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 2025-05-31 N 51256883.72 281763.08 50975120.64 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 83951.70000000 JPY 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 170216.09200000 PA USD 156486.67000000 0.306986365182 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 7.008% 05/01/2064 097023DU6 14000.00000000 PA USD 14955.16000000 0.029338155186 Long DBT CORP US N 2 2064-05-01 Fixed 0.07008000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.388% 05/01/2031 097023DR3 9000.00000000 PA USD 9602.77000000 0.018838150610 Long DBT CORP US N 2 2031-05-01 Fixed 0.06388000 N N N N N N PRIME HEALTHCARE FOUNDATION INC 984500CA2F5A8B78A337 PRIME HEALTHCARE FOUNDATION INC 7% 12/01/2027 74166AAA0 294000.00000000 PA USD 298449.34000000 0.585480399561 Long DBT CORP US N 2 2027-12-01 Fixed 0.07000000 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 29816.58000000 0.058492416743 Long DBT CORP US N 2 2029-04-12 Fixed 0.08875000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A 12433FAA6 100000.00000000 PA USD 100011.63000000 0.196196946165 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05772070 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.259% 05/01/2027 097023DP7 9000.00000000 PA USD 9250.77000000 0.018147617668 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 55903VBD4 10000.00000000 PA USD 7193.28000000 0.014111354538 Long DBT CORP US N 2 2042-03-15 Fixed 0.05050000 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 147397.22400000 PA USD 142383.95000000 0.279320476758 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 250000.00000000 PA USD 244537.65000000 0.479719610134 Long DBT CORP US N 2 2028-11-15 Fixed 0.05325000 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 10993.13000000 0.021565677259 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.06775710 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 21738.04000000 0.042644411091 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 6999.99000000 PA USD 6999.99000000 0.013732169560 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07167710 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032 88167AAT8 200000.00000000 PA USD 201788.80000000 0.395857425086 Long DBT CORP NL N 2 2032-12-01 Fixed 0.06000000 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 106402.10000000 0.208733395162 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 12351.69000000 0.024230820535 Long DBT CORP US N 2 2033-11-15 Fixed 0.06036000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 02/15/2035 91282CMM0 300000.00000000 PA USD 305536.71000000 0.599383986077 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 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 4155.98000000 0.008152957654 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 6029.99000000 0.011829280488 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 7262.24000000 0.014246636219 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 52735.00000000 PA USD 53218.28000000 0.104400498383 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 275900.00000000 0.541244427744 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 67881.13700000 NS USD 5564216.80000000 10.91555396071 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 3014.09000000 0.005912864868 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 60491.86900000 NS USD 5810244.02000000 11.39819572185 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 80000.00000000 PA USD 80000.00000000 0.156939304891 Long ABS-MBS CORP US N 2 2040-11-15 Variable 0.08166707 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 11/15/2032 91282CFV8 3709000.00000000 PA USD 3692628.25000000 7.243981384719 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 4060.07000000 0.007964807045 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 48546.77900000 NS USD 5176057.58000000 10.15408598354 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 31840.00000000 PA USD 32419.46000000 0.063598593966 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 276919.17000000 PA USD 267988.17000000 0.525723463986 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 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 127199.62000000 0.249532749315 Long DBT CORP US N 2 2030-07-01 Fixed 0.04125000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 JAPAN GOVERNMENT OF 0.1% 12/20/2025 N/A 85800000.00000000 PA 595027.87000000 1.167290753860 Long DBT NUSS JP N 2 2025-12-20 Fixed 0.00100000 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 32418.07000000 0.063595867146 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 4656.40000000 0.009134652241 Long DBT CORP US N 2 2052-04-05 Fixed 0.04400000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 7.69% 01/23/2050 71654QDD1 650000.00000000 PA USD 478660.00000000 0.939007095991 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N BX TRUST 2025-DIME N/A BX TRUST 2025-DIME B TSFR1M+150 02/15/2030 144A 05613UAC5 145000.00000000 PA USD 143821.88000000 0.282141323442 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.05828710 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 COLOMBIA REPUBLIC OF 8% 11/14/2035 195325EL5 200000.00000000 PA USD 200200.00000000 0.392740610490 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 885643.36000000 1.737403166251 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 110827.50000000 0.217414885160 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 T5Y+NA PERP 064159VJ2 690000.00000000 PA USD 689555.02000000 1.352728569040 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 246644.16000000 0.483852037824 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 6497000.00000000 PA USD 6515272.81000000 12.78127982474 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 88549.09000000 0.173710407917 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 409000.00000000 PA USD 280979.81000000 0.551209700874 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 520000.00000000 PA USD 509062.74000000 0.998649407021 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 18319.80000000 0.035938708471 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 116333.86700000 PA USD 109450.99000000 0.214714528628 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 485000.00000000 PA USD 441965.27000000 0.867021528249 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 398243.92000000 0.781251549775 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 2735400.00000000 PA USD 2446045.97000000 4.798509428304 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 43780.00000000 PA USD 42993.79000000 0.084342693965 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 241250.00000000 PA USD 207944.83000000 0.407933963449 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 4542.77000000 0.008911739576 Long DBT CORP US N 2 2052-04-15 Fixed 0.04300000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 549300GKSD1RG56QRY33 TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030 881937AA4 200000.00000000 PA USD 201989.52000000 0.396251185801 Long DBT CORP NL N 2 2030-12-01 Fixed 0.05750000 N N N N N N DPL INC N/A DPL INC 4.35% 04/15/2029 233293AQ2 270000.00000000 PA USD 259862.13000000 0.509782275622 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 165349.89000000 0.324373710005 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 27860.00000000 PA USD 28281.56000000 0.055481104595 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 823550.58000000 1.615593194602 Long ABS-CBDO CORP US N 2 2051-04-25 Fixed 0.03151000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.298% 05/01/2029 097023DQ5 12000.00000000 PA USD 12621.48000000 0.024760078723 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 TARGA RES CORP 4.2% 02/01/2033 87612GAA9 130000.00000000 PA USD 118824.72000000 0.233103362009 Long DBT CORP US N 2 2033-02-01 Fixed 0.04200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.528% 05/01/2034 097023DS1 10000.00000000 PA USD 10673.72000000 0.020939077467 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 93144.22900000 NS USD 93162.86000000 0.182761431126 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 89491.99000000 0.175560133799 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06870620 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 35687.76000000 0.070010153094 Long DBT CORP US N 2 2031-10-30 Variable 0.07624000 N N N N N N BX TRUST 2025-DIME N/A BX TRUST 2025-DIME VAR 02/15/2030 144A 05613UAE1 94000.00000000 PA USD 93236.25000000 0.182905403321 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.06078710 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 43066.99000000 0.084486293429 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 240233.99000000 0.471276942523 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 97046.88000000 0.190380873613 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 8284.28000000 0.016251614309 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 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 248018.26000000 0.486547666559 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 202984.38000000 0.398202843762 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 COLOMBIA REPUBLIC OF 8.75% 11/14/2053 195325EM3 200000.00000000 PA USD 195100.00000000 0.382735729804 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 25736.55000000 PA USD 25807.95000000 0.050628521670 Long ABS-MBS CORP US N 2 2040-11-15 Variable 0.07417798 N N N N N N SUBWAY FDG LLC ISSUER N/A SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A 864300AL2 42785.00000000 PA USD 41760.53000000 0.081923356876 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 1639.65000000 0.003216569140 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 91000.00000000 0.178518459314 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06122620 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 5.5% 02/22/2029 144A 25714PEP9 250000.00000000 PA USD 246625.00000000 0.483814450860 Long DBT NUSS DO N 2 2029-02-22 Fixed 0.05500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC 4.224% 03/15/2032 745310AN2 15000.00000000 PA USD 13821.78000000 0.027114756819 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 71427.60000000 0.140122473675 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 246240.00000000 0.483059180455 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 4886663.57000000 9.586369798927 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 188999.70800000 PA USD 188999.71000000 0.370768538901 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.06618710 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 CENTENE CORP 4.625% 12/15/2029 15135BAT8 120000.00000000 PA USD 115560.12000000 0.226699061324 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 24875.00000000 PA USD 24413.42000000 0.047892814560 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 158000.00000000 PA USD 102424.78000000 0.200930922210 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 160928.70000000 0.315700478938 Long DBT CORP US N 2 2051-04-01 Fixed 0.03700000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 CELANESE US HLDGS LLC 6.75% 04/15/2033 15089QBA1 140000.00000000 PA USD 136259.21000000 0.267305321280 Long DBT CORP US N 2 2033-04-15 Fixed 0.06750000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 HIGHWOODS REALTY LP 7.65% 02/01/2034 431282AU6 89000.00000000 PA USD 98047.59000000 0.192344007761 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 58642.48000000 0.115041375603 Long DBT MUN US N 2 2029-11-01 Fixed 0.06319000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 6.858% 05/01/2054 097023DT9 14000.00000000 PA USD 14931.12000000 0.029290994925 Long DBT CORP US N 2 2054-05-01 Fixed 0.06858000 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 70000.00600000 PA USD 69781.26000000 0.136892780485 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05641010 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 TARGA RES CORP 4.95% 04/15/2052 87612GAB7 130000.00000000 PA USD 103854.01000000 0.203734701744 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 241521.54000000 0.473802782548 Long EP CORP CA N 2 N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 CELANESE US HLDGS LLC 6.5% 04/15/2030 15089QAZ7 140000.00000000 PA USD 141077.30000000 0.276757167474 Long DBT CORP US N 2 2030-04-15 Fixed 0.06500000 N N N 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 82881.98000000 0.162593004115 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 90000.00000000 0.176556718002 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06421830 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 08/15/2033 91282CHT1 3507000.00000000 PA USD 3411379.47000000 6.692244034285 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N 2025-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX