Mutual Fund Database

Fidelity Group of Funds > Fidelity Salem Street Trust

Fidelity Short-Term Bond Fund

Fund of Funds
Series ID: S000007007
LEI: HV4C3161T41A28O8LI97
SEC CIK: 35315
$2.67B Avg Monthly Net Assets
$2.33B Total Assets
$22.93M Total Liabilities
$2.31B Net Assets
Fidelity Short-Term Bond Fund is a Fund of Funds in Fidelity Salem Street Trust from Fidelity Group of Funds, based in Massachusetts, United States of America. The fund has six share classes and monthly net assets of $2.67B. On July 26th, 2024 it reported 488 holdings, the largest being UST NOTES (8.3%), UST NOTES (8.2%) and UST NOTES (3.9%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Fidelity Advisor Short-Term Bond Fund - Class A C000171437 FBNAX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24-0.27% (Max)-2.73% (Min)
Fidelity Advisor Short-Term Bond Fund - Class C C000171439 FANCX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 240.18% (Max)-2.31% (Min)
Fidelity Advisor Short-Term Bond Fund - Class I C000171440 FBNIX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 241.27% (Max)-1.23% (Min)
Fidelity Advisor Short-Term Bond Fund - Class M C000171438 FBNTX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24-0.27% (Max)-2.73% (Min)
Fidelity Advisor Short-Term Bond Fund - Class Z C000205020 FIKTX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 241.27% (Max)-1.22% (Min)
Fidelity Short-Term Bond Fund C000019128 FSHBX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 241.26% (Max)-1.23% (Min)

Holdings

From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A Long Debt NL $5M – 0.21
ADVANCE AUTO PARTS INC 5.9% 03/09/2026 Long Debt US $2M – 0.10
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 Long Debt IE $2M – 0.09
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 Long Debt IE $5M – 0.23
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 Long Debt IE $7M – 0.31
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 Long Debt IE $5M – 0.23
AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A Long ABS-collateralized bond/debt obligation US $871K – 0.04
AIMCO CLO 12 LTD TSFR3M+117 01/17/2032 144A Long ABS-collateralized bond/debt obligation KY $5M – 0.22
AIR LEASE CORP 0.8% 08/18/2024 Long Debt US $4M – 0.16
ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 Long ABS-collateralized bond/debt obligation US $1M – 0.05
ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) Long Debt US $6M – 0.27
ALTRIA GROUP INC 2.35% 05/06/2025 Long Debt US $1M – 0.05
AMERICAN EXPRESS CO 2.25% 03/04/2025 Long Debt US $3M – 0.15
AMERICAN EXPRESS CO 5.11%/VAR 02/16/2028 Long Debt US $5M – 0.22
AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027 Long Debt US $5M – 0.22
AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026 Long Debt US $6M – 0.27
AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 Long ABS-collateralized bond/debt obligation US $4M – 0.15
AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027 Long ABS-collateralized bond/debt obligation US $4M – 0.19
AMERICAN EXPRESS CR ACC MST TR 5.23% 09/15/2028 Long ABS-collateralized bond/debt obligation US $7M – 0.31
AMERICAN HONDA FINANCE CORP 4.6% 04/17/2025 Long Debt US $5M – 0.24
AMERICAN TOWER CORP 1.3% 09/15/2025 Long Debt US $3M – 0.12
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.76% 08/18/2026 Long ABS-collateralized bond/debt obligation US $3M – 0.11
AMGEN INC 5.25% 03/02/2025 Long Debt US $8M – 0.35
AMPHENOL CORPORATION NEW 5.05% 04/05/2027 Long Debt US $1M – 0.04
ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A Long ABS-collateralized bond/debt obligation US $4M – 0.15
AON NORTH AMERICA INC 5.125% 03/01/2027 Long Debt US $7M – 0.30
ARES 15-2A AR3 CLO LTD TSFR3M+132 04/17/2033 144A (ARES XXXIV CLO LTD) Long ABS-collateralized bond/debt obligation KY $10M – 0.44
ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.09
ARES LII CLO LTD TSFR3M+131.161 04/22/2031 144A Long ABS-collateralized bond/debt obligation KY $8M – 0.33
ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A Long ABS-collateralized bond/debt obligation US $4M – 0.19
ARI FLEET LEASE TRUST 5.3% 11/15/2032 144A Long ABS-collateralized bond/debt obligation US $5M – 0.22
ASTRAZENECA FINANCE LLC 4.8% 02/26/2027 Long Debt US $6M – 0.26
ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A Long Debt US $6M – 0.27
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A Long Debt US $4M – 0.17
ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A Long Debt US $5M – 0.22
ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A Long Debt US $5M – 0.22
AUTOZONE INC 5.05% 07/15/2026 Long Debt US $6M – 0.28
AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A Long Debt KY $7M – 0.30
BA CR CARD TR 4.79% 05/15/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.11
BA CR CARD TR 4.98% 11/15/2028 Long ABS-collateralized bond/debt obligation US $4M – 0.15
BAE SYSTEMS PLC 5% 03/26/2027 144A Long Debt GB $2M – 0.09
BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A Long ABS-mortgage backed security US $2M – 0.09
BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A Long ABS-mortgage backed security US $2M – 0.08
BANK OF AMERICA CORPORATION 4.827%/VAR 07/22/2026 Long Debt US $5M – 0.21
BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027 Long Debt US $5M – 0.22
BANK OF AMERICA CORPORATION SOFR+129 01/20/2027 Long Debt US $6M – 0.26
BANK OF AMERICA NA 5.65% 08/18/2025 (BANK OF AMERICA, N.A.) Long Debt US $5M – 0.22
BANK OF MONTREAL QUE 4.25% 09/14/2024 Long Debt CA $7M – 0.30
BANK OF MONTREAL QUE 5.266% 12/11/2026 Long Debt CA $5M – 0.22
BANK OF MONTREAL QUE 5.92% 09/25/2025 Long Debt CA $3M – 0.13
BANK OF NOVA SCOTIA 5.35% 12/07/2026 (THE BANK OF NOVA SCOTIA) Long Debt CA $4M – 0.17
BANK OF NOVA SCOTIA 5.45% 06/12/2025 (THE BANK OF NOVA SCOTIA) Long Debt CA $7M – 0.28
BANQUE FED CRED MUTUEL PARIS 4.524% 07/13/2025 144A Long Debt FR $5M – 0.24
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 Long Debt GB $5M – 0.21
BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026 Long Debt GB $3M – 0.11
BARCLAYS PLC 5.674%/VAR 03/12/2028 Long Debt GB $6M – 0.25
BARCLAYS PLC 5.829%/VAR 05/09/2027 Long Debt GB $7M – 0.28
BARCLAYS PLC 6.39% 09/13/2027 Long Debt GB $3M – 0.13
BAT CAPITAL CORP 3.222% 08/15/2024 Long Debt US $10M – 0.43
BAT INTL FINANCE PLC 1.668% 03/25/2026 (BAT INTERNATIONAL FINANCE PLC) Long Debt GB $6M – 0.27
BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) Long Debt US $7M – 0.28
BENCHMARK 2021-B31 MORTGAGE TRUST 1.357% 12/15/2054 Long ABS-mortgage backed security US $4M – 0.15
BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A Long Debt US $6M – 0.25
BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 Long Debt US $7M – 0.30
BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A Long ABS-mortgage backed security US $4M – 0.18
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) Long ABS-mortgage backed security US $1M – 0.04
BMW VECHICLE LEASE TR 2023-1 5.16% 11/25/2025 Long ABS-collateralized bond/debt obligation US $4M – 0.16
BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026 Long ABS-collateralized bond/debt obligation US $4M – 0.17
BMW VEHICLE LEASE TRUST 2024-1 4.98% 03/25/2027 Long ABS-collateralized bond/debt obligation US $4M – 0.17
BNP PARIBAS 2.219%/VAR 06/09/2026 144A Long Debt FR $7M – 0.29
BOEING CO 4.875% 05/01/2025 Long Debt US $5M – 0.20
BOEING CO 6.259% 05/01/2027 144A Long Debt US $516K – 0.02
BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A Long ABS-collateralized bond/debt obligation US $410K – 0.02
BPCE SA 1.625% 01/14/2025 144A Long Debt FR $9M – 0.40
BPCE SA 5.203% 01/18/2027 144A Long Debt FR $6M – 0.26
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A Long ABS-mortgage backed security US $6M – 0.27
BRASS NO 10 PLC VAR 04/16/2069 144A Long ABS-collateralized bond/debt obligation GB $373K – 0.02
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A Long ABS-mortgage backed security US $1M – 0.06
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A Long ABS-mortgage backed security US $3M – 0.14
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A Long ABS-mortgage backed security US $4M – 0.15
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A Long ABS-mortgage backed security US $2M – 0.07
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A Long ABS-mortgage backed security US $3M – 0.13
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A Long ABS-mortgage backed security US $2M – 0.10
BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A Long ABS-mortgage backed security US $2M – 0.09
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A Long ABS-mortgage backed security US $4M – 0.16
BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A Long ABS-mortgage backed security US $2M – 0.11
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $4M – 0.16
BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A Long ABS-mortgage backed security US $3M – 0.15
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) Long ABS-mortgage backed security US $2M – 0.07
BX TRUST 0.8% 06/15/2023 144A Long ABS-mortgage backed security US $3M – 0.14
CAMPBELL SOUP CO 5.3% 03/20/2026 Long Debt US $1M – 0.06
CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025 (CANADIAN IMPERIAL BANK OF COMMERCE) Long Debt CA $6M – 0.26
CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026 (CANADIAN IMPERIAL BANK OF COMMERCE) Long Debt CA $6M – 0.27
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025 (CANADIAN NATURAL RESOURCES LTD) Long Debt CA $4M – 0.19
CANADIAN PAC RY CO 1.35% 12/02/2024 (CANADIAN PACIFIC RAILWAY CO) Long Debt CA $12M – 0.52
CAPITAL ONE FINANCIAL CORP 7.149%/VAR 10/29/2027 Long Debt US $6M – 0.27
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 Long Debt US $2M – 0.11
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028 Long ABS-collateralized bond/debt obligation US $6M – 0.25
CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025 Long ABS-collateralized bond/debt obligation US $542K – 0.02
CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 Long ABS-collateralized bond/debt obligation US $1M – 0.05
CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 Long ABS-collateralized bond/debt obligation US $797K – 0.03
CARMAX AUTO OWNER TRUST 2022-4 5.34% 12/15/2025 Long ABS-collateralized bond/debt obligation US $723K – 0.03
CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.11
CARRIER GLOBAL CORP 5.8% 11/30/2025 Long Debt US $4M – 0.18
CARVANA AUTO RECEIVABLES TR 2021-P2 0.49% 03/10/2026 Long ABS-collateralized bond/debt obligation US $588K – 0.03
CARVANA AUTO RECEIVABLES TRUST 0.7% 11/10/2026 Long ABS-collateralized bond/debt obligation US $3M – 0.13
CEDAR FUNDING LT TSFR3M+136.161 07/15/2033 144A Long ABS-collateralized bond/debt obligation KY $9M – 0.40
CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.10
CENOVUS ENERGY INC 4.25% 04/15/2027 Long Debt CA $4M – 0.19
CENT CLO 21 LTD/CORP TSFR3M+123.161 07/27/2030 144A (CENT CLO 21 LTD/CENT CLO 21 CORP) Long ABS-collateralized bond/debt obligation KY $2M – 0.10
CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) Long Debt US $2M – 0.10
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A Long ABS-mortgage backed security US $4M – 0.17
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A Long ABS-mortgage backed security US $7M – 0.30
CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A Long ABS-collateralized bond/debt obligation US $341K – 0.01
CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A Long ABS-collateralized bond/debt obligation US $1M – 0.05
CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A Long ABS-collateralized bond/debt obligation US $3M – 0.14
CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A Long ABS-collateralized bond/debt obligation US $625K – 0.03
CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) Long ABS-collateralized bond/debt obligation US $882K – 0.04
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026 Long Debt US $9M – 0.37
CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A Long ABS-collateralized bond/debt obligation US $1M – 0.04
CHASE ISSUANCE TR 5.16% 09/15/2028 Long ABS-collateralized bond/debt obligation US $8M – 0.36
CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A Long ABS-collateralized bond/debt obligation US $1M – 0.05
CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A Long ABS-collateralized bond/debt obligation US $4M – 0.18
CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A Long ABS-collateralized bond/debt obligation US $706K – 0.03
CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027 Long ABS-collateralized bond/debt obligation US $3M – 0.12
CITIBANK NA 5.438% 04/30/2026 (CITIBANK, N.A.) Long Debt US $5M – 0.22
CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049 Long ABS-mortgage backed security US $1M – 0.04
CITIGROUP INC 3.106%/VAR 04/08/2026 Long Debt US $7M – 0.28
CITIGROUP INC 5.61/VAR 09/29/2026 Long Debt US $5M – 0.22
CITIGROUP INC SOFR 2.014%/VAR 01/25/2026 Long Debt US $8M – 0.34
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A Long ABS-collateralized bond/debt obligation US $3M – 0.11
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A Long ABS-collateralized bond/debt obligation US $1M – 0.06
COMM 2015-LC19 MTG TR 2.922% 02/10/2048 Long ABS-mortgage backed security US $2M – 0.09
COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A Long ABS-mortgage backed security US $6M – 0.27
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 Long Debt US $797K – 0.03
COREBRIDGE GLOBAL FUNDING 5.75% 07/02/2026 144A Long Debt US $5M – 0.23
CREDIT AGRICOLE SA 5.134% 03/11/2027 144A Long Debt FR $5M – 0.22
CROWN CASTLE INC 1.35% 07/15/2025 Long Debt US $667K – 0.03
CSAIL 2018-CX12 COML MTG TR 4.1628% 08/15/2051 Long ABS-mortgage backed security US $3M – 0.12
CSMC 2017-CHOP A PRIME+-230.6 07/15/2032 Long ABS-mortgage backed security US $2M – 0.08
CSMC 2020-NET 2.2569% 08/15/2037 144A Long ABS-mortgage backed security US $930K – 0.04
CSMC 2021-RPL9 TR 2.43639% 02/25/2061 144A Long ABS-collateralized bond/debt obligation US $6M – 0.26
CVS HEALTH CORP 5% 02/20/2026 Long Debt US $7M – 0.30
CWABS INC TSFR1M+61.448 07/25/2034 Long ABS-collateralized bond/debt obligation US $112K – 0.00
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024 144A Long Debt US $3M – 0.11
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.2% 01/17/2025 144A Long Debt US $3M – 0.12
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/2027 144A Long Debt US $5M – 0.21
DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027 Long ABS-collateralized bond/debt obligation US $4M – 0.16
DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A (DANSKE BANK A/S) Long Debt DK $5M – 0.22
DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A (DANSKE BANK A/S) Long Debt DK $6M – 0.24
DANSKE BANK AS (UNGTD) 6.466%/VAR 01/09/2026 144A (DANSKE BANK A/S) Long Debt DK $3M – 0.14
DCP MIDSTREAM OPER LP 5.625% 07/15/2027 (DCP MIDSTREAM OPERATING LP) Long Debt US $7M – 0.32
DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A Long ABS-collateralized bond/debt obligation US $2M – 0.09
DELL EQUIPMENT FINANCE TRUST 2023-3 5.93% 04/23/2029 144A Long ABS-collateralized bond/debt obligation US $3M – 0.13
DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A Long ABS-collateralized bond/debt obligation US $2M – 0.08
DELTA AIRLINES INC 2.9% 10/28/2024 Long Debt US $8M – 0.33
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 Long Debt US $5M – 0.20
DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028 Long Debt US $7M – 0.31
DEVON ENERGY CORP NEW 5.25% 09/15/2024 Long Debt US $5M – 0.22
DIAMONDBACK ENERGY INC 5.2% 04/18/2027 Long Debt US $6M – 0.27
DLLAA 2023-1A 5.64% 02/22/2028 144A Long ABS-collateralized bond/debt obligation US $504K – 0.02
DLLAD 2024-1 LLC 5.3% 07/20/2029 144A Long ABS-collateralized bond/debt obligation US $341K – 0.01
DNB BANK ASA .856/VAR 09/30/2025 144A Long Debt NO $10M – 0.43
DOLLAR GEN CORP NEW 4.25% 09/20/2024 Long Debt US $10M – 0.45
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
DTE ENERGY CO STEP 11/01/2024 Long Debt US $7M – 0.32
EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A (EATON VANCE CLO 2019-1 LTD) Long ABS-collateralized bond/debt obligation KY $8M – 0.35
EFF 2021-2 0.48% 05/20/2027 144A Long ABS-collateralized bond/debt obligation US $964K – 0.04
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A Long ABS-mortgage backed security US $5M – 0.22
EMERA US FINANCE LP 0.833% 06/15/2024 Long Debt US $4M – 0.17
ENBRIDGE INC 2.5% 02/14/2025 Long Debt CA $1M – 0.05
ENBRIDGE INC 5.25% 04/05/2027 Long Debt CA $3M – 0.13
ENBRIDGE INC 5.9% 11/15/2026 Long Debt CA $3M – 0.11
ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A Long ABS-collateralized bond/debt obligation US $722K – 0.03
ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A Long ABS-collateralized bond/debt obligation US $6M – 0.26
ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A Long ABS-collateralized bond/debt obligation US $711K – 0.03
ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A Long ABS-collateralized bond/debt obligation US $4M – 0.16
ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A Long ABS-collateralized bond/debt obligation US $2M – 0.08
ENTERPRISE PRODS OPER LLC 5.05% 01/10/2026 (ENTERPRISE PRODUCTS OPERATING LLC) Long Debt US $4M – 0.18
EQUINOR ASA 1.75% 01/22/2026 Long Debt NO $1M – 0.06
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A Long Debt US $8M – 0.35
EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A Long ABS-mortgage backed security US $2M – 0.07
FHLG 30YR 8.5% 05/01/2026# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $148.85 – 0.00
FHLG 30YR 8.5% 05/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $47.5 – 0.00
FHLG 30YR 8.5% 06/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 30YR 8.5% 07/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $113.12 – 0.00
FHLG 30YR 8.5% 07/01/2028# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $353.83 – 0.00
FHLG 30YR 8.5% 08/01/2026# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $290.6 – 0.00
FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $524.7 – 0.00
FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5.21 – 0.00
FHR 3949 MK 4.5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $235K – 0.01
Fidelity Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $15M 15M 0.67
FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A Long ABS-collateralized bond/debt obligation US $2M – 0.09
FIRSTENERGY CORP 1.6% 01/15/2026 Long Debt US $701K – 0.03
FIRSTENERGY CORP 2.05% 03/01/2025 Long Debt US $4M – 0.17
FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A Long Debt US $3M – 0.11
FLATIRON CLO 28 LTD/LLC 2024-1A A1 TSFR3M+132 07/15/2036 144A (FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC) Long ABS-collateralized bond/debt obligation KY $6M – 0.28
FLORIDA PWR and LT CO 2.85% 04/01/2025 Long Debt US $2M – 0.08
FNMA 20YR 4.5% 03/01/2039#FM1774 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $437K – 0.02
FNMA 20YR 4.5% 06/01/2039#FM1045 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $226K – 0.01
FNMA 20YR 4.5% 08/01/2039#FM1353 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $614K – 0.03
FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.16
FNMA 5.50% 11/34 #310105 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $949K – 0.04
FNMA 7.50% 11/31 #545304 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $173.96 – 0.00
FNR 2001-40 Z 6% 8/31 (FEDERAL NAT MTG ASN GTD REM PA) Long ABS-collateralized bond/debt obligation US $33K – 0.00
FNR 2015-27 KF SOFR30A+41.448 05/45 (FEDERAL NAT MTG ASN GTD REM PA) Long ABS-collateralized bond/debt obligation US $2M – 0.09
FNR 2016-27 HK 3% 01/25/2041 (FEDERAL NAT MTG ASN GTD REM PA) Long ABS-collateralized bond/debt obligation US $2M – 0.10
FNR 2016-27 KG 3% 01/40 (FEDERAL NAT MTG ASN GTD REM PA) Long ABS-collateralized bond/debt obligation US $1M – 0.04
FNR 2016-42 FL SOFR30A+46.448 07/25/2046 (FEDERAL NAT MTG ASN GTD REM PA) Long ABS-collateralized bond/debt obligation US $2M – 0.10
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A Long ABS-collateralized bond/debt obligation US $4M – 0.18
FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A Long ABS-collateralized bond/debt obligation US $5M – 0.23
FORD CREDIT AUTO LEASE TRUST 2023-B 5.91% 10/15/2026 Long ABS-collateralized bond/debt obligation US $6M – 0.26
FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028 Long ABS-collateralized bond/debt obligation US $4M – 0.17
FORD MTR CR CO LLC 5.8% 03/05/2027 (FORD MOTOR CREDIT CO LLC) Long Debt US $6M – 0.26
FORD MTR CR CO LLC 5.85% 05/17/2027 (FORD MOTOR CREDIT CO LLC) Long Debt US $3M – 0.13
FORD MTR CR CO LLC 6.95% 06/10/2026 (FORD MOTOR CREDIT CO LLC) Long Debt US $10M – 0.42
GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A Long ABS-collateralized bond/debt obligation US $2M – 0.08
GENERAL MTRS FINL CO INC 1.25% 01/08/2026 Long Debt US $6M – 0.27
GENERAL MTRS FINL CO INC 5.4% 04/06/2026 Long Debt US $5M – 0.22
GENERAL MTRS FINL CO INC 5.4% 05/08/2027 Long Debt US $8M – 0.35
GENUINE PARTS CO 1.75% 02/01/2025 Long Debt US $5M – 0.20
GEORGIA POWER CO 5.004% 02/23/2027 Long Debt US $2M – 0.08
GLENCORE FDG LLC 5.338% 04/04/2027 144A Long Debt US $6M – 0.26
GM FINANCIAL LEASING TRUST 2024-1 5.09% 03/22/2027 Long ABS-collateralized bond/debt obligation US $7M – 0.29
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.78% 08/16/2028 Long ABS-collateralized bond/debt obligation US $5M – 0.20
GM FINL AUTOMOBILE LEASING TR 2023-1 5.16% 04/20/2026 Long ABS-collateralized bond/debt obligation US $5M – 0.20
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027 Long ABS-collateralized bond/debt obligation US $5M – 0.23
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 Long ABS-collateralized bond/debt obligation US $2M – 0.07
GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A Long ABS-collateralized bond/debt obligation US $6M – 0.25
GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A Long ABS-collateralized bond/debt obligation US $6M – 0.25
GNMA 7.00% 1/28 #464672 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 1/28 #468670 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $276.49 – 0.00
GNMA 7.00% 1/29 #457860 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 1/29 #780951 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $488.06 – 0.00
GNMA 7.00% 1/31 #474760 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $494.89 – 0.00
GNMA 7.00% 1/32 #574355 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $365.99 – 0.00
GNMA 7.00% 10/28 #481353 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $946.68 – 0.00
GNMA 7.00% 10/28 #486612 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 10/28 #486623 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $176.56 – 0.00
GNMA 7.00% 11/27 #462363 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $263.32 – 0.00
GNMA 7.00% 11/28 #469699 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $581.13 – 0.00
GNMA 7.00% 11/28 #488293 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 7.00% 12/28 #780995 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $490.95 – 0.00
GNMA 7.00% 12/28 #781228 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $308.16 – 0.00
GNMA 7.00% 12/29 #781120 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $326.16 – 0.00
GNMA 7.00% 2/28 #465912 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $96.29 – 0.00
GNMA 7.00% 2/30 #477030 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 7.00% 2/31 #474763 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $299.83 – 0.00
GNMA 7.00% 2/32 #569702 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $414.9 – 0.00
GNMA 7.00% 3/28 #449517 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $185.48 – 0.00
GNMA 7.00% 3/31 #474767 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $271.02 – 0.00
GNMA 7.00% 3/31 #544721 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $644.55 – 0.00
GNMA 7.00% 3/31 #549552 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $147.99 – 0.00
GNMA 7.00% 3/32 #552475 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 3/32 #569160 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $716.08 – 0.00
GNMA 7.00% 4/28 #456802 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $272.6 – 0.00
GNMA 7.00% 4/28 #467760 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $524.74 – 0.00
GNMA 7.00% 4/28 #780773 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA 7.00% 4/29 #471552 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $98.91 – 0.00
GNMA 7.00% 4/29 #487117 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 4/32 #584369 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $873.22 – 0.00
GNMA 7.00% 4/32 #587033 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 5/29 #499907 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $882.91 – 0.00
GNMA 7.00% 5/31 #558993 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 7.00% 5/32 #552576 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $956.72 – 0.00
GNMA 7.00% 6/28 #473323 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 7.00% 6/28 #473582 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $750.56 – 0.00
GNMA 7.00% 6/28 #475415 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $429.82 – 0.00
GNMA 7.00% 6/29 #510983 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $237.02 – 0.00
GNMA 7.00% 6/32 #582173 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 7.00% 6/32 #586738 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 6/32 #587698 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $934.1 – 0.00
GNMA 7.00% 7/28 #462643 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 7.00% 7/28 #475200 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $356.47 – 0.00
GNMA 7.00% 7/28 #477182 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 7/29 #488256 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 7/29 #503947 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $353.19 – 0.00
GNMA 7.00% 7/31 #529426 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $757.3 – 0.00
GNMA 7.00% 7/31 #781324 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 7.00% 8/28 #433933 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $438.56 – 0.00
GNMA 7.00% 8/28 #464132 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 7.00% 8/28 #475544 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 8/29 #477009 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $275.02 – 0.00
GNMA 7.00% 8/32 #579718 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $312.04 – 0.00
GNMA 7.00% 8/32 #583152 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 8/32 #594252 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $21K – 0.00
GNMA 7.00% 9/28 #467219 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 9/28 #468256 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 9/28 #486539 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027 Long Debt US $8M – 0.35
GOLDMAN SACHS GROUP INC (THE) 5.7% 11/01/2024 Long Debt US $6M – 0.24
GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A Long Debt US $3M – 0.14
GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A Long ABS-mortgage backed security US $4M – 0.17
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025 Long Debt GB $7M – 0.31
GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $2M – 0.09
HAROT 2023-4 5.67% 06/21/2028 Long ABS-collateralized bond/debt obligation US $4M – 0.18
HCA INC 5.875% 02/15/2026 Long Debt US $5M – 0.22
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026 Long Debt GB $7M – 0.28
HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028 Long Debt GB $7M – 0.30
HUNTINGTON AUTO TR 2024-1 5.23% 01/16/2029 144A Long ABS-collateralized bond/debt obligation US $7M – 0.29
HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025 (HUNTINGTON NATIONAL BANK) Long Debt US $5M – 0.24
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A Long ABS-collateralized bond/debt obligation US $5M – 0.21
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A Long ABS-collateralized bond/debt obligation US $2M – 0.08
HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 Long ABS-collateralized bond/debt obligation US $1M – 0.05
HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027 Long ABS-collateralized bond/debt obligation US $2M – 0.09
HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.54% 10/16/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.15
HYUNDAI CAP AMER 1% 09/17/2024 144A (HYUNDAI CAPITAL AMERICA) Long Debt US $8M – 0.34
HYUNDAI CAP AMER 5.8% 06/26/2025 144A (HYUNDAI CAPITAL AMERICA) Long Debt US $7M – 0.28
ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027 Long Debt IE $6M – 0.25
IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A Long Debt GB $7M – 0.32
INGERSOLL RAND INC 5.197% 06/15/2027 Long Debt US $7M – 0.30
INTERCONTINENTAL EXCHANGE INC 3.65% 05/23/2025 Long Debt US $4M – 0.18
INTESA SANPAOLO SPA 3.25% 09/23/2024 144A Long Debt IT $10M – 0.43
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A Long ABS-mortgage backed security US $2M – 0.07
JDE PEETS BV 0.8% 09/24/2024 144A Long Debt NL $7M – 0.29
JOHN DEERE OWNER TRUST 2024 4.96% 11/15/2028 Long ABS-collateralized bond/debt obligation US $7M – 0.29
JP MORGAN CH CMS 13-LC11 3.216% 04/15/2046 (J P MORGAN CHASE COML MTG SECS TR 2013-LC11) Long ABS-mortgage backed security US $979K – 0.04
JPMORGAN CHASE and CO 3.845%/VAR 06/14/2025 Long Debt US $7M – 0.32
JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028 Long Debt US $10M – 0.45
JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028 Long Debt US $6M – 0.26
JPMORGAN CHASE and CO 5.7%/VAR 04/22/2028 Long Debt US $4M – 0.17
JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027 Long Debt US $6M – 0.27
KEYBANK NATL ASSN 4.15% 08/08/2025 Long Debt US $2M – 0.08
KEYCORP 3.878%/VAR 05/23/2025 Long Debt US $2M – 0.10
L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027 Long Debt US $6M – 0.27
LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A Long ABS-collateralized bond/debt obligation US $5M – 0.21
LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A Long ABS-mortgage backed security US $3M – 0.14
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A Long ABS-mortgage backed security US $5M – 0.21
LLOYDS BANKING GROUP PLC 4.716%/VAR 08/11/2026 Long Debt GB $7M – 0.32
LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028 Long Debt GB $5M – 0.22
LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027 Long Debt GB $3M – 0.14
LOWES COS INC 4.8% 04/01/2026 Long Debt US $996K – 0.04
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+126.161 01/22/2031 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.28
MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A Long ABS-collateralized bond/debt obligation US $410K – 0.02
MASSMUTUAL GLOBAL FDG II 4.15% 08/26/2025 144A Long Debt US $6M – 0.24
MASSMUTUAL GLOBAL FDG II 4.5% 04/10/2026 144A Long Debt US $7M – 0.29
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 Long ABS-collateralized bond/debt obligation US $1M – 0.05
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 5.95% 11/15/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 01/11/2027 144A Long Debt US $7M – 0.31
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.5% 11/27/2024 144A Long Debt US $6M – 0.24
MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) Long ABS-mortgage backed security US $2M – 0.08
MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024 Long Debt US $4M – 0.18
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) Long Debt JP $7M – 0.30
MITSUBISHI UFJ FIN GRP INC 0.962%/VAR 10/11/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) Long Debt JP $9M – 0.37
MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) Long Debt JP $9M – 0.39
MITSUBISHI UFJ FIN GRP INC 4.788%/VAR 07/18/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) Long Debt JP $4M – 0.17
MIZUHO FINL GROUP INC T1Y 2.651%/VAR 05/22/2026 (MIZUHO FINANCIAL GROUP INC) Long Debt JP $6M – 0.27
MONDELEZ INTL HLDGS NETH B V 0.75% 09/24/2024 144A (MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV) Long Debt NL $8M – 0.33
MORGAN STANLEY 4.679%/VAR 07/17/2026 Long Debt US $11M – 0.46
MORGAN STANLEY 4% 07/23/2025 Long Debt US $7M – 0.29
MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026 Long Debt US $4M – 0.17
MORGAN STANLEY BK NA SALT LAKE 5.882% 10/30/2026 Long Debt US $6M – 0.27
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A Long ABS-mortgage backed security US $5M – 0.20
MPLX LP 1.75% 03/01/2026 Long Debt US $9M – 0.41
MSBAM 2016-C28 3.272% 01/15/49 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28) Long ABS-mortgage backed security US $2M – 0.07
MSBAM 2016-C28 ASB 3.288% 01/15/49 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28) Long ABS-mortgage backed security US $805K – 0.03
NASDAQ INC 5.65% 06/28/2025 Long Debt US $1M – 0.06
NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A (NATIONWIDE BUILDING SOCIETY) Long Debt GB $6M – 0.27
NATWEST GROUP PLC 6.156% 03/02/2027 Long Debt GB $6M – 0.24
NATWEST MARKETS PLC 0.8% 08/12/2024 144A Long Debt GB $4M – 0.19
NATWEST MARKETS PLC 5.416% 05/17/2027 144A Long Debt GB $5M – 0.22
NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A Long ABS-collateralized bond/debt obligation US $2M – 0.07
NIAGARA PARK CLO LLC TSFR3M+126.161 07/17/2032 144A Long ABS-collateralized bond/debt obligation KY $8M – 0.36
NISOURCE INC 0.95% 08/15/2025 Long Debt US $3M – 0.12
NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.14
NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A Long ABS-collateralized bond/debt obligation US $2M – 0.09
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024 Long Debt US $3M – 0.12
OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A Long ABS-collateralized bond/debt obligation US $2M – 0.07
OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A Long ABS-collateralized bond/debt obligation US $217K – 0.01
OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A Long ABS-collateralized bond/debt obligation US $149K – 0.01
ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1 0.87% 07/14/2028 144A Long ABS-collateralized bond/debt obligation US $5M – 0.20
OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A Long ABS-mortgage backed security US $1M – 0.06
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A Long ABS-mortgage backed security US $5M – 0.21
ORACLE CORP 5.8% 11/10/2025 Long Debt US $7M – 0.30
OREILLY AUTOMOTIVE INC 5.75% 11/20/2026 Long Debt US $2M – 0.08
PACIFIC LIFE GF II 1.2% 06/24/2025 144A (PACIFIC LIFE GLOBAL FUNDING II) Long Debt US $5M – 0.23
PALMER SQUARE LN FDG 2022-1 LTD 22-1A A1 3M CME+105 04/15/2030 144A (PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC) Long ABS-collateralized bond/debt obligation KY $4M – 0.19
PALMER SQUARE LOAN FUNDING 2024-3A A1 TSFR3M+108 08/08/2032 144A (PALMER SQUARE LOAN FUNDING 2024-3 LTD) Long ABS-collateralized bond/debt obligation KY $4M – 0.16
PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 TSFR3M+80 05/20/2029 144A (PALMER SQUARE LOAN FUNDING LTD 2021) Long ABS-collateralized bond/debt obligation KY $2M – 0.08
PARKER-HANNIFIN CORP 3.65% 06/15/2024 Long Debt US $7M – 0.30
PETROLEOS MEXICANOS 6.5% 03/13/2027 Long Debt MX $7M – 0.31
PHILIP MORRIS INTL INC 4.75% 02/12/2027 (PHILIP MORRIS INTERNATIONAL INC) Long Debt US $5M – 0.22
PHILIP MORRIS INTL INC 5% 11/17/2025 (PHILIP MORRIS INTERNATIONAL INC) Long Debt US $5M – 0.23
PHILLIPS 66 3.85% 04/09/2025 Long Debt US $8M – 0.34
PNC BANK NA PITTSBURGH PA 2.5% 08/27/2024 Long Debt US $6M – 0.27
PNC FINANCIAL SERVICES GRP INC 5.3%/VAR 01/21/2028 Long Debt US $3M – 0.11
PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A (PORSCHE FINL AUTO SECURITIZATION TR 2023-2) Long ABS-collateralized bond/debt obligation US $3M – 0.11
PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36 (PARK PL SECS INC) Long ABS-collateralized bond/debt obligation US $65K – 0.00
PRESTON RIDGE PARTNERS MORTGAGE TRUST 2021-8 A1 VAR 12/31/2199 144A Long ABS-collateralized bond/debt obligation US $4M – 0.17
PRET 2022-RN1 LLC 3.4747% 07/25/2051 144A Long ABS-collateralized bond/debt obligation US $3M – 0.13
PROTECTIVE LIFE GLOBAL FUNDING 3.218% 03/28/2025 144A Long Debt US $2M – 0.07
PRPM 2021-2 5.115% 03/25/2026 144A Long ABS-collateralized bond/debt obligation US $3M – 0.12
PRPM 2021-5 LLC VAR 06/25/2026 144A Long ABS-collateralized bond/debt obligation US $4M – 0.16
PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A Long ABS-collateralized bond/debt obligation US $657K – 0.03
PRPM 2021-RPL2 VAR 10/25/2051 144A Long ABS-collateralized bond/debt obligation US $842K – 0.04
PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) Long ABS-collateralized bond/debt obligation US $2M – 0.11
RAYTHEON TECHNOLOGIES CORP 5.75% 11/08/2026 Long Debt US $3M – 0.12
REGIONS FINL CORP NEW 2.25% 05/18/2025 Long Debt US $4M – 0.17
REPUBLIC SERVICES INC 0.875% 11/15/2025 Long Debt US $9M – 0.41
REVVITY INC 0.85% 09/15/2024 Long Debt US $8M – 0.35
RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A Long ABS-collateralized bond/debt obligation US $48K – 0.00
RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A Long ABS-collateralized bond/debt obligation US $688K – 0.03
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025 Long Debt CA $5M – 0.20
RR 16 LTD TSFR3M+137.161 07/15/2036 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.13
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026 Long ABS-collateralized bond/debt obligation US $818K – 0.04
SANTANDER HLDGS USA INC 6.18%/VAR 05/31/2027 Long Debt US $1M – 0.06
SANTANDER HLDGS USA INC SOFR 5.807%/VAR 09/09/2026 Long Debt US $4M – 0.17
SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A Long ABS-collateralized bond/debt obligation US $1M – 0.05
SEMPRA 3.3% 04/01/2025 Long Debt US $3M – 0.12
SEMT 2004-6 A3B TSFR6M+130.826 7/34 (SEQUOIA MTG TR) Long ABS-collateralized bond/debt obligation US $1K – 0.00
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A Long ABS-collateralized bond/debt obligation US $2M – 0.09
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A Long ABS-collateralized bond/debt obligation US $615K – 0.03
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A Long ABS-collateralized bond/debt obligation US $6M – 0.27
SOCIETE GENERALE FRANCE 2.226%/VAR 01/21/2026 144A Long Debt FR $10M – 0.42
SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A Long Debt FR $1M – 0.05
SOCIETE GENERALE FRANCE 4.351% 06/13/2025 144A Long Debt FR $4M – 0.19
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST 5.81% 05/15/2031 144A Long ABS-collateralized bond/debt obligation US $493K – 0.02
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A Long ABS-mortgage backed security US $3M – 0.14
SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.27
SYMPHONY CLO XXIII LTD TSFR3M+128.161 01/15/2034 144A Long ABS-collateralized bond/debt obligation KY $8M – 0.33
SYNCHRONY FINANCIAL 4.25% 08/15/2024 Long Debt US $9M – 0.41
T-MOBILE USA INC 2.625% 04/15/2026 Long Debt US $6M – 0.25
T-MOBILE USA INC 3.5% 04/15/2025 Long Debt US $7M – 0.30
TAMPA ELECTRIC CO 3.875% 07/12/2024 Long Debt US $4M – 0.18
TAPESTRY INC 7.05% 11/27/2025 Long Debt US $359K – 0.02
TCI-FLATIRON CLO 2017-1A AR LTD/LLC TSFR3M+96 11/18/2030 144A (TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC) Long ABS-collateralized bond/debt obligation KY $4M – 0.18
TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC TSFR3M+119.161 07/15/2030 144A Long ABS-collateralized bond/debt obligation KY $7M – 0.30
TESLA 2024-A A3 5.3% 06/21/2027 144A Long ABS-collateralized bond/debt obligation US $3M – 0.11
TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A Long ABS-collateralized bond/debt obligation US $6M – 0.28
TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A Long ABS-collateralized bond/debt obligation US $1M – 0.05
TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A Long ABS-collateralized bond/debt obligation US $3M – 0.12
TMTS 2003-4HE A TSFR1M+97.448 9/34 (TERWIN MORTGAGE TRUST) Long ABS-collateralized bond/debt obligation US $137K – 0.01
TMUST 24-1A A 5.05% 09/20/2029 144A Long ABS-collateralized bond/debt obligation US $5M – 0.21
TORONTO DOMINION BANK 4.98% 04/05/2027 (THE TORONTO DOMINION BANK) Long Debt CA $5M – 0.21
TOYOTA AUTO LN EXTD NT TR 2020-1 1.35% 05/25/2033 144A Long ABS-collateralized bond/debt obligation US $5M – 0.20
TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.54% 08/15/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.15
TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A Long ABS-collateralized bond/debt obligation US $5M – 0.23
TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A Long ABS-collateralized bond/debt obligation US $1M – 0.05
TOYOTA MOTOR CREDIT CORP 5.4% 11/10/2025 Long Debt US $7M – 0.28
TRAP 2007-12A B TSFR3M+82.161 4/42 (TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC) Long ABS-collateralized bond/debt obligation KY $187K – 0.01
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026 Long Debt US $5M – 0.23
TRUIST FINANCIAL CORP 5.9%/VAR 10/28/2026 Long Debt US $7M – 0.32
UBS AG LON BRANCH 1.375% 01/13/2025 144A (UBS AG LONDN BRANCH) Long Debt GB $5M – 0.24
UBS GROUP AG 4.49%/VAR 08/05/2025 144A Long Debt CH $7M – 0.32
UBS GROUP AG 6.373%/VAR 07/15/2026 144A Long Debt CH $5M – 0.20
UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A Long ABS-collateralized bond/debt obligation US $853K – 0.04
UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A Long ABS-collateralized bond/debt obligation US $3M – 0.13
US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-263K – -0.01
US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-67K – -0.00
US BANCORP DEL 5.727%/VAR 10/21/2026 Long Debt US $7M – 0.29
USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A Long ABS-collateralized bond/debt obligation US $6M – 0.26
UST NOTES 4.125% 10/31/2027 Long Debt US $189M – 8.16
UST NOTES 4.25% 03/15/2027 Long Debt US $3M – 0.13
UST NOTES 4.375% 12/15/2026 Long Debt US $192M – 8.31
UST NOTES 4.5% 03/31/2026 Long Debt US $89M – 3.87
UST NOTES 4.5% 07/15/2026 Long Debt US $35M – 1.53
UST NOTES 4.625% 03/15/2026 Long Debt US $68M – 2.93
VCAT 2021-NPL2 LLC 5.115% 03/27/2051 144A Long ABS-collateralized bond/debt obligation US $3M – 0.12
VCAT 2021-NPL3 VAR 05/25/2051 144A Long ABS-collateralized bond/debt obligation US $4M – 0.17
VCAT ASSET SECURITIZATION LLC 2021 5.2891% 12/26/2050 144A Long ABS-collateralized bond/debt obligation US $444K – 0.02
VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028 Long ABS-collateralized bond/debt obligation US $8M – 0.35
VERIZON MASTER TRUST 5.61% 09/08/2028 Long ABS-collateralized bond/debt obligation US $5M – 0.22
VMWARE INC 1% 08/15/2024 Long Debt US $6M – 0.24
VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.81% 10/20/2026 Long ABS-collateralized bond/debt obligation US $6M – 0.27
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.12
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028 Long ABS-collateralized bond/debt obligation US $4M – 0.18
VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A Long Debt US $3M – 0.13
VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A Long Debt US $6M – 0.27
VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A Long Debt US $9M – 0.37
VOYA CLO 2019-2 LLC TSFR3M+120 07/20/2032 144A Long ABS-mortgage backed security KY $8M – 0.35
WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 Long Debt US $8M – 0.36
WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 Long Debt US $5M – 0.21
WEC ENERGY GROUP INC 5% 09/27/2025 Long Debt US $3M – 0.11
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026 Long Debt US $20M – 0.85
WELLS FARGO and CO NEW 5.67%/VAR 04/22/2028 Long Debt US $7M – 0.30
WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 Long ABS-collateralized bond/debt obligation US $6M – 0.25
WELLS FARGO COML MTG TR 2015-LC22 3.571% 09/15/2058 Long ABS-mortgage backed security US $1M – 0.05
WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060 Long ABS-mortgage backed security US $2M – 0.08
WESTERN UN CO 2.85% 01/10/2025 (WESTERN UNION CO/THE) Long Debt US $2M – 0.07
WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A Long ABS-collateralized bond/debt obligation US $6M – 0.24
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A Long ABS-collateralized bond/debt obligation US $6M – 0.24
WHEELS SPV LLC TSFR1M+39.448 08/20/2029 144A Long ABS-collateralized bond/debt obligation US $890K – 0.04
WILLIAMS COS INC 5.4% 03/02/2026 Long Debt US $1M – 0.06
WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029 Long ABS-collateralized bond/debt obligation US $4M – 0.17
WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029 Long ABS-collateralized bond/debt obligation US $6M – 0.26
WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029 Long ABS-collateralized bond/debt obligation US $3M – 0.12
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027 Long ABS-collateralized bond/debt obligation US $3M – 0.11

Address

Fidelity Salem Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America

Websites

Directors

ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
JONATHAN CHIEL
CHRISTINE J. THOMPSON
ANN E DUNWOODY
LAURA M. BISHOP
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
ROBERT W. HELM
CAROL J. ZIERHOFFER

Transfer Agents

Fidelity Investments Institutional Operations Company LLC

Pricing Services

INTERCONTINENTAL EXCHANGE INC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC

Custodians

EUROCLEAR
BNP PARIBAS NETHERLANDS
STATE STREET BANK AND TRUST COMPANY

Shareholder Servicing Agents

Fidelity Investments Institutional Operations Company LLC

Admins

Fidelity Service Company

Brokers

N/A