC                                   | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    587476 | NS      | $4758555.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                           | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    399666 | NS      | $15203294.64  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.           | BAXTER INTL INC                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    442929 | NS      | $7786691.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC           | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   2140508 | NS      | $57900741.40  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                  | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    325538 | NS      | $16306198.42  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                  | CROWN HOLDINGS INC                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     98242 | NS      | $9658171.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                   | JM SMUCKER CO/THE                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     91924 | NS      | $9011309.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                       | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    236478 | NS      | $36384505.08  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC     | PINNACLE FINANCIAL PARTNERS INC               | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66276 | NS      | $6557347.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                           | CROCS INC                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     44733 | NS      | $4561871.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HARTFORD INSURANCE GROUP INC/THE    | HARTFORD INSURANCE GROUP INC/THE              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    240725 | NS      | $32933587.25  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP           | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    621468 | NS      | $37648531.44  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                         | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     57449 | NS      | $8636308.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC            | SUPER MICRO COMPUTER INC                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    432072 | NS      | $11838772.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| METLIFE INC                         | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    478021 | NS      | $38289482.10  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY           | MATADOR RESOURCES COMPANY                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    100652 | NS      | $6385362.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                          | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   4910749 | NS      | $131116998.30 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC    | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     56989 | NS      | $12050893.94  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)          | OLD NATIONAL BANCORP (IND)                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    299667 | NS      | $7183017.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                           | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    231354 | NS      | $4522970.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                       | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   1898294 | NS      | $31549646.28  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                         | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    392475 | NS      | $50923631.25  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                      | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    923636 | NS      | $26970171.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                       | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     83577 | NS      | $11879634.78  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                 | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    191944 | NS      | $72251560.48  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC    | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    465999 | NS      | $34856725.20  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                            | SLM CORP                                      | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    174946 | NS      | $4037753.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW               | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    758303 | NS      | $21649550.65  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                      | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     68591 | NS      | $10583591.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                   | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    132790 | NS      | $29031877.70  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   1173547 | NS      | $34502281.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                 | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     98287 | NS      | $7183796.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                 | PAYPAL HLDGS INC                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    808075 | NS      | $40516880.50  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                            | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    220549 | NS      | $6964937.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                           | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |    187463 | NS      | $11296520.38  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                  | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    263516 | NS      | $66558871.28  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC             | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     24562 | NS      | $5112334.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC              | ROPER TECHNOLOGIES INC                        | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     92985 | NS      | $32992007.85  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                           | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     44693 | NS      | $5681821.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                         | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    997651 | NS      | $14904905.94  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC           | PROSPERITY BANCSHARES INC                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81848 | NS      | $5700713.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                             | KEYCORP                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    803959 | NS      | $17775533.49  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                            | BANK OZK                                      | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     91232 | NS      | $4393733.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                     | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168559 | NS      | $20624879.24  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO       | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   1139692 | NS      | $32788938.84  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                          | FISERV INC                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    464649 | NS      | $29110259.85  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                 | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    311329 | NS      | $23723269.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC          | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    135067 | NS      | $16775321.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                | KYNDRYL HOLDINGS INC                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    196939 | NS      | $2721696.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                       | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1545633 | NS      | $197810111.34 | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC          | NOV INC                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    314284 | NS      | $6430250.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                  | RITHM CAPITAL CORP                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    477516 | NS      | $4670106.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                        | QUALCOMM INC                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    925120 | NS      | $166133049.60 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                        | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   3139349 | NS      | $84887996.96  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                           | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    526563 | NS      | $35843143.41  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                   | EVEREST GROUP LTD                             | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     36392 | NS      | $12983209.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                     | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    115610 | NS      | $4827873.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC          | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   3642168 | NS      | $174933329.04 | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP               | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     76133 | NS      | $13484676.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    192783 | NS      | $5104893.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                      | SALESFORCE INC                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    822358 | NS      | $145170857.74 | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     95614 | NS      | $6593541.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                | AGNC INVESTMENT CORP                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    924297 | NS      | $10185752.94  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5017230 | NS      | $5018233.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC             | BATH and BODY WORKS INC                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    177659 | NS      | $3453690.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                   | EXPEDIA INC                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    101104 | NS      | $25111200.48  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                        | STRATEGY INC CL A                             | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |    231244 | NS      | $38259319.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| SIRIUS XM HOLDINGS INC              | SIRIUS XM HOLDINGS INC                        | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162397 | NS      | $4374975.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                  | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    658513 | NS      | $23647201.83  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                       | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    938264 | NS      | $24873378.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                  | ALLY FINANCIAL INC                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    243226 | NS      | $10796802.14  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC               | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    366240 | NS      | $34327675.20  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD          | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     39730 | NS      | $12195918.10  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                       | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    226054 | NS      | $49112492.04  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                   | LITHIA MOTORS INC                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     20895 | NS      | $6062057.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                | SMURFIT WESTROCK PLC                          | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    451761 | NS      | $17343104.79  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                  | VOYA FINANCIAL INC                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     81996 | NS      | $6720392.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                    | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1366834 | NS      | $264222680.54 | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND           | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    145656 | NS      | $5507253.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC           | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    638199 | NS      | $69436051.20  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                         | GENPACT LTD                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    138159 | NS      | $4801025.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                              | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    809355 | NS      | $16883145.30  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO             | BECTON DICKINSON and CO                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    247535 | NS      | $36892616.40  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                   | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    192704 | NS      | $58801698.56  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                  | SONOCO PRODUCTS CO                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     84986 | NS      | $4245900.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                   | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    468908 | NS      | $65914397.56  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                 | GLOBAL PAYMENTS INC                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    205058 | NS      | $14755973.68  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                          | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    177970 | NS      | $71777080.70  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    332651 | NS      | $23115917.99  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW               | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    542256 | NS      | $27855690.72  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC               | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    748966 | NS      | $387335256.56 | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP               | TRUIST FINL CORP                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   1104961 | NS      | $56905491.50  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                     | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   1096362 | NS      | $91315990.98  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC       | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    588524 | NS      | $13477199.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  53393324 | NS      | $53398663.36  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC       | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     47592 | NS      | $8008305.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                   | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     70820 | NS      | $8734938.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSIGENT LTD                       | VERSIGENT LTD                                 | CUSIP: N/A<br>LEI: 254900V7AVDC2J9DHM24       | Long             | EC               | CORP              | JE        |     62060 | NS      | $2170238.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                         | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1721014 | NS      | $343462763.98 | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                    | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    404370 | NS      | $21710625.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                 | DELTA AIR INC                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    560067 | NS      | $38078955.33  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC             | ZOOM COMMUNICATIONS INC CL A                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    230447 | NS      | $22387926.05  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                  | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2711609 | NS      | $222975608.07 | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP              | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    138973 | NS      | $10056086.28  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC               | DUPONT DE NEMOURS INC                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    362664 | NS      | $16559238.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION         | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   5386625 | NS      | $287968972.50 | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                      | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     65616 | NS      | $14972258.88  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO           | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    415217 | NS      | $30950275.18  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                     | FIRST SOLAR INC                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     92865 | NS      | $18748514.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                          | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    104002 | NS      | $24590232.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                         | LENNAR CORP CL A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    194333 | NS      | $17548269.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC              | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    782457 | NS      | $289884669.36 | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                      | KRAFT HEINZ CO                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    737826 | NS      | $16719137.16  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                    | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   1426066 | NS      | $103603694.90 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                     | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    483560 | NS      | $9327872.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                           | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    273490 | NS      | $6364112.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                        | SM ENERGY CO                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     98704 | NS      | $3062785.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC               | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     44744 | NS      | $4723176.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                   | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    150040 | NS      | $1698452.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC               | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |    119204 | NS      | $15075729.88  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                      | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     94773 | NS      | $6128969.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                         | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    218217 | NS      | $13431256.35  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC            | BIO RAD LABS CL A                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     15666 | NS      | $4388359.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BORGWARNER INC                      | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    185728 | NS      | $10580924.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                          | CARMAX INC                                    | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126527 | NS      | $4973776.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC     | SS and C TECHNOLOGIES HOLDINGS INC            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    181919 | NS      | $12606986.70  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC            | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     52357 | NS      | $10629518.14  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    417159 | NS      | $22067711.10  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                   | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     94353 | NS      | $6393359.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                        | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    531895 | NS      | $204673196.00 | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                        | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    942646 | NS      | $104718544.14 | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC      | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    338763 | NS      | $75544149.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                  | DISNEY (WALT) CO                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |   1542035 | NS      | $159986131.25 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                         | AUTOLIV INC                                   | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     60218 | NS      | $6981072.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer