# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002071
**Filing Date:** 2026-3
**Character Count:** 49090
**Document Hash:** 703e148043148bb8d789aa81d6962415
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002071.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002071

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26790672

**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. Momentum Index Fund (Series ID: S000056275)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000177148 | Fidelity SAI U.S. Momentum Index Fund | FUMIX           |

## 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. Momentum Index Fund

- **b. EDGAR series identifier (if any):** S000056275

- **c. LEI of Series:** 549300OWIWU7VZH0PX27

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6994366514.92

**Total Liabilities:** $18394368.25

**Net Assets:** $6975972146.67

**Cash Not Reported:** $2068121.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177148 | -0.86%               | -0.64%               | 1.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10283521.25            | $-15191214.11                              |
| Month 2  | $-34968700.63            | $-3282332.78                               |
| Month 3  | $-10538093.24            | $132863876.97                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACUITY INC                         | ACUITY INC                                    | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15971 | NS      | $4938872.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC      | AFFILIATED MANAGERS GRP INC                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     14952 | NS      | $4681321.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                     | AIR LEASE CORP CL A                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     55860 | NS      | $3610231.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC        | ALNYLAM PHARMACEUTICALS INC                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     69305 | NS      | $23429248.30  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                       | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1748433 | NS      | $590970354.00 | 8.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                     | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    157551 | NS      | $37701954.30  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                        | CENCORA INC                                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    102532 | NS      | $36831545.04  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW           | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    645650 | NS      | $93025252.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                          | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    854268 | NS      | $221665460.64 | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC     | ARMSTRONG WORLD INDUSTRIES INC                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     21088 | NS      | $3874709.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                  | ATMOS ENERGY CORP                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     85053 | NS      | $14147716.02  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC               | BWX TECHNOLOGIES INC                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     48293 | NS      | $9920830.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP          | BANK OF NEW YORK MELLON CORP                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    372984 | NS      | $44728241.28  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                     | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    113752 | NS      | $5392982.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC            | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     55385 | NS      | $14680348.10  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                | CARDINAL HEALTH INC                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    126280 | NS      | $27135046.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    480856 | NS      | $14435297.12  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP          | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     26370 | NS      | $8381177.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC         | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     19625 | NS      | $11902562.50  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                    | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    247745 | NS      | $162857653.20 | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC               | CELSIUS HOLDINGS INC                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84307 | NS      | $4424431.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC             | CENTERPOINT ENERGY INC                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    344566 | NS      | $13675824.54  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                         | CIENA CORP                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     74801 | NS      | $18835639.81  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                  | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   2075551 | NS      | $162557154.32 | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                      | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    973591 | NS      | $112654214.61 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                       | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    110306 | NS      | $13998934.46  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC            | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     18616 | NS      | $21261333.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO               | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     59010 | NS      | $4536098.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                        | CORNING INC                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    412266 | NS      | $42566464.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                        | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     72870 | NS      | $42178613.40  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     19880 | NS      | $13054997.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                      | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     61807 | NS      | $6300605.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                           | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    241763 | NS      | $22053620.86  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    119085 | NS      | $24283813.20  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                   | ENSIGN GROUP INC                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     30139 | NS      | $5173660.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                   | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    213636 | NS      | $20485556.04  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust       | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  34484262 | NS      | $34491158.49  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust       | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  17353123 | NS      | $17354858.33  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                     | FIVE BELOW INC                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     28949 | NS      | $5547786.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                           | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    198049 | NS      | $12485008.96  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP              | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    133546 | NS      | $46886665.14  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                       | GE AEROSPACE                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    560800 | NS      | $172047832.00 | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                  | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    503543 | NS      | $42297612.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    656103 | NS      | $93133820.85  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                           | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     18952 | NS      | $9275866.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    160090 | NS      | $149749786.90 | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                 | HCA HEALTHCARE INC                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     86620 | NS      | $42293947.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC          | L3HARRIS TECHNOLOGIES INC                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     98972 | NS      | $33932550.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE   | HARTFORD INSURANCE GROUP INC/THE              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    148839 | NS      | $20102195.34  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC  | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     20765 | NS      | $8731890.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC             | IDEXX LABS INC                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     42310 | NS      | $28367162.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                         | INSMED INC                                    | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    111837 | NS      | $17543870.19  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                       | INSULET CORP                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     33744 | NS      | $8632052.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC      | INTERACTIVE BROKERS GROUP INC                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     53429 | NS      | $4000763.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                    | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    349467 | NS      | $107181528.90 | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC          | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     84503 | NS      | $6985863.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO              | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    913302 | NS      | $279369948.78 | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   1223802 | NS      | $278109004.50 | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                  | LAM RESEARCH CORP                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    669294 | NS      | $156253377.24 | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                   | LEIDOS HOLDINGS INC                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     67708 | NS      | $12748062.24  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                         | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     89945 | NS      | $9495493.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC              | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     36840 | NS      | $14435385.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| MACYS INC                          | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    142109 | NS      | $2845022.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                         | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     32474 | NS      | $7809347.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                      | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     65777 | NS      | $54674500.17  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                     | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    567209 | NS      | $244064360.61 | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC              | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    591825 | NS      | $245536356.00 | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC       | MONOLITHIC POWER SYS INC                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     25330 | NS      | $28474719.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                           | ROKU INC CLASS A                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     68991 | NS      | $6567943.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW          | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    377001 | NS      | $30446600.76  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                     | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    641577 | NS      | $117280275.60 | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC             | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     58611 | NS      | $7979301.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                     | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    102451 | NS      | $15637096.13  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                       | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    580930 | NS      | $65267485.50  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                       | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    241470 | NS      | $10694706.30  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                        | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   3651427 | NS      | $697897242.51 | 10.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC             | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    448755 | NS      | $44161979.55  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC             | ORMAT TECHNOLOGIES INC                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     32175 | NS      | $4019944.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC              | UBER TECHNOLOGIES INC                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |   1102871 | NS      | $88284823.55  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                        | ZSCALER INC                                   | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     51678 | NS      | $10336116.78  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                     | CLOUDFLARE INC                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |    165462 | NS      | $29344685.70  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                        | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     35637 | NS      | $4758608.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                    | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     78806 | NS      | $37403691.78  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                  | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     20494 | NS      | $7242784.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                   | RBC BEARINGS INC                              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16631 | NS      | $8310011.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                        | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    148637 | NS      | $9414667.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    902373 | NS      | $93774602.16  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                     | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     40704 | NS      | $6458503.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                  | TJX COMPANIES INC NEW                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    589970 | NS      | $88383405.70  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC      | TAKE-TWO INTERACTV SOFTWR INC                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     91390 | NS      | $20133217.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC       | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    110939 | NS      | $9745991.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                     | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     39608 | NS      | $5553833.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC | JOHNSON CONTROLS INTERNATIONAL PLC            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    346078 | NS      | $41273262.28  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                           | RTX CORP                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    707882 | NS      | $142234730.26 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC             | VALMONT INDUSTRIES INC                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     10403 | NS      | $4635160.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                       | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    115920 | NS      | $8085420.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                        | WAYFAIR INC                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     55773 | NS      | $5771947.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                      | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    353674 | NS      | $66618034.64  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP               | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    183461 | NS      | $45907446.03  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                       | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     31682 | NS      | $10069806.88  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                          | XYLEM INC                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    128767 | NS      | $17753106.29  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                            | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     41297 | NS      | $7528443.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HLDGS INC                  | MEDPACE HOLDINGS INC                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     11764 | NS      | $6852294.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC           | IRHYTHM TECHNOLOGIES INC                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     16849 | NS      | $2603338.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC               | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    213211 | NS      | $44364944.88  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                    | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     23795 | NS      | $15403931.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                       | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   1076974 | NS      | $356801486.20 | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                 | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     85072 | NS      | $9550182.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                         | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    121752 | NS      | $9342030.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC           | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    263532 | NS      | $6345850.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     56165 | NS      | $6405056.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                    | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    179114 | NS      | $13035916.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC           | CROWDSTRIKE HOLDINGS INC                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |    131815 | NS      | $58183800.08  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                     | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    195896 | NS      | $8143396.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                      | SNOWFLAKE INC                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |    176457 | NS      | $34003263.90  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                 | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    195657 | NS      | $8154983.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                  | MP MATERIALS CORP                             | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     65150 | NS      | $3828865.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PALANTIR TECHNOLOGIES INC          | PALANTIR TECHNOLOGIES INC                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |   1202695 | NS      | $176303060.05 | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                 | UNITY SOFTWARE INC                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |    179005 | NS      | $5209045.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC              | SOFI TECHNOLOGIES INC A                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    633755 | NS      | $14455951.55  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                      | APPLOVIN CORP                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |    106144 | NS      | $50217787.84  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC              | ROBINHOOD MARKETS INC                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    409299 | NS      | $40717064.52  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC    | SEAGATE TECHNOLOGY HOLDINGS PLC               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    112468 | NS      | $45852078.92  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                   | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     84069 | NS      | $4370747.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                      | NEXTPOWER INC                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78298 | NS      | $9167912.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                  | TALEN ENERGY CORP                             | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24185 | NS      | $8425086.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC             | TKO GROUP HOLDINGS INC                        | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33652 | NS      | $6817222.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC              | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    224237 | NS      | $20824890.19  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC        | S and P500 EMINI FUT MAR26 ESH6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        86 | NC      | $235705.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC       | AMERICAN HEALTHCARE REIT INC                  | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     89088 | NS      | $4179118.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                     | GE VERNOVA INC                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |    143961 | NS      | $104568951.57 | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC        | NASDAQ 100 E-MINI FUT MAR26 NQH6              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        18 | NC      | $59024.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                | TE CONNECTIVITY PLC                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |    156276 | NS      | $34815167.28  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP INC      | EVERUS CONSTRUCTION GROUP INC                 | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     26809 | NS      | $2372328.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                          | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |    115153 | NS      | $8722839.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP/DE                    | SANDISK CORPORATION                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72997 | NS      | $42064521.25  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                          | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    798000 | PA      | $797203.55    | 0.01%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer