# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-004159
**Filing Date:** 2026-6
**Character Count:** 79654
**Document Hash:** 4bd81004961dcd38e4a05a9af17d1013
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004159.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004159

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 261127184

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI U.S. Momentum Index Fund (Series ID: S000056275)

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**April 30, 2026**

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

SY1-NPRT3-0626

1.9878815.109 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Anglogold Ashanti Plc  | 248967 | 23335677 |
| THAILAND - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Fabrinet (b)(c) | 23077 | 15772437 |
| UNITED KINGDOM - 0.2%  |  |  |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| TechnipFMC PLC  | 256998 | 19421339 |
| UNITED STATES - 99.1%  |  |  |
| Communication Services - 10.0% |  |  |
| Entertainment - 0.7% |  |  |
| Electronic Arts Inc  | 23813 | 4819037 |
| Roku Inc Class A (c) | 73031 | 8512493 |
| Warner Bros Discovery Inc (c) | 1461146 | 39523999 |
|  |  | 52855529 |
| Interactive Media & Services - 9.3% |  |  |
| Alphabet Inc Class A  | 1954174 | 751966156 |
| Media - 0.0% |  |  |
| New York Times Co/The Class A  | 87115 | 6884698 |
| TOTAL COMMUNICATION SERVICES |  | 811706383 |
| Consumer Discretionary - 5.6% |  |  |
| Automobile Components - 0.1% |  |  |
| BorgWarner Inc  | 135237 | 7704452 |
| Lear Corp  | 34577 | 4395774 |
|  |  | 12100226 |
| Automobiles - 0.9% |  |  |
| Ford Motor Co  | 2417724 | 29206106 |
| General Motors Co  | 571563 | 43947479 |
|  |  | 73153585 |
| Broadline Retail - 0.5% |  |  |
| Amazon.com Inc (c) | 134289 | 35594643 |
| Macy's Inc (b) | 141217 | 2760792 |
|  |  | 38355435 |
| Hotels, Restaurants & Leisure - 1.4% |  |  |
| Expedia Group Inc Class A  | 66124 | 16423218 |
| Hilton Worldwide Holdings Inc  | 136614 | 44272499 |
| Hyatt Hotels Corp Class A (b) | 23518 | 3940911 |
| Marriott International Inc/MD Class A1  | 131100 | 47417559 |
| Travel + Leisure Co (b) | 40041 | 2589051 |
|  |  | 114643238 |
| Household Durables - 0.1% |  |  |
| Somnigroup International Inc  | 109009 | 8269422 |
| Leisure Products - 0.2% |  |  |
| Brunswick Corp/DE  | 40259 | 3198578 |
| Hasbro Inc  | 81691 | 7829265 |
| Polaris Inc  | 32002 | 2120773 |
|  |  | 13148616 |
| Specialty Retail - 2.0% |  |  |
| Five Below Inc (c) | 35648 | 8400807 |
| Ross Stores Inc  | 188797 | 43006069 |
| TJX Cos Inc/The  | 610534 | 95701205 |
| Ulta Beauty Inc (c) | 25602 | 13760563 |
|  |  | 160868644 |
| Textiles, Apparel & Luxury Goods - 0.4% |  |  |
| Ralph Lauren Corp Class A  | 26227 | 9406051 |
| Tapestry Inc  | 123490 | 17910990 |
| VF Corp  | 210829 | 3990993 |
|  |  | 31308034 |
| TOTAL CONSUMER DISCRETIONARY |  | 451847200 |
| Consumer Staples - 0.7% |  |  |
| Beverages - 0.4% |  |  |
| Monster Beverage Corp (c) | 420149 | 32380883 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Casey's General Stores Inc  | 18332 | 15071654 |
| Food Products - 0.0% |  |  |
| Darling Ingredients Inc (c) | 84216 | 5409194 |
| Personal Care Products - 0.1% |  |  |
| Estee Lauder Cos Inc/The Class A  | 143826 | 11032892 |
| TOTAL CONSUMER STAPLES |  | 63894623 |
| Energy - 0.8% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Helmerich & Payne Inc  | 41240 | 1665271 |
| NOV Inc  | 208235 | 4260488 |
| Weatherford International PLC  | 49033 | 5410792 |
|  |  | 11336551 |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| APA Corp  | 201589 | 8210720 |
| Murphy Oil Corp  | 49881 | 2083030 |
| Valero Energy Corp  | 177339 | 44792285 |
|  |  | 55086035 |
| TOTAL ENERGY |  | 66422586 |
| Financials - 8.9% |  |  |
| Banks - 2.5% |  |  |
| Citigroup Inc  | 1024444 | 131108343 |
| Citizens Financial Group Inc  | 241312 | 15697346 |
| US Bancorp  | 908632 | 51483089 |
| Valley National Bancorp (b) | 235329 | 3193414 |
|  |  | 201482192 |
| Capital Markets - 6.4% |  |  |
| Affiliated Managers Group Inc  | 16454 | 4848500 |
| Bank of New York Mellon Corp/The  | 409585 | 55035936 |
| Cboe Global Markets Inc  | 51445 | 15438130 |
| Charles Schwab Corp/The  | 934387 | 85627225 |
| Goldman Sachs Group Inc/The  | 177206 | 163697587 |
| Interactive Brokers Group Inc Class A  | 60661 | 4822550 |
| Invesco Ltd  | 246561 | 6462364 |
| Janus Henderson Group PLC  | 81839 | 4223710 |
| Morgan Stanley  | 691105 | 131717702 |
| Northern Trust Corp  | 112614 | 18732213 |
| State Street Corp  | 162803 | 24882811 |
|  |  | 515488728 |
| Insurance - 0.0% |  |  |
| Loews Corp  | 33848 | 3811623 |
| TOTAL FINANCIALS |  | 720782543 |
| Health Care - 9.4% |  |  |
| Biotechnology - 0.6% |  |  |
| Arrowhead Pharmaceuticals Inc (c) | 87942 | 6461978 |
| Biogen Inc (c) | 18863 | 3570389 |
| Insmed Inc (c) | 120055 | 16367098 |
| Ionis Pharmaceuticals Inc (c) | 106308 | 7947586 |
| Natera Inc (c) | 79570 | 16404151 |
|  |  | 50751202 |
| Health Care Equipment & Supplies - 0.4% |  |  |
| IDEXX Laboratories Inc (c) | 47654 | 26724363 |
| LivaNova PLC (c) | 51582 | 3100078 |
|  |  | 29824441 |
| Health Care Providers & Services - 2.1% |  |  |
| Cardinal Health Inc  | 132240 | 25506451 |
| Cencora Inc  | 106996 | 32955838 |
| Ensign Group Inc/The (b) | 34934 | 6521828 |
| Guardant Health Inc (c) | 61496 | 5355072 |
| HCA Healthcare Inc  | 94802 | 41186729 |
| McKesson Corp  | 68904 | 56170541 |
|  |  | 167696459 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Illumina Inc (c) | 89419 | 11332964 |
| Pharmaceuticals - 6.2% |  |  |
| Elanco Animal Health Inc (b)(c) | 311833 | 6975704 |
| Eli Lilly & Co  | 46983 | 43910312 |
| Jazz Pharmaceuticals PLC (c) | 32295 | 6556531 |
| Johnson & Johnson  | 1157104 | 265960355 |
| Merck & Co Inc  | 1454058 | 158754053 |
| Royalty Pharma PLC Class A  | 208047 | 10421074 |
| Viatris Inc  | 646577 | 9659860 |
|  |  | 502237889 |
| TOTAL HEALTH CARE |  | 761842955 |
| Industrials - 19.2% |  |  |
| Aerospace & Defense - 6.6% |  |  |
| ATI Inc (c) | 84959 | 13207726 |
| Carpenter Technology Corp  | 27912 | 11951918 |
| Curtiss-Wright Corp  | 21769 | 15678034 |
| FTAI Aviation Ltd  | 57406 | 14332556 |
| GE Aerospace  | 592859 | 171887611 |
| General Dynamics Corp  | 138361 | 47637692 |
| Hexcel Corp  | 44965 | 4220865 |
| Howmet Aerospace Inc  | 229819 | 55855210 |
| Huntington Ingalls Industries Inc  | 22781 | 8298890 |
| L3Harris Technologies Inc  | 101127 | 32416260 |
| RTX Corp  | 784307 | 138092934 |
| Woodward Inc  | 35291 | 12810280 |
|  |  | 526389976 |
| Air Freight & Logistics - 0.8% |  |  |
| CH Robinson Worldwide Inc  | 71698 | 13035413 |
| FedEx Corp  | 126835 | 51153824 |
|  |  | 64189237 |
| Building Products - 0.6% |  |  |
| Johnson Controls International plc  | 331679 | 48435084 |
| Construction & Engineering - 1.6% |  |  |
| API Group Corp (c) | 204894 | 9367754 |
| Comfort Systems USA Inc  | 21658 | 39856135 |
| Everus Construction Group Inc (c) | 31244 | 4606302 |
| MasTec Inc (c) | 36373 | 14332781 |
| Quanta Services Inc  | 82664 | 60160379 |
| Valmont Industries Inc  | 11084 | 5631115 |
|  |  | 133954466 |
| Electrical Equipment - 4.0% |  |  |
| AMETEK Inc  | 144869 | 34116650 |
| GE Vernova Inc  | 152160 | 164859274 |
| Nextpower Inc Class A (c) | 85669 | 10205747 |
| nVent Electric PLC  | 105890 | 15131681 |
| Rockwell Automation Inc  | 68661 | 28076170 |
| Vertiv Holdings Co Class A  | 222608 | 73124502 |
|  |  | 325514024 |
| Ground Transportation - 0.1% |  |  |
| JB Hunt Transport Services Inc  | 40929 | 10294871 |
| Machinery - 5.3% |  |  |
| Caterpillar Inc  | 276875 | 246449206 |
| Chart Industries Inc (c) | 29192 | 6069017 |
| Cummins Inc  | 82724 | 55508631 |
| Donaldson Co Inc  | 61996 | 5466187 |
| Flowserve Corp  | 54773 | 4033484 |
| Mueller Industries Inc  | 70367 | 9529803 |
| Parker-Hannifin Corp  | 75999 | 69115011 |
| RBC Bearings Inc (c) | 19542 | 11707417 |
| Westinghouse Air Brake Technologies Corp  | 98379 | 26551508 |
|  |  | 434430264 |
| Passenger Airlines - 0.1% |  |  |
| Southwest Airlines Co  | 301833 | 11445507 |
| Trading Companies & Distributors - 0.1% |  |  |
| Wesco International Inc  | 22808 | 7962729 |
| TOTAL INDUSTRIALS |  | 1562616158 |
| Information Technology - 40.8% |  |  |
| Communications Equipment - 3.5% |  |  |
| Ciena Corp (c) | 85635 | 45179313 |
| Cisco Systems Inc  | 2208901 | 202114442 |
| Lumentum Holdings Inc (c) | 42024 | 37919095 |
|  |  | 285212850 |
| Electronic Equipment, Instruments & Components - 3.7% |  |  |
| Amphenol Corp Class A  | 740258 | 109017796 |
| Coherent Corp (c) | 96495 | 30850416 |
| Corning Inc  | 460032 | 75555656 |
| Flex Ltd (c) | 245144 | 22442933 |
| Jabil Inc  | 74562 | 25163929 |
| Keysight Technologies Inc (c) | 109814 | 38425017 |
|  |  | 301455747 |
| IT Services - 0.1% |  |  |
| MongoDB Inc Class A (c) | 46730 | 11721286 |
| Semiconductors & Semiconductor Equipment - 25.6% |  |  |
| Advanced Micro Devices Inc (c) | 922196 | 326909260 |
| Analog Devices Inc  | 261359 | 105134271 |
| Applied Materials Inc  | 452876 | 178655053 |
| KLA Corp  | 73668 | 128944784 |
| Lam Research Corp  | 719397 | 185503710 |
| Lattice Semiconductor Corp (c) | 54488 | 6662793 |
| Micron Technology Inc  | 655732 | 339118362 |
| MKS Inc  | 23240 | 6594350 |
| Monolithic Power Systems Inc  | 23394 | 37767508 |
| NVIDIA Corp  | 3672642 | 732949165 |
| Onto Innovation Inc (c) | 16724 | 4934583 |
| Teradyne Inc  | 81539 | 28006200 |
|  |  | 2081180039 |
| Software - 1.5% |  |  |
| Microsoft Corp  | 295999 | 120702472 |
| Technology Hardware, Storage & Peripherals - 6.4% |  |  |
| Apple Inc  | 918973 | 249363324 |
| Sandisk Corp/DE (c) | 82377 | 90327204 |
| Seagate Technology Holdings PLC  | 131202 | 88382915 |
| Western Digital Corp  | 205568 | 89323407 |
|  |  | 517396850 |
| TOTAL INFORMATION TECHNOLOGY |  | 3317669244 |
| Materials - 2.5% |  |  |
| Chemicals - 0.2% |  |  |
| Albemarle Corp  | 70930 | 13951931 |
| Metals & Mining - 2.3% |  |  |
| Alcoa Corp  | 160935 | 10266044 |
| Commercial Metals Co  | 71988 | 4964292 |
| Freeport-McMoRan Inc  | 861018 | 49749620 |
| Newmont Corp  | 644683 | 71617834 |
| Nucor Corp  | 134809 | 30371120 |
| Steel Dynamics Inc  | 81229 | 18573823 |
|  |  | 185542733 |
| TOTAL MATERIALS |  | 199494664 |
| Real Estate - 1.2% |  |  |
| Health Care REITs - 1.1% |  |  |
| American Healthcare REIT Inc  | 97977 | 4975272 |
| Welltower Inc  | 370694 | 80566634 |
|  |  | 85541906 |
| Hotel & Resort REITs - 0.1% |  |  |
| Host Hotels & Resorts Inc  | 403902 | 8534449 |
| TOTAL REAL ESTATE |  | 94076355 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Ormat Technologies Inc  | 34085 | 3916367 |
| TOTAL UNITED STATES |  | 8054269078 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $6,728,204,240) |  | <br> **8112798531** |

---

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (d) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/14/2026 (e)<br>(Cost $1,792,659)<br>| 3.64 | 1795000 | **1792678** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.3%** | &nbsp;&nbsp;**Money Market Funds - 0.3%** | &nbsp;&nbsp;**Money Market Funds - 0.3%** | &nbsp;&nbsp;**Money Market Funds - 0.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f) | 3.69 | 12610341 | 12612863 |
| Fidelity Securities Lending Cash Central Fund (f)(g) | 3.69 | 11094367 | 11095476 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $23,708,339) |  |  | **23708339** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.1%**<br> (Cost $6,753,705,238)<br>| <br>**8138299548** |
| **NET OTHER ASSETS (LIABILITIES) - (0.1)%**  | **(10336257)** |
| **NET ASSETS - 100.0%** | **8127963291** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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 Nasdaq 100 Index Contracts (United States) | 7 | 6/2026 | 3863440 | 478881 |
| CME E-Mini S&P 500 Index Contracts (United States) | 32 | 6/2026 | 11590000 | 1035577 |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **1514458** |
| The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. |

---

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,032,662.

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

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

At period end, the value of non-cash collateral for securities on loan amounted to $7,799,107.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 12031592 | 884278014 | 883666757 | 1663508 | (29986) | - | 12612863 | 12610341 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 2397600 | 266438747 | 257739263 | 13422 | (1608) | - | 11095476 | 11094367 | 0.0% |
| Total | 14429192 | 1150716761 | 1141406020 | 1676930 | (31594) | - | 23708339 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8141403682.58

**Total Liabilities:** $12872646.07

**Net Assets:** $8128531036.51

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177148 | 0.05%                | -5.15%               | 16.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-51533472.43            | $46780216.31                               |
| Month 2  | $74967074.57             | $-456236680.17                             |
| Month 3  | $129528283.60            | $1002529345.21                             |

### Schedule of Portfolio Investments

| Name                               | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOMNIGROUP INTERNATIONAL INC       | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    109009 | NS      | $8269422.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                       | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    123490 | NS      | $17910989.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                  | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    571563 | NS      | $43947479.07  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                      | COHERENT CORP                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     96495 | NS      | $30850416.45  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                       | TERADYNE INC                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     81539 | NS      | $28006200.33  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                  | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    162803 | NS      | $24882810.52  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL+LEISURE CO                  | TRAVEL+LEISURE CO                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     40041 | NS      | $2589051.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CARPENTER TECHNOLOGY CORP          | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     27912 | NS      | $11951918.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP   | WESTINGHOUSE AIR BRAKE TECH CORP              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     98379 | NS      | $26551508.31  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                          | UST BILLS 0% 05/14/2026                       | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1795000 | PA      | $1792677.84   | 0.02%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON GROUP PLC          | JANUS HENDERSON GROUP PLC                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     81839 | NS      | $4223710.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                     | GE VERNOVA INC                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |    152160 | NS      | $164859273.60 | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                          | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    918973 | NS      | $249363323.55 | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                          | JABIL INC                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     74562 | NS      | $25163929.38  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC             | ORMAT TECHNOLOGIES INC                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     34085 | NS      | $3916366.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                 | ANALOG DEVICES INC                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    261359 | NS      | $105134271.34 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC         | ADVANCED MICRO DEVICES INC                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    922196 | NS      | $326909260.04 | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                     | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    134289 | NS      | $35594642.34  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC          | CH ROBINSON WORLDWIDE INC                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     71698 | NS      | $13035413.38  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW           | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    740258 | NS      | $109017795.66 | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                     | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    295999 | NS      | $120702472.22 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                      | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    370694 | NS      | $80566633.96  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                      | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   2417724 | NS      | $29206105.92  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                       | LIVANOVA PLC                                  | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     51582 | NS      | $3100078.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LAM RESEARCH CORP                  | LAM RESEARCH CORP                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    719397 | NS      | $185503710.42 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC              | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     42024 | NS      | $37919095.68  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                    | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     82664 | NS      | $60160379.28  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                           | ROKU INC CLASS A                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     73031 | NS      | $8512493.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                         | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    160935 | NS      | $10266043.65  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    177206 | NS      | $163697586.62 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH and PAYNE INC            | HELMERICH and PAYNE INC                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     41240 | NS      | $1665271.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                     | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    908632 | NS      | $51483089.12  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                 | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     81229 | NS      | $18573823.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC         | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    241312 | NS      | $15697345.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    934387 | NS      | $85627224.68  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP          | BANK OF NEW YORK MELLON CORP                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    409585 | NS      | $55035936.45  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                 | HCA HEALTHCARE INC                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     94802 | NS      | $41186728.90  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                           | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    245144 | NS      | $22442933.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC            | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     21658 | NS      | $39856134.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC            | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     84216 | NS      | $5409193.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                       | ILLUMINA INC                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     89419 | NS      | $11332964.06  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                     | VF CORP                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    210829 | NS      | $3990992.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                           | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    201589 | NS      | $8210719.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP              | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    138361 | NS      | $47637692.30  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     23813 | NS      | $4819036.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                         | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     18863 | NS      | $3570388.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC      | ARROWHEAD PHARMACEUTICALS INC                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     87942 | NS      | $6461978.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                   | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1454058 | NS      | $158754052.44 | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC          | KEYSIGHT TECHNOLOGIES INC                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    109814 | NS      | $38425016.74  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP               | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    205568 | NS      | $89323407.36  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC        | S and P500 EMINI FUT JUN26 ESM6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        31 | NC      | $1035334.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                 | VERTIV HOLDINGS CO                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    222608 | NS      | $73124501.92  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                         | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     81691 | NS      | $7829265.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC          | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   1461146 | NS      | $39523999.30  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                 | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    208047 | NS      | $10421074.23  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                         | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     33848 | NS      | $3811623.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC        | NASDAQ 100 E-MINI FUT JUN26 NQM6              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         7 | NC      | $478880.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC       | MONOLITHIC POWER SYS INC                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     23394 | NS      | $37767507.54  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                        | POLARIS INC                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     32002 | NS      | $2120772.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                         | CIENA CORP                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     85635 | NS      | $45179313.30  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                           | RTX CORP                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    784307 | NS      | $138092933.49 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                         | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    134809 | NS      | $30371119.61  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                  | TJX COMPANIES INC NEW                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    610534 | NS      | $95701204.50  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                        | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     82724 | NS      | $55508631.24  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     61496 | NS      | $5355071.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                   | RBC BEARINGS INC                              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19542 | NS      | $11707416.78  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                          | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    141217 | NS      | $2760792.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VALMONT INDUSTRIES INC             | VALMONT INDUSTRIES INC                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     11084 | NS      | $5631115.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                   | ENSIGN GROUP INC                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     34934 | NS      | $6521828.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TECHNIPFMC PLC                     | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    256998 | NS      | $19421338.86  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD      | MARRIOTT INTERNATIONAL INC A                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    131100 | NS      | $47417559.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                            | MKS INC                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     23240 | NS      | $6594350.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC               | ESTEE LAUDER COS INC CL A                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |    143826 | NS      | $11032892.46  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC             | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     70367 | NS      | $9529802.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC               | CHART INDUSTRIES INC                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     29192 | NS      | $6069016.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                     | FIVE BELOW INC                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     35648 | NS      | $8400807.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                            | ATI INC                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     84959 | NS      | $13207726.14  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP               | PARKER HANNIFIN CORP                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     75999 | NS      | $69115010.58  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                 | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    177339 | NS      | $44792284.62  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC         | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     18332 | NS      | $15071653.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                          | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     34577 | NS      | $4395774.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP         | LATTICE SEMICONDUCTOR CORP                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     54488 | NS      | $6662792.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC       | AMERICAN HEALTHCARE REIT INC                  | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     97977 | NS      | $4975272.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                        | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    646577 | NS      | $9659860.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC          | L3HARRIS TECHNOLOGIES INC                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    101127 | NS      | $32416259.85  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                  | HYATT HOTELS CORP CL A                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     23518 | NS      | $3940911.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| WOODWARD INC                       | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     35291 | NS      | $12810280.09  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                   | ELI LILLY and CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     46983 | NS      | $43910311.80  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC           | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    311833 | NS      | $6975704.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHERN TRUST CORP                | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    112614 | NS      | $18732212.76  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC               | FREEPORT MCMORAN INC                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    861018 | NS      | $49749620.04  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC            | WESCO INTERNATIONAL INC                       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     22808 | NS      | $7962728.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC    | SEAGATE TECHNOLOGY HOLDINGS PLC               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    131202 | NS      | $88382915.28  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                       | GE AEROSPACE                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    592859 | NS      | $171887609.87 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                 | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    105890 | NS      | $15131681.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                    | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    276875 | NS      | $246449206.25 | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                      | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1024444 | NS      | $131108343.12 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC         | NOV INC                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    208235 | NS      | $4260488.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                        | MONGODB INC CL A                              | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     46730 | NS      | $11721285.90  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                    | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     49881 | NS      | $2083030.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                      | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     70930 | NS      | $13951931.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW          | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    420149 | NS      | $32380883.43  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO               | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     71988 | NS      | $4964292.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust       | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  12610341 | NS      | $12612862.83  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP INC      | EVERUS CONSTRUCTION GROUP INC                 | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     31244 | NS      | $4606302.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                      | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     68904 | NS      | $56170540.80  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                  | EXPEDIA INC                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     66124 | NS      | $16423217.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                           | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     23077 | NS      | $15772437.19  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| VALLEY NATL BANCORP                | VALLEY NATL BANCORP                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    235329 | NS      | $3193414.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| API GROUP CORP                     | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    204894 | NS      | $9367753.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP/DE                    | SANDISK CORPORATION                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82377 | NS      | $90327204.27  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                  | FTAI AVIATION LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     57406 | NS      | $14332556.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC            | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     51445 | NS      | $15438130.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                 | HEXCEL CORPORATION                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     44965 | NS      | $4220864.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC      | WEATHERFORD INTERNATIONAL PLC                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     49033 | NS      | $5410791.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC              | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    248967 | NS      | $23335676.91  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                         | NATERA INC                                    | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |     79570 | NS      | $16404151.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                      | NEXTPOWER INC                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85669 | NS      | $10205747.97  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC      | AFFILIATED MANAGERS GRP INC                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     16454 | NS      | $4848500.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC  | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     22781 | NS      | $8298890.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                           | KLA CORP                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     73668 | NS      | $128944783.80 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC             | IDEXX LABS INC                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     47654 | NS      | $26724363.20  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC               | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    229819 | NS      | $55855209.76  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                     | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    691105 | NS      | $131717701.95 | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                        | CORNING INC                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    460032 | NS      | $75555655.68  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                         | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    126835 | NS      | $51153823.85  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC              | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    655732 | NS      | $339118361.12 | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust       | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  11896066 | NS      | $11897256.09  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC              | APPLIED MATERIALS INC                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    452876 | NS      | $178655053.24 | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC        | HOST HOTELS and RESORTS INC                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    403902 | NS      | $8534449.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                        | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   3672642 | NS      | $732949163.94 | 9.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                     | BRUNSWICK CORP                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     40259 | NS      | $3198577.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                | CARDINAL HEALTH INC                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    132240 | NS      | $25506451.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                      | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     61996 | NS      | $5466187.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                         | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     36373 | NS      | $14332780.65  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                     | AMETEK INC NEW                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    144869 | NS      | $34116649.50  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                         | INSMED INC                                    | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    120055 | NS      | $16367098.15  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                     | FLOWSERVE CORP                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     54773 | NS      | $4033483.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO              | SOUTHWEST AIRLINES CO                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    301833 | NS      | $11445507.36  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                    | ROSS STORES INC                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    188797 | NS      | $43006068.63  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC      | HILTON WORLDWIDE HOLDINGS INC                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    136614 | NS      | $44272498.98  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                        | CENCORA INC                                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    106996 | NS      | $32955837.96  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     21769 | NS      | $15678033.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   1157104 | NS      | $265960354.40 | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                        | INVESCO LTD                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    246561 | NS      | $6462363.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPORT SERVICES       | HUNT J B TRANSPORT SERVICES IN                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     40929 | NS      | $10294871.37  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                     | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    135237 | NS      | $7704451.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC | JOHNSON CONTROLS INTERNATIONAL PLC            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    331679 | NS      | $48435084.37  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                  | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   2208901 | NS      | $202114441.50 | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                  | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     87115 | NS      | $6884698.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC            | ROCKWELL AUTOMATION INC                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     68661 | NS      | $28076169.51  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC           | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     32295 | NS      | $6556530.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC          | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    106308 | NS      | $7947586.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                       | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1954174 | NS      | $751966155.20 | 9.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                | ONTO INNOVATION INC                           | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |     16724 | NS      | $4934583.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                       | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    644683 | NS      | $71617834.47  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC      | INTERACTIVE BROKERS GROUP INC                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     60661 | NS      | $4822549.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                    | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     25602 | NS      | $13760562.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                  | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     26227 | NS      | $9406051.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer