Fidelity Group of Funds > Fidelity Salem Street Trust

Fidelity Strategic Dividend & Income Fund

Fund of Funds

Series ID: S000017681

LEI: VYC1YD7W6TZ4YRN22D72

SEC CIK: 35315

$5.13B Avg Monthly Net Assets

$5.21B Total Assets

$6.76M Total Liabilities

$5.20B Net Assets

Fidelity Strategic Dividend & Income 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 $5.13B. On July 26th, 2024 it reported 594 holdings, the largest being Fidelity Central Investment Portfolios LLC (15.2%), EXXON MOBIL CORP (2.8%) and PROCTER and GAMBLE CO (2.4%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Fidelity Advisor Strategic Dividend & Income Fund - Class A	C000048852	FASDX
Fidelity Advisor Strategic Dividend & Income Fund - Class C	C000048854	FCSDX
Fidelity Advisor Strategic Dividend & Income Fund - Class I	C000048856	FSIDX
Fidelity Advisor Strategic Dividend & Income Fund - Class M	C000048855	FTSDX
Fidelity Advisor Strategic Dividend & Income Fund - Class Z	C000205022	FIQWX
Fidelity Strategic Dividend & Income Fund	C000048851	FSDIX

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
ABBVIE INC	Long	Equity-common	US	$23M	146K	0.45
ACCENTURE PLC CL A	Long	Equity-common	IE	$23M	80K	0.43
ACCOLADE INC CONV 0.5% 04/01/2026	Long	Debt	US	$2M	–	0.03
ADVANCED ENERGY INDUSTRIES INC CONV 2.5% 09/15/2028 144A	Long	Debt	US	$693K	–	0.01
AENA SME SA	Long	Equity-common	ES	$12M	64K	0.24
AES CORP	Long	Equity-common	US	$2M	91K	0.04
AFFIRM HOLDINGS INC CONV 0% 11/15/2026	Long	Debt	US	$2M	–	0.03
AGNICO EAGLE MINES LTD	Long	Equity-common	CA	$1M	20K	0.03
AIRCASTLE LTD 5.25/VAR PERP 144A	Long	Equity-preferred	BM	$6M	–	0.11
AKAMAI TECHNOLOGIES INC CONV 0.125% 05/01/2025	Long	Debt	US	$3M	–	0.05
AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027	Long	Debt	US	$3M	–	0.05
AKAMAI TECHNOLOGIES INC CONV 1.125% 02/15/2029 144A	Long	Debt	US	$3M	–	0.05
ALBEMARLE CORP 7.25% PC PERP (ALBEMARL CORP)	Long	Equity-preferred	US	$6M	103K	0.11
ALBERTSONS COS INC	Long	Equity-common	US	$3M	128K	0.05
ALIBABA GROUP HOLDING LTD CONV 0.5% 06/01/2031 144A	Long	Debt	KY	$1M	–	0.03
ALIMENTATION COUCHE-TARD INC	Long	Equity-common	CA	$16M	272K	0.31
ALLIANT ENERGY CORP CONV 3.875% 03/15/2026	Long	Debt	US	$1M	–	0.02
ALLIANZ SE 3.2/VAR PERP 144A	Long	Equity-preferred	DE	$2M	–	0.05
ALLSCRIPTS HLTHCARE SOLS INC CONV 0.875% 01/01/2027 (ALLSCRIPTS HEALTHCARE SOLUTIONS INC)	Long	Debt	US	$73K	–	0.00
ALLSTATE CORP SER H 5.1% PERP PFD	Long	Equity-preferred	US	$11M	491K	0.21
ALLSTATE CORP SER I 4.75% PFD PERP	Long	Equity-preferred	US	$3M	125K	0.05
ALLSTATE CORP SER J 7.375% PFD PERP	Long	Equity-preferred	US	$954K	35K	0.02
ALLY FINANCIAL 4.7/VAR INC PERP (ALLY FINANCIAL INC)	Long	Equity-preferred	US	$7M	–	0.13
ALLY FINL INC 4.7%/VAR PERP (ALLY FINANCIAL INC)	Long	Equity-preferred	US	$4M	–	0.08
ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027	Long	Debt	US	$2M	–	0.03
ALPHABET INC CL C	Long	Equity-common	US	$1M	8K	0.03
ALTAIR ENGR INC CONV 1.75% 06/15/2027 (ALTAIR ENGINEERING INC)	Long	Debt	US	$2M	–	0.04
AMAZON.COM INC	Long	Equity-common	US	$1M	7K	0.03
AMDOCS LTD (AMDOCS LIMITED)	Long	Equity-common	GG	$22M	274K	0.42
AMER WATER CAP CORP CONV 3.625% 06/15/2026 144A (AMERICAN WATER CAP CORP)	Long	Debt	US	$3M	–	0.05
AMEREN CORP	Long	Equity-common	US	$11M	143K	0.20
AMERICAN AIRLS GROUP INC CONV 6.5% 07/01/2025	Long	Debt	US	$2M	–	0.05
AMERICAN EXPRESS CO 3.55%/VAR PERP	Long	Equity-preferred	US	$11M	–	0.21
AMERICAN FINL GROUP INC OHIO	Long	Equity-common	US	$12M	92K	0.23
AMERICAN FINL GROUP INC OHIO 4.5% PFD 09/15/2060	Long	Equity-preferred	US	$997K	54K	0.02
AMERICAN TOWER CORP	Long	Equity-common	US	$13M	68K	0.25
AMETEK INC NEW	Long	Equity-common	US	$7M	40K	0.13
AMPHASTAR PHARMACEUTICALS INC CONV 2% 03/15/2029 144A	Long	Debt	US	$814K	–	0.02
ANALOG DEVICES INC	Long	Equity-common	US	$47M	199K	0.90
APOLLO ASSET MANAGEMENT INC 07.625/VAR 09/15/53 PFD (APOLLO GLOBAL MANAGEMENT INC)	Long	Equity-preferred	US	$796K	30K	0.02
APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026	Long	Equity-preferred	US	$6M	88K	0.11
APPLE INC	Long	Equity-common	US	$8M	39K	0.14
ARCHROCK INC	Long	Equity-common	US	$784K	39K	0.02
ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028	Long	Debt	US	$1M	–	0.02
ASTRAZENECA PLC SPONS ADR	Long	Equity-common	GB	$33M	417K	0.63
AT and T INC	Long	Equity-common	US	$3M	167K	0.06
AT and T INC 5.125% PERP PFD	Long	Equity-preferred	US	$2M	85K	0.03
AT and T INC 5.35% 11/01/66 PRFD	Long	Equity-preferred	US	$7M	300K	0.13
AT and T INC SER C 4.75% PFD PERP	Long	Equity-preferred	US	$5M	250K	0.10
ATHENE HOLDING LTD SER A 6.35%/VAR PFD PERP	Long	Equity-preferred	US	$4M	185K	0.09
ATHENE HOLDING LTD SER C 6.375/VAR PFD PERP	Long	Equity-preferred	US	$5M	200K	0.10
ATHENE HOLDING LTD SER D 4.875% PFD PERP	Long	Equity-preferred	US	$7M	340K	0.13
ATHENS INTERNATIONAL AIRPORT SA	Long	Equity-common	GR	$823K	92K	0.02
ATI INC CONV 3.5% 06/15/2025	Long	Debt	US	$3M	–	0.05
AXON ENTERPRISE INC CONV 0.5% 12/15/2027	Long	Debt	US	$3M	–	0.06
BALL CORP	Long	Equity-common	US	$8M	110K	0.15
BANK AMER PC 7.25% PERP PAR=1000 (BANK OF AMERICA CORPORATION)	Long	Equity-preferred	US	$11M	10K	0.22
BANK NEW YORK MELLON CORP 3.7%/VAR PERP	Long	Equity-preferred	US	$6M	–	0.12
BANK NEW YORK MELLON CORP 3.75/VAR PERP	Long	Equity-preferred	US	$8M	–	0.15
BANK NEW YORK MELLON CORP 4.625/VAR PERP	Long	Equity-preferred	US	$8M	–	0.15
BANK NEW YORK MELLON CORP 4.7%/VAR PERP	Long	Equity-preferred	US	$5M	–	0.09
BANK OF AMERICA CORPORATION	Long	Equity-common	US	$34M	849K	0.65
BANK OF AMERICA CORPORATION	Long	Equity-preferred	US	$13M	681K	0.25
BANK OF AMERICA CORPORATION 4.250% PFD PERP	Long	Equity-preferred	US	$12M	665K	0.24
BANK OF AMERICA CORPORATION 4.375%/VAR PERP	Long	Equity-preferred	US	$30M	–	0.58
BANK OF AMERICA CORPORATION 4.75% PREF PERP	Long	Equity-preferred	US	$3M	125K	0.05
BANK OF AMERICA CORPORATION 5.875%/VAR PERP	Long	Equity-preferred	US	$33M	–	0.63
BANK OF AMERICA CORPORATION 5% PERP PFD	Long	Equity-preferred	US	$11M	500K	0.21
BANK OF AMERICA CORPORATION 6.1% VAR PERP	Long	Equity-preferred	US	$14M	–	0.26
BANK OF AMERICA CORPORATION 6.125%/VAR PERP	Long	Equity-preferred	US	$16M	–	0.31
BANK OF AMERICA CORPORATION 6.3% VAR PERP	Long	Equity-preferred	US	$8M	–	0.15
BANK OF AMERICA CORPORATION SER HH 5.875% PFD PERP	Long	Equity-preferred	US	$4M	150K	0.07
BANK OF AMERICA CORPORATION SER KK 5.375% PFD PERP	Long	Equity-preferred	US	$10M	455K	0.20
BANK OF AMERICA CORPORATION SER PP 4.125% PFD PERP	Long	Equity-preferred	US	$12M	675K	0.24
BENTLEY SYS INC CONV 0.125% 01/15/2026 (BENTLEY SYSTEMS INC)	Long	Debt	US	$1M	–	0.03
BENTLEY SYS INC CONV 0.375% 07/01/2027 (BENTLEY SYSTEMS INC)	Long	Debt	US	$1M	–	0.02
BERKLEY WR CORP 4.125% 03/30/2026 PFD	Long	Equity-preferred	US	$4M	200K	0.07
BERKLEY WR CORP 4.25% PFD 09/30/2060	Long	Equity-preferred	US	$3M	152K	0.05
BERKLEY WR CORP 5.1% PFD 12/30/2059	Long	Equity-preferred	US	$2M	100K	0.04
BIGCOMMERCE HOLDINGS INC CONV 0.25% 10/01/2026	Long	Debt	US	$2M	–	0.03
BJS WHSL CLUB HLDGS INC (BJS WHOLESALE CLUB HOLDINGS INC)	Long	Equity-common	US	$21M	238K	0.40
BLACKLINE INC CONV 1% 06/01/2029 144A	Long	Debt	US	$2M	–	0.04
BLACKROCK INC	Long	Equity-common	US	$36M	46K	0.68
BLOCK H and R INC (H and R BLOCK INC)	Long	Equity-common	US	$12M	247K	0.24
BLOCK INC CONV 0.125% 03/01/2025	Long	Debt	US	$2M	–	0.04
BLOOM ENERGY CORP CONV 3% 06/01/2028 144A	Long	Debt	US	$1M	–	0.02
BLOOM ENERGY CORP CONV 3% 06/01/2029 144A	Long	Debt	US	$2M	–	0.03
BOEING CO	Long	Equity-common	US	$9M	48K	0.17
BOOKING HOLDINGS INC CONV 0.75% 05/01/2025	Long	Debt	US	$4M	–	0.07
BOX INC CONV 0% 01/15/2026	Long	Debt	US	$1M	–	0.02
BP CAPITAL MARKETS PLC VAR/6.45% PERP	Long	Equity-preferred	GB	$7M	–	0.14
BREAD FINANCIAL HOLDINGS INC CONV 4.25% 06/15/2028 144A	Long	Debt	US	$1M	–	0.02
BRIDGEBIO PHARMA INC CONV 2.25% 02/01/2029	Long	Debt	US	$3M	–	0.06
BRIGHTSPRING HEALTH SERVICES INC 6.75% PC	Long	Equity-preferred	US	$897K	20K	0.02
BROOKFIELD INFRA PARTNERS LP 5.125% PFD PERP (BROOKFIELD INFRASTRUCTURE PARTNERS LP)	Long	Equity-preferred	BM	$968K	53K	0.02
BROOKFIELD INFRA PARTNERS LP CLASS A 5% PFD PERP (BROOKFIELD INFRASTRUCTURE PARTNERS LP)	Long	Equity-preferred	BM	$1M	59K	0.02
BROOKFIELD INFRASTRUCTURE FINANCE ULC 5% PFD 05/24/2081	Long	Equity-preferred	CA	$697K	40K	0.01
BROOKFIELD OAKTREE HOLDINGS LLC SER A 6.625% SER A PERP PFD	Long	Equity-preferred	US	$2M	105K	0.04
BROOKFIELD OAKTREE HOLDINGS LLC SER B 6.55% PERP PFD	Long	Equity-preferred	US	$3M	140K	0.06
BROOKFIELD RENEWABLE PARTNERS LP 5.25% PFD PERP	Long	Equity-preferred	BM	$2M	125K	0.04
BRUNSWICK CORP 6.375% 04/15/2049 PFD	Long	Equity-preferred	US	$197K	8K	0.00
BUNGE GLOBAL SA	Long	Equity-common	CH	$8M	70K	0.15
BURLINGTON STORES INC	Long	Equity-common	US	$18M	76K	0.35
CANADIAN NATL RESOURCES LTD (CANADIAN NATURAL RESOURCES LTD)	Long	Equity-common	CA	$15M	189K	0.28
CANADIAN NATL RESOURCES LTD (CANADIAN NATURAL RESOURCES LTD)	Long	Equity-common	CA	$830K	11K	0.02
CANADIAN PACIFIC KANSAS CITY LTD	Long	Equity-common	CA	$2M	24K	0.04
CAPGEMINI SA (FF40)	Long	Equity-common	FR	$13M	66K	0.26
CAPITAL ONE FINANCIAL CORP	Long	Equity-common	US	$21M	149K	0.40
CARDLYTICS INC CONV 4.25% 04/01/2029 144A	Long	Debt	US	$459K	–	0.01
CARLYLE FINANCE LLC 4.625% 05/15/2061 PFD	Long	Equity-preferred	US	$3M	165K	0.06
CARNIVAL CORP CONV 5.75% 10/01/2024	Long	Debt	PA	$1M	–	0.03
CARNIVAL CORP CONV 5.75% 12/01/2027	Long	Debt	PA	$3M	–	0.07
CELLNEX TELECOM SAU	Long	Equity-common	ES	$6M	153K	0.11
CENOVUS ENERGY INC	Long	Equity-common	CA	$2M	77K	0.03
CENTERPOINT ENERGY INC CONV 4.25% 08/15/2026 144A	Long	Debt	US	$2M	–	0.04
CHART INDUSTRIES INC	Long	Equity-common	US	$4M	25K	0.08
CHENIERE ENERGY INC	Long	Equity-common	US	$8M	48K	0.15
CHENIERE ENERGY PARTNERS LP	Long	Equity-common	US	$705K	15K	0.01
CHUBB LTD	Long	Equity-common	CH	$47M	172K	0.90
CHURCHILL DOWNS INC	Long	Equity-common	US	$907K	7K	0.02
CISCO SYSTEMS INC	Long	Equity-common	US	$69M	1M	1.33
CITIGROUP INC T5Y 3.875%/VAR PERP	Long	Equity-preferred	US	$7M	–	0.13
CLOUDFLARE INC CONV 0% 08/15/2026	Long	Debt	US	$2M	–	0.05
CMS ENERGY CORP 3.75%/VAR 12/01/2050	Long	Debt	US	$372K	–	0.01
CMS ENERGY CORP 4.75/VAR 06/01/2050	Long	Debt	US	$3M	–	0.06
CMS ENERGY CORP 5.625% 03/15/2078 PFD	Long	Equity-preferred	US	$1M	43K	0.02
CMS ENERGY CORP 5.875% PFD 03/01/2079	Long	Equity-preferred	US	$4M	158K	0.07
CMS ENERGY CORP 5.875% PREF 10/15/2078	Long	Equity-preferred	US	$2M	63K	0.03
CMS ENERGY CORP CONV 3.375% 05/01/2028 144A	Long	Debt	US	$2M	–	0.04
CNX RESOURCES CORP CONV 2.25% 05/01/2026	Long	Debt	US	$2M	–	0.04
COCA COLA CO	Long	Equity-common	US	$93M	1M	1.79
COINBASE GLOBAL INC CONV 0.25% 04/01/2030 144A	Long	Debt	US	$3M	–	0.05
COINBASE GLOBAL INC CONV 0.5% 06/01/2026	Long	Debt	US	$3M	–	0.06
COLUMBIA SPORTSWEAR CO	Long	Equity-common	US	$4M	50K	0.08
COMCAST CORP CL A	Long	Equity-common	US	$53M	1M	1.03
COMFORT SYSTEMS USA INC	Long	Equity-common	US	$1M	4K	0.02
CONFLUENT INC CONV 0% 01/15/2027	Long	Debt	US	$2M	–	0.03
CONMED CORP CONV 2.25% 06/15/2027	Long	Debt	US	$971K	–	0.02
CONOCOPHILLIPS (CONOCOPHILLIPS INC)	Long	Equity-common	US	$11M	94K	0.21
CONSTELLATION ENERGY CORP	Long	Equity-common	US	$37M	170K	0.71
CORPORACION INMO VESTA SAB CV ADR (CORPORACION INMOBILIARIA VESTA SAB. DE CV.)	Long	Equity-common	MX	$684K	20K	0.01
COSTCO WHOLESALE CORP	Long	Equity-common	US	$7M	9K	0.14
CRACKER BARREL OLD CTRY ST INC CONV 0.625% 06/15/2026 (CRACKER BARREL OLD COUNTRY STORE INC)	Long	Debt	US	$868K	–	0.02
CROWN HOLDINGS INC	Long	Equity-common	US	$16M	193K	0.31
CSG SYSTEMS INTL INC CONV 3.875% 09/15/2028 144A	Long	Debt	US	$776K	–	0.01
CSX CORP	Long	Equity-common	US	$3M	80K	0.05
CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 11/15/2024 (CYBER-ARK SOFTWARE LTD (ISRAEL))	Long	Debt	IL	$2M	–	0.03
CYTOKINETICS INC CONV 3.5% 07/01/2027	Long	Debt	US	$2M	–	0.04
DANAHER CORP	Long	Equity-common	US	$28M	108K	0.54
DATADOG INC CONV 0.125% 06/15/2025	Long	Debt	US	$2M	–	0.04
DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029	Long	Debt	US	$774K	–	0.01
DEXCOM INC CONV 0.25% 11/15/2025	Long	Debt	US	$2M	–	0.04
DEXCOM INC CONV 0.375% 05/15/2028	Long	Debt	US	$2M	–	0.04
DHT HOLDINGS INC	Long	Equity-common	MH	$9M	736K	0.17
DICKS SPORTING GOODS INC	Long	Equity-common	US	$341K	2K	0.01
DIGITALOCEAN HOLDINGS INC CONV 0% 12/01/2026	Long	Debt	US	$3M	–	0.05
DISH NETWORK CORP CONV 0% 12/15/2025	Long	Debt	US	$3M	–	0.07
DISH NETWORK CORP CONV 3.375% 08/15/2026	Long	Debt	US	$5M	–	0.10
DISNEY (WALT) CO (WALT DISNEY CO)	Long	Equity-common	US	$12M	118K	0.23
DOLLAR TREE INC	Long	Equity-common	US	$23M	197K	0.45
DOMINION ENERGY INC 4.35%/VAR PERP	Long	Equity-preferred	US	$2M	–	0.04
DOMINION ENERGY INC 4.65% PERP	Long	Equity-preferred	US	$4M	–	0.08
DROPBOX INC CONV 0% 03/01/2026	Long	Debt	US	$742K	–	0.01
DROPBOX INC CONV 0% 03/01/2028	Long	Debt	US	$735K	–	0.01
DTE ENERGY CO 4.375% 12/01/2081	Long	Equity-preferred	US	$2M	85K	0.03
DTE ENERGY CO 4.375% PFD 10/15/2080	Long	Equity-preferred	US	$2M	100K	0.04
DTE ENERGY CO 5.25% PFD 12/1/77 PAR= 25	Long	Equity-preferred	US	$2M	75K	0.03
DUKE ENERGY CORP 4.875%/VAR 12/31/2199 (DUKE ENERGY CORP NEW)	Long	Equity-preferred	US	$8M	–	0.15
DUKE ENERGY CORP 5.625% PFD 09/15/2078 (DUKE ENERGY CORP NEW)	Long	Equity-preferred	US	$1M	50K	0.02
DUKE ENERGY CORP NEW CONV 4.125% 04/15/2026	Long	Debt	US	$4M	–	0.08
DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026	Long	Debt	US	$128K	–	0.00
EATON CORP PLC	Long	Equity-common	IE	$81M	244K	1.56
ECHOSTAR CORP CL A	Long	Equity-common	US	$722K	38K	0.01
EDISON INTERNATIONAL 5.375%/VAR PERP	Long	Equity-preferred	US	$4M	–	0.08
EDISON INTERNATIONAL 5%/VAR PERP	Long	Equity-preferred	US	$5M	–	0.10
ELI LILLY and CO	Long	Equity-common	US	$22M	27K	0.42
EMCOR GROUP INC	Long	Equity-common	US	$661K	2K	0.01
ENBRIDGE INC SER L 4/VAR PFD PERP	Long	Equity-preferred	CA	$1M	63K	0.03
ENERGY TRANSFER LP	Long	Equity-common	US	$6M	385K	0.12
ENERGY TRANSFER LP 6.75%/VAR PERP	Long	Equity-preferred	US	$493K	–	0.01
ENERGY TRANSFER LP 7.125/VAR PERP	Long	Equity-preferred	US	$6M	–	0.12
ENERGY TRANSFER LP 8%/VAR 05/15/2054	Long	Debt	US	$1M	–	0.02
ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP (ENERGY TRANSFER LP)	Long	Equity-preferred	US	$16M	–	0.31
ENLINK MIDSTREAM LLC	Long	Equity-common	US	$1M	79K	0.02
ENOVIS CORP CONV 3.875% 10/15/2028 144A	Long	Debt	US	$1M	–	0.02
ENTERGY LA 4.875% PFD 9/1/66 (ENTERGY LOUISIANA LLC)	Long	Equity-preferred	US	$652K	31K	0.01
ENTERGY NEW ORLEANS INC 5.5% PFD 4/1/2066 25 (ENTERGY NEW ORLEANS LLC)	Long	Equity-preferred	US	$539K	24K	0.01
ENVISTA HOLDINGS CORPORATION CONV 2.375% 06/01/2025	Long	Debt	US	$2M	–	0.03
EQUINIX INC	Long	Equity-common	US	$3M	5K	0.07
EQUINOX GOLD CORP CONV 4.75% 10/15/2028 144A	Long	Debt	CA	$822K	–	0.02
EQUITABLE HOLDINGS INC 4.3% PFD PERP	Long	Equity-preferred	US	$1M	76K	0.03
EQUITABLE HOLDINGS INC 4.95/VAR PERP	Long	Equity-preferred	US	$1M	–	0.02
EQUITABLE HOLDINGS INC SER A 5.25% PFD PERP	Long	Equity-preferred	US	$2M	85K	0.04
ESTEE LAUDER COS INC CL A (LAUDER ESTEE COS INC)	Long	Equity-common	US	$6M	45K	0.11
ETSY INC CONV 0.125% 09/01/2027	Long	Debt	US	$1M	–	0.02
ETSY INC CONV 0.125% 10/01/2026	Long	Debt	US	$1M	–	0.03
ETSY INC CONV 0.25% 06/15/2028	Long	Debt	US	$1M	–	0.02
EVERBRIDGE INC CONV 0.125% 12/15/2024	Long	Debt	US	$1M	–	0.03
EVERBRIDGE INC CONV 0% 03/15/2026	Long	Debt	US	$926K	–	0.02
EVERGY INC CONV 4.5% 12/15/2027 144A	Long	Debt	US	$3M	–	0.06
EVOLENT HEALTH INC CONV 3.5% 12/01/2029 144A	Long	Debt	US	$1M	–	0.03
EXACT SCIENCES CORP CONV 0.375% 03/01/2028	Long	Debt	US	$399K	–	0.01
EXACT SCIENCES CORP CONV 0.375% 03/15/2027	Long	Debt	US	$405K	–	0.01
EXACT SCIENCES CORP CONV 1% 01/15/2025	Long	Debt	US	$388K	–	0.01
EXACT SCIENCES CORP CONV 2% 03/01/2030 144A	Long	Debt	US	$3M	–	0.05
EXELON CORP	Long	Equity-common	US	$6M	154K	0.11
EXPERIAN PLC	Long	Equity-common	JE	$20M	434K	0.39
EXXON MOBIL CORP	Long	Equity-common	US	$146M	1M	2.81
FEDERAL REALTY OP LP CONV 3.25% 01/15/2029 144A	Long	Debt	US	$558K	–	0.01
FERROVIAL SE	Long	Equity-common	NL	$3M	80K	0.06
FERROVIAL SE RT	Long	Equity-common	NL	$26K	80K	0.00
Fidelity Cash Central Fund (Fidelity Revere Street Trust)	Long	Short-term investment vehicle	US	$10M	10M	0.19
Fidelity Real Estate Equity Central Fund (Fidelity Central Investment Portfolios LLC)	Long	Equity-common	US	$791M	6M	15.21
Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust)	Long	Short-term investment vehicle	US	$3M	3M	0.07
FIRSTENERGY CORP CONV 4% 05/01/2026	Long	Debt	US	$5M	–	0.09
FIVE9 INC CONV 1% 03/15/2029 144A	Long	Debt	US	$2M	–	0.03
FLUENCE ENERGY INC	Long	Equity-common	US	$831K	33K	0.02
FLUOR CORP NEW CONV 1.125% 08/15/2029 144A	Long	Debt	US	$2M	–	0.04
FORD MOTOR CO CONV 0% 03/15/2026	Long	Debt	US	$5M	–	0.09
FORTIVE CORP	Long	Equity-common	US	$3M	35K	0.05
FREEPORT MCMORAN INC (FREEPORT-MCMORAN INC)	Long	Equity-common	US	$30M	576K	0.58
FRESHPET INC CONV 3% 04/01/2028	Long	Debt	US	$2M	–	0.03
FRONTLINE PLC	Long	Equity-common	CY	$2M	72K	0.04
FUJIFILM HOLDINGS CORP (FUJIFILM HLDGS CORP)	Long	Equity-common	JP	$4M	180K	0.08
GANNETT HOLDINGS LLC 6% 11/01/2026 144A	Long	Debt	US	$3M	–	0.06
GAPWR 5% PFD 10/01/77 (GEORGIA POWER CO)	Long	Equity-preferred	US	$934K	40K	0.02
GE VERNOVA INC	Long	Equity-common	US	$7M	38K	0.13
GEN DIGITAL INC	Long	Equity-common	US	$7M	286K	0.14
GENERAL DYNAMICS CORPORATION	Long	Equity-common	US	$24M	80K	0.46
GENERAL ELECTRIC CO	Long	Equity-common	US	$25M	152K	0.48
GENIUS SPORTS LTD	Long	Equity-common	GG	$497K	95K	0.01
GEO CORRECTIONS HOLDINGS INC CONV 6.5% 02/23/2026	Long	Debt	US	$1M	–	0.03
GFL ENVIRONMENTAL INC	Long	Equity-common	CA	$7M	230K	0.14
GFL ENVIRONMENTAL INC	Long	Equity-common	CA	$6M	176K	0.11
GILEAD SCIENCES INC	Long	Equity-common	US	$13M	205K	0.25
GLAUKOS CORP CONV 2.75% 06/15/2027	Long	Debt	US	$2M	–	0.03
GLOBAL PARTNERS LP	Long	Equity-common	US	$602K	12K	0.01
GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031 144A	Long	Debt	US	$4M	–	0.08
GOLDMAN SACHS GROUP INC (THE) 3.65%/VAR PERP	Long	Equity-preferred	US	$2M	–	0.04
GOLDMAN SACHS GROUP INC (THE) 4.125/VAR PERP	Long	Equity-preferred	US	$5M	–	0.10
GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028	Long	Debt	US	$2M	–	0.04
GSK PLC	Long	Equity-common	GB	$7M	306K	0.13
GUARDANT HEALTH INC CONV 0% 11/15/2027	Long	Debt	US	$4M	–	0.08
GUIDEWIRE SOFTWARE INC CONV 1.25% 03/15/2025	Long	Debt	US	$1M	–	0.02
HAEMONETICS CORP MASS CONV 2.5% 06/01/2029 144A	Long	Debt	US	$870K	–	0.02
HARTFORD FINL SVCS GROUP INC	Long	Equity-common	US	$21M	202K	0.40
HEALTH CATALYST INC CONV 2.5% 04/15/2025	Long	Debt	US	$699K	–	0.01
HELIOS TOWERS PLC	Long	Equity-common	GB	$4M	3M	0.08
HESS CORP	Long	Equity-common	US	$7M	47K	0.14
HESS MIDSTREAM LP CL A	Long	Equity-common	US	$1M	30K	0.02
HILLENBRAND INC	Long	Equity-common	US	$5M	118K	0.11
HITACHI LTD	Long	Equity-common	JP	$14M	132K	0.26
HUBSPOT INC CONV 0.375% 06/01/2025	Long	Debt	US	$2M	–	0.05
HUNTINGTON INGALLS INDUSTRIES INC	Long	Equity-common	US	$18M	71K	0.35
IBERDROLA SA	Long	Equity-common	ES	$2M	130K	0.03
ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A	Long	Debt	US	$11M	–	0.22
IMMUNOCORE HOLDINGS PLC CONV 2.5% 02/01/2030 144A	Long	Debt	GB	$1M	–	0.02
IMPERIAL OIL LTD	Long	Equity-common	CA	$24M	340K	0.46
INSIGHT ENTERPRISES INC CONV 0.75% 02/15/2025	Long	Debt	US	$3M	–	0.07
INSMED INC CONV 0.75% 06/01/2028	Long	Debt	US	$2M	–	0.04
INSULET CORP CONV 0.375% 09/01/2026	Long	Debt	US	$3M	–	0.05
INTEGER HOLDINGS CORP CONV 2.125% 02/15/2028	Long	Debt	US	$3M	–	0.05
INTERDIGITAL INC CONV 3.5% 06/01/2027	Long	Debt	US	$2M	–	0.03
INTERPUBLIC GROUP OF COS INC	Long	Equity-common	US	$11M	341K	0.21
IRHYTHM TECHNOLOGIES INC CONV 1.5% 09/01/2029 144A	Long	Debt	US	$952K	–	0.02
ITT INC	Long	Equity-common	US	$37M	282K	0.72
JAZZ INVTS I LTD CONV 2% 06/15/2026	Long	Debt	BM	$2M	–	0.03
JETBLUE AIRWAYS CORP CONV 0.5% 04/01/2026	Long	Debt	US	$2M	–	0.05
JOHN BEAN TECHNOLOGIES CORP CONV 0.25% 05/15/2026	Long	Debt	US	$1M	–	0.03
JOHNSON and JOHNSON	Long	Equity-common	US	$81M	549K	1.55
JOHNSON CONTROLS INTERNATIONAL PLC	Long	Equity-common	IE	$23M	321K	0.44
JP MORGAN CHASE 4.75% PFD PERP (JPMORGAN CHASE and CO)	Long	Equity-preferred	US	$7M	325K	0.13
JPMORGAN CHASE and CO	Long	Equity-common	US	$27M	132K	0.52
JPMORGAN CHASE and CO 3.65/VAR PERP	Long	Equity-preferred	US	$27M	–	0.51
JPMORGAN CHASE and CO 4.55% PERP PFD	Long	Equity-preferred	US	$12M	583K	0.23
JPMORGAN CHASE and CO 4.6%/VAR PERP	Long	Equity-preferred	US	$35M	–	0.67
JPMORGAN CHASE and CO 4.625% PERP PFD	Long	Equity-preferred	US	$13M	650K	0.26
JPMORGAN CHASE and CO 5.75% PFD PERP	Long	Equity-preferred	US	$10M	384K	0.18
JPMORGAN CHASE and CO 5/VAR PERP	Long	Equity-preferred	US	$21M	–	0.41
JPMORGAN CHASE and CO 6.1%/VAR PERP X	Long	Equity-preferred	US	$21M	–	0.41
JPMORGAN CHASE and CO 6.875%/VAR PERP	Long	Equity-preferred	US	$20M	–	0.38
JPMORGAN CHASE and CO SER EE 6% PFD PERP	Long	Equity-preferred	US	$4M	175K	0.08
JPMORGAN CHASE and CO SER MM 4.2% PFD PERP	Long	Equity-preferred	US	$14M	716K	0.26
KANSAI ELECTRIC POWER CO INC	Long	Equity-common	JP	$3M	165K	0.06
KBR INC	Long	Equity-common	US	$12M	188K	0.24
KENVUE INC	Long	Equity-common	US	$28M	1M	0.54
KEURIG DR PEPPER INC	Long	Equity-common	US	$22M	637K	0.42
KEYERA CORP	Long	Equity-common	CA	$311K	12K	0.01
KINETIK HOLDINGS INC	Long	Equity-common	US	$1M	30K	0.02
KODIAK GAS SERVICES INC	Long	Equity-common	US	$878K	32K	0.02
LAMAR ADVERTISING CO CL A	Long	Equity-common	US	$16M	131K	0.30
LAMB WESTON HOLDINGS INC	Long	Equity-common	US	$609K	7K	0.01
LANTHEUS HLDGS INC CONV 2.625% 12/15/2027 (LANTHEUS HOLDINGS INC)	Long	Debt	US	$2M	–	0.03
LENDINGTREE INC CONV 0.5% 07/15/2025	Long	Debt	US	$4M	–	0.07
LIBERTY BROADBAND CORP CONV 3.125% 03/31/2053 144A	Long	Debt	US	$3M	–	0.05
LIBERTY MEDIA CORP CONV 2.375% 09/30/2053 144A	Long	Debt	US	$2M	–	0.05
LIBERTY MEDIA CORP CONV 3.75% 03/15/2028	Long	Debt	US	$2M	–	0.04
LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027 (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE)	Long	Debt	US	$3M	–	0.05
LIBERTY TRIPADVISOR HLDGS INC CONV 0.5% 06/30/2051 144A (LIBERTY TRIPADVISOR HOLDINGS INC)	Long	Debt	US	$796K	–	0.02
LINDE PLC	Long	Equity-common	IE	$32M	74K	0.62
LIVANOVA USA INC CONV 2.5% 03/15/2029 144A	Long	Debt	US	$882K	–	0.02
LIVANOVA USA INC CONV 3% 12/15/2025	Long	Debt	US	$2M	–	0.03
LIVE NATION ENTERTAINMENT INC CONV 3.125% 01/15/2029	Long	Debt	US	$4M	–	0.07
LIVENT CORP CONV 4.125% 07/15/2025	Long	Debt	US	$615K	–	0.01
LIVEPERSON INC CONV 0% 12/15/2026	Long	Debt	US	$471K	–	0.01
LOWES COS INC	Long	Equity-common	US	$10M	45K	0.19
LUMENTUM HLDGS INC CONV 0.5% 06/15/2028 (LUMENTUM HOLDINGS INC)	Long	Debt	US	$2M	–	0.03
LUMENTUM HLDGS INC CONV 0.5% 12/15/2026 (LUMENTUM HOLDINGS INC)	Long	Debt	US	$2M	–	0.04
LUMENTUM HLDGS INC CONV 1.5% 12/15/2029 144A (LUMENTUM HOLDINGS INC)	Long	Debt	US	$1M	–	0.02
LYFT INC CONV 1.5% 05/15/2025	Long	Debt	US	$2M	–	0.04
M and T BANK CORP	Long	Equity-common	US	$18M	116K	0.34
MACH NATURAL RESOURCES LP	Long	Equity-common	US	$1M	72K	0.03
MACOM TECHNOLOGY SOLN HLDS INC CONV 0.25% 03/15/2026 (MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC)	Long	Debt	US	$2M	–	0.03
MAGNITE INC CONV 0.25% 03/15/2026	Long	Debt	US	$372K	–	0.01
MARSH and MCLENNAN COS INC	Long	Equity-common	US	$10M	47K	0.19
MASTERCARD INC CL A	Long	Equity-common	US	$760K	2K	0.01
MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A (MATCH GROUP HOLDINGS II LLC)	Long	Debt	US	$2M	–	0.04
MCDONALDS CORP	Long	Equity-common	US	$72M	277K	1.38
MDU RESOURCES GROUP INC	Long	Equity-common	US	$4M	169K	0.08
MEG ENERGY CORP	Long	Equity-common	CA	$282K	13K	0.01
MERCK and CO INC NEW	Long	Equity-common	US	$28M	222K	0.53
MERIT MEDICAL SYSTEMS INC CONV 3% 02/01/2029 144A	Long	Debt	US	$2M	–	0.04
MERITAGE HOMES CORP CONV 1.75% 05/15/2028 144A	Long	Debt	US	$3M	–	0.05
META PLATFORMS INC CL A	Long	Equity-common	US	$1M	3K	0.03
METLIFE INC 3.85%/VAR PERP	Long	Equity-preferred	US	$9M	–	0.18
METLIFE INC GLB 6.4%/VAR 12/15/66	Long	Debt	US	$8M	–	0.15
METLIFE INC SER F 4.75% PFD PERP	Long	Equity-preferred	US	$3M	150K	0.06
METRO INC	Long	Equity-common	CA	$8M	152K	0.16
MICROCHIP TECHNOLOGY INC CONV 0.125% 11/15/2024	Long	Debt	US	$2M	–	0.04
MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030 144A	Long	Debt	US	$5M	–	0.09
MICROSOFT CORP	Long	Equity-common	US	$31M	75K	0.60
MICROSTRATEGY INC CL A	Long	Equity-common	US	$2M	1K	0.03
MICROSTRATEGY INC CONV 0.625% 03/15/2030 144A	Long	Debt	US	$2M	–	0.04
MICROSTRATEGY INC CONV 0.75% 12/15/2025	Long	Debt	US	$4M	–	0.08
MICROSTRATEGY INC CONV 0.875% 03/15/2031 144A	Long	Debt	US	$1M	–	0.02
MICROSTRATEGY INC CONV 0% 02/15/2027	Long	Debt	US	$3M	–	0.06
MIDDLEBY CORP CONV 1% 09/01/2025	Long	Debt	US	$2M	–	0.03
MIRUM PHARMACEUTICALS INC CONV 4% 05/01/2029	Long	Debt	US	$1M	–	0.02
MKS INSTRUMENTS INC CONV 1.25% 06/01/2030 144A	Long	Debt	US	$3M	–	0.07
MODERNA INC	Long	Equity-common	US	$1M	10K	0.03
MONGODB INC CONV 0.25% 01/15/2026	Long	Debt	US	$3M	–	0.06
MORGAN STANLEY 5.85% PFD PERP	Long	Equity-preferred	US	$11M	429K	0.20
MORGAN STANLEY 6.375/VAR PREF PERP	Long	Equity-preferred	US	$757K	30K	0.01
MORGAN STANLEY 7.125% PFD PERP E	Long	Equity-preferred	US	$634K	25K	0.01
MORGAN STANLEY SER L 4.875% PFD PERP	Long	Equity-preferred	US	$4M	175K	0.07
MORGAN STANLEY SER O 4.5% PFD PERP	Long	Equity-preferred	US	$9M	483K	0.18
MORGAN STANLEY VAR PERP	Long	Equity-preferred	US	$7M	–	0.13
MP MATERIALS CORP CONV 0.25% 04/01/2026 144A	Long	Debt	US	$1M	–	0.02
MP MATERIALS CORP CONV 3% 03/01/2030 144A	Long	Debt	US	$541K	–	0.01
MPLX LP	Long	Equity-common	US	$491K	12K	0.01
NATERA INC CONV 2.25% 05/01/2027	Long	Debt	US	$2M	–	0.03
NATIONAL GRID PLC	Long	Equity-common	GB	$5M	444K	0.10
NATIONAL GRID PLC RT 06/10/24	Long	Equity-common	GB	$401K	160K	0.01
NCL CORP LTD CONV 5.375% 08/01/2025	Long	Debt	BM	$1M	–	0.02
NEXTERA ENERGY CAP HLDGS INC 5.65% 03/01/2079 PFD	Long	Equity-preferred	US	$3M	115K	0.05
NEXTERA ENERGY CAP HLDGS INC CONV 3% 03/01/2027 144A	Long	Debt	US	$2M	–	0.04
NEXTERA ENERGY INC	Long	Equity-common	US	$45M	565K	0.87
NEXTERA ENERGY INC 6.926% PC 09/01/2025	Long	Equity-preferred	US	$5M	118K	0.10
NEXTERA ENERGY PARTNERS LP CONV 0% 11/15/2025 144A	Long	Debt	US	$4M	–	0.08
NORFOLK SOUTHERN CORP	Long	Equity-common	US	$18M	79K	0.34
NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029	Long	Debt	US	$3M	–	0.05
NORTHERN TRUST CORP 4.6%/VAR PERP	Long	Equity-preferred	US	$4M	–	0.08
NORTHERN TRUST CORP SER E 4.7% PFD PERP	Long	Equity-preferred	US	$2M	90K	0.04
NORTHROP GRUMMAN CORP	Long	Equity-common	US	$12M	27K	0.23
NORWEGIAN CRUISE LINE HLDGS LTD	Long	Equity-common	BM	$412K	25K	0.01
NOVAVAX INC CONV 5% 12/15/2027	Long	Debt	US	$586K	–	0.01
NRG ENERGY INC	Long	Equity-common	US	$3M	31K	0.05
NRG ENERGY INC CONV 2.75% 06/01/2048	Long	Debt	US	$2M	–	0.04
NUVASIVE INC CONV 0.375% 03/15/2025	Long	Debt	US	$2M	–	0.03
NVIDIA CORP	Long	Equity-common	US	$2M	2K	0.04
NXP SEMICONDUCTORS NV	Long	Equity-common	NL	$36M	132K	0.69
OKTA INC CONV 0.125% 09/01/2025	Long	Debt	US	$1M	–	0.03
OKTA INC CONV 0.375% 06/15/2026	Long	Debt	US	$1M	–	0.02
OMNICELL INC CONV 0.25% 09/15/2025	Long	Debt	US	$903K	–	0.02
ON SEMICONDUCTOR CORP CONV 0.5% 03/01/2029	Long	Debt	US	$4M	–	0.07
ON SEMICONDUCTOR CORP CONV 0% 05/01/2027	Long	Debt	US	$3M	–	0.06
OPKO HEALTH INC CONV 3.75% 01/15/2029 144A	Long	Debt	US	$385K	–	0.01
ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027	Long	Debt	US	$701K	–	0.01
PACIRA BIOSCIENCES INC CONV 2.125% 05/15/2029 144A	Long	Debt	US	$678K	–	0.01
PAGERDUTY INC CONV 1.25% 07/01/2025	Long	Debt	US	$600K	–	0.01
PAGERDUTY INC CONV 1.5% 10/15/2028 144A	Long	Debt	US	$1M	–	0.02
PALO ALTO NETWORKS INC CONV 0.375% 06/01/2025	Long	Debt	US	$7M	–	0.14
PAR TECHNOLOGY CORP CONV 1.5% 10/15/2027	Long	Debt	US	$90K	–	0.00
PARSONS CORP CONV 2.625% 03/01/2029 144A	Long	Debt	US	$3M	–	0.05
PAYCHEX INC	Long	Equity-common	US	$5M	40K	0.09
PEABODY ENERGY CORP CONV 3.25% 03/01/2028	Long	Debt	US	$1M	–	0.02
PEBBLEBROOK HOTEL TRUST 6.375% PERP PFD	Long	Equity-preferred	US	$1M	54K	0.02
PEGASYSTEMS INC CONV 0.75% 03/01/2025	Long	Debt	US	$3M	–	0.06
PELOTON INTERACTIVE INC CONV 0% 02/15/2026	Long	Debt	US	$926K	–	0.02
PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029 144A	Long	Debt	US	$704K	–	0.01
PENN ENTERTAINMENT INC CONV 2.75% 05/15/2026	Long	Debt	US	$3M	–	0.05
PERFICIENT INC CONV 0.125% 11/15/2026	Long	Debt	US	$2M	–	0.04
PERMIAN RESOURCES OPERATING LLC CONV 3.25% 04/01/2028	Long	Debt	US	$2M	–	0.04
PG and E CORP	Long	Equity-common	US	$5M	286K	0.10
PG and E CORP CONV 4.25% 12/01/2027 144A	Long	Debt	US	$8M	–	0.15
PHILLIPS 66	Long	Equity-common	US	$20M	138K	0.38
PIONEER NATURAL RESOURCES CO CONV 0.25% 05/15/2025	Long	Debt	US	$4M	–	0.08
PLAINS ALL AMER PIPELINE LP (PLAINS ALL AMERN PIPELINE MLP)	Long	Equity-common	US	$5M	289K	0.09
PNC FINANCIAL SERVICES GRP INC	Long	Equity-common	US	$38M	242K	0.73
PNC FINANCIAL SERVICES GRP INC 3.4/VAR PERP	Long	Equity-preferred	US	$9M	–	0.17
PNC FINANCIAL SERVICES GRP INC 5%/VAR PERP	Long	Equity-preferred	US	$10M	–	0.20
PNC FINANCIAL SERVICES GRP INC 6.2%/VAR PERP	Long	Equity-preferred	US	$3M	–	0.05
PNC FINANCIAL SERVICES GRP INC 6.25%/VAR PERP	Long	Equity-preferred	US	$7M	–	0.13
PNC FINANCIAL SERVICES GRP INC 6/VAR PERP	Long	Equity-preferred	US	$6M	–	0.11
POST HLDGS INC CONV 2.5% 08/15/2027 (POST HOLDINGS INC)	Long	Debt	US	$1M	–	0.03
PPL CAP FDG INC CONV 2.875% 03/15/2028	Long	Debt	US	$2M	–	0.04
PROCTER and GAMBLE CO	Long	Equity-common	US	$126M	768K	2.43
PROGRESS SOFTWARE CORP CONV 1% 04/15/2026	Long	Debt	US	$1M	–	0.03
PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030 144A	Long	Debt	US	$2M	–	0.03
PROLOGIS INC REIT	Long	Equity-common	US	$3M	24K	0.05
PRUDENTIAL FINANCIAL INC 4.125% PFD 09/01/2060 (PRUDENTIAL FINL INC)	Long	Equity-preferred	US	$2M	100K	0.04
PRUDENTIAL FINL INC 3.7%/VAR 10/01/50	Long	Debt	US	$2M	–	0.04
PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052	Long	Debt	US	$2M	–	0.04
PRUDENTIAL FINL INC 6.75%/VAR 03/01/2053	Long	Debt	US	$3M	–	0.05
PUBLIC STORAGE 3.875% PFD PERP	Long	Equity-preferred	US	$2M	100K	0.03
PUBLIC STORAGE 3.9% PFD PERP O	Long	Equity-preferred	US	$2M	100K	0.03
PUBLIC STORAGE 3.95% PERP PFD	Long	Equity-preferred	US	$2M	100K	0.03
PUBLIC STORAGE 4.7% SER J PFD PERP	Long	Equity-preferred	US	$2M	85K	0.03
PUBLIC STORAGE 4.75% SER K PFD PERP	Long	Equity-preferred	US	$2M	75K	0.03
PUBLIC STORAGE 4.875% SER I PFD PERP	Long	Equity-preferred	US	$2M	75K	0.03
PUBLIC STORAGE 4% PERP PFD	Long	Equity-preferred	US	$4M	224K	0.08
PUBLIC STORAGE 4% PFD PERP	Long	Equity-preferred	US	$3M	150K	0.05
PUBLIC STORAGE SER L 4.625% PFD PERP	Long	Equity-preferred	US	$4M	180K	0.07
PUBLIC STORAGE SER M 4.125% PFD PERP	Long	Equity-preferred	US	$1M	70K	0.03
PUBLIC STORAGE SER S 4.1% PFD PERP	Long	Equity-preferred	US	$2M	100K	0.04
Q2 HLDGS INC CONV 0.75% 06/01/2026 (Q2 HOLDINGS INC)	Long	Debt	US	$1M	–	0.02
RAPID7 INC CONV 0.25% 03/15/2027	Long	Debt	US	$83K	–	0.00
RAPID7 INC CONV 1.25% 03/15/2029 144A	Long	Debt	US	$1M	–	0.03
RBC BEARINGS INC PC 10/15/2024	Long	Equity-preferred	US	$793K	6K	0.02
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026	Long	Debt	US	$2M	–	0.03
REALREAL (THE) CONV 1% 03/01/2028	Long	Debt	US	$870K	–	0.02
REALREAL (THE) CONV 3% 06/15/2025	Long	Debt	US	$380K	–	0.01
REDFIN CORP CONV 0.5% 04/01/2027 (REDFIN CORPORATION)	Long	Debt	US	$3M	–	0.05
REDFIN CORP CONV 0% 10/15/2025 (REDFIN CORPORATION)	Long	Debt	US	$894K	–	0.02
RENAISSANCERE HLDGS LTD SER G 4.2% PFD PERP (RENAISSANCERE HOLDINGS LTD)	Long	Equity-preferred	BM	$696K	40K	0.01
REPLIGEN CORP CONV 1% 12/15/2028 144A	Long	Debt	US	$2M	–	0.03
REPUBLIC SERVICES INC	Long	Equity-common	US	$3M	19K	0.07
REXFORD INDUSTRIAL REALTY LP CONV 4.125% 03/15/2029 144A	Long	Debt	US	$1M	–	0.03
REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A	Long	Debt	US	$1M	–	0.03
RIVIAN AUTOMOTIVE INC CONV 3.625% 10/15/2030 144A	Long	Debt	US	$3M	–	0.06
RIVIAN AUTOMOTIVE INC CONV 4.625% 03/15/2029	Long	Debt	US	$3M	–	0.05
ROCHE HOLDINGS AG (GENUSSCHEINE) (ROCHE HOLDING AG)	Long	Equity-common	CH	$18M	69K	0.34
ROCKET LAB USA INC CONV 4.25% 02/01/2029 144A	Long	Debt	US	$1M	–	0.02
ROPER TECHNOLOGIES INC	Long	Equity-common	US	$7M	14K	0.14
ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025	Long	Debt	LR	$7M	–	0.14
ROYALTY PHARMA PLC	Long	Equity-common	GB	$8M	293K	0.15
RWE AG	Long	Equity-common	DE	$3M	84K	0.06
SAMSUNG ELECTRONICS CO LTD	Long	Equity-common	KR	$27M	518K	0.53
SANOFI SPON ADR	Long	Equity-common	FR	$23M	474K	0.45
SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027	Long	Debt	US	$3M	–	0.05
SAREPTA THERAPEUTICS INC CONV 1.5% 11/15/2024	Long	Debt	US	$480K	–	0.01
SCE TRUST VII 7.5% PFD PERP	Long	Equity-preferred	US	$4M	150K	0.08
SCE TRUST VIII 6.95% PFD PERP	Long	Equity-preferred	US	$15M	600K	0.29
SCHWAB CHARLES 4.45% PERP PFD (SCHWAB CHARLES CORP)	Long	Equity-preferred	US	$4M	200K	0.08
SCHWAB CHARLES CORP 4/VAR PERP	Long	Equity-preferred	US	$17M	–	0.33
SCHWAB CHARLES CORP 4/VAR PERP	Long	Equity-preferred	US	$16M	–	0.30
SCHWAB CHARLES CORP 5.375/VAR PERP	Long	Equity-preferred	US	$15M	–	0.28
SCHWAB CHARLES CORP 5%/VAR PERP	Long	Equity-preferred	US	$6M	–	0.12
SCORPIO TANKERS INC	Long	Equity-common	MH	$2M	26K	0.04
SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028 144A	Long	Debt	KY	$4M	–	0.08
SEGRO PLC	Long	Equity-common	GB	$4M	367K	0.08
SEMPRA	Long	Equity-common	US	$6M	79K	0.12
SEMPRA ENERGY 4.125%/VAR 04/01/2052	Long	Debt	US	$7M	–	0.14
SEMPRA ENERGY 4.875%/VAR PERP	Long	Equity-preferred	US	$4M	–	0.08
SEMPRA ENERGY 5.75% PFD 07/01/2079	Long	Equity-preferred	US	$4M	170K	0.08
SEMTECH CORP CONV 1.625% 11/01/2027	Long	Debt	US	$482K	–	0.01
SEMTECH CORP CONV 4% 11/01/2028 144A	Long	Debt	US	$647K	–	0.01
SHIFT4 PAYMENTS INC CONV 0.5% 08/01/2027	Long	Debt	US	$680K	–	0.01
SHIFT4 PAYMENTS INC CONV 0% 12/15/2025	Long	Debt	US	$1M	–	0.02
SHOCKWAVE MEDICAL INC CONV 1% 08/15/2028 144A	Long	Debt	US	$4M	–	0.07
SIEMENS AG (REGD)	Long	Equity-common	DE	$14M	73K	0.27
SNAP INC CONV 0.125% 03/01/2028	Long	Debt	US	$3M	–	0.06
SNAP INC CONV 0.25% 05/01/2025	Long	Debt	US	$1M	–	0.02
SNAP INC CONV 0.75% 08/01/2026	Long	Debt	US	$1M	–	0.02
SNAP INC CONV 0% 05/01/2027	Long	Debt	US	$2M	–	0.04
SOFI TECHNOLOGIES INC CONV 0% 10/15/2026 144A	Long	Debt	US	$2M	–	0.03
SOFI TECHNOLOGIES INC CONV 1.25% 03/15/2029 144A	Long	Debt	US	$748K	–	0.01
SOUTHERN CO (SOUTHERN COMPANY)	Long	Equity-common	US	$26M	319K	0.49
SOUTHERN CO 5.25% 12/01/77 PFD (SOUTHERN COMPANY)	Long	Equity-preferred	US	$972K	41K	0.02
SOUTHERN COMPANY 4.2% PFD 10/15/2060	Long	Equity-preferred	US	$4M	221K	0.08
SOUTHERN COMPANY 4%/VAR 01/15/2051	Long	Debt	US	$6M	–	0.11
SOUTHERN COMPANY CONV 3.875% 12/15/2025	Long	Debt	US	$4M	–	0.08
SOUTHERN COMPANY CONV 4.5% 06/15/2027 144A	Long	Debt	US	$3M	–	0.07
SOUTHERN COMPANY SER A 4.95% PFD 01/30/2080	Long	Equity-preferred	US	$7M	310K	0.13
SOUTHWEST AIRLINES CO CONV 1.25% 05/01/2025	Long	Debt	US	$2M	–	0.04
SOUTHWEST GAS HOLDINGS INC	Long	Equity-common	US	$7M	95K	0.14
SPHERE ENTERTAINMENT CO CONV 3.5% 12/01/2028 144A	Long	Debt	US	$486K	–	0.01
SPIRIT AEROSYSTEMS INC CONV 3.25% 11/01/2028 144A	Long	Debt	US	$3M	–	0.05
SPIRIT AIRLS INC CONV 1% 05/15/2026 (SPIRIT AIRLINES INC)	Long	Debt	US	$390K	–	0.01
SSE PLC	Long	Equity-common	GB	$4M	176K	0.08
STATE STREET CORP 5.625/VAR PERP	Long	Equity-preferred	US	$7M	–	0.13
STATECRP 5.35%/VAR PFD PERP (STATE STREET CORP)	Long	Equity-preferred	US	$491K	20K	0.01
STEM INC CONV 4.25% 04/01/2030 144A	Long	Debt	US	$914K	–	0.02
STIFEL FINANCIAL CORP SER D 4.5% PERP PFD	Long	Equity-preferred	US	$2M	115K	0.04
STRIDE INC CONV 1.125% 09/01/2027	Long	Debt	US	$2M	–	0.03
SUBURBAN PROPANE PARTNERS LP (SUBURBAN PROPANE PARTNERS MLP)	Long	Equity-common	US	$613K	30K	0.01
SUMMIT HOTEL PPTYS INC SER F 5.875% PERP PFD (SUMMIT HOTEL PROPERTIES INC)	Long	Equity-preferred	US	$1M	70K	0.03
SUMMIT HOTEL PPTYS INC SERIES E 6.25% PFD PERP (SUMMIT HOTEL PROPERTIES INC)	Long	Equity-preferred	US	$455K	21K	0.01
SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP	Long	Equity-preferred	US	$229K	–	0.00
SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026	Long	Debt	US	$484K	–	0.01
SUNNOVA ENERGY INTERNATIONAL INC CONV 2.625% 02/15/2028	Long	Debt	US	$1M	–	0.02
SUNOCO LP	Long	Equity-common	US	$1M	25K	0.02
SUNRUN INC CONV 4% 03/01/2030 144A	Long	Debt	US	$1M	–	0.02
SUNSTONE HOTEL INVS INC SER H 6.125% PFD PERP (SUNSTONE HOTEL INVS INC NEW)	Long	Equity-preferred	US	$427K	20K	0.01
SUPER GROUP SGHC LTD	Long	Equity-common	GG	$1M	317K	0.02
SUPER MICRO COMPUTER INC CONV 0% 03/01/2029 144A	Long	Debt	US	$2M	–	0.04
T-MOBILE US INC	Long	Equity-common	US	$14M	78K	0.26
TAIWAN SEMIC MFG CO LTD SP ADR (TAIWAN SEMICONDUCTOR MFG CO LTD)	Long	Equity-common	TW	$45M	298K	0.87
TAPESTRY INC	Long	Equity-common	US	$3M	72K	0.06
TARGA RESOURCES CORP (TARGA RES CORP)	Long	Equity-common	US	$9M	74K	0.17
TARGET CORP	Long	Equity-common	US	$12M	75K	0.23
TELADOC HEALTH INC CONV 1.25% 06/01/2027	Long	Debt	US	$2M	–	0.04
TETRA TECH INC NEW CONV 2.25% 08/15/2028 144A	Long	Debt	US	$2M	–	0.04
TJX COMPANIES INC NEW	Long	Equity-common	US	$31M	299K	0.59
TOAST INC	Long	Equity-common	US	$489K	20K	0.01
TOPGOLF CALLAWAY BRANDS CORP CONV 2.75% 05/01/2026	Long	Debt	US	$2M	–	0.03
TRANSMEDICS GROUP INC CONV 1.5% 06/01/2028	Long	Debt	US	$2M	–	0.05
TRANSOCEAN INC CONV 4.625% 09/30/2029	Long	Debt	KY	$1M	–	0.02
TRANSOCEAN INC CONV 4% 12/15/2025	Long	Debt	KY	$962K	–	0.02
TRAVELERS COMPANIES INC (TRAVELERS COS INC)	Long	Equity-common	US	$34M	157K	0.65
TRIPADVISOR INC CONV 0.25% 04/01/2026	Long	Debt	US	$980K	–	0.02
TRUIST FINANCIAL CORP 4.75% PERP PFD	Long	Equity-preferred	US	$5M	250K	0.10
TRUIST FINANCIAL CORP 4.95%/VAR PERP	Long	Equity-preferred	US	$6M	–	0.12
TRUIST FINANCIAL CORP 5.1%/VAR PERP	Long	Equity-preferred	US	$6M	–	0.12
TRUIST FINL CORP 4.8%/VAR PERP (TRUIST FINANCIAL CORP)	Long	Equity-preferred	US	$12M	–	0.23
TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026	Long	Debt	US	$3M	–	0.05
UBER TECHNOLOGIES INC CONV 0.875% 12/01/2028 144A	Long	Debt	US	$6M	–	0.11
UBER TECHNOLOGIES INC CONV 0% 12/15/2025	Long	Debt	US	$2M	–	0.04
UNILEVER PLC ORD	Long	Equity-common	GB	$7M	120K	0.13
UNION PACIFIC CORP	Long	Equity-common	US	$3M	15K	0.07
UNITED PARCEL SERVICE INC CL B	Long	Equity-common	US	$37M	265K	0.71
UNITED STATES STEEL CORP CONV 5% 11/01/2026	Long	Debt	US	$2M	–	0.03
UNITED STATES TREASURY BOND 3.875% 02/15/2043	Long	Debt	US	$59M	–	1.13
UNITED STATES TREASURY BOND 3.875% 05/15/2043	Long	Debt	US	$9M	–	0.17
UNITED STATES TREASURY BOND 4.25% 02/15/2054	Long	Debt	US	$6M	–	0.11
UNITED STATES TREASURY BOND 4.5% 02/15/2044	Long	Debt	US	$1M	–	0.03
UNITEDHEALTH GROUP INC	Long	Equity-common	US	$18M	37K	0.35
US BANCORP DEL	Long	Equity-common	US	$27M	663K	0.52
US BANCORP DEL 3.7%/VAR PERP	Long	Equity-preferred	US	$6M	–	0.12
US BANCORP DEL 4.5% PERP PFD	Long	Equity-preferred	US	$3M	150K	0.06
US BANCORP DEL 5.3/VAR PERP	Long	Equity-preferred	US	$1M	–	0.03
US BANCORP DEL SER K 5.5% PFD PERP	Long	Equity-preferred	US	$2M	100K	0.05
US BANCORP DEL SER L 3.75% PFD PERP	Long	Equity-preferred	US	$2M	150K	0.05
US BANCORP SER M 4% PFD PERP (US BANCORP DEL)	Long	Equity-preferred	US	$4M	241K	0.08
USA COMPRESSION PARTNERS LP	Long	Equity-common	US	$1M	46K	0.02
VALERO ENERGY CORP	Long	Equity-common	US	$17M	109K	0.33
VARONIS SYS INC CONV 1.25% 08/15/2025	Long	Debt	US	$1M	–	0.03
VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029	Long	Debt	US	$572K	–	0.01
VENTAS RLTY LTD PARTNERSHIP CONV 3.75% 06/01/2026 144A	Long	Debt	US	$4M	–	0.07
VERALTO CORP	Long	Equity-common	US	$4M	38K	0.07
VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A	Long	Debt	US	$594K	–	0.01
VERIZON COMMUNICATIONS INC	Long	Equity-common	US	$48M	1M	0.93
VERTEX INC CONV 0.75% 05/01/2029 144A	Long	Debt	US	$1M	–	0.02
VISA INC CL A	Long	Equity-common	US	$9M	33K	0.17
VISHAY INTERTECHNOLOGY INC CONV 2.25% 09/15/2030 144A	Long	Debt	US	$1M	–	0.02
VISTRA CORP	Long	Equity-common	US	$24M	240K	0.46
VISTRA CORP 8%/VAR PERP 144A	Long	Equity-preferred	US	$3M	–	0.06
VISTRA CORP T5Y 7%/VAR PERP 144A	Long	Equity-preferred	US	$3M	–	0.07
WALMART INC	Long	Equity-common	US	$16M	236K	0.30
WASTE CONNECTIONS INC (WASTE CONNECTION INC)	Long	Equity-common	CA	$4M	27K	0.08
WASTE MANAGEMENT INC (WASTE MANAGEMENT INC DEL)	Long	Equity-common	US	$9M	42K	0.17
WATSCO INC	Long	Equity-common	US	$15M	32K	0.30
WAYFAIR INC CONV 0.625% 10/01/2025	Long	Debt	US	$7M	–	0.14
WEC ENERGY GROUP INC	Long	Equity-common	US	$12M	153K	0.24
WEC ENERGY GROUP INC CONV 4.375% 06/01/2027 144A	Long	Debt	US	$1M	–	0.03
WEC ENERGY GROUP INC CONV 4.375% 06/01/2029 144A	Long	Debt	US	$1M	–	0.03
WELLS FARGO 7.5% PC PERP A/L PAR=1000 (WELLS FARGO and CO)	Long	Equity-preferred	US	$29M	24K	0.55
WELLS FARGO and CO	Long	Equity-common	US	$23M	384K	0.44
WELLS FARGO and CO 7.625%/ VAR PERP	Long	Equity-preferred	US	$3M	–	0.06
WELLS FARGO and CO NEW 3.9/VAR PERP	Long	Equity-preferred	US	$28M	–	0.53
WELLS FARGO and CO NEW 4.25% PERP PFD	Long	Equity-preferred	US	$10M	515K	0.18
WELLS FARGO and CO NEW 4.7% PFD	Long	Equity-preferred	US	$8M	400K	0.16
WELLS FARGO and CO NEW 5.9%/VAR PERP	Long	Equity-preferred	US	$21M	–	0.40
WELLS FARGO and CO NEW SER Y 5.625% PFD	Long	Equity-preferred	US	$5M	200K	0.09
WELLSFARGO CL A SERIES Z 4.75% PFD PERP (WELLS FARGO and CO)	Long	Equity-preferred	US	$13M	639K	0.25
WELLSFARGO SER CC 4.375% PFD PERP (WELLS FARGO and CO)	Long	Equity-preferred	US	$7M	350K	0.13
WELLTOWER OP LLC CONV 2.75% 05/15/2028 144A	Long	Debt	US	$5M	–	0.09
WESTERN DIGITAL CORP CONV 3% 11/15/2028 144A	Long	Debt	US	$6M	–	0.11
WESTERN MIDSTREAM PARTNERS LP	Long	Equity-common	US	$3M	81K	0.06
WILLIAMS COMPANIES INC (WILLIAMS COS INC)	Long	Equity-common	US	$7M	169K	0.13
WINNEBAGO INDUSTRIES INC CONV 3.25% 01/15/2030 144A	Long	Debt	US	$1M	–	0.02
WIX.COM LTD CONV 0% 08/15/2025	Long	Debt	IL	$2M	–	0.04
WOLFSPEED INC CONV 0.25% 02/15/2028	Long	Debt	US	$1M	–	0.03
WOLFSPEED INC CONV 1.75% 05/01/2026	Long	Debt	US	$584K	–	0.01
WOLFSPEED INC CONV 1.875% 12/01/2029	Long	Debt	US	$4M	–	0.08
WORKIVA INC	Long	Equity-common	US	$269K	4K	0.01
WORKIVA INC CONV 1.25% 08/15/2028 144A	Long	Debt	US	$2M	–	0.03
WORLD KINECT CORP CONV 3.25% 07/01/2028 144A	Long	Debt	US	$1M	–	0.02
XCEL ENERGY INC	Long	Equity-common	US	$15M	279K	0.30
ZILLOW GROUP INC CONV 0.75% 09/01/2024	Long	Debt	US	$1M	–	0.03
ZILLOW GROUP INC CONV 1.375% 09/01/2026	Long	Debt	US	$3M	–	0.05
ZOOM VIDEO COMMUNICATIONS INC CL A	Long	Equity-common	US	$1M	22K	0.03
ZSCALER INC CONV 0.125% 07/01/2025	Long	Debt	US	$3M	–	0.06
ZYNGA INC CONV 0% 12/15/2026	Long	Debt	US	$2M	–	0.03

Address

Fidelity Salem Street Trust

245 Summer Street

Boston

Massachusetts

02210

United States of America

Websites

fidelity.com

institutional.fidelity.com

Directors

ELIZABETH S ACTON

ROBERT W HELM

CHRISTINE THOMPSON

JENNIFER TOOLIN MCAULIFFE

CAROL J ZIERHOFFER

JOHN ENGLER

MARK A MURRAY

ROBERT F GARTLAND

JONATHAN CHIEL

LAURA M BISHOP

ANN E DUNWOODY

ABIGAIL JOHNSON

MICHAEL E KENNEALLY

Transfer Agents

Fidelity Investments Institutional Operations Company LLC

Pricing Services

INTERCONTINENTAL EXCHANGE INC

PRICINGDIRECT INC

REFINITIV US HOLDINGS INC

BLOOMBERG LP

Custodians

Citibank NA

Citibank Canada

Citibank Europe plc

Euroclear Bank SA/NV

Citibank NA

Citibank Europe plc

Citibank NA

Citibank Europe plc

Citibank NA

Citibank Europe plc

Citibank NA

Banco Nacional de Mexico S.A.

Citibank NA

CITIBANK, N.A.

Citibank NA

Citibank Europe plc

Citibank del Peru S.A.

Citibank NA

Citigroup Pty Limited

Citibank A.S.

Swedbank AS

Citibank Europe plc

Citibank (China) Co. Limited

Citibank NA

Citibank Maghreb S.A.

Citibank Europe plc

Citibank Berhad

Citibank Europe plc

Shareholder Servicing Agents

Fidelity Investments Institutional Operations Company LLC

Admins

Fidelity Service Company

Brokers

MORGAN STANLEY

GOLDMAN SACHS GROUP INC (THE)

CANTOR FITZGERALD LP

JONES and ASSOCIATES INC

BANK OF AMERICA CORPORATION

BARCLAYS PLC

JPMORGAN CHASE and CO

UBS GROUP AG

ROYAL BANK OF CANADA

CITIGROUP INC