# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001437
**Filing Date:** 2025-10
**Character Count:** 47114
**Document Hash:** 7f778a84278cd09d0a54e6599cba1e09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001437.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001437

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251424488

**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 Short-Term Treasury Bond Index Fund (Series ID: S000017679)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000194658 | Fidelity Short-Term Treasury Bond Index Fund | FUMBX           |

## 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 Short-Term Treasury Bond Index Fund

- **b. EDGAR series identifier (if any):** S000017679

- **c. LEI of Series:** 549300L5U1ZY9BNN8U75

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $3310447278.85

**Total Liabilities:** $50585731.35

**Net Assets:** $3259861547.50

**Cash Not Reported:** $6649074.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2254.97812417 | **1-Year:** 391514.16140442 | **5-Year:** 457012.00589891 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194658 | 0.81%                | -0.15%               | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-506197.64              | $14643858.78                               |
| Month 2  | $-813225.14              | $-14532920.27                              |
| Month 3  | $-1074953.18             | $24776678.03                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST NOTES                    | UST NOTES 3.25% 06/30/2027                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8671900 | PA      | $8611264.43   | 0.26%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| UST NOTES                    | UST NOTES 4.25% 03/15/2027                    | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34500000 | PA      | $34770878.82  | 1.07%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 01/31/2027                     | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10888300 | PA      | $10553569.81  | 0.32%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 03/31/2029                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39814200 | PA      | $38173419.39  | 1.17%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 11/30/2028                   | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91606200 | PA      | $93760376.59  | 2.88%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/30/2029                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44500000 | PA      | $45315253.80  | 1.39%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 5.5% 08/15/2028   | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11019600 | PA      | $11617068.94  | 0.36%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 05/31/2030                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45250000 | PA      | $45877490.35  | 1.41%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 06/30/2029                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48588000 | PA      | $49659642.35  | 1.52%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 03/31/2027                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21400000 | PA      | $21455171.77  | 0.66%             | 2027-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 10/15/2027                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24100000 | PA      | $24221441.35  | 0.74%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 10/31/2026                   | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37562400 | PA      | $36417920.63  | 1.12%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2029                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40600000 | PA      | $41334289.16  | 1.27%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 11/30/2027                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16385600 | PA      | $15345498.48  | 0.47%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 11/15/2026                   | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1868500 | PA      | $1886090.17   | 0.06%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 05/31/2030                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29150000 | PA      | $29227429.69  | 0.90%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.125% 02/29/2028                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31961700 | PA      | $30097683.75  | 0.92%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 07/31/2026                   | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8528200 | PA      | $8375092.12   | 0.26%             | 2026-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.375% 08/15/2027 | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12888100 | PA      | $13558683.95  | 0.42%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.5% 05/31/2029                     | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40296900 | PA      | $41515251.79  | 1.27%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 12/31/2029                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36350000 | PA      | $37379443.27  | 1.15%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.75% 01/31/2028                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67075700 | PA      | $62694818.34  | 1.92%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 12/31/2027                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60272300 | PA      | $56293386.75  | 1.73%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 05/31/2027                     | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36843700 | PA      | $34893574.38  | 1.07%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2027                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22550000 | PA      | $22643370.98  | 0.69%             | 2027-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.375% 07/31/2027                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66256400 | PA      | $62306897.07  | 1.91%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 11/30/2029                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9850000 | PA      | $9933878.86   | 0.30%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1% 07/31/2028                       | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50833800 | PA      | $47225791.74  | 1.45%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 05/31/2029                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37658200 | PA      | $36516685.81  | 1.12%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/15/2028                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13150000 | PA      | $13251707.10  | 0.41%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 08/31/2027                     | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4444200 | PA      | $4179283.99   | 0.13%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.375% 09/15/2027                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12441406.25  | 0.38%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 06/15/2027                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2299700 | PA      | $2337339.63   | 0.07%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 12/31/2026                    | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82407300 | PA      | $79738720.06  | 2.45%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.375% 09/30/2027                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35693800 | PA      | $33398800.02  | 1.02%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.875% 04/30/2029                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31332100 | PA      | $30539006.22  | 0.94%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 02/15/2027                    | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7761600 | PA      | $7600607.42   | 0.23%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.625% 03/31/2027                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41107800 | PA      | $39192112.39  | 1.20%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 01/31/2030                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39300000 | PA      | $40225699.32  | 1.23%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 04/30/2030                     | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30400000 | PA      | $30166062.58  | 0.93%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 06/30/2030                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43500000 | PA      | $43856835.72  | 1.35%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 05/31/2027                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5317804.71   | 0.16%             | 2027-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 02/15/2028                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11211200 | PA      | $10990917.41  | 0.34%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 08/31/2026                    | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47900 | PA      | $47842.37     | 0.00%             | 2026-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 05/31/2028                    | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72441700 | PA      | $68041432.49  | 2.09%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 01/31/2028                     | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56870600 | PA      | $56739530.90  | 1.74%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 04/30/2027                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29300000 | PA      | $29330902.42  | 0.90%             | 2027-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 12/31/2026                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29390000 | PA      | $29565651.10  | 0.91%             | 2026-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 12/15/2026                   | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17696100 | PA      | $17826055.73  | 0.55%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 03/31/2028                    | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2347600 | PA      | $2213346.63   | 0.07%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 11/15/2027                    | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23284800 | PA      | $22618090.75  | 0.69%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.625% 10/31/2026                   | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47288400 | PA      | $46120967.63  | 1.41%             | 2026-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.25% 08/15/2027                    | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14277500 | PA      | $13906061.99  | 0.43%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 05/15/2027                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16912700 | PA      | $16553305.13  | 0.51%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 11/30/2026                    | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31930000 | PA      | $32099628.13  | 0.98%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 04/30/2028                    | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37754000 | PA      | $35534477.83  | 1.09%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.75% 08/31/2026                    | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31195000 | PA      | $30253300.94  | 0.93%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 08/15/2027                    | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22257500 | PA      | $22301841.17  | 0.68%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 04/15/2028                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40050000 | PA      | $40203316.21  | 1.23%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 09/30/2028                    | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66740300 | PA      | $62214473.41  | 1.91%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 02/28/2029                   | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85809000 | PA      | $80962131.84  | 2.48%             | 2029-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 02/15/2028                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21150000 | PA      | $21471780.33  | 0.66%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 04/30/2027                     | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15906500 | PA      | $15099990.82  | 0.46%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 04/30/2029                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3722906.23   | 0.11%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.875% 02/28/2027                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22422400 | PA      | $21824177.32  | 0.67%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 10/31/2027                     | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36508300 | PA      | $34163782.61  | 1.05%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.5% 03/31/2027                     | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20362300 | PA      | $19990051.70  | 0.61%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 08/31/2028                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90073100 | PA      | $92064560.40  | 2.82%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.375% 07/15/2027                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7857400 | PA      | $7958914.47   | 0.24%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 11/15/2027                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20350000 | PA      | $20566218.75  | 0.63%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 01/15/2028                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12681152.38  | 0.39%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.5% 08/15/2026                     | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6707600 | PA      | $6559875.57   | 0.20%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 09/15/2026                   | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60895100 | PA      | $61374446.13  | 1.88%             | 2026-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 07/31/2029                       | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63137200 | PA      | $63974904.37  | 1.96%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 09/30/2026                     | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58950000 | PA      | $58731240.09  | 1.80%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 09/30/2028                   | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20150000 | PA      | $20752138.62  | 0.64%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.375% 05/15/2029                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11834100 | PA      | $11328377.07  | 0.35%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 11/30/2027                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53516800 | PA      | $53815741.63  | 1.65%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 03/31/2029                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1676900 | PA      | $1705394.20   | 0.05%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 02/29/2028                       | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3401700 | PA      | $3434388.23   | 0.11%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  19770834 | NS      | $19774788.65  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 03/31/2030                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42200000 | PA      | $42778601.67  | 1.31%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.5% 06/30/2027                     | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40772400 | PA      | $38523547.31  | 1.18%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 12/31/2028                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11538500 | PA      | $11590333.13  | 0.36%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.625% 10/15/2026                   | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15283700 | PA      | $15416238.41  | 0.47%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 02/28/2027                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18150000 | PA      | $18253511.63  | 0.56%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.625% 05/31/2027                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45276100 | PA      | $44476693.86  | 1.36%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2027                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6947100 | PA      | $7019556.10   | 0.22%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 06/30/2028                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1197800 | PA      | $1123171.44   | 0.03%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 10/31/2026                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30650000 | PA      | $30748175.63  | 0.94%             | 2026-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 03/15/2028                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25450000 | PA      | $25630933.72  | 0.79%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 04/30/2030                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22350000 | PA      | $22539451.12  | 0.69%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 04/30/2027                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14756600 | PA      | $14536403.79  | 0.45%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 02/28/2030                       | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66300000 | PA      | $67229754.07  | 2.06%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 01/31/2030                     | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7450000 | PA      | $7400236.31   | 0.23%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 0.875% 09/30/2026                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28411300 | PA      | $27528995.89  | 0.84%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 1.25% 11/30/2026                    | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32148400 | PA      | $31163855.25  | 0.96%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 05/15/2028                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26750000 | PA      | $26861060.65  | 0.82%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 01/31/2027                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29150000 | PA      | $29294611.40  | 0.90%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  42413046 | NS      | $42417287.50  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 01/15/2027                       | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $13240734.41  | 0.41%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4% 12/15/2027                       | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15133351.50  | 0.46%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 2.75% 07/31/2027                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13415100 | PA      | $13193436.40  | 0.40%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 04/30/2028                     | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1533200 | PA      | $1529566.93   | 0.05%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.25% 02/28/2029                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9290175.80   | 0.28%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | UNITED STATES TREASURY BOND 6.5% 11/15/2026   | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4120400 | PA      | $4264614.00   | 0.13%             | 2026-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.875% 07/31/2030                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42850000 | PA      | $43194808.81  | 1.33%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| UST NOTES                    | UST NOTES 4.375% 07/31/2026                   | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5279800 | PA      | $5301455.42   | 0.16%             | 2026-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 09/30/2027                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1629000 | PA      | $1645417.26   | 0.05%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.625% 08/31/2029                   | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66500700 | PA      | $66469527.80  | 2.04%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.5% 09/30/2029                     | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39300000 | PA      | $39089683.69  | 1.20%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.875% 10/31/2028                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38559600 | PA      | $40016128.74  | 1.23%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 4.125% 07/31/2028                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12350000 | PA      | $12531390.63  | 0.38%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.75% 06/30/2027                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24300000 | PA      | $24341765.63  | 0.75%             | 2027-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | UST NOTES 3.125% 08/31/2027                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6174800 | PA      | $6115705.25   | 0.19%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer