The Limitations and Restrictions section states "The primary key of the
table does not need to be a key or included column in the filtered index
definition. The primary key is automatically included in all
nonclustered indexes, including filtered indexes."
That statement is not correct.
As
with all nonclustered indexes, the keys of the clustered index (if any)
are included in each nonclustered index (whether filtered or not), but
the primary key column(s) are not included unless they are
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