# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-003003
**Filing Date:** 2025-12
**Character Count:** 67907
**Document Hash:** a3d0cb335c302305a5f605668616b5b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-003003.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000035402-25-003003

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**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:** 251599976

**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           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**October 31, 2025**

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

SY1-NPRT1-1225

1.9878816.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.5%** | &nbsp;&nbsp;**Common Stocks - 99.5%** | &nbsp;&nbsp;**Common Stocks - 99.5%** |
|  | Shares | Value ($)<br>|
| CANADA - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Commercial Services & Supplies - 0.2% |  |  |
| RB Global Inc (United States)  | 80308 | 7968160 |
| SWITZERLAND - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| TE Connectivity PLC  | 45717 | 11292556 |
| UNITED KINGDOM - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Anglogold Ashanti Plc  | 171056 | 11631808 |
| UNITED STATES - 98.9%  |  |  |
| Communication Services - 11.8% |  |  |
| Diversified Telecommunication Services - 1.5% |  |  |
| AT&T Inc  | 2999867 | 74246708 |
| Entertainment - 4.6% |  |  |
| Liberty Media Corp-Liberty Formula One Class C (b) | 120601 | 12042010 |
| Netflix Inc (b) | 151387 | 169380859 |
| ROBLOX Corp Class A (b) | 230737 | 26239412 |
| Take-Two Interactive Software Inc (b) | 82975 | 21272301 |
| TKO Group Holdings Inc Class A  | 26980 | 5083031 |
|  |  | 234017613 |
| Interactive Media & Services - 5.6% |  |  |
| Alphabet Inc Class A  | 251742 | 70787333 |
| Meta Platforms Inc Class A  | 329862 | 213866028 |
|  |  | 284653361 |
| Media - 0.1% |  |  |
| Fox Corp Class A  | 124474 | 8047244 |
| TOTAL COMMUNICATION SERVICES |  | 600964926 |
| Consumer Discretionary - 4.9% |  |  |
| Broadline Retail - 1.1% |  |  |
| Amazon.com Inc (b) | 175912 | 42961229 |
| eBay Inc  | 176964 | 14388942 |
|  |  | 57350171 |
| Hotels, Restaurants & Leisure - 1.7% |  |  |
| Carnival Corp (b) | 376999 | 10868881 |
| Darden Restaurants Inc  | 48313 | 8703587 |
| DoorDash Inc Class A (b) | 142941 | 36359903 |
| Planet Fitness Inc Class A (b) | 26919 | 2441284 |
| Royal Caribbean Cruises Ltd  | 100531 | 28835307 |
|  |  | 87208962 |
| Household Durables - 0.1% |  |  |
| Somnigroup International Inc  | 65267 | 5178284 |
| Specialty Retail - 1.7% |  |  |
| AutoZone Inc (b) | 6583 | 24188773 |
| Carvana Co Class A (b) | 49507 | 15175876 |
| O'Reilly Automotive Inc (b) | 344396 | 32524758 |
| Ulta Beauty Inc (b) | 17166 | 8924260 |
| Wayfair Inc Class A (b) | 38217 | 3955841 |
|  |  | 84769508 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Ralph Lauren Corp Class A  | 17140 | 5478972 |
| Tapestry Inc  | 80264 | 8814593 |
|  |  | 14293565 |
| TOTAL CONSUMER DISCRETIONARY |  | 248800490 |
| Consumer Staples - 3.8% |  |  |
| Beverages - 0.5% |  |  |
| Celsius Holdings Inc (b) | 61216 | 3687039 |
| Monster Beverage Corp (b) | 300543 | 20085289 |
|  |  | 23772328 |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| Casey's General Stores Inc  | 14406 | 7393015 |
| Dollar General Corp  | 72964 | 7198628 |
| Dollar Tree Inc (b) | 72223 | 7158744 |
| Kroger Co/The  | 222674 | 14168747 |
| US Foods Holding Corp (b) | 88047 | 6393973 |
|  |  | 42313107 |
| Tobacco - 2.5% |  |  |
| Altria Group Inc  | 674908 | 38051313 |
| Philip Morris International Inc  | 629568 | 90865550 |
|  |  | 128916863 |
| TOTAL CONSUMER STAPLES |  | 195002298 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Antero Midstream Corp  | 138242 | 2384674 |
| Cheniere Energy Inc  | 92490 | 19607880 |
|  |  | 21992554 |
| Financials - 16.8% |  |  |
| Banks - 5.6% |  |  |
| Citigroup Inc  | 678539 | 68688503 |
| JPMorgan Chase & Co  | 704709 | 219249064 |
|  |  | 287937567 |
| Capital Markets - 6.9% |  |  |
| Bank of New York Mellon Corp/The  | 296993 | 32054454 |
| Cboe Global Markets Inc  | 36021 | 8848198 |
| Charles Schwab Corp/The  | 714123 | 67498907 |
| CME Group Inc Class A  | 146560 | 38910214 |
| Goldman Sachs Group Inc/The  | 117809 | 92994891 |
| Houlihan Lokey Inc Class A  | 18333 | 3283074 |
| Interactive Brokers Group Inc Class A  | 41540 | 2922754 |
| Morgan Stanley  | 283958 | 46569112 |
| Nasdaq Inc  | 169456 | 14486793 |
| Robinhood Markets Inc Class A (b) | 287343 | 42176206 |
|  |  | 349744603 |
| Consumer Finance - 0.2% |  |  |
| SoFi Technologies Inc Class A (b) | 403428 | 11973743 |
| Financial Services - 3.8% |  |  |
| Visa Inc Class A  | 567723 | 193445935 |
| Insurance - 0.3% |  |  |
| Globe Life Inc  | 19611 | 2579043 |
| Hartford Insurance Group Inc/The  | 85290 | 10591312 |
|  |  | 13170355 |
| TOTAL FINANCIALS |  | 856272203 |
| Health Care - 3.6% |  |  |
| Biotechnology - 1.2% |  |  |
| Gilead Sciences Inc  | 501320 | 60053123 |
| Health Care Equipment & Supplies - 0.5% |  |  |
| Boston Scientific Corp (b) | 153435 | 15453974 |
| Insulet Corp (b) | 26330 | 8241553 |
| iRhythm Technologies Inc (b) | 10138 | 1898847 |
|  |  | 25594374 |
| Health Care Providers & Services - 1.9% |  |  |
| Cardinal Health Inc  | 103759 | 19794104 |
| Cencora Inc  | 74289 | 25095567 |
| Encompass Health Corp  | 40636 | 4626409 |
| Guardant Health Inc (b) | 37822 | 3518202 |
| McKesson Corp  | 52561 | 42644842 |
|  |  | 95679124 |
| Pharmaceuticals - 0.0% |  |  |
| Royalty Pharma PLC Class A  | 102057 | 3831220 |
| TOTAL HEALTH CARE |  | 185157841 |
| Industrials - 10.7% |  |  |
| Aerospace & Defense - 5.4% |  |  |
| Carpenter Technology Corp  | 19496 | 6158786 |
| Curtiss-Wright Corp  | 14693 | 8753061 |
| GE Aerospace  | 436454 | 134842463 |
| Howmet Aerospace Inc  | 167405 | 34477060 |
| RTX Corp  | 461374 | 82355259 |
| Woodward Inc  | 22888 | 5999174 |
|  |  | 272585803 |
| Building Products - 0.7% |  |  |
| Armstrong World Industries Inc  | 14261 | 2715722 |
| Johnson Controls International plc  | 270662 | 30961026 |
|  |  | 33676748 |
| Commercial Services & Supplies - 0.1% |  |  |
| Rollins Inc  | 129168 | 7441368 |
| Construction & Engineering - 1.0% |  |  |
| API Group Corp (b) | 147641 | 5436142 |
| Comfort Systems USA Inc  | 14084 | 13599229 |
| MasTec Inc (b) | 26406 | 5391049 |
| Quanta Services Inc  | 60633 | 27232099 |
|  |  | 51658519 |
| Electrical Equipment - 1.4% |  |  |
| GE Vernova Inc  | 112550 | 65857507 |
| NEXTracker Inc Class A (b) | 57757 | 5846164 |
|  |  | 71703671 |
| Ground Transportation - 1.6% |  |  |
| Uber Technologies Inc (b) | 854111 | 82421712 |
| Machinery - 0.1% |  |  |
| Oshkosh Corp  | 16007 | 1973503 |
| RBC Bearings Inc (b) | 11179 | 4790537 |
|  |  | 6764040 |
| Trading Companies & Distributors - 0.4% |  |  |
| Air Lease Corp Class A  | 23602 | 1507223 |
| Core & Main Inc Class A (b) | 50799 | 2650692 |
| Fastenal Co  | 451052 | 18560790 |
|  |  | 22718705 |
| TOTAL INDUSTRIALS |  | 548970566 |
| Information Technology - 42.9% |  |  |
| Communications Equipment - 2.6% |  |  |
| Cisco Systems Inc  | 1626545 | 118916705 |
| F5 Inc (b) | 25884 | 6549946 |
| Lumentum Holdings Inc (b) | 26900 | 5421964 |
|  |  | 130888615 |
| Electronic Equipment, Instruments & Components - 1.8% |  |  |
| Amphenol Corp Class A  | 516262 | 71935947 |
| Flex Ltd (b) | 161330 | 10086351 |
| Jabil Inc  | 47204 | 10426892 |
|  |  | 92449190 |
| IT Services - 3.9% |  |  |
| Cloudflare Inc Class A (b) | 133421 | 33795539 |
| IBM Corporation  | 383394 | 117859151 |
| Snowflake Inc (b) | 139964 | 38473304 |
| VeriSign Inc  | 39408 | 9450038 |
|  |  | 199578032 |
| Semiconductors & Semiconductor Equipment - 16.4% |  |  |
| Broadcom Inc  | 792432 | 292906640 |
| NVIDIA Corp  | 2683117 | 543304361 |
|  |  | 836211001 |
| Software - 14.4% |  |  |
| AppLovin Corp Class A (b) | 80547 | 51335020 |
| Crowdstrike Holdings Inc Class A (b) | 107111 | 58162344 |
| Guidewire Software Inc (b) | 49986 | 11678729 |
| Microsoft Corp  | 815098 | 422065895 |
| Palantir Technologies Inc Class A (b) | 864153 | 173236752 |
| Rubrik Inc Class A (b) | 57170 | 4303186 |
| Zscaler Inc (b) | 49641 | 16438121 |
|  |  | 737220047 |
| Technology Hardware, Storage & Peripherals - 3.8% |  |  |
| Apple Inc  | 640520 | 173177393 |
| Seagate Technology Holdings PLC  | 90297 | 23105196 |
|  |  | 196282589 |
| TOTAL INFORMATION TECHNOLOGY |  | 2192629474 |
| Materials - 1.2% |  |  |
| Chemicals - 0.4% |  |  |
| Corteva Inc  | 282800 | 17375232 |
| Mosaic Co/The  | 106128 | 2913213 |
|  |  | 20288445 |
| Metals & Mining - 0.8% |  |  |
| MP Materials Corp (b) | 45614 | 2877787 |
| Newmont Corp  | 457183 | 37018108 |
|  |  | 39895895 |
| TOTAL MATERIALS |  | 60184340 |
| Real Estate - 1.0% |  |  |
| Health Care REITs - 1.0% |  |  |
| American Healthcare REIT Inc  | 58534 | 2652760 |
| Welltower Inc  | 269545 | 48798427 |
|  |  | 51451187 |
| Utilities - 1.8% |  |  |
| Electric Utilities - 0.7% |  |  |
| Entergy Corp  | 158351 | 15215948 |
| Evergy Inc  | 83286 | 6397197 |
| NRG Energy Inc  | 77272 | 13279966 |
|  |  | 34893111 |
| Gas Utilities - 0.3% |  |  |
| Atmos Energy Corp  | 71689 | 12310435 |
| National Fuel Gas Co  | 31985 | 2523936 |
| UGI Corp  | 36513 | 1220630 |
|  |  | 16055001 |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Talen Energy Corp (b) | 19071 | 7624204 |
| Vistra Corp  | 95248 | 17935199 |
|  |  | 25559403 |
| Multi-Utilities - 0.3% |  |  |
| CenterPoint Energy Inc  | 231063 | 8835849 |
| NiSource Inc  | 167298 | 7044919 |
|  |  | 15880768 |
| TOTAL UTILITIES |  | 92388283 |
| TOTAL UNITED STATES |  | 5053814162 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $4,407,799,777) |  | <br> **5084706686** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (d) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 11/13/2025 (e)<br>(Cost $964,675)<br>| 4.15 | 966000 | **964963** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f)<br>(Cost $51,589,619)<br>| 4.18 | 51579303 | **51589619** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.5%**<br> (Cost $4,460,354,071)<br>| <br>**5137261268** |
| **NET OTHER ASSETS (LIABILITIES) - (0.5)%** (c)  | **(27027155)** |
| **NET ASSETS - 100.0%** | **5110234113** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Contracts |  |  |  |  |  |
| CME E-Mini Nasdaq 100 Index Contracts (United States) | 10 | 12/19/2025 | 5200800 | (37127) | (37127) |
| CME E-Mini S&P 500 Index Contracts (United States) | 54 | 12/19/2025 | 18559800 | 529208 | 529208 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **492081** |
| The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% |

---

**Legend**

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

(b) Non-income producing.

(c) Includes $601,793 of cash collateral to cover margin requirements for futures contracts.

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $964,963.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 12031592 | 89809423 | 50251398 | 123286 | 2 | - | 51589619 | 51579303 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 2397600 | 106118402 | 108516002 | 3495 | - | - | - | - | 0.0% |
| Total | 14429192 | 195927825 | 158767400 | 126781 | 2 | - | 51589619 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI U.S. 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:** 2025-10-31

**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:** $5112388656.38

**Total Liabilities:** $1686222.54

**Net Assets:** $5110702433.84

**Cash Not Reported:** $51191.74

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177148 | 1.27%                | 4.26%                | -0.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10430233.37            | $61940491.68                               |
| Month 2  | $9063.85                 | $194214627.94                              |
| Month 3  | $123008594.82            | $-139963095.81                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOMNIGROUP INTERNATIONAL INC           | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     63491 | NS      | $5037375.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                           | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     80264 | NS      | $8814592.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                   | CELSIUS HOLDINGS INC                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61216 | NS      | $3687039.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                               | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    176964 | NS      | $14388942.84  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                         | HOULIHAN LOKEY                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     18333 | NS      | $3283073.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                         | CLOUDFLARE INC                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |    133421 | NS      | $33795539.30  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                             | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    169456 | NS      | $14486793.44  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP              | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     19496 | NS      | $6158786.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                           | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   2999867 | NS      | $74246708.25  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                         | GE VERNOVA INC                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |    112550 | NS      | $65857507.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                              | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    640520 | NS      | $173177392.40 | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                       | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    158351 | NS      | $15215947.59  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                              | JABIL INC                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     47204 | NS      | $10426891.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                        | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    124474 | NS      | $8047244.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C   | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120601 | NS      | $12042009.85  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                         | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    175912 | NS      | $42961228.64  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                           | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     16007 | NS      | $1973503.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW               | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    516262 | NS      | $71935947.08  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                         | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    795600 | NS      | $411969636.00 | 8.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                          | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    269545 | NS      | $48798426.80  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                  | ROBINHOOD MARKETS INC                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    287343 | NS      | $42176205.54  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                  | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     26900 | NS      | $5421964.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                               | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    567723 | NS      | $193445935.02 | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                        | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     60633 | NS      | $27232099.29  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                         | AIR LEASE CORP CL A                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     21603 | NS      | $1379567.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)          | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    117809 | NS      | $92994890.33  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                           | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      6583 | NS      | $24188772.69  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                     | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    329862 | NS      | $213866027.70 | 4.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                             | CARVANA CO CL A                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     49507 | NS      | $15175875.78  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                    | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    714123 | NS      | $67498905.96  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                          | CME GROUP INC CL A                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    146560 | NS      | $38910214.40  | 0.76%             |  |  |  | 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        |    296993 | NS      | $32054454.49  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC              | PALANTIR TECHNOLOGIES INC                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    864153 | NS      | $173236751.91 | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC               | CROWDSTRIKE HOLDINGS INC                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |    107111 | NS      | $58162344.11  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                               | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    161330 | NS      | $10086351.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     14084 | NS      | $13599228.72  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD            | ROYAL CARIBBEAN CRUISES LTD                   | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |    100531 | NS      | $28835306.73  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                     | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    102057 | NS      | $3831219.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE       | HARTFORD INSURANCE GROUP INC/THE              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     85290 | NS      | $10591312.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                            | FASTENAL CO                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    451052 | NS      | $18560789.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                               | RTX CORP                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    461374 | NS      | $82355259.00  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                 | F5 INC                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     25884 | NS      | $6549946.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                         | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     77272 | NS      | $13279965.92  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                    | DOLLAR GENERAL CORP                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     69522 | NS      | $6859040.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                          | APPLOVIN CORP                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     80547 | NS      | $51335019.51  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                    | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     35401 | NS      | $3293001.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                            | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    282800 | NS      | $17375232.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                       | RBC BEARINGS INC                              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11179 | NS      | $4790536.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                            | ZSCALER INC                                   | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     49641 | NS      | $16438120.74  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                             | RUBRIK INC                                    | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |     57170 | NS      | $4303185.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                          | SNOWFLAKE INC                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |    139964 | NS      | $38473304.32  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                    | TE CONNECTIVITY PLC                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     45717 | NS      | $11292556.17  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                            | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    129168 | NS      | $7441368.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                               | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     32538 | NS      | $1087745.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                         | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     18393 | NS      | $2418863.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                           | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    167298 | NS      | $7044918.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                 | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    344396 | NS      | $32524758.24  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC             | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     14406 | NS      | $7393015.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC           | AMERICAN HEALTHCARE REIT INC                  | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     58534 | NS      | $2652760.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                           | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     22888 | NS      | $5999173.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                 | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    153435 | NS      | $15453973.20  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                      | TALEN ENERGY CORP                             | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19071 | NS      | $7624204.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC         | ARMSTRONG WORLD INDUSTRIES INC                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     14261 | NS      | $2715722.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                  | ANTERO MIDSTREAM CORP                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138242 | NS      | $2384674.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC        | SEAGATE TECHNOLOGY HOLDINGS PLC               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     90297 | NS      | $23105196.36  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                           | GE AEROSPACE                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    436454 | NS      | $134842463.30 | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                           | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    783130 | NS      | $289468341.90 | 5.66%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                           | VERISIGN INC                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     39408 | NS      | $9450038.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                | NATIONAL FUEL GAS CO NJ                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     31985 | NS      | $2523936.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                          | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    669659 | NS      | $67789580.57  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                     | PLANET FITNESS INC CL A                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     26919 | NS      | $2441284.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC          | TAKE-TWO INTERACTV SOFTWR INC                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     82975 | NS      | $21272300.75  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                              | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    222674 | NS      | $14168746.62  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                 | CENTERPOINT ENERGY INC                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    231063 | NS      | $8835849.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW              | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    300543 | NS      | $20085288.69  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC        | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    629568 | NS      | $90865549.44  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC               | IRHYTHM TECHNOLOGIES INC                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     10138 | NS      | $1898847.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust           | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  43512083 | NS      | $43520785.36  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                          | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     52561 | NS      | $42644841.74  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                           | DOORDASH INC                                  | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142941 | NS      | $36359902.17  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                          | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    376999 | NS      | $10868881.17  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                         | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    147641 | NS      | $5436141.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     36021 | NS      | $8848198.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                  | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    170379 | NS      | $11585772.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                        | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     72223 | NS      | $7158743.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                  | ENCOMPASS HEALTH CORP                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     40636 | NS      | $4626408.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC                         | NEXTRACKER INC CL A                           | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57757 | NS      | $5846163.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC            | S and P500 EMINI FUT DEC25 ESZ5               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        69 | NC      | $613383.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                      | MP MATERIALS CORP                             | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     44438 | NS      | $2803593.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC                 | TKO GROUP HOLDINGS INC                        | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26980 | NS      | $5083032.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                      | ATMOS ENERGY CORP                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     71689 | NS      | $12310435.08  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                   | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    167405 | NS      | $34477059.75  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                            | NETFLIX INC                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    151387 | NS      | $169380858.82 | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                             | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     83286 | NS      | $6397197.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                        | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    383394 | NS      | $117859149.54 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                         | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    283958 | NS      | $46569112.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust           | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1209479 | NS      | $1209600.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                            | ROBLOX CORP                                   | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230737 | NS      | $26239411.64  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                            | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   2658179 | NS      | $538254665.71 | 10.53%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                  | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    704709 | NS      | $219249064.08 | 4.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                    | CARDINAL HEALTH INC                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    103759 | NS      | $19794104.43  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                             | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     26406 | NS      | $5391048.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                            | WAYFAIR INC                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     38217 | NS      | $3955841.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 11/13/2025                       | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    966000 | PA      | $964963.42    | 0.02%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                    | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    501320 | NS      | $60053122.80  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL INC                          | RB GLOBAL INC                                 | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     80308 | NS      | $7968159.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                 | DARDEN RESTAURANTS INC                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     48313 | NS      | $8703586.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                       | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    674908 | NS      | $38051313.04  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                              | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    104539 | NS      | $2869595.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                  | US FOODS HOLDING CORP                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     88047 | NS      | $6393973.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                            | CENCORA INC                                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     74289 | NS      | $25095567.09  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                           | INSULET CORP                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     26330 | NS      | $8241553.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                    | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     14693 | NS      | $8753060.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC     | JOHNSON CONTROLS INTERNATIONAL PLC            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    270662 | NS      | $30961026.18  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                      | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1626545 | NS      | $118916704.95 | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                            | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     95248 | NS      | $17935198.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                 | GUIDEWIRE SOFTWARE INC                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     49986 | NS      | $11678729.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                           | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    251742 | NS      | $70787332.98  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                  | UBER TECHNOLOGIES INC                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    854111 | NS      | $82421711.50  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                    | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     92490 | NS      | $19607880.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                           | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    457183 | NS      | $37018107.51  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC          | INTERACTIVE BROKERS GROUP INC                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     41540 | NS      | $2922754.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                  | SOFI TECHNOLOGIES INC A                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    403428 | NS      | $11973743.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                        | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     17166 | NS      | $8924260.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE and MAIN INC                      | CORE and MAIN INC                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50799 | NS      | $2650691.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                      | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     17140 | NS      | $5478972.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer