# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002068
**Filing Date:** 2026-3
**Character Count:** 96214
**Document Hash:** b0a56f370c12a48dccc3b6d20f89fd50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002068.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002068

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26790670

**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. Low Volatility Index Fund (Series ID: S000049309)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000155834 | Fidelity SAI U.S. Low Volatility Index Fund | FSUVX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI U.S. Low Volatility Index Fund**

**January 31, 2026**

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

SV1-NPRT1-0426

1.9866138.111 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** |
|  | Shares | Value ($)<br>|
| PUERTO RICO - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Popular Inc  | 97250 | 12985793 |
| UNITED STATES - 99.7%  |  |  |
| Communication Services - 8.2% |  |  |
| Diversified Telecommunication Services - 3.4% |  |  |
| AT&T Inc  | 10289127 | 269678019 |
| Comcast Corp Class A  | 3339447 | 99348548 |
| Verizon Communications Inc  | 6067127 | 270108494 |
|  |  | 639135061 |
| Entertainment - 0.3% |  |  |
| Electronic Arts Inc  | 324035 | 66077217 |
| Interactive Media & Services - 3.4% |  |  |
| Alphabet Inc Class A  | 1765152 | 596621376 |
| Meta Platforms Inc Class A  | 46534 | 33341611 |
|  |  | 629962987 |
| Media - 0.4% |  |  |
| Fox Corp Class A  | 494979 | 36024573 |
| Omnicom Group Inc (b) | 278761 | 21475747 |
| TEGNA Inc  | 231496 | 4435463 |
| Versant Media Group Inc Class A  | 133578 | 4351971 |
|  |  | 66287754 |
| Wireless Telecommunication Services - 0.7% |  |  |
| T-Mobile US Inc  | 696356 | 137328367 |
| TOTAL COMMUNICATION SERVICES |  | 1538791386 |
| Consumer Discretionary - 10.6% |  |  |
| Automobile Components - 0.0% |  |  |
| Gentex Corp  | 315836 | 7267386 |
| Automobiles - 0.0% |  |  |
| Tesla Inc (c) | 5749 | 2474427 |
| Broadline Retail - 1.7% |  |  |
| Amazon.com Inc (c) | 1321902 | 316331149 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co  | 200148 | 27818571 |
| Diversified Consumer Services - 0.1% |  |  |
| H&R Block Inc  | 192649 | 7600003 |
| Service Corp International/US  | 201800 | 16230774 |
|  |  | 23830777 |
| Hotels, Restaurants & Leisure - 2.3% |  |  |
| Darden Restaurants Inc  | 168407 | 33571935 |
| McDonald's Corp  | 1026851 | 323458065 |
| Yum! Brands Inc  | 399364 | 62101102 |
|  |  | 419131102 |
| Household Durables - 0.2% |  |  |
| Garmin Ltd  | 230619 | 46502015 |
| Specialty Retail - 6.2% |  |  |
| AutoZone Inc (c) | 24072 | 89169669 |
| Home Depot Inc/The  | 1145560 | 429115320 |
| Lowe's Cos Inc (b) | 806447 | 215369736 |
| Murphy USA Inc (b) | 25262 | 10673448 |
| O'Reilly Automotive Inc (c) | 1220957 | 120154378 |
| TJX Cos Inc/The  | 1605327 | 240494038 |
| Tractor Supply Co (b) | 762581 | 38800121 |
|  |  | 1143776710 |
| TOTAL CONSUMER DISCRETIONARY |  | 1987132137 |
| Consumer Staples - 6.7% |  |  |
| Beverages - 0.9% |  |  |
| PepsiCo Inc  | 1033775 | 158818853 |
| Food Products - 0.5% |  |  |
| Campbell's Company/The (b) | 283138 | 7922201 |
| Flowers Foods Inc (b) | 293989 | 3360294 |
| General Mills Inc  | 769393 | 35592120 |
| Hershey Co/The  | 213126 | 41506290 |
| Hormel Foods Corp  | 419376 | 10320843 |
|  |  | 98701748 |
| Household Products - 3.3% |  |  |
| Colgate-Palmolive Co  | 1163005 | 105007721 |
| Kimberly-Clark Corp (b) | 477419 | 47737126 |
| Procter & Gamble Co/The  | 3081822 | 467728125 |
|  |  | 620472972 |
| Tobacco - 2.0% |  |  |
| Philip Morris International Inc  | 2127102 | 381687183 |
| TOTAL CONSUMER STAPLES |  | 1259680756 |
| Energy - 1.4% |  |  |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |
| Antero Midstream Corp  | 481982 | 9070900 |
| Coterra Energy Inc  | 1098130 | 31681051 |
| DT Midstream Inc  | 146188 | 18422612 |
| Kinder Morgan Inc  | 2813787 | 85792366 |
| Williams Cos Inc/The  | 1757228 | 118191155 |
| TOTAL ENERGY |  | 263158084 |
| Financials - 10.9% |  |  |
| Banks - 0.6% |  |  |
| Commerce Bancshares Inc/MO  | 187502 | 9870105 |
| Cullen/Frost Bankers Inc (b) | 92561 | 12756757 |
| First Financial Bankshares Inc  | 187389 | 5962718 |
| Glacier Bancorp Inc (b) | 170590 | 8645501 |
| M&T Bank Corp (b) | 224865 | 49823339 |
| Old National Bancorp/IN (b) | 487396 | 11907084 |
| Prosperity Bancshares Inc  | 136702 | 9433805 |
| United Bankshares Inc/WV  | 203343 | 8607509 |
|  |  | 117006818 |
| Capital Markets - 1.5% |  |  |
| Cboe Global Markets Inc  | 150501 | 39891795 |
| CME Group Inc Class A  | 518570 | 149897845 |
| FactSet Research Systems Inc (b) | 54403 | 13837947 |
| Houlihan Lokey Inc Class A  | 78235 | 13168515 |
| Nasdaq Inc  | 618896 | 59964833 |
| SEI Investments Co  | 135198 | 11877144 |
|  |  | 288638079 |
| Financial Services - 2.9% |  |  |
| Essent Group Ltd  | 141787 | 8921238 |
| Jack Henry & Associates Inc  | 104780 | 18777624 |
| Mastercard Inc Class A  | 14406 | 7761809 |
| Visa Inc Class A  | 1549966 | 498825558 |
| Western Union Co/The (b) | 464738 | 4354594 |
|  |  | 538640823 |
| Insurance - 5.9% |  |  |
| American Financial Group Inc/OH  | 99601 | 12975022 |
| Aon PLC  | 310280 | 108486299 |
| Arch Capital Group Ltd (b)(c) | 534851 | 51367090 |
| Arthur J Gallagher & Co  | 368898 | 91992094 |
| Assurant Inc  | 72609 | 17290381 |
| Brown & Brown Inc  | 421614 | 30398369 |
| Chubb Ltd (b) | 533540 | 165162643 |
| Erie Indemnity Co Class A (b) | 36555 | 10345431 |
| Everest Group Ltd  | 60355 | 19994404 |
| Globe Life Inc  | 116562 | 16344324 |
| Hanover Insurance Group Inc/The  | 51473 | 8963508 |
| Hartford Insurance Group Inc/The  | 404596 | 54644736 |
| Loews Corp  | 244753 | 25838574 |
| Marsh & McLennan Cos Inc  | 707431 | 133131441 |
| Progressive Corp/The  | 843532 | 175454657 |
| Reinsurance Group of America Inc  | 95107 | 19282944 |
| RLI Corp (b) | 132138 | 7720823 |
| Selective Insurance Group Inc  | 87561 | 7362129 |
| Travelers Companies Inc/The  | 323959 | 92169575 |
| Unum Group  | 225469 | 17128880 |
| W R Berkley Corp  | 431173 | 29569844 |
|  |  | 1095623168 |
| TOTAL FINANCIALS |  | 2039908888 |
| Health Care - 12.1% |  |  |
| Biotechnology - 2.2% |  |  |
| Amgen Inc  | 774683 | 264848624 |
| Biogen Inc (c) | 210974 | 37952113 |
| Regeneron Pharmaceuticals Inc  | 146587 | 108686931 |
|  |  | 411487668 |
| Health Care Equipment & Supplies - 0.4% |  |  |
| Becton Dickinson & Co  | 412446 | 83924512 |
| Health Care Providers & Services - 2.2% |  |  |
| Chemed Corp  | 20969 | 8956699 |
| Quest Diagnostics Inc  | 160909 | 30094810 |
| UnitedHealth Group Inc  | 1284036 | 368428449 |
|  |  | 407479958 |
| Pharmaceuticals - 7.3% |  |  |
| Eli Lilly & Co  | 504645 | 523392562 |
| Johnson & Johnson  | 2605427 | 592083286 |
| Merck & Co Inc (b) | 2059451 | 227095662 |
|  |  | 1342571510 |
| TOTAL HEALTH CARE |  | 2245463648 |
| Industrials - 9.0% |  |  |
| Aerospace & Defense - 3.2% |  |  |
| BWX Technologies Inc  | 131520 | 27018154 |
| General Dynamics Corp  | 363300 | 127550997 |
| Huntington Ingalls Industries Inc  | 56466 | 23744517 |
| L3Harris Technologies Inc  | 269223 | 92303106 |
| Lockheed Martin Corp  | 295634 | 187496995 |
| Northrop Grumman Corp (b) | 193672 | 134071379 |
|  |  | 592185148 |
| Commercial Services & Supplies - 1.1% |  |  |
| Republic Services Inc  | 292024 | 62811442 |
| Rollins Inc  | 404480 | 25619763 |
| Waste Management Inc  | 533284 | 118517037 |
|  |  | 206948242 |
| Ground Transportation - 0.2% |  |  |
| Landstar System Inc  | 49866 | 7447985 |
| Union Pacific Corp  | 179518 | 42204682 |
|  |  | 49652667 |
| Industrial Conglomerates - 1.1% |  |  |
| Honeywell International Inc  | 913593 | 207860679 |
| Machinery - 0.9% |  |  |
| Donaldson Co Inc  | 167668 | 17092076 |
| Graco Inc  | 238428 | 20821917 |
| IDEX Corp  | 108335 | 21509914 |
| Nordson Corp  | 77249 | 21207168 |
| Otis Worldwide Corp  | 564757 | 48241543 |
| Snap-on Inc  | 75061 | 27480583 |
| Toro Co/The  | 142004 | 12993366 |
|  |  | 169346567 |
| Professional Services - 2.1% |  |  |
| Automatic Data Processing Inc  | 582841 | 143856816 |
| Booz Allen Hamilton Holding Corp Class A  | 177350 | 15681287 |
| Broadridge Financial Solutions Inc  | 168544 | 33221708 |
| CACI International Inc (c) | 31647 | 19639495 |
| Exponent Inc  | 72669 | 5222721 |
| FTI Consulting Inc (b)(c) | 45683 | 7979450 |
| Jacobs Solutions Inc (b) | 172008 | 23265802 |
| Leidos Holdings Inc  | 184615 | 34759312 |
| Maximus Inc  | 81086 | 7657762 |
| Paychex Inc  | 466540 | 48114270 |
| Science Applications International Corp  | 67448 | 6863508 |
| Verisk Analytics Inc  | 201044 | 43719028 |
|  |  | 389981159 |
| Trading Companies & Distributors - 0.4% |  |  |
| Fastenal Co (b) | 1651407 | 71605008 |
| TOTAL INDUSTRIALS |  | 1687579470 |
| Information Technology - 30.6% |  |  |
| Communications Equipment - 2.9% |  |  |
| Cisco Systems Inc  | 5698291 | 446290152 |
| Motorola Solutions Inc  | 239736 | 96503329 |
|  |  | 542793481 |
| Electronic Equipment, Instruments & Components - 1.7% |  |  |
| Amphenol Corp Class A  | 1756862 | 253128677 |
| CDW Corp/DE  | 188592 | 23836142 |
| Teledyne Technologies Inc (c) | 67470 | 41851641 |
|  |  | 318816460 |
| IT Services - 3.4% |  |  |
| Accenture PLC Class A  | 358661 | 94557386 |
| Akamai Technologies Inc (c) | 206327 | 20044668 |
| Amdocs Ltd  | 160040 | 13113678 |
| ASGN Inc (c) | 63027 | 3283076 |
| Cognizant Technology Solutions Corp Class A  | 702783 | 57670373 |
| IBM Corporation  | 1340422 | 411107428 |
| VeriSign Inc  | 120971 | 29544747 |
|  |  | 629321356 |
| Semiconductors & Semiconductor Equipment - 8.4% |  |  |
| Analog Devices Inc  | 595924 | 185260853 |
| Broadcom Inc  | 348120 | 115332156 |
| NVIDIA Corp (b) | 5121095 | 978794887 |
| Texas Instruments Inc  | 1308216 | 281985959 |
|  |  | 1561373855 |
| Software - 7.8% |  |  |
| Cadence Design Systems Inc (c) | 392103 | 116203645 |
| Dolby Laboratories Inc Class A  | 88041 | 5651352 |
| Dropbox Inc Class A (b)(c) | 266323 | 6785910 |
| Microsoft Corp  | 2858476 | 1229973638 |
| Qualys Inc (c) | 51941 | 6851018 |
| Roper Technologies Inc  | 154852 | 57485708 |
| SPS Commerce Inc (c) | 54550 | 4869133 |
| Tyler Technologies Inc (c) | 62252 | 22995889 |
|  |  | 1450816293 |
| Technology Hardware, Storage & Peripherals - 6.4% |  |  |
| Apple Inc  | 4570522 | 1185959049 |
| TOTAL INFORMATION TECHNOLOGY |  | 5689080494 |
| Materials - 3.2% |  |  |
| Chemicals - 2.3% |  |  |
| Air Products and Chemicals Inc  | 101914 | 27771565 |
| Balchem Corp  | 46701 | 7947109 |
| Corteva Inc  | 977200 | 71140160 |
| Linde PLC  | 674743 | 308337309 |
|  |  | 415196143 |
| Construction Materials - 0.3% |  |  |
| Vulcan Materials Co  | 190121 | 57138965 |
| Containers & Packaging - 0.5% |  |  |
| Amcor PLC (b) | 663459 | 29358061 |
| AptarGroup Inc  | 94800 | 11845260 |
| Avery Dennison Corp  | 112213 | 20816634 |
| Graphic Packaging Holding CO (b) | 426291 | 6245163 |
| Packaging Corp of America  | 128597 | 28619262 |
| Silgan Holdings Inc (b) | 127786 | 5513966 |
|  |  | 102398346 |
| Metals & Mining - 0.1% |  |  |
| Royal Gold Inc (b) | 94728 | 24942830 |
| TOTAL MATERIALS |  | 599676284 |
| Real Estate - 2.9% |  |  |
| Diversified REITs - 0.1% |  |  |
| WP Carey Inc  | 315119 | 21979550 |
| Health Care REITs - 0.1% |  |  |
| Omega Healthcare Investors Inc  | 424493 | 18626753 |
| Industrial REITs - 0.1% |  |  |
| EastGroup Properties Inc  | 76322 | 13863128 |
| Lineage Inc (b) | 82297 | 2938826 |
|  |  | 16801954 |
| Residential REITs - 0.9% |  |  |
| American Homes 4 Rent Class A (b) | 468874 | 14685134 |
| AvalonBay Communities Inc  | 204633 | 36357145 |
| Equity LifeStyle Properties Inc  | 278856 | 17615334 |
| Equity Residential  | 500078 | 31164861 |
| Essex Property Trust Inc  | 92675 | 23342052 |
| Invitation Homes Inc  | 811528 | 21692143 |
| Mid-America Apartment Communities Inc  | 168461 | 22624312 |
|  |  | 167480981 |
| Retail REITs - 0.6% |  |  |
| Agree Realty Corp  | 158962 | 11481825 |
| NNN REIT Inc  | 271650 | 11319656 |
| Realty Income Corp  | 1315652 | 80465276 |
|  |  | 103266757 |
| Specialized REITs - 1.1% |  |  |
| American Tower Corp  | 171986 | 30833650 |
| Equinix Inc  | 140823 | 115605826 |
| Gaming and Leisure Properties Inc  | 407238 | 18223901 |
| VICI Properties Inc  | 1534467 | 43087833 |
|  |  | 207751210 |
| TOTAL REAL ESTATE |  | 535907205 |
| Utilities - 4.1% |  |  |
| Electric Utilities - 3.0% |  |  |
| Alliant Energy Corp  | 304225 | 20051470 |
| American Electric Power Co Inc  | 769550 | 92172851 |
| Duke Energy Corp  | 1118975 | 135787616 |
| Evergy Inc  | 304546 | 23367815 |
| Exelon Corp  | 1453334 | 65080297 |
| IDACORP Inc  | 77751 | 10324555 |
| Southern Co/The  | 1582931 | 141371568 |
| Xcel Energy Inc  | 851039 | 64730026 |
|  |  | 552886198 |
| Multi-Utilities - 1.1% |  |  |
| Ameren Corp  | 389110 | 40187281 |
| CMS Energy Corp  | 430732 | 30793030 |
| Consolidated Edison Inc  | 518964 | 55337131 |
| DTE Energy Co  | 298712 | 40140918 |
| WEC Energy Group Inc  | 463153 | 51257143 |
|  |  | 217715503 |
| TOTAL UTILITIES |  | 770601701 |
| TOTAL UNITED STATES |  | 18616980053 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $13,511,736,371) |  | <br> **18629965846** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (f)<br>(Cost $2,306,332)<br>| 3.82 | 2309000 | **2306695** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g) | 3.70 | 33328985 | 33335651 |
| Fidelity Securities Lending Cash Central Fund (g)(h) | 3.70 | 110310968 | 110321999 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $143,657,650) |  |  | **143657650** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.6%**<br> (Cost $13,657,700,353)<br>| <br>**18775930191** |
| **NET OTHER ASSETS (LIABILITIES) - (0.6)%** (d)  | **(107663744)** |
| **NET ASSETS - 100.0%** | **18668266447** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| CME E-Mini S&P 500 Index Contracts (United States) | 82 | 3/2026 | 28559575 | 371340 |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | 28 | 3/2026 | 9653000 | 178307 |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **549647** |
| The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. |

---

**Legend**

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

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

(c) Non-income producing.

(d) Includes $864,474 of cash collateral to cover margin requirements for futures contracts.

(e) 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.

(f) 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 $2,306,695.

(g) 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.

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

At period end, the value of non-cash collateral for securities on loan amounted to $39,141,603.

**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 | 14601374 | 233618963 | 214883601 | 235801 | (1085) | - | 33335651 | 33328985 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 33976833 | 517182865 | 440838695 | 25395 | 996 | - | 110321999 | 110310968 | 0.3% |
| Total | 48578207 | 750801828 | 655722296 | 261196 | (89) | - | 143657650 |  |  |

---

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. Low Volatility Index Fund

- **b. EDGAR series identifier (if any):** S000049309

- **c. LEI of Series:** 549300MM0KGMKW9JYN69

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18722411081.94

**Total Liabilities:** $113485908.44

**Net Assets:** $18608925173.50

**Cash Not Reported:** $86389.90

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155834 | 2.00%                | -0.51%               | 2.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2809831.38              | $322527489.59                              |
| Month 2  | $6302774.80              | $-129729489.03                             |
| Month 3  | $-1153.80                | $358334129.18                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT and T INC                            | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  10247626 | NS      | $268590277.46  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                               | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    531388 | NS      | $164496469.28  | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| AGREE REALTY CORP                       | AGREE REALTY CORP                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158321 | NS      | $11435525.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC          | AIR PRODUCTS and CHEMICALS INC                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    101503 | NS      | $27659567.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | AKAMAI TECHNOLOGIES INC                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    205495 | NS      | $19963839.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                          | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    159395 | NS      | $13060826.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                     | ALLIANT ENERGY CORPORATION                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    302998 | NS      | $19970598.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                            | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1758032 | NS      | $594214816.00  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                          | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1316570 | NS      | $315055201.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                             | AMEREN CORP                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    387541 | NS      | $40025234.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC          | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    766446 | NS      | $91801069.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO            | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     99199 | NS      | $12922653.73   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                   | AMERICAN HOMES 4 RENT                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    466983 | NS      | $14625907.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                     | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    171292 | NS      | $30709229.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                               | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    771558 | NS      | $263780249.04  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |   1749776 | NS      | $252107726.08  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                      | ANALOG DEVICES INC                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    593520 | NS      | $184513497.60  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                               | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   4552087 | NS      | $1181175534.76 | 6.35%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                          | APTARGROUP INC                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     94418 | NS      | $11797529.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                  | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    532694 | NS      | $51159931.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| ASSURANT INC                            | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     72316 | NS      | $17220609.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC           | AUTOMATIC DATA PROCESSING INC                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    580491 | NS      | $143276788.62  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                            | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |     23975 | NS      | $88810352.75   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC               | AVALONBAY COMMUNITIES INC REIT                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |    203808 | NS      | $36210567.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                     | AVERY DENNISON CORP                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    111760 | NS      | $20732597.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                    | BWX TECHNOLOGIES INC                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    130989 | NS      | $26909070.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                            | BALCHEM CORP                                  | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     46513 | NS      | $7915117.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                 | BECTON DICKINSON and CO                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    410782 | NS      | $83585921.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                         | BERKLEY (WR) CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    429434 | NS      | $29450583.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                              | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |    210123 | NS      | $37799026.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                       | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    191872 | NS      | $7569350.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP        | BOOZ ALLEN HAMILTON HLDG CL A                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |    176635 | NS      | $15618066.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINL SOLUTIONS INC           | BROADRIDGE FINANCIAL SOL                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |    167865 | NS      | $33087870.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                     | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |    419914 | NS      | $30275799.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                 | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    149894 | NS      | $39730903.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                | CDW CORPORATION                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    187831 | NS      | $23739960.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                           | CME GROUP INC CL A                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    516478 | NS      | $149293130.68  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                         | CMS ENERGY CORP                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    428994 | NS      | $30668781.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                      | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   1093701 | NS      | $31553273.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     31520 | NS      | $19560681.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC              | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    390521 | NS      | $115734803.56  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                  | THE CAMPBELL'S COMPANY                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    281996 | NS      | $7890248.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEMED CORP                             | CHEMED CORP                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     20884 | NS      | $8920391.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                       | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   5675307 | NS      | $444490044.24  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP     | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    699949 | NS      | $57437814.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                    | COLGATE-PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |   1158314 | NS      | $104584171.06  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                            | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   3325977 | NS      | $98947815.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO              | COMMERCE BANCSHARES INC                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186745 | NS      | $9830256.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                 | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    516871 | NS      | $55113954.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                | CULLEN FROST BANKERS INC                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     92188 | NS      | $12705350.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                           | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    297507 | NS      | $39978990.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                  | DARDEN RESTAURANTS INC                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    167728 | NS      | $33436576.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                  | DOLBY LABORATORIES INC CL A                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     87686 | NS      | $5628564.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                           | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    166991 | NS      | $17023062.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                    | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   1114461 | NS      | $135239842.35  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     76014 | NS      | $13807182.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                     | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    322728 | NS      | $65810693.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                             | EQUINIX INC                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |    140255 | NS      | $115139537.15  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC         | EQUITY LIFESTYLE PPTYS INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    277731 | NS      | $17544267.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                      | EQUITY RESIDENTIAL REIT                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    498061 | NS      | $31039161.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                       | ERIE INDEMNITY CO CL A                        | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |     36408 | NS      | $10303828.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSEX PROPERTY TRUST INC                | ESSEX PROPERTY TRUST INC                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     92301 | NS      | $23247852.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                             | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   1447472 | NS      | $64817796.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                       | EVEREST GROUP LTD                             | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     60111 | NS      | $19913572.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                            | EXPONENT INC                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     72376 | NS      | $5201663.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                      | FTI CONSULTING INC                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     45498 | NS      | $7947135.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| META PLATFORMS INC                      | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     46346 | NS      | $33206909.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC            | FACTSET RESEARCH SYSTEMS INC                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     54183 | NS      | $13781987.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| FASTENAL CO                             | FASTENAL CO                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |   1644746 | NS      | $71316186.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  33328985 | NS      | $33335650.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 111513450 | NS      | $111524601.11  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC          | FIRST FINL BANKSHARES INC                     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    186633 | NS      | $5938662.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                       | FLOWERS FOODS INC                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    292803 | NS      | $3346738.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCENTURE PLC                           | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    357215 | NS      | $94176162.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| GALLAGHER (ARTHUR J.) and CO            | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    367410 | NS      | $91621031.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC       | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    405595 | NS      | $18150376.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                   | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    361835 | NS      | $127036650.15  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                       | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    766290 | NS      | $35448575.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                             | GENTEX CORP                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    314562 | NS      | $7238071.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                              | GARMIN LTD                                    | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |    229688 | NS      | $46314288.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                        | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    199341 | NS      | $27706405.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                     | GLACIER BANCORP INC                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    169902 | NS      | $8610633.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GRACO INC                               | GRACO INC                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    237466 | NS      | $20737905.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO            | GRAPHIC PACKAGING HOLDING CO                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    424572 | NS      | $6219979.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HANOVER INS GROUP INC                   | HANOVER INSURANCE GROUP INC                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     51266 | NS      | $8927461.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC               | L3HARRIS TECHNOLOGIES INC                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    268137 | NS      | $91930770.45   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE        | HARTFORD INSURANCE GROUP INC/THE              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    402964 | NS      | $54424317.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES             | HENRY (JACK) and ASSOCIATES INC               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    104357 | NS      | $18701817.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HERSHEY CO                              | HERSHEY CO (THE)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |    212267 | NS      | $41338998.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                          | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   1140939 | NS      | $427384340.01  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC             | HONEYWELL INTL INC                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    909908 | NS      | $207022268.16  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                       | HORMEL FOODS CORP                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    417685 | NS      | $10279227.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                          | HOULIHAN LOKEY                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     77919 | NS      | $13115326.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC       | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     56238 | NS      | $23648641.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                             | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     77438 | NS      | $10282992.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                        | IDEX CORPORATION                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |    107898 | NS      | $21423147.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                         | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |   1335016 | NS      | $409449407.20  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                             | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    265249 | NS      | $6758544.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHNSON and JOHNSON                     | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   2594918 | NS      | $589695115.50  | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                     | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    475493 | NS      | $47544545.07   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| KINDER MORGAN INC DEL                   | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |   2802438 | NS      | $85446334.62   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                     | LANDSTAR SYSTEM INC                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     49665 | NS      | $7417964.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                        | LEIDOS HOLDINGS INC                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    183870 | NS      | $34619043.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                        | ELI LILLY and CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    502609 | NS      | $521280924.35  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                    | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    294442 | NS      | $186741005.24  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                              | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    243765 | NS      | $25734271.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                           | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    803195 | NS      | $214501256.70  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                       | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    223958 | NS      | $49622374.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| MARSH and MCLENNAN COS INC              | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    704577 | NS      | $132594345.63  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                          | MASTERCARD INC CL A                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14348 | NS      | $7730558.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                             | MAXIMUS INC                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     80758 | NS      | $7626785.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                          | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |   1022709 | NS      | $322153335.00  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                        | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   2051144 | NS      | $226179648.88  | 1.22%             |  |  |  | No            |                  1 | On Loan: —       |
| MICROSOFT CORP                          | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   2846946 | NS      | $1225012394.34 | 6.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APT CMNTYS INC              | MID AMERICA APT CMNTY INC                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |    167782 | NS      | $22533122.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                  | MOTOROLA SOLUTIONS INC                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |    238769 | NS      | $96114073.26   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                          | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     25160 | NS      | $10630351.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSENT GROUP LTD                        | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    141215 | NS      | $8885247.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                              | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    616400 | NS      | $59722996.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                            | NNN REIT INC                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    270555 | NS      | $11274026.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                            | NORDSON CORP                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     76937 | NS      | $21121514.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                   | NORTHROP GRUMMAN CORP                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |    192891 | NS      | $133530723.66  | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA CORP                             | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   5100439 | NS      | $974846906.07  | 5.24%             |  |  |  | No            |                  1 | On Loan: —       |
| OREILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |   1216032 | NS      | $119669709.12  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)              | OLD NATIONAL BANCORP (IND)                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    485430 | NS      | $11859054.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OMNICOM GROUP INC                       | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    277636 | NS      | $21389077.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA HEALTHCARE INVESTORS INC          | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    422781 | NS      | $18551630.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     62772 | NS      | $3269793.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA               | PACKAGING CORP OF AMERICA                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    128078 | NS      | $28503758.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                             | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    464658 | NS      | $47920179.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                             | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |   1029606 | NS      | $158178369.78  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC         | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   2118522 | NS      | $380147587.68  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                             | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     96857 | NS      | $12933315.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                   | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   3069392 | NS      | $465841623.84  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                   | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    840129 | NS      | $174746832.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC               | PROSPERITY BANCSHARES INC                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136151 | NS      | $9395780.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                              | QUALYS INC                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     51731 | NS      | $6823318.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                   | QUEST DIAGNOSTICS INC                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    160260 | NS      | $29973427.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                | RLI CORP                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |    131605 | NS      | $7689680.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                      | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |   1310346 | NS      | $80140761.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC           | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    145996 | NS      | $108248734.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC        | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     94723 | NS      | $19205088.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                   | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    290846 | NS      | $62558066.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                             | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    402848 | NS      | $25516392.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                  | ROPER TECHNOLOGIES INC                        | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |    154228 | NS      | $57254060.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                          | ROYAL GOLD INC                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     94346 | NS      | $24842245.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| SEI INVESTMENTS CO                      | SEI INV CORP                                  | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    134652 | NS      | $11829178.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMM INC                            | SPS COMMERCE INC                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     54330 | NS      | $4849495.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | SCIENCE APPLICATIONS INTERNATIONAL CORP       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     67176 | NS      | $6835829.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC           | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     87208 | NS      | $7332448.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC          | SERVICE CORP INTERNATIONAL INC                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    200986 | NS      | $16165303.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                     | SILGAN HOLDINGS INC                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    127271 | NS      | $5491743.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SNAP-ON TOOLS CORP                      | SNAP-ON INCORPORATED                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     74758 | NS      | $27369651.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                        | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   1576546 | NS      | $140801323.26  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                       | TJX COMPANIES INC NEW                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |   1598852 | NS      | $239524018.12  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                         | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    693547 | NS      | $136774403.87  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                               | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    230562 | NS      | $4417567.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC               | TELEDYNE TECHNOLOGIES INC                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     67198 | NS      | $41682919.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                               | TESLA INC                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5726 | NS      | $2464527.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                  | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   1302940 | NS      | $280848717.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                          | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    116092 | NS      | $16278420.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                 | TORO CO                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    141431 | NS      | $12940936.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                       | TRACTOR SUPPLY CO.                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    759506 | NS      | $38643665.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVELERS COS INC                       | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    322652 | NS      | $91797720.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                  | TYLER TECHNOLOGIES INC                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     62001 | NS      | $22903169.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                      | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    178794 | NS      | $42034469.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.             | UNITED BANKSHARES INC. W VA.                  | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    202522 | NS      | $8572756.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                  | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   1278857 | NS      | $366942439.01  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                              | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    224559 | NS      | $17059747.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                            | VERISIGN INC                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |    120483 | NS      | $29425563.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC              | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   6042655 | NS      | $269019000.60  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                    | VERISK ANALYTICS INC                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |    200234 | NS      | $43542885.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |   1543714 | NS      | $496813476.62  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                     | VULCAN MATERIALS CO                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |    189355 | NS      | $56908751.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                            | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    313848 | NS      | $21890898.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                    | WEC ENERGY GROUP INC                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    461285 | NS      | $51050410.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                | WASTE MANAGEMENT INC                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    531133 | NS      | $118038997.92  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                    | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    462863 | NS      | $4337026.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS COS INC                        | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   1750140 | NS      | $117714416.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                         | XCEL ENERGY INC                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    847607 | NS      | $64468988.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                          | YUM BRANDS INC                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    397753 | NS      | $61850591.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                    | INVITATION HOMES INC                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    808254 | NS      | $21604629.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                   | ANTERO MIDSTREAM CORP                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    480038 | NS      | $9034315.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                          | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   1528278 | NS      | $42914046.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                            | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    346716 | NS      | $114867010.80  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                              | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    303318 | NS      | $23273590.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                         | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    492982 | NS      | $35879229.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                               | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    660783 | NS      | $29239647.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CORTEVA INC                             | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    973258 | NS      | $70853182.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                     | OTIS WORLDWIDE CORP                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    562479 | NS      | $48046956.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                 | AON PLC                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |    309028 | NS      | $108048549.92  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                        | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145599 | NS      | $18348385.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                    | JACOBS SOLUTIONS INC                          | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |    171314 | NS      | $23171931.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| LINDE PLC                               | LINDE PLC                                     | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |    672022 | NS      | $307093893.34  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC             | S and P500 EMINI FUT MAR26 ESH6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       108 | NC      | $315138.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                             | LINEAGE INC                                   | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81965 | NS      | $2926970.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCH INC             | S and P MID 400 EMINI FUT MAR26 FAH6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        35 | NC      | $140272.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                               | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2309000 | PA      | $2306695.48    | 0.01%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                 | VERSANT MEDIA GROUP INC - A                   | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |    133039 | NS      | $4334410.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer