# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002619
**Filing Date:** 2026-4
**Character Count:** 49398
**Document Hash:** cf84e80c0814a84931ba10b4ab0ce80b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002619.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002619

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260228

**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:** 26895491

**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 Short-Term Treasury Bond Index Fund (Series ID: S000086562)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000252150 | Fidelity SAI Short-Term Treasury Bond Index Fund | FSSWX           |

## 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 Short-Term Treasury Bond Index Fund

- **b. EDGAR series identifier (if any):** S000086562

- **c. LEI of Series:** 254900OH31Z4VGKCGY43

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $647185812.77

**Total Liabilities:** $1484337.51

**Net Assets:** $645701475.26

**Cash Not Reported:** $1607584.29

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 475.59867718 | **1-Year:** 77618.43068158 | **5-Year:** 91424.29795092 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252150 | 0.23%                | 0.08%                | 0.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67205.75                | $-489575.83                                |
| Month 2  | $30274.10                | $-193272.72                                |
| Month 3  | $94125.52                | $2899535.89                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2038906 | NS      | $2039313.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.5% 11/15/2026   | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    179600 | PA      | $183107.81    | 0.03%             | 2026-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.375% 08/15/2027 | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    561900 | PA      | $585232.02    | 0.09%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 5.5% 08/15/2028   | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480400 | PA      | $504251.11    | 0.08%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 02/15/2027                    | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338400 | PA      | $334310.12    | 0.05%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 05/15/2027                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    737300 | PA      | $727594.14    | 0.11%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 08/15/2027                    | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    622500 | PA      | $611971.00    | 0.09%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 02/15/2028                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488800 | PA      | $482957.31    | 0.07%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 05/15/2028                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2522408.21   | 0.39%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.125% 11/15/2028                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8541882.83   | 1.32%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 05/15/2029                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6715900 | PA      | $6506815.16   | 1.01%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 08/15/2029                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7539687.52   | 1.17%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 01/31/2027                     | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    474700 | PA      | $465995.93    | 0.07%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 02/15/2030                     | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $510683.59    | 0.08%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 03/31/2027                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    242200 | PA      | $234896.16    | 0.04%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 04/30/2027                     | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    693500 | PA      | $670148.55    | 0.10%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 05/15/2030                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9337617.24   | 1.45%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 05/31/2027                     | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1606300 | PA      | $1548385.35   | 0.24%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 06/30/2027                     | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1154156.26   | 0.18%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.375% 07/31/2027                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1438600 | PA      | $1378077.65   | 0.21%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 08/15/2030                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10591406.28  | 1.64%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 08/31/2027                     | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    193800 | PA      | $185586.21    | 0.03%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.375% 09/30/2027                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6050000 | PA      | $5769242.19   | 0.89%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 10/31/2027                     | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1591700 | PA      | $1517213.41   | 0.23%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.875% 11/15/2030                   | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12250000 | PA      | $10860869.11  | 1.68%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 11/30/2027                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3264400 | PA      | $3111891.31   | 0.48%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 12/31/2027                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    532900 | PA      | $506858.67    | 0.08%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.75% 01/31/2028                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2924300 | PA      | $2782311.52   | 0.43%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 02/29/2028                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2888300 | PA      | $2763065.10   | 0.43%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 03/31/2028                    | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    602400 | PA      | $576774.47    | 0.09%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 04/30/2028                    | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1896000 | PA      | $1812161.25   | 0.28%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 05/31/2028                    | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2099023.43   | 0.33%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 06/30/2028                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6652200 | PA      | $6337000.07   | 0.98%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1% 07/31/2028                       | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2216200 | PA      | $2094915.00   | 0.32%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 08/31/2028                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $567796.87    | 0.09%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 09/30/2028                    | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2909700 | PA      | $2757054.40   | 0.43%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.375% 10/31/2028                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $8257523.39   | 1.28%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 11/30/2028                     | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $522951.17    | 0.08%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 02/28/2027                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27600 | PA      | $27155.60     | 0.00%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.5% 03/31/2027                     | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6137700 | PA      | $6072966.41   | 0.94%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 03/31/2029                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1735800 | PA      | $1683929.42   | 0.26%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 04/30/2027                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43400 | PA      | $43033.81     | 0.01%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 04/30/2029                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2067900 | PA      | $2035104.39   | 0.32%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 05/31/2029                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1041800 | PA      | $1020638.44   | 0.16%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.625% 05/31/2027                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    523900 | PA      | $518415.42    | 0.08%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 07/31/2027                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    584900 | PA      | $579279.47    | 0.09%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.125% 08/31/2027                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    269200 | PA      | $267969.67    | 0.04%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 09/30/2027                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71000 | PA      | $71754.38     | 0.01%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2027                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    302900 | PA      | $306295.79    | 0.05%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 01/31/2028                     | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12100000 | PA      | $12123160.13  | 1.88%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 02/28/2030                       | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10720000 | PA      | $10931887.45  | 1.69%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 02/29/2028                       | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148300 | PA      | $150008.93    | 0.02%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 03/31/2030                   | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502929.69    | 0.08%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 04/30/2028                     | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2366800 | PA      | $2371816.20   | 0.37%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 05/31/2030                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1566166.02   | 0.24%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 06/30/2028                       | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $506914.06    | 0.08%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 06/30/2030                    | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2273466.80   | 0.35%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 07/31/2028                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5350000 | PA      | $5441953.13   | 0.84%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 08/31/2028                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83800 | PA      | $85764.06     | 0.01%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 09/30/2028                   | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1957816.41   | 0.30%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.875% 10/31/2028                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2178585.95   | 0.34%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 11/15/2026                   | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81500 | PA      | $82061.71     | 0.01%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 11/30/2028                   | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6339700 | PA      | $6501411.86   | 1.01%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 12/31/2028                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8411500 | PA      | $8492657.85   | 1.32%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/31/2029                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8348000 | PA      | $8487568.13   | 1.31%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 02/28/2029                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8650000 | PA      | $8858478.49   | 1.37%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 03/31/2029                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8073100 | PA      | $8242761.20   | 1.28%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 04/15/2027                     | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6267328.16   | 0.97%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 04/30/2029                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1502392.57   | 0.23%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 05/15/2027                     | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7790535.14   | 1.21%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 05/31/2029                     | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4650000 | PA      | $4804031.25   | 0.74%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 06/15/2027                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8350300 | PA      | $8470335.56   | 1.31%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 06/30/2029                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7312000 | PA      | $7502226.07   | 1.16%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 07/15/2027                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8342600 | PA      | $8444952.02   | 1.31%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 07/31/2029                       | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9042800 | PA      | $9211015.07   | 1.43%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 08/15/2027                    | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2302500 | PA      | $2312393.57   | 0.36%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/31/2029                   | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27650000 | PA      | $27822812.50  | 4.31%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 09/15/2027                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7792687.50   | 1.21%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 09/30/2029                     | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3758056.65   | 0.58%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 10/15/2027                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2467035.14   | 0.38%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2029                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8650000 | PA      | $8851382.81   | 1.37%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/15/2027                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7839609.38   | 1.21%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/30/2029                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9070000 | PA      | $9283641.04   | 1.44%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 12/15/2027                       | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8370000 | PA      | $8455478.63   | 1.31%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 12/31/2029                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8630000 | PA      | $8912834.79   | 1.38%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 01/15/2028                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $6649273.44   | 1.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 01/31/2030                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7509875.00   | 1.16%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 02/15/2028                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12990000 | PA      | $13199022.09  | 2.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 02/28/2027                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3218500.00   | 0.50%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 03/15/2028                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7530000 | PA      | $7601770.31   | 1.18%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 03/31/2027                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4650000 | PA      | $4667800.76   | 0.72%             | 2027-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 03/31/2030                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4794000.00   | 0.74%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 04/15/2028                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17627148.35  | 2.73%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 04/30/2030                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3452062.50   | 0.53%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 04/30/2027                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16290000 | PA      | $16337088.20  | 2.53%             | 2027-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 05/15/2028                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $4231712.94   | 0.66%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 05/31/2027                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9050000 | PA      | $9093128.86   | 1.41%             | 2027-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 05/31/2030                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $5203992.16   | 0.81%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 06/15/2028                   | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3942199.21   | 0.61%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 06/30/2027                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9134125.00   | 1.41%             | 2027-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 06/30/2030                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8710000 | PA      | $8845753.54   | 1.37%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/15/2028                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7920000 | PA      | $8006934.36   | 1.24%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2027                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9051679.71   | 1.40%             | 2027-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2030                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5738722.63   | 0.89%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/15/2028                   | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7950000 | PA      | $7995339.80   | 1.24%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/31/2027                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25550000 | PA      | $25616869.20  | 3.97%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/31/2030                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8041562.48   | 1.25%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 09/15/2028                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5498066.42   | 0.85%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 09/30/2030                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3065607.43   | 0.47%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 09/30/2027                     | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9050000 | PA      | $9059898.44   | 1.40%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 10/15/2028                     | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4950000 | PA      | $4963535.28   | 0.77%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 10/31/2027                     | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9110308.57   | 1.41%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 10/31/2030                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15800000 | PA      | $15877765.70  | 2.46%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 11/15/2028                     | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7810000 | PA      | $7832270.68   | 1.21%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 11/30/2030                     | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5350000 | PA      | $5347074.19   | 0.83%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 11/30/2027                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9094312.50   | 1.41%             | 2027-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 12/15/2028                     | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $5044932.81   | 0.78%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 12/31/2027                   | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9150000 | PA      | $9144996.05   | 1.42%             | 2027-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 12/31/2030                   | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8438718.79   | 1.31%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 01/15/2029                     | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7830000 | PA      | $7853857.07   | 1.22%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 01/31/2031                    | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6890000 | PA      | $6959976.56   | 1.08%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer