0000035402-26-002647.txt : 20260424
0000035402-26-002647.hdr.sgml : 20260424
20260424170234
ACCESSION NUMBER: 0000035402-26-002647
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 26895531
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000075287
Fidelity Tactical Bond Fund
C000234189
Fidelity Tactical Bond Fund
FBAGX
C000234190
Fidelity Advisor Tactical Bond Fund: Class Z
FBAPX
C000234191
Fidelity Advisor Tactical Bond Fund: Class A
FTKAX
C000234192
Fidelity Advisor Tactical Bond Fund: Class C
FTKCX
C000234193
Fidelity Advisor Tactical Bond Fund: Class M
FTYMX
C000234194
Fidelity Advisor Tactical Bond Fund: Class I
FBAHX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000075287
C000234189
C000234190
C000234191
C000234192
C000234193
C000234194
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Tactical Bond Fund
S000075287
5493006FOBKMPLHSZB51
2026-08-31
2026-02-28
N
44733796.64
222196.71
44511599.93
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
65656.53000000
BRL
USD
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Bloomberg US Aggregate Bond Index
19808143
CHICAGO IL BRD ED
N/A
CHICAGO ILL BRD ED QUALIFIED SCH CONST BD
167505NG7
60000.00000000
PA
USD
60197.11000000
0.135239151355
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
0.06319000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity High Income Central Fund
31606V690
41000.25200000
NS
USD
4547747.95000000
10.21699502411
Long
EC
RF
US
N
1
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Floating Rate Central Fund
31606V708
47278.52900000
NS
USD
4434726.02000000
9.963079347797
Long
EC
RF
US
N
1
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
3535945.30000000
NS
USD
3536652.49000000
7.945462521144
Long
STIV
RF
US
N
1
N
N
N
Fidelity Central Investment Portfolios II LLC
0VPAEPVECBYQ0ULYZJ60
Fidelity International Credit Central Fund
31607D202
54337.77300000
NS
USD
4654573.64000000
10.45699019428
Long
EC
RF
US
N
1
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
161175BL7
135000.00000000
PA
USD
112521.14000000
0.252790598803
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
1000000.00000000
PA
183565.63000000
0.412399532455
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
0.10000000
N
N
N
N
N
N
PRIME HEALTHCARE FOUNDATION INC
984500CA2F5A8B78A337
PRIME HEALTHCARE FOUNDATION INC 7% 12/01/2027
74166AAA0
294000.00000000
PA
USD
304034.78000000
0.683046173307
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.07000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
TOLEDO HOSPITAL/THE 5.325% 11/15/2028
889184AC1
250000.00000000
PA
USD
254709.40000000
0.572231509091
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05325000
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
72479.52000000
0.162832879775
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
0.06250000
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
115241.06400000
PA
USD
114374.35000000
0.256954030364
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Fixed
0.03721000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050
161175BT0
115000.00000000
PA
USD
87614.01000000
0.196834106475
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.04800000
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
199433.51000000
PA
USD
197969.47000000
0.444759276933
Long
ABS-CBDO
CORP
KY
N
2
2039-11-15
Fixed
0.03671000
N
N
N
N
N
N
BX TR 2019-OC11
N/A
BX TR 2019-OC11 4.075457% 12/09/2041 144A
05606FAN3
52000.00000000
PA
USD
48686.42000000
0.109379173241
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
0.03943990
N
N
N
N
N
N
DPL INC
N/A
DPL INC 4.35% 04/15/2029
233293AQ2
270000.00000000
PA
USD
265933.91000000
0.597448553676
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04350000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
120000.00000000
PA
USD
117091.95000000
0.263059405153
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
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
131961.24000000
0.296464832105
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.75%/VAR 07/15/2080
29250NBC8
250000.00000000
PA
USD
254440.25000000
0.571626835252
Long
EP
CORP
CA
N
2
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.875% 09/23/2032 144A
25714PEF1
270000.00000000
PA
USD
259200.00000000
0.582320115223
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
0.04875000
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
288468.76000000
0.648075468987
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
0.04500000
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
86877.60000000
0.195179683805
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
0.02130000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050
71654QDD1
650000.00000000
PA
USD
590330.00000000
1.326238555631
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
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
864321.74000000
1.941789873559
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Fixed
0.03151000
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
252613.68000000
0.567523253258
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02299000
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
239375.00000000
PA
USD
217597.62000000
0.488855984377
Long
ABS-CBDO
CORP
US
N
2
2051-11-20
Fixed
0.02791000
N
N
N
N
N
N
AASET 2021-1 TR
N/A
AASET 2021-1 TR 2.95% 11/16/2041 144A
00038PAA8
85206.57700000
PA
USD
82947.61000000
0.186350547116
Long
ABS-CBDO
CORP
US
N
2
2041-11-16
Fixed
0.02950000
N
N
N
N
N
N
AASET 2021-2 TR
N/A
AASET 2021-2 TR 2.798% 01/15/2047 144A
00258BAA2
159835.12200000
PA
USD
153366.75000000
0.344554566093
Long
ABS-CBDO
CORP
US
N
2
2047-01-15
Fixed
0.02798000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2033
N/A
1700000.00000000
PA
284678.02000000
0.639559172098
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
0.10000000
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
481250.00000000
PA
USD
460528.72000000
1.034626301288
Long
ABS-CBDO
CORP
US
N
2
2051-12-05
Fixed
0.04008000
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
69978.13000000
0.157213243536
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.04971950
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.5% 02/22/2029 144A
25714PEP9
250000.00000000
PA
USD
254187.50000000
0.571059005741
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
0.05500000
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
103742.58000000
0.233068638654
Long
DBT
CORP
US
N
2
2063-04-01
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
14660.70000000
0.032936807535
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04224000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.2% 02/01/2033
87612GAA9
130000.00000000
PA
USD
126248.73000000
0.283631076390
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.04200000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.95% 04/15/2052
87612GAB7
130000.00000000
PA
USD
112662.09000000
0.253107257832
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
0.04950000
N
N
N
N
N
N
BX TRUST 2022-IND
N/A
BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A
05609WAJ2
188999.08800000
PA
USD
189234.77000000
0.425135852895
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.05949650
N
N
N
N
N
N
BX TRUST 2022-IND
N/A
BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A
05609WAL7
6999.96000000
PA
USD
7013.08000000
0.015755623278
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.06498650
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
7593.50000000
0.017059597974
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.03625000
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
4760.92000000
0.010695908499
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
0.04300000
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
94013.24000000
0.211210651038
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.05453560
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
91052.77000000
0.204559643201
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.05752770
N
N
N
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
84602.51000000
0.190068454364
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.06201560
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2052
912810TG3
59000.00000000
PA
USD
42871.80000000
0.096316016650
Long
DBT
UST
US
N
2
2052-05-15
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4% 11/15/2052
912810TL2
1588000.00000000
PA
USD
1426718.75000000
3.205274023498
Long
DBT
UST
US
N
2
2052-11-15
Fixed
0.04000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029
14040HCX1
18000.00000000
PA
USD
18455.08000000
0.041461282068
Long
DBT
CORP
US
N
2
2029-02-01
Variable
0.05468000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.65% 03/01/2053
55336VBW9
100000.00000000
PA
USD
94402.34000000
0.212084805193
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
0.05650000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5% 03/01/2033
55336VBV1
100000.00000000
PA
USD
101646.68000000
0.228359978432
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
8547.05000000
0.019201848537
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
0.03900000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 4.35% 04/05/2042
21871XAK5
2000.00000000
PA
USD
1703.54000000
0.003827182133
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
0.04350000
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
42952.51000000
0.096497340170
Long
DBT
CORP
US
N
2
2028-07-20
Fixed
0.09250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2033
91282CHT1
1586000.00000000
PA
USD
1597523.27000000
3.589004377538
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.03875000
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
5127252.53000000
11.51891313289
Long
DBT
UST
US
N
2
2053-08-15
Fixed
0.04125000
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
4272.93000000
0.009599587538
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 6.497% 08/15/2043 144A
19828TAE6
3000.00000000
PA
USD
3241.52000000
0.007282416280
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
0.06497000
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
6543.45000000
0.014700549992
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
0.06544000
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
4439.08000000
0.009972861022
Long
DBT
CORP
US
N
2
2063-08-15
Fixed
0.06714000
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
13001.51000000
0.029209262350
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.06036000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031
14040HDC6
32000.00000000
PA
USD
36068.77000000
0.081032292833
Long
DBT
CORP
US
N
2
2031-10-30
Variable
0.07624000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP 7.65% 02/01/2034
431282AU6
89000.00000000
PA
USD
101477.65000000
0.227980234724
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
0.07650000
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
29745.04000000
0.066825366975
Long
DBT
CORP
US
N
2
2029-04-12
Fixed
0.08875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 05/15/2034
91282CKQ3
5377000.00000000
PA
USD
5582628.26000000
12.54196269911
Long
DBT
UST
US
N
2
2034-05-15
Fixed
0.04375000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A
864300AA6
52337.50000000
PA
USD
52926.65000000
0.118905296783
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.06028000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A
864300AC2
31600.00000000
PA
USD
32371.55000000
0.072726098479
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.06268000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A
864300AE8
27650.00000000
PA
USD
28638.78000000
0.064340037304
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.06505000
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
22324.62000000
0.050154611461
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.06875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 08/15/2054
912810UC0
1359400.00000000
PA
USD
1273694.07000000
2.861487953708
Long
DBT
UST
US
N
2
2054-08-15
Fixed
0.04250000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 6.05% 09/15/2033
21871XAR0
6000.00000000
PA
USD
6401.65000000
0.014381981348
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.06050000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A
864300AG3
43450.00000000
PA
USD
43347.78000000
0.097385355880
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.05246000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A
864300AL2
42462.50000000
PA
USD
42461.65000000
0.095394571452
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.05914000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A
864300AJ7
24687.50000000
PA
USD
24657.25000000
0.055395110575
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.05566000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.858% 05/01/2054
097023DT9
14000.00000000
PA
USD
16055.60000000
0.036070597384
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
0.06858000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.298% 05/01/2029
097023DQ5
12000.00000000
PA
USD
12787.77000000
0.028729072916
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.06298000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.388% 05/01/2031
097023DR3
9000.00000000
PA
USD
9837.64000000
0.022101294978
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.06388000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.528% 05/01/2034
097023DS1
10000.00000000
PA
USD
11211.77000000
0.025188422832
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
0.06528000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.259% 05/01/2027
097023DP7
9000.00000000
PA
USD
9219.94000000
0.020713566833
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06259000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 7.008% 05/01/2064
097023DU6
14000.00000000
PA
USD
16232.72000000
0.036468516129
Long
DBT
CORP
US
N
2
2064-05-01
Fixed
0.07008000
N
N
N
N
N
N
BX TRUST 2025-DIME
N/A
BX TRUST 2025-DIME TSFR1M+150 02/15/2035 144A
05613UAC5
145000.00000000
PA
USD
144818.75000000
0.325350583281
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Variable
0.05159650
N
N
N
N
N
N
BX TRUST 2025-DIME
N/A
BX TRUST 2025-DIME TSFR1M+175 02/15/2035 144A
05613UAE1
94000.00000000
PA
USD
93882.50000000
0.210916929851
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Variable
0.05409650
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 02/15/2035
91282CMM0
300000.00000000
PA
USD
316546.86000000
0.711155879586
Long
DBT
UST
US
N
2
2035-02-15
Fixed
0.04625000
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
143542.14000000
0.322482544383
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.06750000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC 6.5% 04/15/2030
15089QAZ7
140000.00000000
PA
USD
143439.94000000
0.322252941313
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.06500000
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
90664.21000000
PA
USD
90777.54000000
0.203941310001
Long
ABS-MBS
CORP
US
N
2
2040-04-15
Variable
0.05103010
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 05/15/2035
91282CNC1
136000.00000000
PA
USD
139490.31000000
0.313379681295
Long
DBT
UST
US
N
2
2035-05-15
Fixed
0.04250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 05/15/2055
912810UK2
311000.00000000
PA
USD
316503.24000000
0.711057882659
Long
DBT
UST
US
N
2
2055-05-15
Fixed
0.04750000
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
212230.40000000
0.476797959034
Long
DBT
CORP
NL
N
2
2032-12-01
Fixed
0.06000000
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
207532.20000000
0.466242957625
Long
DBT
CORP
NL
N
2
2030-12-01
Fixed
0.05750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 08/15/2035
91282CNT4
1720000.00000000
PA
USD
1762731.25000000
3.960161514688
Long
DBT
UST
US
N
2
2035-08-15
Fixed
0.04250000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
KILROY REALTY LP 5.875% 10/15/2035
49427RAT9
68000.00000000
PA
USD
67034.22000000
0.150599439484
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
0.05875000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL FEDERATIVE REPUBLIC OF 7.25% 01/12/2056
105756CN8
121000.00000000
PA
USD
122936.00000000
0.276188679340
Long
DBT
NUSS
BR
N
2
2056-01-12
Fixed
0.07250000
N
N
N
N
N
N
NAVIGATOR AIRCRAFT ABS LTD
N/A
NAVIGATOR AIRCRAFT ABS LTD 1 A 0% 10/15/2050 144A
63943GAA0
244983.43000000
PA
USD
247655.49000000
0.556384156915
Long
ABS-CBDO
CORP
KY
N
2
2050-10-15
Fixed
0.05107000
N
N
N
N
N
N
NATIONAL HEALTH INVESTORS INC
549300ZPKZIG6DKDEC02
NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033
63633DAG9
30000.00000000
PA
USD
30339.72000000
0.068161378264
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.05350000
N
N
N
N
N
N
GGAM MASTER TR INTERNATIONA LTD / LLC
N/A
GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A
36173XAA0
227707.14000000
PA
USD
232806.85000000
0.523025122363
Long
ABS-CBDO
CORP
US
N
2
2060-09-30
Fixed
0.05923000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY RV
N/A
MASSACHUSET REV 6.625% 10/1/2030
57585BQT8
52000.00000000
PA
USD
53989.90000000
0.121293999957
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 6.125% 01/21/2031
195325EU5
200000.00000000
PA
USD
199500.00000000
0.448197773869
Long
DBT
NUSS
CO
N
2
2031-01-21
Fixed
0.06125000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer