AASET 2021-2 TR 2.798% 01/15/2047 144A

NPORT-P false 0000035315 XXXXXXXX S000075287 C000234190 C000234192 C000234189 C000234194 C000234193 C000234191 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Tactical Bond Fund S000075287 5493006FOBKMPLHSZB51 2025-08-31 2024-11-30 N 57501944.22 260187.59 57241756.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 70736.78000000 USD N Bloomberg US Aggregate Bond Index 19808143 AASET 2021-2 TR N/A AASET 2021-2 TR 2.798% 01/15/2047 144A 00258BAA2 177136.73200000 PA USD 161909.17000000 0.282851504796 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N PRIME HEALTHCARE FOUNDATION INC 984500CA2F5A8B78A337 PRIME HEALTHCARE FOUNDATION INC 7% 12/01/2027 74166AAA0 310000.00000000 PA USD 317290.70000000 0.554299376329 Long DBT CORP US N 2 2027-12-01 Fixed 0.07000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.259% 05/01/2027 144A 097023DH5 9000.00000000 PA USD 9222.68000000 0.016111804638 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 105340AS2 28000.00000000 PA USD 30237.36000000 0.052823955413 Long DBT CORP US N 2 2029-04-12 Fixed 0.08875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.75% 12/31/2030 91282CJQ5 2100000.00000000 PA USD 2058164.05000000 3.595564097208 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 55903VBD4 10000.00000000 PA USD 8448.86000000 0.014759959332 Long DBT CORP US N 2 2042-03-15 Fixed 0.05050000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 JAPAN GOVERNMENT OF 0.1% 12/20/2024 N/A 79400000.00000000 PA 530674.22000000 0.927075357645 Long DBT NUSS JP N 2 2024-12-20 Fixed 0.00100000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A 44040HAA0 279131.14400000 PA USD 265174.59000000 0.463253760212 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 TOLEDO HOSPITAL/THE 5.325% 11/15/2028 889184AC1 167000.00000000 PA USD 164072.49000000 0.286630773860 Long DBT CORP US N 2 2028-11-15 Fixed 0.05325000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 01/31/2031 91282CJX0 6800000.00000000 PA USD 6752984.39000000 11.79730460343 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N BPR TRUST 2022 N/A BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A 05592DAG9 11000.00000000 PA USD 11061.88000000 0.019324843700 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07056290 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING PARTNERSHIP LP 6.875% 07/15/2029 720198AJ9 21000.00000000 PA USD 21656.49000000 0.037833377721 Long DBT CORP US N 2 2029-07-15 Fixed 0.06875000 N N N N N N BX TRUST 2022-IND N/A BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A 05609WAL7 7195.54000000 PA USD 7195.54000000 0.012570438825 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07448290 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 MEXICO UNITED MEXICAN STATES 7.75% 05/29/2031 N/A 4872000.00000000 PA 217183.64000000 0.379414701410 Long DBT NUSS MX N 2 2031-05-29 Fixed 0.07750000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 161175CL6 130000.00000000 PA USD 108584.02000000 0.189693724289 Long DBT CORP US N 2 2063-04-01 Fixed 0.05500000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A 19828TAB2 12000.00000000 PA USD 12648.69000000 0.022096963378 Long DBT CORP US N 2 2033-11-15 Fixed 0.06036000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A 19828TAA4 4000.00000000 PA USD 4165.44000000 0.007276925526 Long DBT CORP US N 2 2030-08-15 Fixed 0.05927000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A 19828TAC0 6000.00000000 PA USD 6634.56000000 0.011590419984 Long DBT CORP US N 2 2053-11-15 Fixed 0.06544000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 02666TAE7 8000.00000000 PA USD 7277.86000000 0.012714249926 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A 864300AA6 53000.00000000 PA USD 53843.29000000 0.094062958878 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06028000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A 600814AR8 310000.00000000 PA USD 274970.00000000 0.480366110665 Long DBT CORP LU N 2 2031-04-27 Fixed 0.04500000 N N N N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity International Credit Central Fund 31607D202 47502.77200000 NS USD 3953180.69000000 6.906113513518 Long EC RF US N 1 N N N COLUMBIA PIPELINES OPERATING CO LLC N/A COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A 19828TAE6 3000.00000000 PA USD 3235.80000000 0.005652866352 Long DBT CORP US N 2 2043-08-15 Fixed 0.06497000 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Floating Rate Central Fund 31606V708 57957.96400000 NS USD 5726826.42000000 10.00463081001 Long EC RF US N 1 N N N OPEN TR 2023-AIR N/A OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A 68373BAC5 83931.09000000 PA USD 84557.12000000 0.147719296153 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.08447287 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 11/15/2032 91282CFV8 8130000.00000000 PA USD 8118567.19000000 14.18294557673 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A 19828TAD8 4000.00000000 PA USD 4491.18000000 0.007845985630 Long DBT CORP US N 2 2063-08-15 Fixed 0.06714000 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity High Income Central Fund 31606V690 31839.04100000 NS USD 3455809.51000000 6.037217782007 Long EC RF US N 1 N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A 864300AC2 32000.00000000 PA USD 32496.15000000 0.056770008317 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06268000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A 88607AAA7 324229.41000000 PA USD 308017.94000000 0.538100083110 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.625% 09/30/2031 91282CLM1 490000.00000000 PA USD 475300.00000000 0.830337900131 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS XM RADIO INC 4.125% 07/01/2030 144A 82967NBG2 140000.00000000 PA USD 126313.55000000 0.220666795424 Long DBT CORP US N 2 2030-07-01 Fixed 0.04125000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 14040HCY9 32000.00000000 PA USD 32907.96000000 0.057489430683 Long DBT CORP US N 2 2034-02-01 Variable 0.05817000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 21871XAM1 6000.00000000 PA USD 5034.68000000 0.008795467323 Long DBT CORP US N 2 2052-04-05 Fixed 0.04400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 7.008% 05/01/2064 144A 097023DN2 14000.00000000 PA USD 15244.57000000 0.026631904570 Long DBT CORP US N 2 2064-05-01 Fixed 0.07008000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042 N/A 5181000.00000000 PA 202941.76000000 0.354534472643 Long DBT NUSS MX N 2 2042-11-13 Fixed 0.07750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 7.69% 01/23/2050 71654QDD1 650000.00000000 PA USD 509086.50000000 0.889362119493 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 COLOMBIA REPUBLIC OF 8% 11/14/2035 195325EL5 200000.00000000 PA USD 206400.00000000 0.360575936434 Long DBT NUSS CO N 2 2035-11-14 Fixed 0.08000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 02/15/2033 91282CGM7 930000.00000000 PA USD 886842.19000000 1.549292408568 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047 105756BY5 140000.00000000 PA USD 118416.20000000 0.206870311065 Long DBT NUSS BR N 2 2047-02-21 Fixed 0.05625000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA 4.9%/VAR PERP 064159VJ2 690000.00000000 PA USD 682895.14000000 1.193001717983 Long EP CORP CA N 2 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 NOTA DO TESOURO NACIONAL 10% 01/01/2033 N/A 1700000.00000000 PA 236481.59000000 0.413127765327 Long DBT NUSS BR N 2 2033-01-01 Fixed 0.10000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 05/15/2034 91282CKQ3 6131000.00000000 PA USD 6214343.28000000 10.85631127669 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 5.65% 03/01/2053 55336VBW9 100000.00000000 PA USD 98180.22000000 0.171518530842 Long DBT CORP US N 2 2053-03-01 Fixed 0.05650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.875% 05/15/2052 912810TG3 1559000.00000000 PA USD 1170650.67000000 2.045099135525 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N CHICAGO IL BRD ED N/A CHICAGO IL BOE 1.75% 12/15/25 167505KK1 480000.00000000 PA USD 462237.84000000 0.807518614405 Long DBT MUN US N 2 2025-12-15 Fixed 0.01750000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 14040HCX1 18000.00000000 PA USD 18209.07000000 0.031810816215 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N AASET 2021-1 TR N/A AASET 2021-1 TR 2.95% 11/16/2041 144A 00038PAA8 130656.65700000 PA USD 121378.00000000 0.212044505874 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A 72703PAE3 487500.00000000 PA USD 449963.96000000 0.786076435264 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.04008000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 KINDER MORGAN INC DEL 3.6% 02/15/2051 49456BAT8 600000.00000000 PA USD 430411.52000000 0.751918783314 Long DBT CORP US N 2 2051-02-15 Fixed 0.03600000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.25% 08/15/2054 912810UC0 888000.00000000 PA USD 868436.25000000 1.517137665102 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A 864300AG3 44000.00000000 PA USD 43276.57000000 0.075603148030 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05246000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A 233046AS0 242500.00000000 PA USD 208003.84000000 0.363377807121 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02791000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052 02666TAF4 6000.00000000 PA USD 4921.39000000 0.008597552363 Long DBT CORP US N 2 2052-04-15 Fixed 0.04300000 N N N N N N DPL INC N/A DPL INC 4.35% 04/15/2029 233293AQ2 270000.00000000 PA USD 253996.83000000 0.443726476882 Long DBT CORP US N 2 2029-04-15 Fixed 0.04350000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 NOTA DO TESOURO NACIONAL 10% 01/01/2027 N/A 1000000.00000000 PA 154939.50000000 0.270675655538 Long DBT NUSS BR N 2 2027-01-01 Fixed 0.10000000 N N N N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A 864300AE8 28000.00000000 PA USD 28914.12000000 0.050512286313 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06505000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A 25755TAP5 923875.00000000 PA USD 814446.35000000 1.422818582008 Long ABS-CBDO CORP US N 2 2051-04-25 Fixed 0.03151000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 TARGA RES CORP 4.2% 02/01/2033 87612GAA9 130000.00000000 PA USD 121186.69000000 0.211710291812 Long DBT CORP US N 2 2033-02-01 Fixed 0.04200000 N N N N N N DPL INC N/A DPL INC 4.125% 07/01/2025 233293AR0 200000.00000000 PA USD 198862.88000000 0.347408765397 Long DBT CORP US N 2 2025-07-01 Fixed 0.04125000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 533683.83800000 NS USD 533790.57000000 0.932519547662 Long STIV RF US N 1 N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A 53218DAJ7 100000.00000000 PA USD 92405.64000000 0.161430475653 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07151200 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 14040HDC6 32000.00000000 PA USD 35776.65000000 0.062500964516 Long DBT CORP US N 2 2031-10-30 Variable 0.07624000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028 720198AG5 39000.00000000 PA USD 43047.68000000 0.075203282593 Long DBT CORP US N 2 2028-07-20 Fixed 0.09250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 06051GKA6 280000.00000000 PA USD 237763.54000000 0.415367301770 Long DBT CORP US N 2 2032-07-21 Variable 0.02299000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 5% 03/01/2033 55336VBV1 100000.00000000 PA USD 98219.05000000 0.171586365937 Long DBT CORP US N 2 2033-03-01 Fixed 0.05000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 21871XAH2 9000.00000000 PA USD 8354.63000000 0.014595341743 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.388% 05/01/2031 144A 097023DK8 9000.00000000 PA USD 9480.10000000 0.016561511312 Long DBT CORP US N 2 2031-05-01 Fixed 0.06388000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 FORD MTR CR CO LLC 3.375% 11/13/2025 345397B28 250000.00000000 PA USD 245723.54000000 0.429273234202 Long DBT CORP US N 2 2025-11-13 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.5% 11/15/2033 91282CJJ1 200000.00000000 PA USD 204585.94000000 0.357406816360 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.298% 05/01/2029 144A 097023DJ1 12000.00000000 PA USD 12498.87000000 0.021835231369 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 COLOMBIA REPUBLIC OF 8.75% 11/14/2053 195325EM3 200000.00000000 PA USD 209700.00000000 0.366340958673 Long DBT NUSS CO N 2 2053-11-14 Fixed 0.08750000 N N N N N N OPEN TR 2023-AIR N/A OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A 68373BAA9 83931.09000000 PA USD 84717.57000000 0.147999598523 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.07698378 N N N N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A 864300AL2 43000.00000000 PA USD 42506.72000000 0.074258238220 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05914000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 21871XAK5 2000.00000000 PA USD 1731.58000000 0.003025029457 Long DBT CORP US N 2 2042-04-05 Fixed 0.04350000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A 53218DAE8 100000.00000000 PA USD 95351.46000000 0.166576753778 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06403200 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 5.5% 02/22/2029 144A 25714PEP9 250000.00000000 PA USD 244845.00000000 0.427738445524 Long DBT NUSS DO N 2 2029-02-22 Fixed 0.05500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.858% 05/01/2054 144A 097023DM4 14000.00000000 PA USD 15204.40000000 0.026561728526 Long DBT CORP US N 2 2054-05-01 Fixed 0.06858000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC 4.224% 03/15/2032 745310AN2 15000.00000000 PA USD 13957.16000000 0.024382829636 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A 600814AQ0 72000.00000000 PA USD 71392.32000000 0.124720700766 Long DBT CORP LU N 2 2029-03-25 Fixed 0.06250000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 4.875% 09/23/2032 144A 25714PEF1 270000.00000000 PA USD 247725.00000000 0.432769737660 Long DBT NUSS DO N 2 2032-09-23 Fixed 0.04875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.125% 08/15/2053 912810TT5 5589000.00000000 PA USD 5332037.01000000 9.314943013481 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N BX TRUST 2022-IND N/A BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A 05609WAJ2 194279.56800000 PA USD 194279.57000000 0.339401830827 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.06899290 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 CENTENE CORP 4.625% 12/15/2029 15135BAT8 120000.00000000 PA USD 115053.48000000 0.200995718464 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A 864300AJ7 25000.00000000 PA USD 24701.97000000 0.043153759518 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05566000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 55903VBE2 16000.00000000 PA USD 12861.69000000 0.022469069359 Long DBT CORP US N 2 2052-03-15 Fixed 0.05141000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 161175BV5 250000.00000000 PA USD 165711.97000000 0.289494906788 Long DBT CORP US N 2 2051-04-01 Fixed 0.03700000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 HIGHWOODS REALTY LP 7.65% 02/01/2034 431282AU6 89000.00000000 PA USD 100819.44000000 0.176129185992 Long DBT CORP US N 2 2034-02-01 Fixed 0.07650000 N N N N N N CHICAGO IL BRD ED N/A CHICAGO ILL BRD ED QUALIFIED SCH CONST BD 167505NG7 60000.00000000 PA USD 60090.51000000 0.104976705009 Long DBT MUN US N 2 2029-11-01 Fixed 0.06319000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.528% 05/01/2034 144A 097023DL6 10000.00000000 PA USD 10632.95000000 0.018575513097 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A 05610HAC7 70007.08600000 PA USD 69766.88000000 0.121881095388 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05921590 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 TARGA RES CORP 4.95% 04/15/2052 87612GAB7 130000.00000000 PA USD 116317.88000000 0.203204595470 Long DBT CORP US N 2 2052-04-15 Fixed 0.04950000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 5.75%/VAR 07/15/2080 29250NBC8 250000.00000000 PA USD 242903.40000000 0.424346516075 Long EP CORP CA N 2 N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A 92858TAA4 100000.00000000 PA USD 81269.07000000 0.141975150282 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A 53218DAG3 100000.00000000 PA USD 94500.00000000 0.165089273222 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06702410 N N N N N N 2024-12-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX