Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Corporate Bond Fund
$3.16B
Avg Monthly Net Assets
$1.72B
Total Assets
$11.41M
Total Liabilities
$1.71B
Net Assets
Fidelity Corporate 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 $3.16B.
On July 26th, 2024 it reported 616 holdings, the largest
being UNITED STATES TREASURY BOND (6.1%), UNITED STATES TREASURY BOND (1.5%) and Fidelity Revere Street Trust (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Advisor Corporate Bond Fund - Class A | C000088097 | FCBAX | |
| Fidelity Advisor Corporate Bond Fund - Class C | C000088099 | FCCCX | |
| Fidelity Advisor Corporate Bond Fund - Class I | C000088101 | FCBIX | |
| Fidelity Advisor Corporate Bond Fund - Class M | C000088100 | FCBTX | |
| Fidelity Advisor Corporate Bond Fund - Class Z | C000205023 | FIKOX | |
| Fidelity Corporate Bond Fund | C000088096 | FCBFX |
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 |
|---|---|---|---|---|---|---|
| ADVANCE AUTO PARTS INC 1.75% 10/01/2027 | Long | Debt | US | $2M | – | 0.10 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | Long | Debt | IE | $437K | – | 0.03 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 | Long | Debt | IE | $2M | – | 0.13 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $3M | – | 0.18 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 | Long | Debt | IE | $671K | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033 | Long | Debt | IE | $1M | – | 0.08 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041 | Long | Debt | IE | $2M | – | 0.12 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $2M | – | 0.14 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.15% 09/30/2030 | Long | Debt | IE | $5M | – | 0.31 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 | Long | Debt | IE | $1M | – | 0.07 |
| AES CORP 1.375% 01/15/2026 | Long | Debt | US | $2M | – | 0.10 |
| AES CORP 2.45% 01/15/2031 | Long | Debt | US | $5M | – | 0.30 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $1M | – | 0.08 |
| AES CORP 3.95% 07/15/2030 144A | Long | Debt | US | $2M | – | 0.11 |
| AGCO CORP 5.8% 03/21/2034 | Long | Debt | US | $4M | – | 0.22 |
| AGREE LP 4.8% 10/01/2032 | Long | Debt | US | $4M | – | 0.23 |
| AGREE LP 5.625% 06/15/2034 | Long | Debt | US | $2M | – | 0.12 |
| AIA GROUP LTD 3.2% 09/16/2040 144A | Long | Debt | HK | $477K | – | 0.03 |
| AIA GROUP LTD 3.375% 04/07/2030 144A | Long | Debt | HK | $932K | – | 0.05 |
| AIA GROUP LTD 3.6% 04/09/2029 144A | Long | Debt | HK | $1M | – | 0.07 |
| AIA GROUP LTD 3.9% 04/06/2028 144A | Long | Debt | HK | $2M | – | 0.09 |
| AIB GROUP PLC 5.83%/VAR 03/28/2035 144A | Long | Debt | IE | $4M | – | 0.24 |
| AIB GROUP PLC 7.583%/VAR 10/14/2026 144A | Long | Debt | IE | $4M | – | 0.23 |
| AIR LEASE CORP 2.875% 01/15/2026 | Long | Debt | US | $3M | – | 0.15 |
| AIR LEASE CORP 2.875% 01/15/2032 | Long | Debt | US | $5M | – | 0.28 |
| AIR LEASE CORP 5.3% 02/01/2028 | Long | Debt | US | $4M | – | 0.25 |
| ALABAMA POWER CO 3.05% 03/15/2032 (ALABAMA POWER and LIGHT) | Long | Debt | US | $994K | – | 0.06 |
| ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $5M | – | 0.27 |
| ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $500K | – | 0.03 |
| ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A | Long | Debt | CA | $3M | – | 0.19 |
| ALLY FINL INC 2.2% 11/02/2028 (ALLY FINANCIAL INC) | Long | Debt | US | $1M | – | 0.08 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $3M | – | 0.17 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $752K | – | 0.04 |
| ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) | Long | Debt | US | $8M | – | 0.50 |
| ALTRIA GROUP INC 2.45% 02/04/2032 | Long | Debt | US | $2M | – | 0.10 |
| AMER AIRLINE 19-1B PTT 3.85% 08/15/2029 | Long | Debt | US | $673K | – | 0.04 |
| AMERICAN AIRLINES INC 3.75% 04/15/2027 | Long | Debt | US | $826K | – | 0.05 |
| AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $2M | – | 0.12 |
| AMERICAN MUN OH 8.084% 2/15/50 (AMERICAN MUN PWR REV) | Long | Debt | US | $677K | – | 0.04 |
| AMERICAN TOWER CORP 2.1% 06/15/2030 | Long | Debt | US | $2M | – | 0.10 |
| AMERICAN TRANSMISSION SYS INC 2.65% 01/15/2032 144A (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $3M | – | 0.17 |
| AMFAM HOLDINGS INC 2.805% 03/11/2031 144A | Long | Debt | US | $3M | – | 0.15 |
| AMGEN INC 4.663% 06/15/2051 | Long | Debt | US | $2M | – | 0.11 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $858K | – | 0.05 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $959K | – | 0.06 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $451K | – | 0.03 |
| AMGEN INC 5.75% 03/02/2063 | Long | Debt | US | $819K | – | 0.05 |
| ANGLO AMERICAN CAPITAL PLC 3.875% 03/16/2029 144A | Long | Debt | GB | $4M | – | 0.21 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031 | Long | Debt | US | $1M | – | 0.06 |
| AON CORP 6.25% 09/30/2040 (AON CORP2) | Long | Debt | US | $91K | – | 0.01 |
| ARES CAPITAL CORP 2.15% 07/15/2026 | Long | Debt | US | $10M | – | 0.58 |
| ARES CAPITAL CORP 3.25% 07/15/2025 | Long | Debt | US | $5M | – | 0.30 |
| ARES CAPITAL CORP 3.875% 01/15/2026 | Long | Debt | US | $6M | – | 0.34 |
| ARES CAPITAL CORP 4.25% 03/01/2025 | Long | Debt | US | $5M | – | 0.30 |
| ASSURANT INC 2.65% 01/15/2032 | Long | Debt | US | $4M | – | 0.22 |
| AT and T INC 2.25% 02/01/2032 | Long | Debt | US | $4M | – | 0.23 |
| AT and T INC 3.55% 09/15/2055 | Long | Debt | US | $1M | – | 0.08 |
| AT and T INC 3.65% 09/15/2059 | Long | Debt | US | $969K | – | 0.06 |
| AT and T INC 3.8% 12/01/2057 | Long | Debt | US | $4M | – | 0.25 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $2M | – | 0.11 |
| AT and T INC 4.5% 05/15/2035 | Long | Debt | US | $1M | – | 0.08 |
| ATHENE GLOBAL FUNDING 1.45% 01/08/2026 144A | Long | Debt | US | $6M | – | 0.37 |
| ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A | Long | Debt | US | $4M | – | 0.22 |
| ATHENE HOLDING LTD 3.45% 05/15/2052 | Long | Debt | US | $3M | – | 0.16 |
| ATHENE HOLDING LTD 3.95% 05/25/2051 | Long | Debt | US | $693K | – | 0.04 |
| ATHENE HOLDING LTD 6.65% 02/01/2033 | Long | Debt | US | $3M | – | 0.19 |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A | Long | Debt | GB | $4M | – | 0.22 |
| AUTONATION INC DEL 1.95% 08/01/2028 | Long | Debt | US | $4M | – | 0.24 |
| AUTONATION INC DEL 2.4% 08/01/2031 | Long | Debt | US | $2M | – | 0.10 |
| AUTONATION INC DEL 3.85% 03/01/2032 | Long | Debt | US | $2M | – | 0.10 |
| AUTONATION INC DEL 4.75% 06/01/2030 | Long | Debt | US | $128K | – | 0.01 |
| AUTOZONE INC 4% 04/15/2030 | Long | Debt | US | $3M | – | 0.20 |
| AVIATION CAPITAL GROUP LLC 6.75% 10/25/2028 144A | Long | Debt | US | $4M | – | 0.25 |
| AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A | Long | Debt | KY | $5M | – | 0.27 |
| AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A | Long | Debt | KY | $9M | – | 0.53 |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | Long | Debt | KY | $512K | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | Long | Debt | KY | $369K | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A | Long | Debt | KY | $673K | – | 0.04 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A | Long | Debt | KY | $5M | – | 0.29 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $2M | – | 0.09 |
| BAE SYSTEMS PLC 3.4% 04/15/2030 144A | Long | Debt | GB | $294K | – | 0.02 |
| BAE SYSTEMS PLC 5.25% 03/26/2031 144A | Long | Debt | GB | $360K | – | 0.02 |
| BAE SYSTEMS PLC 5.3% 03/26/2034 144A | Long | Debt | GB | $2M | – | 0.14 |
| BAE SYSTEMS PLC 5.5% 03/26/2054 144A | Long | Debt | GB | $870K | – | 0.05 |
| BANCO SANTANDER SA 2.749% 12/03/2030 | Long | Debt | ES | $6M | – | 0.32 |
| BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $3M | – | 0.18 |
| BANK OF AMERICA CORPORATION 1.898/VAR 07/23/2031 | Long | Debt | US | $3M | – | 0.20 |
| BANK OF AMERICA CORPORATION 2.592/VAR 04/29/2031 | Long | Debt | US | $4M | – | 0.24 |
| BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033 | Long | Debt | US | $10M | – | 0.56 |
| BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030 | Long | Debt | US | $6M | – | 0.34 |
| BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028 | Long | Debt | US | $2M | – | 0.13 |
| BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033 | Long | Debt | US | $5M | – | 0.29 |
| BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | Long | Debt | US | $7M | – | 0.39 |
| BANK OF AMERICA CORPORATION 6.11% 01/29/2037 | Long | Debt | US | $847K | – | 0.05 |
| BARCLAYS PLC (UNGTD) 3.811%/VAR 03/10/2042 | Long | Debt | GB | $3M | – | 0.20 |
| BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 | Long | Debt | GB | $4M | – | 0.23 |
| BARCLAYS PLC (UNGTD) 5.746%/VAR 08/09/2033 | Long | Debt | GB | $1M | – | 0.07 |
| BARCLAYS PLC (UNGTD) 7.437%/VAR 11/02/2033 | Long | Debt | GB | $5M | – | 0.29 |
| BARCLAYS PLC 3.65% 03/16/2025 | Long | Debt | GB | $1M | – | 0.08 |
| BAT CAPITAL CORP 2.259% 03/25/2028 | Long | Debt | US | $4M | – | 0.23 |
| BAT CAPITAL CORP 2.726% 03/25/2031 | Long | Debt | US | $5M | – | 0.29 |
| BAT CAPITAL CORP 3.215% 09/06/2026 | Long | Debt | US | $4M | – | 0.24 |
| BAT CAPITAL CORP 3.557% 08/15/2027 | Long | Debt | US | $753K | – | 0.04 |
| BAT CAPITAL CORP 4.7% 04/02/2027 | Long | Debt | US | $746K | – | 0.04 |
| BAT CAPITAL CORP 5.834% 02/20/2031 | Long | Debt | US | $1M | – | 0.08 |
| BAT CAPITAL CORP 7.75% 10/19/2032 | Long | Debt | US | $4M | – | 0.24 |
| BAT INTL FINANCE PLC 4.448% 03/16/2028 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $3M | – | 0.16 |
| BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $5M | – | 0.29 |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $3M | – | 0.18 |
| BAYER US FIN II LLC 4.875% 06/25/2048 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $3M | – | 0.15 |
| BAYER US FIN LLC 6.875% 11/21/2053 144A | Long | Debt | US | $2M | – | 0.15 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051 | Long | Debt | US | $1M | – | 0.09 |
| BLACKSTONE HLDGS FIN LLC 2.8% 09/30/2050 144A | Long | Debt | US | $450K | – | 0.03 |
| BLACKSTONE HLDGS FIN LLC 3.5% 09/10/2049 144A | Long | Debt | US | $2M | – | 0.11 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $10M | – | 0.57 |
| BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 | Long | Debt | US | $5M | – | 0.29 |
| BNP PARIBAS 1.904%/VAR 09/30/2028 144A | Long | Debt | FR | $4M | – | 0.23 |
| BNP PARIBAS 2.159/VAR 09/15/2029 144A | Long | Debt | FR | $2M | – | 0.12 |
| BNP PARIBAS 2.591%/VAR 01/20/2028 144A | Long | Debt | FR | $2M | – | 0.09 |
| BNP PARIBAS 2.824% 01/26/2041 144A | Long | Debt | FR | $2M | – | 0.14 |
| BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A | Long | Debt | FR | $2M | – | 0.13 |
| BOARDWALK PIPELINES LP 4.95% 12/15/2024 | Long | Debt | US | $1M | – | 0.08 |
| BOEING CO 2.75% 02/01/2026 | Long | Debt | US | $1M | – | 0.07 |
| BOEING CO 3.25% 02/01/2028 | Long | Debt | US | $2M | – | 0.14 |
| BOEING CO 5.04% 05/01/2027 | Long | Debt | US | $10M | – | 0.57 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $6M | – | 0.35 |
| BOEING CO 5.805% 05/01/2050 | Long | Debt | US | $4M | – | 0.26 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $489K | – | 0.03 |
| BOEING CO 6.388% 05/01/2031 144A | Long | Debt | US | $371K | – | 0.02 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $398K | – | 0.02 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $599K | – | 0.04 |
| BOEING CO 7.008% 05/01/2064 144A | Long | Debt | US | $563K | – | 0.03 |
| BOOZ ALLEN AND HAMILTON INC 5.95% 08/04/2033 | Long | Debt | US | $3M | – | 0.19 |
| BOSTON GAS CO 4.487% 02/15/2042 144A | Long | Debt | US | $551K | – | 0.03 |
| BPCE SA 3.116/VAR 10/19/2032 144A | Long | Debt | FR | $3M | – | 0.18 |
| BPCE SA 6.508%/VAR 01/18/2035 144A | Long | Debt | FR | $4M | – | 0.25 |
| BPCE SA SOFR 2.277%/VAR 01/20/2032 144A | Long | Debt | FR | $4M | – | 0.22 |
| BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029 | Long | Debt | US | $594K | – | 0.03 |
| BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 | Long | Debt | US | $2M | – | 0.10 |
| BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 | Long | Debt | US | $1M | – | 0.07 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031 | Long | Debt | US | $2M | – | 0.10 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034 | Long | Debt | US | $3M | – | 0.19 |
| BRISTOL-MYERS SQUIBB CO 5.5% 02/22/2044 | Long | Debt | US | $682K | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054 | Long | Debt | US | $2M | – | 0.13 |
| BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064 | Long | Debt | US | $3M | – | 0.19 |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A | Long | Debt | US | $676K | – | 0.04 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028 | Long | Debt | US | $1M | – | 0.07 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $754K | – | 0.04 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $394K | – | 0.02 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $283K | – | 0.02 |
| BROADCOM INC 2.45% 02/15/2031 144A | Long | Debt | US | $2M | – | 0.13 |
| BROADCOM INC 2.6% 02/15/2033 144A | Long | Debt | US | $2M | – | 0.13 |
| BROADCOM INC 3.137% 11/15/2035 144A | Long | Debt | US | $3M | – | 0.19 |
| BROADCOM INC 3.5% 02/15/2041 144A | Long | Debt | US | $2M | – | 0.10 |
| BROADCOM INC 3.75% 02/15/2051 144A | Long | Debt | US | $756K | – | 0.04 |
| BROWN and BROWN INC 4.2% 03/17/2032 | Long | Debt | US | $2M | – | 0.11 |
| BRUNSWICK CORP 5.85% 03/18/2029 | Long | Debt | US | $4M | – | 0.23 |
| BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045 | Long | Debt | US | $284K | – | 0.02 |
| BURLINGTON NORTHN SANTA FE LLC 4.4% 03/15/2042 | Long | Debt | US | $741K | – | 0.04 |
| CAIXABANK SA 5.673%/VAR 03/15/2030 144A | Long | Debt | ES | $4M | – | 0.25 |
| CAIXABANK SA 6.037%/VAR 06/15/2035 144A | Long | Debt | ES | $5M | – | 0.27 |
| CALIFORNIA ST BUILD AMERICA BONDS | Long | Debt | US | $137K | – | 0.01 |
| CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $5M | – | 0.26 |
| CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $179K | – | 0.01 |
| CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $2M | – | 0.09 |
| CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032 | Long | Debt | US | $4M | – | 0.24 |
| CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 | Long | Debt | US | $2M | – | 0.14 |
| CAPITAL ONE FINANCIAL CORP 5.268/VAR 05/10/2033 | Long | Debt | US | $7M | – | 0.38 |
| CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 | Long | Debt | US | $1M | – | 0.07 |
| CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 | Long | Debt | US | $2M | – | 0.13 |
| CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029 | Long | Debt | US | $4M | – | 0.25 |
| CARLISLE COS INC 2.75% 03/01/2030 | Long | Debt | US | $3M | – | 0.19 |
| CARRIER GLOBAL CORP 2.7% 02/15/2031 | Long | Debt | US | $3M | – | 0.19 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $199K | – | 0.01 |
| CARRIER GLOBAL CORP 6.2% 03/15/2054 | Long | Debt | US | $214K | – | 0.01 |
| CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $4M | – | 0.24 |
| CDW LLC / CDW FIN CORP 2.67% 12/01/2026 | Long | Debt | US | $3M | – | 0.18 |
| CELANESE US HLDGS LLC 6.165% 07/15/2027 | Long | Debt | US | $7M | – | 0.43 |
| CELANESE US HLDGS LLC 6.33% 07/15/2029 | Long | Debt | US | $2M | – | 0.14 |
| CELANESE US HLDGS LLC 6.35% 11/15/2028 | Long | Debt | US | $853K | – | 0.05 |
| CELANESE US HLDGS LLC 6.55% 11/15/2030 | Long | Debt | US | $878K | – | 0.05 |
| CELANESE US HLDGS LLC 6.7% 11/15/2033 | Long | Debt | US | $519K | – | 0.03 |
| CENOVUS ENERGY INC 2.65% 01/15/2032 | Long | Debt | CA | $383K | – | 0.02 |
| CENOVUS ENERGY INC 3.75% 02/15/2052 | Long | Debt | CA | $1M | – | 0.06 |
| CENOVUS ENERGY INC 4.25% 04/15/2027 | Long | Debt | CA | $954K | – | 0.06 |
| CENOVUS ENERGY INC 5.25% 06/15/2037 | Long | Debt | CA | $354K | – | 0.02 |
| CENOVUS ENERGY INC 5.375% 07/15/2025 | Long | Debt | CA | $3M | – | 0.20 |
| CENOVUS ENERGY INC 5.4% 06/15/2047 | Long | Debt | CA | $830K | – | 0.05 |
| CENOVUS ENERGY INC 6.75% 11/15/2039 | Long | Debt | CA | $281K | – | 0.02 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $5M | – | 0.30 |
| CENTENE CORP 3% 10/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $5M | – | 0.29 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $580K | – | 0.03 |
| CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) | Long | Debt | US | $2M | – | 0.12 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | Long | Debt | US | $2M | – | 0.10 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061 | Long | Debt | US | $2M | – | 0.11 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 | Long | Debt | US | $2M | – | 0.12 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | Long | Debt | US | $2M | – | 0.12 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 | Long | Debt | US | $1M | – | 0.06 |
| CIGNA GROUP (THE) 3.4% 03/15/2050 | Long | Debt | US | $2M | – | 0.11 |
| CIGNA GROUP (THE) 3.4% 03/15/2051 | Long | Debt | US | $2M | – | 0.11 |
| CIGNA GROUP (THE) 4.8% 08/15/2038 | Long | Debt | US | $1M | – | 0.09 |
| CIGNA GROUP (THE) 4.9% 12/15/2048 | Long | Debt | US | $276K | – | 0.02 |
| CITIGROUP INC 2.666%/VAR 01/29/2031 | Long | Debt | US | $3M | – | 0.16 |
| CITIGROUP INC 3.785%/VAR 03/17/2033 | Long | Debt | US | $3M | – | 0.20 |
| CITIGROUP INC 3.98%/VAR 03/20/2030 | Long | Debt | US | $4M | – | 0.25 |
| CITIGROUP INC 4.412%/VAR 03/31/2031 | Long | Debt | US | $4M | – | 0.21 |
| CITIGROUP INC 4.6% 03/09/2026 | Long | Debt | US | $341K | – | 0.02 |
| CITIGROUP INC 4.91%/VAR 05/24/2033 | Long | Debt | US | $2M | – | 0.11 |
| CITIGROUP INC 6.174%/VAR 05/25/2034 | Long | Debt | US | $990K | – | 0.06 |
| CITIGROUP INC 8.125% 07/15/2039 | Long | Debt | US | $816K | – | 0.05 |
| CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 | Long | Debt | US | $2M | – | 0.12 |
| CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035 | Long | Debt | US | $542K | – | 0.03 |
| CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029 | Long | Debt | US | $4M | – | 0.21 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $10M | – | 0.60 |
| CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A | Long | Debt | US | $1M | – | 0.07 |
| CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036 | Long | Debt | US | $1M | – | 0.07 |
| COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A | Long | Debt | US | $246K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A | Long | Debt | US | $665K | – | 0.04 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A | Long | Debt | US | $203K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A | Long | Debt | US | $372K | – | 0.02 |
| COMCAST CORP 2.937% 11/01/2056 | Long | Debt | US | $587K | – | 0.03 |
| COMCAST CORP 2.987% 11/01/2063 | Long | Debt | US | $2M | – | 0.13 |
| COMCAST CORP 3.999% 11/01/2049 | Long | Debt | US | $417K | – | 0.02 |
| COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A | Long | Debt | AU | $9M | – | 0.51 |
| CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $5M | – | 0.29 |
| CONSTELLATION BRANDS INC 2.875% 05/01/2030 | Long | Debt | US | $3M | – | 0.17 |
| COOPERATIEVE RABOBANK UA 3.75% 07/21/2026 | Long | Debt | NL | $2M | – | 0.14 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $539K | – | 0.03 |
| COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 | Long | Debt | US | $516K | – | 0.03 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $588K | – | 0.03 |
| COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 | Long | Debt | US | $124K | – | 0.01 |
| COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 | Long | Debt | US | $351K | – | 0.02 |
| COREBRIDGE FINANCIAL INC 6.05% 09/15/2033 144A | Long | Debt | US | $6M | – | 0.36 |
| CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $296K | – | 0.02 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $1M | – | 0.07 |
| CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $4M | – | 0.23 |
| CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $2M | – | 0.14 |
| CREDIT AGRICOLE SA 2.811% 01/11/2041 144A | Long | Debt | FR | $2M | – | 0.10 |
| CROWN CASTLE INC 3.3% 07/01/2030 | Long | Debt | US | $5M | – | 0.27 |
| CSX CORP 4.3% 03/01/2048 | Long | Debt | US | $3M | – | 0.16 |
| CVS HEALTH CORP 4.78% 03/25/2038 | Long | Debt | US | $1M | – | 0.07 |
| CVS HEALTH CORP 5.125% 02/21/2030 | Long | Debt | US | $8M | – | 0.49 |
| CVS HEALTH CORP 5.25% 01/30/2031 | Long | Debt | US | $282K | – | 0.02 |
| CVS HEALTH CORP 5.3% 06/01/2033 | Long | Debt | US | $5M | – | 0.28 |
| CVS HEALTH CORP 5% 01/30/2029 | Long | Debt | US | $689K | – | 0.04 |
| DCP MIDSTREAM OPER LP 5.125% 05/15/2029 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $3M | – | 0.18 |
| DCP MIDSTREAM OPER LP 5.6% 04/01/2044 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $112K | – | 0.01 |
| DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $773K | – | 0.05 |
| DELL INTL/EMC CORP 3.375% 12/15/2041 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.10 |
| DELL INTL/EMC CORP 3.45% 12/15/2051 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $742K | – | 0.04 |
| DELL INTL/EMC CORP 5.3% 10/01/2029 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.22 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $6M | – | 0.33 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | Long | Debt | US | $5M | – | 0.26 |
| DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032 | Long | Debt | US | $2M | – | 0.12 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029 | Long | Debt | US | $1M | – | 0.06 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $385K | – | 0.02 |
| DISCOVER FINANCIAL SVS 6.7% 11/29/2032 | Long | Debt | US | $401K | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028 | Long | Debt | US | $5M | – | 0.27 |
| DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 | Long | Debt | US | $934K | – | 0.05 |
| DOLLAR GEN CORP NEW 3.5% 04/03/2030 | Long | Debt | US | $4M | – | 0.22 |
| DOLLAR TREE INC 2.65% 12/01/2031 | Long | Debt | US | $4M | – | 0.22 |
| DOLLAR TREE INC 4.2% 05/15/2028 | Long | Debt | US | $2M | – | 0.13 |
| DOMINION ENERGY INC VAR 08/15/2024 | Long | Debt | US | $3M | – | 0.19 |
| DOW CHEMICAL CO 4.55% 11/30/2025 | Long | Debt | US | $50K | – | 0.00 |
| DOW CHEMICAL CO 5.15% 02/15/2034 | Long | Debt | US | $6M | – | 0.34 |
| DPABS 2018-1A A2I 4.116% 07/25/2048 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| DUKE ENERGY CORP NEW 2.45% 06/01/2030 | Long | Debt | US | $408K | – | 0.02 |
| DUKE ENERGY CORP NEW 2.55% 06/15/2031 | Long | Debt | US | $2M | – | 0.13 |
| DUKE ENERGY CORP NEW 4.5% 08/15/2032 | Long | Debt | US | $7M | – | 0.42 |
| DUKE ENERGY CORP NEW 5% 08/15/2052 | Long | Debt | US | $7M | – | 0.39 |
| DUKE ENERGY IND INC 4.9% 07/15/2043 | Long | Debt | US | $916K | – | 0.05 |
| DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A | Long | Debt | US | $369K | – | 0.02 |
| DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A | Long | Debt | US | $1M | – | 0.08 |
| DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A | Long | Debt | US | $2M | – | 0.09 |
| EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049 | Long | Debt | US | $2M | – | 0.11 |
| EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029 | Long | Debt | US | $3M | – | 0.15 |
| EDISON INTERNATIONAL 3.55% 11/15/2024 | Long | Debt | US | $2M | – | 0.09 |
| ELANCO ANIMAL HEALTH INC VAR 08/28/2028 | Long | Debt | US | $4M | – | 0.25 |
| ELEVANCE HEALTH INC 2.25% 05/15/2030 | Long | Debt | US | $3M | – | 0.16 |
| EMERA US FINANCE LP 2.639% 06/15/2031 | Long | Debt | US | $4M | – | 0.23 |
| EMERA US FINANCE LP 3.55% 06/15/2026 | Long | Debt | US | $5M | – | 0.31 |
| EMERA US FINANCE LP 4.75% 06/15/2046 | Long | Debt | US | $3M | – | 0.16 |
| EMPOWER FINANCE 2020 LP 3.075% 09/17/2051 144A | Long | Debt | US | $1M | – | 0.08 |
| ENBRIDGE INC 5.75%/VAR 07/15/2080 | Long | Equity-preferred | CA | $2M | – | 0.12 |
| ENBRIDGE INC 6.7% 11/15/2053 | Long | Debt | CA | $1M | – | 0.08 |
| ENERGY TRANSFER LP 3.75% 05/15/2030 | Long | Debt | US | $4M | – | 0.22 |
| ENERGY TRANSFER LP 4.95% 06/15/2028 | Long | Debt | US | $328K | – | 0.02 |
| ENERGY TRANSFER LP 4% 10/01/2027 | Long | Debt | US | $1M | – | 0.09 |
| ENERGY TRANSFER LP 5.4% 10/01/2047 | Long | Debt | US | $594K | – | 0.03 |
| ENERGY TRANSFER LP 5.75% 02/15/2033 | Long | Debt | US | $2M | – | 0.09 |
| ENERGY TRANSFER LP 5.8% 06/15/2038 | Long | Debt | US | $180K | – | 0.01 |
| ENERGY TRANSFER LP 5% 05/15/2050 | Long | Debt | US | $5M | – | 0.31 |
| ENERGY TRANSFER LP 6% 06/15/2048 | Long | Debt | US | $117K | – | 0.01 |
| EQT CORP 5.75% 02/01/2034 | Long | Debt | US | $9M | – | 0.50 |
| EQUITABLE HOLDINGS INC 4.35% 04/20/2028 | Long | Debt | US | $2M | – | 0.13 |
| EQUITABLE HOLDINGS INC 5% 04/20/2048 | Long | Debt | US | $1M | – | 0.06 |
| EXELON CORP 3.35% 03/15/2032 | Long | Debt | US | $7M | – | 0.40 |
| EXELON CORP 4.05% 04/15/2030 | Long | Debt | US | $3M | – | 0.16 |
| EXELON CORP 4.1% 03/15/2052 | Long | Debt | US | $177K | – | 0.01 |
| EXELON CORP 5.45% 03/15/2034 | Long | Debt | US | $3M | – | 0.20 |
| EXELON CORP 5.6% 03/15/2053 | Long | Debt | US | $3M | – | 0.19 |
| FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $2M | – | 0.11 |
| FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $8M | – | 0.47 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $13M | 13M | 0.78 |
| FIFTH THIRD BANCORP 8.25% 03/01/2038 | Long | Debt | US | $2M | – | 0.09 |
| FIRSTENERGY CORP 2.05% 03/01/2025 | Long | Debt | US | $804K | – | 0.05 |
| FIRSTENERGY CORP 2.25% 09/01/2030 | Long | Debt | US | $3M | – | 0.17 |
| FIRSTENERGY CORP 2.65% 03/01/2030 | Long | Debt | US | $5M | – | 0.31 |
| FISERV INC 3.5% 07/01/2029 | Long | Debt | US | $1M | – | 0.08 |
| FLORIDA GAS TRANSMISSION CO LLC 4.35% 07/15/2025 144A | Long | Debt | US | $2M | – | 0.10 |
| FORD MOTOR CO 3.25% 02/12/2032 | Long | Debt | US | $3M | – | 0.20 |
| FORD MTR CR CO LLC 3.375% 11/13/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $3M | – | 0.19 |
| FORD MTR CR CO LLC 3.625% 06/17/2031 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $171K | – | 0.01 |
| FORD MTR CR CO LLC 4.063% 11/01/2024 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $3M | – | 0.18 |
| FORD MTR CR CO LLC 4.95% 05/28/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $6M | – | 0.35 |
| GENERAL MOTORS CO 5.2% 04/01/2045 | Long | Debt | US | $863K | – | 0.05 |
| GENERAL MOTORS CO 5.4% 04/01/2048 | Long | Debt | US | $353K | – | 0.02 |
| GENERAL MOTORS CO 5.6% 10/15/2032 | Long | Debt | US | $2M | – | 0.11 |
| GENERAL MOTORS CO 5.95% 04/01/2049 | Long | Debt | US | $2M | – | 0.11 |
| GENERAL MOTORS CO 5% 04/01/2035 | Long | Debt | US | $802K | – | 0.05 |
| GENERAL MTRS FINL CO INC 3.1% 01/12/2032 | Long | Debt | US | $4M | – | 0.22 |
| GENERAL MTRS FINL CO INC 4.3% 04/06/2029 | Long | Debt | US | $4M | – | 0.23 |
| GENUINE PARTS CO 2.75% 02/01/2032 | Long | Debt | US | $2M | – | 0.11 |
| GEORGIA POWER CO 5.25% 03/15/2034 | Long | Debt | US | $4M | – | 0.25 |
| HARTFORD FINL SVCS GROUP INC 4.3% 04/15/2043 | Long | Debt | US | $345K | – | 0.02 |
| HCA INC 3.375% 03/15/2029 | Long | Debt | US | $1M | – | 0.07 |
| HCA INC 3.625% 03/15/2032 | Long | Debt | US | $4M | – | 0.24 |
| HCA INC 4.625% 03/15/2052 | Long | Debt | US | $2M | – | 0.09 |
| HCA INC 5.125% 06/15/2039 | Long | Debt | US | $1M | – | 0.06 |
| HCA INC 5.25% 06/15/2049 | Long | Debt | US | $1M | – | 0.07 |
| HESS CORP 5.6% 02/15/2041 | Long | Debt | US | $3M | – | 0.17 |
| HESS CORP 5.8% 04/01/2047 | Long | Debt | US | $4M | – | 0.25 |
| HESS CORP 7.3% 08/15/2031 | Long | Debt | US | $1M | – | 0.08 |
| HESS CORP 7.875% 10/01/2029 | Long | Debt | US | $2M | – | 0.14 |
| HOME DEPOT INC 5.95% 04/01/2041 | Long | Debt | US | $337K | – | 0.02 |
| HSBC HOLDINGS 4.041%/VAR 3/13/28 (HSBC HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.13 |
| HSBC HOLDINGS PLC 2.357/VAR 08/18/2031 | Long | Debt | GB | $8M | – | 0.45 |
| HSBC HOLDINGS PLC 4.762/VAR 03/29/2033 | Long | Debt | GB | $4M | – | 0.26 |
| HSBC HOLDINGS PLC 4.95% 03/31/2030 | Long | Debt | GB | $196K | – | 0.01 |
| HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033 | Long | Debt | GB | $3M | – | 0.18 |
| HSBC HOLDINGS PLC SOFR 2.848/VAR 06/04/2031 | Long | Debt | GB | $3M | – | 0.19 |
| HUDSON PAC PPTYS LP 3.95% 11/01/2027 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $1M | – | 0.08 |
| HUDSON PAC PPTYS LP 5.95% 02/15/2028 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $9M | – | 0.55 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $1M | – | 0.06 |
| HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036 | Long | Debt | US | $3M | – | 0.17 |
| HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028 | Long | Debt | US | $2M | – | 0.10 |
| HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029 | Long | Debt | US | $5M | – | 0.32 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029 | Long | Debt | IE | $3M | – | 0.15 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034 | Long | Debt | IE | $3M | – | 0.18 |
| IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A | Long | Debt | GB | $3M | – | 0.16 |
| IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A | Long | Debt | GB | $2M | – | 0.10 |
| IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A | Long | Debt | GB | $736K | – | 0.04 |
| ING GROEP NV 4.017%/VAR 03/28/2028 | Long | Debt | NL | $5M | – | 0.32 |
| ING GROEP NV 4.252%/VAR 03/28/2033 | Long | Debt | NL | $3M | – | 0.20 |
| INGERSOLL RAND GLB HLDG CO LTD 5.75% 06/15/2043 (INGERSOLL-RAND GLOBAL HLDG CO LTD) | Long | Debt | US | $137K | – | 0.01 |
| INGERSOLL RAND INC 5.314% 06/15/2031 | Long | Debt | US | $5M | – | 0.26 |
| INGERSOLL RAND INC 5.4% 08/14/2028 | Long | Debt | US | $2M | – | 0.13 |
| INGERSOLL RAND INC 5.45% 06/15/2034 | Long | Debt | US | $4M | – | 0.25 |
| INGERSOLL RAND INC 5.7% 08/14/2033 | Long | Debt | US | $2M | – | 0.13 |
| INTACT FINL CORP 5.459% 09/22/2032 144A (INTACT FINANCIAL CORP) | Long | Debt | CA | $4M | – | 0.26 |
| INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $3M | – | 0.17 |
| INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $3M | – | 0.16 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $7M | – | 0.42 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031 | Long | Debt | US | $1M | – | 0.08 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 | Long | Debt | US | $806K | – | 0.05 |
| IPALCO ENTERPRISES INC 4.25% 05/01/2030 | Long | Debt | US | $5M | – | 0.29 |
| IPALCO ENTERPRISES INC 5.75% 04/01/2034 144A | Long | Debt | US | $2M | – | 0.11 |
| ITC HLDGS CORP 5.65% 05/09/2034 144A | Long | Debt | US | $6M | – | 0.35 |
| JACKSON FINANCIAL INC 3.125% 11/23/2031 | Long | Debt | US | $6M | – | 0.36 |
| JACKSON FINANCIAL INC 4% 11/23/2051 | Long | Debt | US | $2M | – | 0.09 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $605K | – | 0.04 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $3M | – | 0.17 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $5M | – | 0.27 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 | Long | Debt | LU | $4M | – | 0.23 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 4.375% 02/02/2052 | Long | Debt | LU | $2M | – | 0.09 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 | Long | Debt | LU | $5M | – | 0.28 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.5% 12/01/2052 | Long | Debt | LU | $3M | – | 0.18 |
| JDE PEETS BV 2.25% 09/24/2031 144A | Long | Debt | NL | $1M | – | 0.07 |
| JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030 | Long | Debt | US | $5M | – | 0.29 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $619K | – | 0.04 |
| JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033 | Long | Debt | US | $5M | – | 0.28 |
| JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | Long | Debt | US | $5M | – | 0.31 |
| JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | Long | Debt | US | $7M | – | 0.43 |
| JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 | Long | Debt | US | $12M | – | 0.69 |
| KBC GROUPE SA/NV 5.796%/VAR 01/19/2029 144A | Long | Debt | BE | $4M | – | 0.23 |
| KITE REALTY GROUP LP 5.5% 03/01/2034 | Long | Debt | US | $262K | – | 0.02 |
| KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) | Long | Debt | US | $2M | – | 0.10 |
| KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) | Long | Debt | US | $84K | – | 0.00 |
| LIBERTY MUTUAL GROUP INC 5.5% 06/15/2052 144A | Long | Debt | US | $3M | – | 0.17 |
| LLOYDS BANK PLC 7.953%/VAR 11/15/2033 (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $4M | – | 0.25 |
| LLOYDS BANKING GROUP PLC 3.87%/VAR 07/09/2025 | Long | Debt | GB | $2M | – | 0.12 |
| LLOYDS BANKING GROUP PLC 4.375% 03/22/2028 | Long | Debt | GB | $3M | – | 0.15 |
| LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033 | Long | Debt | GB | $4M | – | 0.21 |
| LOWES COS INC 3.75% 04/01/2032 | Long | Debt | US | $3M | – | 0.20 |
| LOWES COS INC 3% 10/15/2050 | Long | Debt | US | $3M | – | 0.16 |
| LOWES COS INC 5.625% 04/15/2053 | Long | Debt | US | $2M | – | 0.14 |
| LXP INDUSTRIAL TRUST 4.4% 06/15/2024 | Long | Debt | US | $85K | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC 2.25% 10/01/2030 | Long | Debt | US | $2M | – | 0.10 |
| MARVELL TECHNOLOGY INC 2.45% 04/15/2028 | Long | Debt | US | $3M | – | 0.16 |
| MARVELL TECHNOLOGY INC 5.75% 02/15/2029 | Long | Debt | US | $2M | – | 0.14 |
| MARVELL TECHNOLOGY INC 5.95% 09/15/2033 | Long | Debt | US | $2M | – | 0.11 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.885% 07/01/2116 | Long | Debt | US | $2M | – | 0.11 |
| MASSACHUSETTS MUTUAL LIFE INS 3.2% 12/01/2061 144A (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $2M | – | 0.13 |
| MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $644K | – | 0.04 |
| MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029 | Long | Debt | MX | $2M | – | 0.11 |
| MICRON TECHNOLOGY INC 2.703% 04/15/2032 | Long | Debt | US | $1M | – | 0.06 |
| MICRON TECHNOLOGY INC 3.366% 11/01/2041 | Long | Debt | US | $986K | – | 0.06 |
| MICRON TECHNOLOGY INC 3.477% 11/01/2051 | Long | Debt | US | $934K | – | 0.05 |
| MICRON TECHNOLOGY INC 4.185% 02/15/2027 | Long | Debt | US | $5M | – | 0.30 |
| MICRON TECHNOLOGY INC 5.3% 01/15/2031 | Long | Debt | US | $5M | – | 0.28 |
| MIZUHO FINL GROUP INC 2.564% 09/13/2031 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.31 |
| MORGAN STANLEY 1.794%/VAR 02/13/2032 | Long | Debt | US | $4M | – | 0.21 |
| MORGAN STANLEY 2.699%/VAR 01/22/2031 | Long | Debt | US | $3M | – | 0.19 |
| MORGAN STANLEY 6.342%/VAR 10/18/2033 | Long | Debt | US | $10M | – | 0.56 |
| MPLX LP 2.65% 08/15/2030 | Long | Debt | US | $4M | – | 0.23 |
| MPLX LP 4.95% 09/01/2032 | Long | Debt | US | $1M | – | 0.08 |
| MPLX LP 5.65% 03/01/2053 | Long | Debt | US | $5M | – | 0.29 |
| MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $2M | – | 0.13 |
| NISOURCE INC 1.7% 02/15/2031 | Long | Debt | US | $1M | – | 0.09 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $606K | – | 0.04 |
| NISOURCE INC 3.6% 05/01/2030 | Long | Debt | US | $3M | – | 0.16 |
| NISOURCE INC 4.375% 05/15/2047 | Long | Debt | US | $2M | – | 0.09 |
| NISOURCE INC 4.8% 02/15/2044 | Long | Debt | US | $3M | – | 0.15 |
| NISOURCE INC 5.25% 02/15/2043 | Long | Debt | US | $74K | – | 0.00 |
| NISOURCE INC 5.95% 06/15/2041 | Long | Debt | US | $387K | – | 0.02 |
| NISOURCE INC 5% 06/15/2052 | Long | Debt | US | $1M | – | 0.07 |
| NUVEEN LLC 5.55% 01/15/2030 144A | Long | Debt | US | $886K | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026 | Long | Debt | US | $253K | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 | Long | Debt | US | $936K | – | 0.05 |
| OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 | Long | Debt | US | $4M | – | 0.22 |
| OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028 | Long | Debt | US | $2M | – | 0.11 |
| ONE GAS INC 2% 05/15/2030 | Long | Debt | US | $2M | – | 0.10 |
| ONEOK INC 3.25% 06/01/2030 | Long | Debt | US | $3M | – | 0.20 |
| ORACLE CORP 2.875% 03/25/2031 | Long | Debt | US | $4M | – | 0.23 |
| ORACLE CORP 3.95% 03/25/2051 | Long | Debt | US | $2M | – | 0.14 |
| ORACLE CORP 4.375% 05/15/2055 | Long | Debt | US | $1M | – | 0.06 |
| ORACLE CORP 5.375% 07/15/2040 | Long | Debt | US | $77K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 3.9% 06/01/2029 | Long | Debt | US | $1M | – | 0.06 |
| OVINTIV INC 5.15% 11/15/2041 | Long | Debt | US | $530K | – | 0.03 |
| OVINTIV INC 7.375% 11/01/2031 | Long | Debt | US | $428K | – | 0.03 |
| OVINTIV INC 8.125% 09/15/2030 | Long | Debt | US | $2M | – | 0.12 |
| PACIFIC LIFECORP 3.35% 09/15/2050 144A | Long | Debt | US | $3M | – | 0.17 |
| PACIFIC LIFECORP 5.125% 01/30/2043 144A | Long | Debt | US | $402K | – | 0.02 |
| PEACHTREE CORNERS FDG TR 3.976% 02/15/2025 144A | Long | Debt | US | $3M | – | 0.15 |
| PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030 | Long | Debt | IE | $4M | – | 0.21 |
| PETROLEOS MEXICANOS 4.5% 01/23/2026 | Long | Debt | MX | $2M | – | 0.15 |
| PETROLEOS MEXICANOS 6.49% 01/23/2027 | Long | Debt | MX | $356K | – | 0.02 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $3M | – | 0.18 |
| PHILIP MORRIS INTL INC 4.375% 11/15/2041 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $599K | – | 0.04 |
| PHILIP MORRIS INTL INC 5.125% 02/15/2030 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $7M | – | 0.39 |
| PHILIP MORRIS INTL INC 5.625% 11/17/2029 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $3M | – | 0.20 |
| PHILIP MORRIS INTL INC 5.75% 11/17/2032 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $4M | – | 0.21 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 | Long | Debt | US | $274K | – | 0.02 |
| PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 | Long | Debt | US | $182K | – | 0.01 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030 | Long | Debt | US | $581K | – | 0.03 |
| PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029 | Long | Debt | US | $4M | – | 0.26 |
| PNC FINANCIAL SERVICES GRP INC SOFR+ 01/24/2034 | Long | Debt | US | $9M | – | 0.51 |
| PRINCIPAL FINL GROUP INC 3.7% 05/15/2029 (PRINCIPAL FINANCIAL GROUP INC) | Long | Debt | US | $442K | – | 0.03 |
| PRUDENTIAL FINL INC 6%/VAR 09/01/2052 | Long | Debt | US | $3M | – | 0.15 |
| PUGET ENERGY INC 2.379% 06/15/2028 | Long | Debt | US | $4M | – | 0.21 |
| PUGET ENERGY INC 3.65% 05/15/2025 | Long | Debt | US | $974K | – | 0.06 |
| PUGET ENERGY INC 4.1% 06/15/2030 | Long | Debt | US | $958K | – | 0.06 |
| PUGET ENERGY INC 4.224% 03/15/2032 | Long | Debt | US | $6M | – | 0.34 |
| QUEST DIAGNOSTICS INC 2.95% 06/30/2030 | Long | Debt | US | $3M | – | 0.19 |
| RABOBANK NEDERLAND COOP CENTL 3.649%/VAR 04/06/2028 144A (COOPERATIEVE RABOBANK UA) | Long | Debt | NL | $4M | – | 0.23 |
| RAYTHEON TECHNOLOGIES CORP 6.1% 03/15/2034 | Long | Debt | US | $4M | – | 0.22 |
| RAYTHEON TECHNOLOGIES CORP 6.4% 03/15/2054 | Long | Debt | US | $4M | – | 0.22 |
| REALTY INCOME CORP 2.1% 03/15/2028 | Long | Debt | US | $2M | – | 0.10 |
| REALTY INCOME CORP 2.85% 12/15/2032 | Long | Debt | US | $149K | – | 0.01 |
| REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030 | Long | Debt | US | $2M | – | 0.11 |
| REGENERON PHARMACEUTICALS INC 2.8% 09/15/2050 | Long | Debt | US | $923K | – | 0.05 |
| REGIONS BANK OF ALABAMA 6.45% 06/26/2037 | Long | Debt | US | $1M | – | 0.06 |
| REINSURANCE GRP OF AMERICA INC 5.75% 09/15/2034 (REINSURANCE GROUP OF AMERICA INC) | Long | Debt | US | $5M | – | 0.31 |
| RELIANCE STD LIFE GLBL FDG II 2.75% 05/07/2025 144A (RELIANCE STANDARD LIFE GLOBAL FUNDING II) | Long | Debt | US | $3M | – | 0.19 |
| REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031 | Long | Debt | US | $1M | – | 0.08 |
| REYNOLDS AMERICAN INC 5.7% 08/15/2035 | Long | Debt | US | $101K | – | 0.01 |
| ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 | Long | Debt | CA | $4M | – | 0.23 |
| ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 | Long | Debt | CA | $3M | – | 0.20 |
| ROPER TECHNOLOGIES INC 1.75% 02/15/2031 | Long | Debt | US | $2M | – | 0.11 |
| ROPER TECHNOLOGIES INC 2.95% 09/15/2029 | Long | Debt | US | $2M | – | 0.09 |
| ROYAL BANK OF CANADA 4.65% 01/27/2026 | Long | Debt | CA | $395K | – | 0.02 |
| S and P GLOBAL INC 3.9% 03/01/2062 | Long | Debt | US | $1M | – | 0.06 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $3M | – | 0.18 |
| SABRA HEALTH CARE LP 3.9% 10/15/2029 | Long | Debt | US | $426K | – | 0.02 |
| SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 | Long | Debt | US | $957K | – | 0.06 |
| SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029 | Long | Debt | US | $2M | – | 0.10 |
| SANTANDER HLDGS USA INC SOFR 5.807%/VAR 09/09/2026 | Long | Debt | US | $2M | – | 0.13 |
| SMITHFIELD FOODS INC 3% 10/15/2030 144A | Long | Debt | US | $674K | – | 0.04 |
| SMURFIT KAPPA TREASURY 5.438% 04/03/2034 144A | Long | Debt | IE | $5M | – | 0.29 |
| SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | Long | Debt | FR | $2M | – | 0.09 |
| SOCIETE GENERALE FRANCE 2.55%/VAR 01/10/2029 144A | Long | Debt | FR | $4M | – | 0.25 |
| SOCIETE GENERALE FRANCE 3.625% 03/01/2041 144A | Long | Debt | FR | $3M | – | 0.19 |
| SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A | Long | Debt | FR | $1M | – | 0.06 |
| SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A | Long | Debt | FR | $2M | – | 0.14 |
| SOCIETE GENERALE FRANCE 6.221%/VAR 06/15/2033 144A | Long | Debt | FR | $5M | – | 0.30 |
| SOUTHEAST SUPPLY HEADER LLC 4.25% 06/15/2024 144A | Long | Debt | US | $251K | – | 0.01 |
| SOUTHERN CO GAS CAP 3.15% 09/30/2051 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $1M | – | 0.07 |
| SOUTHERN COMPANY 3.7% 04/30/2030 | Long | Debt | US | $5M | – | 0.30 |
| SOUTHERN COMPANY 4.4% 07/01/2046 | Long | Debt | US | $4M | – | 0.24 |
| SOUTHERN COMPANY STEP 08/01/2027 | Long | Debt | US | $7M | – | 0.41 |
| SPECTRA ENERGY PARTNERS LP 4.5% 03/15/2045 | Long | Debt | US | $270K | – | 0.02 |
| STELLANTIS FINANCE US INC 1.711% 01/29/2027 144A | Long | Debt | US | $2M | – | 0.12 |
| STELLANTIS FINANCE US INC 2.691% 09/15/2031 144A | Long | Debt | US | $3M | – | 0.20 |
| STORE CAPITAL LLC 2.7% 12/01/2031 | Long | Debt | US | $4M | – | 0.23 |
| STORE CAPITAL LLC 2.75% 11/18/2030 | Long | Debt | US | $301K | – | 0.02 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $251K | – | 0.01 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 | Long | Debt | US | $602K | – | 0.04 |
| SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032 | Long | Debt | US | $5M | – | 0.30 |
| SUN CMNTYS OPER LTD PRTNRSHP 5.7% 01/15/2033 | Long | Debt | US | $5M | – | 0.27 |
| SUNCOR ENERGY INC 6.5% 06/15/2038 | Long | Debt | CA | $1M | – | 0.08 |
| T-MOBILE USA INC 2.4% 03/15/2029 | Long | Debt | US | $1M | – | 0.06 |
| T-MOBILE USA INC 2.7% 03/15/2032 | Long | Debt | US | $7M | – | 0.39 |
| T-MOBILE USA INC 5.65% 01/15/2053 | Long | Debt | US | $1M | – | 0.09 |
| TAMPA ELECTRIC CO 6.55% 05/15/2036 | Long | Debt | US | $179K | – | 0.01 |
| TANGER PROPERTIES LP 2.75% 09/01/2031 | Long | Debt | US | $3M | – | 0.18 |
| TAPESTRY INC 3.05% 03/15/2032 | Long | Debt | US | $4M | – | 0.22 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $1M | – | 0.06 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $3M | – | 0.20 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $3M | – | 0.20 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $660K | – | 0.04 |
| TIME WARNER CABLE LLC 5.5% 09/01/2041 | Long | Debt | US | $177K | – | 0.01 |
| TIME WARNER CABLE LLC 5.875% 11/15/2040 | Long | Debt | US | $2M | – | 0.14 |
| TIME WARNER CABLE LLC 6.55% 05/01/2037 | Long | Debt | US | $690K | – | 0.04 |
| TIME WARNER CABLE LLC 6.75% 06/15/2039 | Long | Debt | US | $457K | – | 0.03 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $3M | – | 0.15 |
| TRANE TECHNOLOGIES FINANCING LTD 4.65% 11/01/2044 | Long | Debt | IE | $168K | – | 0.01 |
| TRANSCANADA PIPELINES LTD 4.25% 05/15/2028 | Long | Debt | CA | $4M | – | 0.21 |
| TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $151K | – | 0.01 |
| TRITON CONTAINER INTERNATIONAL LTD 1.15% 06/07/2024 144A | Long | Debt | BM | $2M | – | 0.12 |
| TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034 | Long | Debt | US | $2M | – | 0.14 |
| UBS GROUP AG 3.091%/VAR 05/14/2032 144A | Long | Debt | CH | $3M | – | 0.16 |
| UBS GROUP AG 3.126/VAR 08/13/2030 144A | Long | Debt | CH | $3M | – | 0.17 |
| UBS GROUP AG 4.194/VAR 04/01/2031 144A | Long | Debt | CH | $3M | – | 0.20 |
| UBS GROUP AG 4.375%/VAR PERP 144A | Long | Equity-preferred | CH | $1M | – | 0.06 |
| UBS GROUP AG 4.55% 04/17/2026 | Long | Debt | CH | $2M | – | 0.11 |
| UBS GROUP AG 4.875%/VAR PERP 144A | Long | Equity-preferred | CH | $3M | – | 0.15 |
| UBS GROUP AG 4.988%/VAR 08/05/2033 144A | Long | Debt | CH | $6M | – | 0.35 |
| UBS GROUP AG 6.537%/VAR 08/12/2033 144A | Long | Debt | CH | $5M | – | 0.27 |
| UBS GROUP AG 9.016%/VAR 11/15/2033 144A | Long | Debt | CH | $2M | – | 0.09 |
| UDR INC 2.1% 08/01/2032 | Long | Debt | US | $2M | – | 0.12 |
| UNICREDIT SPA 1.982%/VAR 06/03/2027 144A | Long | Debt | IT | $3M | – | 0.20 |
| UNITED AIR 2019-2 B PTT 3.5% 11/01/2029 | Long | Debt | US | $444K | – | 0.03 |
| UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027 | Long | Debt | US | $409K | – | 0.02 |
| UNITED STATES TREASURY BOND 1.75% 08/15/2041 | Long | Debt | US | $5M | – | 0.31 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2041 | Long | Debt | US | $5M | – | 0.30 |
| UNITED STATES TREASURY BOND 2.25% 02/15/2052 | Long | Debt | US | $14K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2052 | Long | Debt | US | $612K | – | 0.04 |
| UNITED STATES TREASURY BOND 2% 11/15/2041 | Long | Debt | US | $3M | – | 0.19 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $375K | – | 0.02 |
| UNITED STATES TREASURY BOND 3.625% 05/15/2053 | Long | Debt | US | $3M | – | 0.17 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $25M | – | 1.46 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $104M | – | 6.07 |
| UNITEDHEALTH GROUP INC 4.625% 07/15/2035 | Long | Debt | US | $241K | – | 0.01 |
| UNIVERSAL HEALTH SERVICES INC 2.65% 01/15/2032 | Long | Debt | US | $5M | – | 0.27 |
| UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030 | Long | Debt | US | $5M | – | 0.28 |
| UNUM GROUP 4.125% 06/15/2051 | Long | Debt | US | $4M | – | 0.22 |
| UNUM GROUP 5.75% 08/15/2042 | Long | Debt | US | $1M | – | 0.07 |
| US BANCORP DEL 5.775%/VAR 06/12/2029 | Long | Debt | US | $7M | – | 0.40 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $5M | – | 0.29 |
| VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031 | Long | Debt | US | $2M | – | 0.10 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $3M | – | 0.16 |
| VENTAS RLTY LTD PARTNERSHIP 4.4% 01/15/2029 | Long | Debt | US | $4M | – | 0.21 |
| VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 | Long | Debt | US | $4M | – | 0.25 |
| VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 | Long | Debt | US | $2M | – | 0.09 |
| VERIZON COMMUNICATIONS INC 3.15% 03/22/2030 | Long | Debt | US | $244K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.7% 03/22/2061 | Long | Debt | US | $3M | – | 0.19 |
| VERIZON COMMUNICATIONS INC 3% 11/20/2060 | Long | Debt | US | $2M | – | 0.11 |
| VERIZON COMMUNICATIONS INC 4.016% 12/03/2029 | Long | Debt | US | $4M | – | 0.21 |
| VERIZON COMMUNICATIONS INC 4.329% 09/21/2028 | Long | Debt | US | $829K | – | 0.05 |
| VERIZON COMMUNICATIONS INC 4.4% 11/01/2034 | Long | Debt | US | $5M | – | 0.27 |
| VERIZON COMMUNICATIONS INC 4.5% 08/10/2033 | Long | Debt | US | $370K | – | 0.02 |
| VICI PROPERTIES LP 4.75% 02/15/2028 | Long | Debt | US | $1M | – | 0.07 |
| VICI PROPERTIES LP 4.95% 02/15/2030 | Long | Debt | US | $3M | – | 0.20 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $292K | – | 0.02 |
| VICI PROPERTIES LP 5.75% 04/01/2034 | Long | Debt | US | $208K | – | 0.01 |
| VITERRA FINANCE BV 4.9% 04/21/2027 144A | Long | Debt | NL | $5M | – | 0.29 |
| VODAFONE GROUP PLC 3.25%/VAR 06/04/2081 (VODAFONE GRP PLC) | Long | Debt | GB | $1M | – | 0.06 |
| VOLKSWAGEN GROUP AMER FIN LLC 1.625% 11/24/2027 144A | Long | Debt | US | $4M | – | 0.23 |
| VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A | Long | Debt | US | $3M | – | 0.17 |
| VONTIER CORP 2.4% 04/01/2028 | Long | Debt | US | $4M | – | 0.24 |
| VONTIER CORP 2.95% 04/01/2031 | Long | Debt | US | $4M | – | 0.25 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $290K | – | 0.02 |
| VORNADO REALTY LP 3.4% 06/01/2031 (VORNADO REALTY L P) | Long | Debt | US | $888K | – | 0.05 |
| VOYA FINANCIAL INC 4.7%/VAR 01/23/2048 | Long | Debt | US | $2M | – | 0.09 |
| VOYA FINANCIAL INC 5.7% 07/15/2043 | Long | Debt | US | $850K | – | 0.05 |
| WALT DISNEY CO 6.65% 11/15/2037 | Long | Debt | US | $4M | – | 0.23 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $753K | – | 0.04 |
| WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 | Long | Debt | US | $253K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $6M | – | 0.35 |
| WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 | Long | Debt | US | $948K | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $5M | – | 0.28 |
| WARNERMEDIA HOLDINGS INC 5.391% 03/15/2062 | Long | Debt | US | $2M | – | 0.10 |
| WEC ENERGY GROUP INC 2.2% 12/15/2028 | Long | Debt | US | $2M | – | 0.10 |
| WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 | Long | Debt | US | $39K | – | 0.00 |
| WELLS FARGO and CO NEW 3.068/VAR 04/30/2041 | Long | Debt | US | $3M | – | 0.20 |
| WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | Long | Debt | US | $4M | – | 0.22 |
| WELLS FARGO and CO NEW 6.419%/VAR 10/23/2034 | Long | Debt | US | $4M | – | 0.26 |
| WESTERN GAS PARTNERS LP 4.65% 07/01/2026 | Long | Debt | US | $88K | – | 0.01 |
| WESTERN GAS PARTNERS LP 5.3% 03/01/2048 | Long | Debt | US | $492K | – | 0.03 |
| WESTERN GAS PARTNERS LP 6.15% 04/01/2033 | Long | Debt | US | $3M | – | 0.16 |
| WESTERN GAS PARTNERS LP STEP 02/01/2030 | Long | Debt | US | $7M | – | 0.43 |
| WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025 | Long | Debt | US | $2M | – | 0.14 |
| WESTPAC BANKING CORP 5.405%/VAR 08/10/2033 | Long | Debt | AU | $6M | – | 0.34 |
| WILLIAMS COS INC 2.6% 03/15/2031 | Long | Debt | US | $4M | – | 0.23 |
| WILLIAMS COS INC 3.5% 11/15/2030 | Long | Debt | US | $1M | – | 0.08 |
| WILLIAMS COS INC 4.65% 08/15/2032 | Long | Debt | US | $1M | – | 0.08 |
| WILLIAMS COS INC 5.3% 08/15/2052 | Long | Debt | US | $298K | – | 0.02 |
| WILLIAMS COS INC 5.75% 06/24/2044 | Long | Debt | US | $2M | – | 0.10 |
| WILLIS NORTH AMERICA INC 5.35% 05/15/2033 | Long | Debt | US | $4M | – | 0.23 |
| WP CAREY INC 2.4% 02/01/2031 | Long | Debt | US | $2M | – | 0.10 |
| XCEL ENERGY INC 3.5% 12/01/2049 | Long | Debt | US | $2M | – | 0.11 |
| XCEL ENERGY INC 4.8% 09/15/2041 | Long | Debt | US | $162K | – | 0.01 |
| ZIONS BANCORPORATION NA 3.25% 10/29/2029 | Long | Debt | US | $3M | – | 0.15 |
Address
Fidelity Salem Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
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