# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-014586
**Filing Date:** 2023-1
**Character Count:** 122398
**Document Hash:** 8105635f9ca873096b9b8852fa29da1a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014586.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014586

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 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:** 23556418

**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

## Series and Classes Contracts Data

### Fidelity Conservative Income Bond Fund (Series ID: S000031520)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000097999 | Fidelity Conservative Income Bond Fund                      | FCONX           |
| C000098000 | Fidelity Conservative Income Bond Fund: Institutional Class | FCNVX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Conservative Income Bond Fund**

**November 30, 2022**

FCV-NPRT1-0123

1.924095.111 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 61.5%** | &nbsp;&nbsp;**Nonconvertible Bonds - 61.5%** | &nbsp;&nbsp;**Nonconvertible Bonds - 61.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 1.1%  |  |  |
| Diversified Telecommunication Services - 0.9% |  |  |
| NTT Finance Corp. 0.373% 3/3/23 (b) | 49820000 | 49241092 |
| Media - 0.2% |  |  |
| Magallanes, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.780% 4.9944% 3/15/24 (b)(c)(d) | 12405000 | 12363128 |
| TOTAL COMMUNICATION SERVICES |  | 61604220 |
| CONSUMER DISCRETIONARY - 3.9%  |  |  |
| Automobiles - 3.6% |  |  |
| American Honda Finance Corp. 3 month U.S. LIBOR + 0.150% 4.8149% 2/22/23 (c)(d) | 15898000 | 15902544 |
| BMW U.S. Capital LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.530% 3.9031% 4/1/24 (b)(c)(d) | 28838000  | 28649542  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.840% 4.2131% 4/1/25 (b)(c)(d) | 26951000  | 26793685  |
| Daimler Finance North America LLC 5.5% 11/27/24 (b) | 12000000 | 12083024 |
| General Motors Financial Co., Inc.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.300% 4.7124% 4/7/25 (c)(d) | 20225000  | 19657151  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.760% 3.8989% 3/8/24 (c)(d) | 19604000  | 19219713  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.200% 5.0026% 11/17/23 (c)(d) | 16700000  | 16629020  |
|  4.15% 6/19/23  | 13857000  | 13764186  |
| Volkswagen Group of America Finance LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.950% 4.0444% 6/7/24 (b)(c)(d) | 25400000  | 25258268  |
|  0.875% 11/22/23 (b) | 14300000  | 13686440  |
|  4.25% 11/13/23 (b) | 12800000  | 12657068  |
|  |  | 204300641 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Starbucks Corp. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.420% 4.2185% 2/14/24 (c)(d) | 16681000 | 16582997 |
| TOTAL CONSUMER DISCRETIONARY |  | 220883638 |
| CONSUMER STAPLES - 0.9%  |  |  |
| Food & Staples Retailing - 0.2% |  |  |
| 7-Eleven, Inc.: |  |  |
|  0.625% 2/10/23 (b) | 3566000  | 3534441  |
|  0.8% 2/10/24 (b) | 9600000  | 9107803  |
|  |  | 12642244 |
| Tobacco - 0.7% |  |  |
| BAT Capital Corp. 3.222% 8/15/24  | 12000000 | 11573335 |
| Philip Morris International, Inc. 5.125% 11/15/24  | 12000000 | 11996552 |
| Reynolds American, Inc. 4.85% 9/15/23  | 14700000 | 14654544 |
|  |  | 38224431 |
| TOTAL CONSUMER STAPLES |  | 50866675 |
| ENERGY - 0.8%  |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| Enbridge, Inc.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.630% 4.4322% 2/16/24 (c)(d) | 16541000  | 16379396  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.400% 4.2026% 2/17/23 (c)(d) | 10886000  | 10875784  |
|  4% 10/1/23  | 13375000  | 13224190  |
| Western Gas Partners LP 3 month U.S. LIBOR + 1.100% 5.0407% 1/13/23 (c)(d) | 6268000 | 6255464 |
|  |  | 46734834 |
| FINANCIALS - 43.5%  |  |  |
| Banks - 25.4% |  |  |
| Bank of America Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.660% 4.4605% 2/4/25 (c)(d) | 28500000  | 28002223  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.100% 4.7239% 4/25/25 (c)(d) | 9760000  | 9689180  |
|  0.523% 6/14/24 (c) | 23400000  | 22709067  |
|  3.004% 12/20/23 (c) | 47004000  | 46948945  |
|  3.3% 1/11/23  | 9800000  | 9783716  |
|  3.458% 3/15/25 (c) | 18300000  | 17814437  |
|  3.841% 4/25/25 (c) | 19200000  | 18724185  |
| Bank of Montreal: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.260% 3.4794% 9/15/23 (c)(d) | 25000000  | 24866267  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.270% 3.7323% 4/14/23 (c)(d) | 27400000  | 27366108  |
| Bank of Nova Scotia: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.440% 3.9158% 4/15/24 (c)(d) | 29350000  | 29083502  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.550% 3.7644% 9/15/23 (c)(d) | 26000000  | 25951786  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.260% 3.4744% 9/15/23 (c)(d) | 30450000  | 30285313  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.380% 4.0268% 7/31/24 (c)(d) | 26000000  | 25687874  |
| Banque Federative du Credit Mutuel SA U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.410% 4.183% 2/4/25 (b)(c)(d) | 10000000 | 9777400 |
| BNP Paribas SA: |  |  |
|  3.5% 3/1/23 (b) | 16600000  | 16517058  |
|  4.705% 1/10/25 (b)(c) | 25144000  | 24851977  |
| BPCE SA: |  |  |
|  3 month U.S. LIBOR + 1.240% 4.4757% 9/12/23 (b)(c)(d) | 14800000  | 14798372  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.570% 4.017% 1/14/25 (b)(c)(d) | 14031000  | 13691038  |
|  5.15% 7/21/24 (b) | 19762000  | 19377876  |
| Canadian Imperial Bank of Commerce: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.340% 3.6458% 6/22/23 (c)(d) | 27203000  | 27131812  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.940% 4.3525% 4/7/25 (c)(d) | 26960000  | 26651506  |
| Citigroup, Inc.: |  |  |
|  3 month U.S. LIBOR + 1.020% 4.044% 6/1/24 (c)(d) | 22734000  | 22550825  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.370% 5.172% 5/24/25 (c)(d) | 24955000  | 24879711  |
|  0.776% 10/30/24 (c) | 15000000  | 14287791  |
| Danske Bank A/S 3.875% 9/12/23 (b) | 9117000 | 8983062 |
| DNB Bank ASA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.830% 4.186% 3/28/25 (b)(c)(d) | 27000000  | 26893215  |
|  2.968% 3/28/25 (b)(c) | 10200000  | 9838198  |
| Federation des caisses Desjardin U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.430% 4.2281% 5/21/24 (b)(c)(d) | 25121000 | 24809561 |
| Fifth Third Bancorp 3.65% 1/25/24  | 28784000 | 28332737 |
| HSBC Holdings PLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 4.3803% 11/22/24 (c)(d) | 20000000  | 19499360  |
|  0.732% 8/17/24 (c) | 20000000  | 19146253  |
|  3.95% 5/18/24 (c) | 22100000  | 21841074  |
| Huntington National Bank: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.190% 4.9922% 5/16/25 (c)(d) | 25700000  | 25601140  |
|  4.008% 5/16/25 (c) | 9375000  | 9175327  |
| Intesa Sanpaolo SpA 3.375% 1/12/23 (b) | 28200000 | 28117673 |
| JPMorgan Chase & Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 3.8064% 3/16/24 (c)(d) | 40575000  | 40329803  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.970% 4.1728% 6/14/25 (c)(d) | 25155000  | 24862358  |
|  0.697% 3/16/24 (c) | 26600000  | 26213474  |
|  3.559% 4/23/24 (c) | 24785000  | 24612228  |
|  3.797% 7/23/24 (c) | 11250000  | 11131175  |
| KeyBank NA U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.320% 3.5228% 6/14/24 (c)(d) | 28390000 | 28086382 |
| M&T Bank Corp. 3 month U.S. LIBOR + 0.680% 5.0069% 7/26/23 (c)(d) | 15000000 | 15007841 |
| Mitsubishi UFJ Financial Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 0.860% 5.1869% 7/26/23 (c)(d) | 25243000  | 25290517  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.380% 4.4808% 9/12/25 (c)(d) | 20000000  | 19917180  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.650% 5.1297% 7/18/25 (c)(d) | 25000000  | 25058810  |
|  0.848% 9/15/24 (c) | 14209000  | 13659711  |
|  0.953% 7/19/25 (c) | 24800000  | 22999831  |
| Mizuho Financial Group, Inc.: |  |  |
|  0.849% 9/8/24 (c) | 17000000  | 16331494  |
|  3.922% 9/11/24 (c) | 18000000  | 17712778  |
| NatWest Markets PLC U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.450% 4.7558% 3/22/25 (b)(c)(d) | 17169000 | 16964132 |
| Rabobank Nederland New York Branch U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.300% 3.7255% 1/12/24 (c)(d) | 9000000 | 8948430 |
| Royal Bank of Canada U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.450% 4.0468% 10/26/23 (c)(d) | 31000000 | 30854294 |
| Sumitomo Mitsui Financial Group, Inc. 3 month U.S. LIBOR + 0.860% 5.0866% 7/19/23 (c)(d) | 12997000 | 13012387 |
| Swedbank AB U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.910% 4.2896% 4/4/25 (b)(c)(d) | 16717000 | 16579252 |
| The Toronto-Dominion Bank: |  |  |
|  3 month U.S. LIBOR + 0.530% 3.6121% 12/1/22 (c)(d) | 28063000  | 28063000  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.220% 3.2872% 6/2/23 (c)(d) | 30250000  | 30176130  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.350% 3.4477% 3/4/24 (c)(d) | 32800000  | 32485300  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.480% 4.0928% 1/27/23 (c)(d) | 34290000  | 34294474  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.910% 4.0489% 3/8/24 (c)(d) | 23752000  | 23692145  |
|  0.25% 1/6/23  | 30480000  | 30352443  |
| Truist Bank: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.200% 3.6708% 1/17/24 (c)(d) | 30450000  | 30172740  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.730% 3.8788% 3/9/23 (c)(d) | 32136000  | 32139900  |
| Truist Financial Corp. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.400% 3.5488% 6/9/25 (c)(d) | 27500000 | 26865300 |
| Wells Fargo & Co.: |  |  |
|  1.654% 6/2/24 (c) | 14873000  | 14604110  |
|  3.75% 1/24/24  | 19485000  | 19215659  |
|  |  | 1453298847 |
| Capital Markets - 8.2% |  |  |
| Charles Schwab Corp. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.500% 3.7387% 3/18/24 (c)(d) | 11600000 | 11521183 |
| Credit Suisse AG: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.380% 4.1777% 8/9/23 (c)(d) | 16400000  | 15988877  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.390% 4.1154% 2/2/24 (c)(d) | 50000000  | 47555000  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.260% 5.0614% 2/21/25 (c)(d) | 21200000  | 19594164  |
| Deutsche Bank AG New York Branch: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.500% 4.299% 11/8/23 (c)(d) | 28400000  | 28188420  |
|  0.962% 11/8/23  | 19741000  | 18900885  |
| Goldman Sachs Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 0.750% 5.4419% 2/23/23 (c)(d) | 46919000  | 46964400  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.700% 4.2419% 1/24/25 (c)(d) | 27000000  | 26512920  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.390% 4.6044% 3/15/24 (c)(d) | 25953000  | 25982093  |
| Morgan Stanley: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.460% 4.2668% 11/10/23 (c)(d) | 25185000  | 25072801  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.620% 4.2335% 1/24/25 (c)(d) | 27000000  | 26568000  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.160% 4.6876% 4/17/25 (c)(d) | 26956000  | 26731073  |
|  0.529% 1/25/24 (c) | 16992000  | 16828745  |
|  3.737% 4/24/24 (c) | 15000000  | 14896418  |
| UBS AG London Branch: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.320% 4.13% 6/1/23 (b)(c)(d) | 23250000  | 23196149  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.360% 4.1577% 2/9/24 (b)(c)(d) | 36650000  | 36402970  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.450% 4.2477% 8/9/24 (b)(c)(d) | 17225000  | 17067041  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.470% 3.9243% 1/13/25 (b)(c)(d) | 20750000  | 20526730  |
| UBS Group AG 1.008% 7/30/24 (b)(c) | 20100000 | 19481696 |
|  |  | 467979565 |
| Consumer Finance - 3.9% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.680% 4.0414% 9/29/23 (c)(d) | 20613000 | 20184533 |
| American Express Co. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.720% 4.4683% 5/3/24 (c)(d) | 21545000 | 21469940 |
| Capital One Financial Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 3.845% 12/6/24 (c)(d) | 24955000  | 24399751  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.350% 5.1503% 5/9/25 (c)(d) | 25611000  | 25229524  |
|  1.343% 12/6/24 (c) | 17000000  | 16219933  |
|  4.166% 5/9/25 (c) | 9600000  | 9339209  |
| Toyota Motor Credit Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.650% 4.0114% 12/29/23 (c)(d) | 25490000  | 25450346  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.320% 3.7262% 4/6/23 (c)(d) | 30100000  | 30083144  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.350% 4.16% 6/13/23 (c)(d) | 25000000  | 24962836  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.620% 3.9258% 3/22/24 (c)(d) | 26000000  | 25952462  |
|  |  | 223291678 |
| Diversified Financial Services - 1.1% |  |  |
| Athene Global Funding: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.700% 4.5% 5/24/24 (b)(c)(d) | 32000000  | 31384294  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.710% 4.1274% 1/7/25 (b)(c)(d) | 31450000  | 30522664  |
|  |  | 61906958 |
| Insurance - 4.9% |  |  |
| Equitable Financial Life Global Funding U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.390% 3.8096% 4/6/23 (b)(c)(d) | 31725000 | 31668981 |
| Metropolitan Life Global Funding I U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.570% 4.0243% 1/13/23 (b)(c)(d) | 32895000 | 32902820 |
| Metropolitan Tower Global Funding U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.550% 4.0208% 1/17/23 (b)(c)(d) | 42351000 | 42363124 |
| New York Life Global Funding: |  |  |
|  3 month U.S. LIBOR + 0.280% 4.1887% 1/10/23 (b)(c)(d) | 28272000  | 28255909  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.430% 3.5227% 6/6/24 (b)(c)(d) | 26200000  | 26019526  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.220% 3.9454% 2/2/23 (b)(c)(d) | 30150000  | 30144754  |
| Pacific Life Global Funding II U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.380% 3.8415% 4/12/24 (b)(c)(d) | 30000000 | 29547188 |
| Principal Life Global Funding II U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.450% 3.8755% 4/12/24 (b)(c)(d) | 19254000 | 19104011 |
| Protective Life Global Funding: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.550% 3.9172% 3/31/23 (b)(c)(d) | 16000000  | 15990107  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.980% 4.336% 3/28/25 (b)(c)(d) | 28000000  | 27724875  |
|  |  | 283721295 |
| TOTAL FINANCIALS |  | 2490198343 |
| HEALTH CARE - 1.5%  |  |  |
| Life Sciences Tools & Services - 0.2% |  |  |
| Thermo Fisher Scientific, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.530% 4.0097% 10/18/24 (c)(d) | 13321000 | 13197792 |
| Pharmaceuticals - 1.3% |  |  |
| GSK Consumer Healthcare Capital U.S. LLC U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.890% 4.2258% 3/24/24 (c)(d) | 28800000 | 28670780 |
| Roche Holdings, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.330% 3.4808% 9/11/23 (b)(c)(d) | 33325000 | 33268281 |
| Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23  | 13000000 | 12752856 |
|  |  | 74691917 |
| TOTAL HEALTH CARE |  | 87889709 |
| INDUSTRIALS - 3.6%  |  |  |
| Aerospace & Defense - 0.2% |  |  |
| The Boeing Co. 1.167% 2/4/23  | 13379000 | 13278047 |
| Industrial Conglomerates - 0.9% |  |  |
| Siemens Financieringsmaatschappij NV: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.430% 3.5891% 3/11/24 (b)(c)(d) | 32000000  | 31776000  |
|  0.4% 3/11/23 (b) | 19270000  | 19047205  |
|  |  | 50823205 |
| Machinery - 2.0% |  |  |
| Caterpillar Financial Services Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.450% 4.2481% 11/13/23 (c)(d) | 26000000  | 26001499  |
|  0.25% 3/1/23  | 25350000  | 25085171  |
| Daimler Trucks Finance North America LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.500% 3.6058% 6/14/23 (b)(c)(d) | 26800000  | 26729623  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 4.3995% 4/5/24 (b)(c)(d) | 20950000  | 20820592  |
|  1.125% 12/14/23 (b) | 18400000  | 17641166  |
|  |  | 116278051 |
| Trading Companies & Distributors - 0.5% |  |  |
| Air Lease Corp. 3 month U.S. LIBOR + 0.350% 3.6426% 12/15/22 (c)(d) | 27250000 | 27236396 |
| TOTAL INDUSTRIALS |  | 207615699 |
| INFORMATION TECHNOLOGY - 0.2%  |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Analog Devices, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.250% 3.6231% 10/1/24 (c)(d) | 9050000 | 8926359 |
| REAL ESTATE - 0.2%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 0.2% |  |  |
| Simon Property Group LP U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.430% 3.8489% 1/11/24 (c)(d) | 14294000 | 14195303 |
| UTILITIES - 5.8%  |  |  |
| Electric Utilities - 5.0% |  |  |
| Duke Energy Corp. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.250% 3.4091% 6/10/23 (c)(d) | 14005000 | 13940347 |
| Florida Power & Light Co. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.250% 4.0481% 5/10/23 (c)(d) | 17114000 | 17067610 |
| NextEra Energy Capital Holdings, Inc.: |  |  |
|  3 month U.S. LIBOR + 0.270% 4.9349% 2/22/23 (c)(d) | 42128000  | 42118653  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.400% 4.1483% 11/3/23 (c)(d) | 28375000  | 28132614  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.540% 4.35% 3/1/23 (c)(d) | 16898000  | 16884597  |
| PPL Electric Utilities Corp.: |  |  |
|  3 month U.S. LIBOR + 0.250% 3.8909% 9/28/23 (c)(d) | 8800000  | 8766605  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.330% 3.6658% 6/24/24 (c)(d) | 28621000  | 28218637  |
| Southern California Edison Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.640% 4.0131% 4/3/23 (c)(d) | 25000000  | 24947610  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.830% 4.2031% 4/1/24 (c)(d) | 25000000  | 24818206  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.470% 3.5457% 12/2/22 (c)(d) | 25725000  | 25725000  |
| Southern Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.370% 4.1681% 5/10/23 (c)(d) | 16711000  | 16657497  |
|  2.95% 7/1/23  | 25000000  | 24721127  |
| Virginia Electric & Power Co. 3.45% 2/15/24  | 13385000 | 13164336 |
|  |  | 285162839 |
| Gas Utilities - 0.2% |  |  |
| Atmos Energy Corp. 3 month U.S. LIBOR + 0.380% 3.574% 3/9/23 (c)(d) | 9180000 | 9170289 |
| Southern California Gas Co. 3 month U.S. LIBOR + 0.350% 3.6201% 9/14/23 (c)(d) | 4524000 | 4512782 |
|  |  | 13683071 |
| Multi-Utilities - 0.6% |  |  |
| CenterPoint Energy, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.650% 4.4485% 5/13/24 (c)(d) | 20794000 | 20495588 |
| Dominion Energy, Inc. 3 month U.S. LIBOR + 0.530% 3.8226% 9/15/23 (c)(d) | 12339000 | 12313903 |
|  |  | 32809491 |
| TOTAL UTILITIES |  | 331655401 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $3,550,458,540) |  | <br> **3520570181** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 5.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 5.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 5.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bills, yield at date of purchase 4.59% 5/11/23  | 122143900 | 119696543 |
| U.S. Treasury Notes 1.625% 10/31/23  | 195000000 | 189607029 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $311,202,259) |  | **309303572** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Certificates of Deposit - 14.9%** | &nbsp;&nbsp;**Certificates of Deposit - 14.9%** | &nbsp;&nbsp;**Certificates of Deposit - 14.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bank of Montreal yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.750% 4.56% 8/1/23 (c)(d) | 33750000 | 33761603 |
| Bank of Nova Scotia yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.640% 4.45% 8/23/23 (c)(d) | 28500000 | 28488412 |
| Barclays Bank PLC yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.300% 4.11% 2/2/23 (c)(d) | 34000000 | 33994145 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.650% 4.46% 6/8/23 (c)(d) | 30000000 | 29987892 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.810% 4.62% 8/11/23 (c)(d) | 33700000 | 33700468 |
| Canadian Imperial Bank of Commerce yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 3/3/23 (c)(d) | 33800000 | 33791553 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.590% 4.4% 2/27/23 (c)(d) | 30000000 | 30016317 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.760% 4.57% 8/22/23 (c)(d) | 33750000 | 33794324 |
| Credit Suisse AG yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.320% 4.1224% 3/20/23 (c)(d) | 35000000 | 34919682 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.700% 4.5014% 3/23/23 (c)(d) | 33800000 | 33759251 |
| Lloyds Bank Corporate Markets PLC yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 2/13/23 (c)(d) | 35000000 | 34983396 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.720% 4.53% 8/14/23 (c)(d) | 28700000 | 28689123 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.810% 4.62% 7/3/23 (c)(d) | 24000000 | 24008770 |
| Mitsubishi UFJ Trust & Banking Corp. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.480% 4.29% 1/17/23 (c)(d) | 30000000 | 30007392 |
| Mizuho Corporate Bank Ltd. yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 2/10/23 (c)(d) | 35000000 | 34998796 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.780% 4.59% 4/26/23 (c)(d) | 24000000 | 24028200 |
| MUFG Bank Ltd. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.540% 4.35% 3/17/23 (c)(d) | 33700000 | 33708435 |
| Natexis Banques Populaires New York Branch yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 4.5% 8/14/23 (c)(d) | 33700000 | 33712412 |
| Nordea Bank Finland PLC yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 4.39% 8/31/23 (c)(d) | 33600000 | 33604754 |
| Royal Bank of Canada yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 4.39% 9/19/23 (c)(d) | 24000000 | 23975148 |
| Sumitomo Mitsui Banking Corp. yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 2/10/23 (c)(d) | 35000000 | 34992948 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.600% 4.41% 5/3/23 (c)(d) | 33600000 | 33606643 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.650% 4.46% 7/7/23 (c)(d) | 30000000 | 30004959 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.700% 4.51% 7/11/23 (c)(d) | 31000000 | 31011055 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.800% 4.61% 8/1/23 (c)(d) | 33750000 | 33765049 |
| Sumitomo Mitsui Trust Bank Ltd. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.610% 4.42% 2/8/23 (c)(d) | 33750000 | 33769494 |
| Svenska Handelsbanken, Inc. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.730% 4.54% 8/3/23 (c)(d) | 30000000 | 30014262 |
| <br> **TOTAL CERTIFICATES OF DEPOSIT**<br> (Cost $855,100,000) |  | **855094483** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 7.6%** | &nbsp;&nbsp;**Commercial Paper - 7.6%** | &nbsp;&nbsp;**Commercial Paper - 7.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bank of Montreal: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.680% 4.49% 7/11/23 (c)(d) | 31000000 | 30999954 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.700% 4.51% 10/6/23 (c)(d) | 24000000 | 23985790 |
| Bank of Nova Scotia U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.600% 4.41% 8/25/23 (c)(d) | 24000000 | 23982893 |
| Citigroup Global Markets, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.650% 4.45% 9/22/23 (c)(d) | 32000000 | 32000029 |
| Federation des caisses Desjardin U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.680% 4.49% 4/28/23 (c)(d) | 33750000 | 33756953 |
| General Motors Financial Co., Inc. 5.57% 4/12/23  | 24000000 | 23500718 |
| HSBC U.S.A., Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.350% 4.16% 2/1/23 (c)(d) | 34000000 | 33991021 |
| Lloyds Bank PLC yankee 4.51% 2/1/23  | 25000000 | 24803825 |
| National Bank of Canada: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.560% 4.37% 1/19/23 (c)(d) | 30000000 | 30011529 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.670% 4.48% 4/26/23 (c)(d) | 33750000 | 33778178 |
| Royal Bank of Canada: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.590% 4.4% 2/23/23 (c)(d) | 30000000 | 29999931 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.660% 4.47% 7/7/23 (c)(d) | 29000000 | 29000006 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.750% 4.56% 7/27/23 (c)(d) | 33750000 | 33766575 |
| Svenska Handelsbanken AB U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.590% 4.39% 3/1/23 (c)(d) | 35000000 | 35008050 |
| Svenska Handelsbanken, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 4.49% 8/29/23 (c)(d) | 19000000 | 19000002 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $437,565,600) |  | **437585454** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (e) <br>(Cost $586,977,995) <br>| 586913487 | **587030870** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $5,741,304,394)<br>| <br>**5709584560** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **16562819** |
| **NET ASSETS - 100.0%** | **5726147379** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,036,159,011 or 18.1% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 687128909 | 706438749 | 806536788 | 5516343 | - | - | 587030870 | 1.2% |
| Total | 687128909 | 706438749 | 806536788 | 5516343 | - | - | 587030870 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Treasury Obligations, Certificates of Deposit and Commercial Paper are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity Conservative Income Bond Fund

- **b. EDGAR series identifier (if any):** S000031520

- **c. LEI of Series:** 549300RJSC0IGB6T7O73

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5726904248.71

**Total Liabilities:** $18995232.45

**Net Assets:** $5707909016.26

**Cash Not Reported:** $2066436.03

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 100041.44286040 | **1-Year:** 264304.18670980 | **5-Year:** 103582.44602490 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 27030.32832946 | **1-Year:** 18593.75369412 | **5-Year:** 11406.47637970 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097999 | 0.09%                | 0.15%                | 0.40%                |
| Class ID C000098000 | 0.10%                | 0.16%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7372.04                 | $-6118898.87                               |
| Month 2  | $-7361.64                | $-6896465.15                               |
| Month 3  | $-662893.33              | $6985835.59                                |

### Schedule of Portfolio Investments

| Name                                               | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+100 04/05/2024 144A     | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  20950000 | PA      | $20820591.85  | 0.36%             | 2024-04-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                   | SOUTHERN COMPANY 2.95% 07/01/2023                                         | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24721127.00  | 0.43%             | 2023-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                       | THERMO FISHER SCIENTIFIC INC FRN SFRIX+53 10/18/2024                      | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  13321000 | PA      | $13197791.54  | 0.23%             | 2024-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 3.737%/VAR 04/24/2024                                      | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14896418.10  | 0.26%             | 2024-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025                         | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18300000 | PA      | $17814436.95  | 0.31%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY .56/VAR 11/10/2023                                         | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  25185000 | PA      | $25072800.83  | 0.44%             | 2023-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                | UBS AG LON BRANCH FRN SOFR+36 02/09/2024 144A                             | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  36650000 | PA      | $36402969.84  | 0.64%             | 2024-02-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR FRN SOFR+68 09/29/2023 | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  20613000 | PA      | $20184532.62  | 0.35%             | 2023-09-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC FRN SOFR+137.2 05/24/2025                                   | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  24955000 | PA      | $24879710.77  | 0.44%             | 2025-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA 5.15% 07/21/2024 144A                                             | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  19762000 | PA      | $19377875.53  | 0.34%             | 2024-07-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NY BRH                             | NORDEA YCD 8/31/23 SOFR+58                                                | CUSIP: 65558UWM0<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |  33600000 | PA      | $33604754.40  | 0.59%             | 2023-08-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | ENBRIDGE INC 4% 10/01/2023                                                | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  13375000 | PA      | $13224190.32  | 0.23%             | 2023-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BNS VCP 8/25/23 SOFR+60                                                   | CUSIP: 06417LSY4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  24000000 | PA      | $23982892.80  | 0.42%             | 2023-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA FRN 3ML+124 09/12/2023 144A                                       | CUSIP: 05583JAD4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  14800000 | PA      | $14798372.00  | 0.26%             | 2023-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024                     | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16219932.90  | 0.28%             | 2024-12-06      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING FRN SOFR+39 04/06/2023 144A       | CUSIP: 29449WAH0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  31725000 | PA      | $31668980.95  | 0.55%             | 2023-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC 0.776/VAR 10/30/2024                                        | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14287791.45  | 0.25%             | 2024-10-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                | SUMITOMO MITSUI FINL GRP INC FRN 3ML+86 07/19/2023                        | CUSIP: 86562MBA7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12997000 | PA      | $13012386.50  | 0.23%             | 2023-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                          | CREDIT SUISSE AG NY BRNCH YCD SFRIX+70 03/23/2023                         | CUSIP: 22552GAE0<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  33800000 | PA      | $33759250.72  | 0.59%             | 2023-03-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                           | HUNTINGTON NATL BK COLUMBUS OH 4.008%/VAR 05/16/2025                      | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9175327.41   | 0.16%             | 2025-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                | INTESA SANPAOLO SPA 3.375% 01/12/2023 144A                                | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  28200000 | PA      | $28117672.64  | 0.49%             | 2023-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BK OF CDA NEW YORK BRH                       | RBC NY YCD SOFR+58 9/19/23                                                | CUSIP: 78015JFE2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23975148.00  | 0.42%             | 2023-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRH                                     | NATIXIS NY BRH YCD SOFR+69 08/14/2023                                     | CUSIP: 63873QVU5<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | US        |  33700000 | PA      | $33712411.71  | 0.59%             | 2023-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                          | UST BILLS 0% 05/11/2023                                                   | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 122143900 | PA      | $119696542.98 | 2.10%             | 2023-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC FRN SOFR+76 03/08/2024                           | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  19604000 | PA      | $19219713.18  | 0.34%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BANK OF NOVA SCOTIA FRN SFRIX+55 09/15/2023                               | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  26000000 | PA      | $25951786.38  | 0.45%             | 2023-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A          | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  32000000 | PA      | $31776000.00  | 0.56%             | 2024-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                           | SVENSKA VCP SOFR+69 8/29/23                                               | CUSIP: 86960LFH8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19000001.90  | 0.33%             | 2023-08-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                          | CREDIT SUISSE AG NY BRNCH FRN SFRIX+38 08/09/2023                         | CUSIP: 22550UAD3<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $15988876.60  | 0.28%             | 2023-08-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                          | CREDIT SUISSE AG NY BRNCH YCD SFRIX+32 03/20/2023                         | CUSIP: 22552G7E4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34919682.00  | 0.61%             | 2023-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK FRN SOFR+22 06/02/2023                              | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  30250000 | PA      | $30176129.50  | 0.53%             | 2023-06-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                       | HSBC USA INC VCP SOFR+35 02/01/2023                                       | CUSIP: 40434WER8<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $33991020.60  | 0.60%             | 2023-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                     | VIRGINIA ELECTRIC AND POWER CO 3.45% 02/15/2024                           | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  13385000 | PA      | $13164335.69  | 0.23%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                  | M and T BANK CORP FRN 3ML+68 07/26/2023                                   | CUSIP: 55261FAK0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15007840.80  | 0.26%             | 2023-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA VCP SOFR+75 07/27/2023                               | CUSIP: 78014XJY4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  33750000 | PA      | $33766574.63  | 0.59%             | 2023-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 0.697%/VAR 03/16/2024                               | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26600000 | PA      | $26213474.34  | 0.46%             | 2024-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO FRN SOFR+97 06/14/2025                              | CUSIP: 46647PDD5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25155000 | PA      | $24862358.05  | 0.44%             | 2025-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                            | NATIONAL BANK OF CANADA VCP SOFR+56 01/19/23                              | CUSIP: 63307NGV3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  30000000 | PA      | $30011529.00  | 0.53%             | 2023-01-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | BOEING CO 1.167% 02/04/2023                                               | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13379000 | PA      | $13278047.42  | 0.23%             | 2023-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                       | NEXTERA ENERGY CAP HLDGS INC FRN 3ML+27 02/22/2023                        | CUSIP: 65339KBT6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  42128000 | PA      | $42118653.06  | 0.74%             | 2023-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | ENBRIDGE INC FRN SOFR+40 02/17/2023                                       | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10886000 | PA      | $10875783.60  | 0.19%             | 2023-02-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA VCP SOFR+59 02/23/23                                 | CUSIP: 78014XJT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  30000000 | PA      | $29999931.00  | 0.53%             | 2023-02-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | AIR LEASE CORP FRN 3ML+35 12/15/2022                                      | CUSIP: 00914AAN2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  27250000 | PA      | $27236395.98  | 0.48%             | 2022-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                      | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+28 03/03/2023                      | CUSIP: 13606KCZ7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |  33800000 | PA      | $33791553.38  | 0.59%             | 2023-03-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                               | DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023                               | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  14005000 | PA      | $13940347.18  | 0.24%             | 2023-06-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK FRN 3ML+53 12/01/2022                               | CUSIP: 89114QCE6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  28063000 | PA      | $28063000.00  | 0.49%             | 2022-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | STARBUCKS CORP FRN SFRIX+0 02/14/2024                                     | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  16681000 | PA      | $16582996.62  | 0.29%             | 2024-02-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                 | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+65 07/07/2023                     | CUSIP: 86565FMR0<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30004959.00  | 0.53%             | 2023-07-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY FRN SOFR+116.5 04/17/2025                                  | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  26956000 | PA      | $26731073.21  | 0.47%             | 2025-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                         | CATERPILLAR FINL SVCS CORP 0.25% 03/01/2023                               | CUSIP: 14913R2J5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  25350000 | PA      | $25085171.34  | 0.44%             | 2023-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAG BRH IL                     | BANK OF MONTREAL CHICAG BRH IL YCD SOFR+75 08/01/2023                     | CUSIP: 06367CXB8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |  33750000 | PA      | $33761603.25  | 0.59%             | 2023-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                    | RABOBANK NEDERLAND NY BRH FRN SFRIX+30 01/12/2024                         | CUSIP: 21688AAR3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8948430.00   | 0.16%             | 2024-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO FRN SOFR+58 03/16/2024                              | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  40575000 | PA      | $40329803.25  | 0.71%             | 2024-03-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                          | MIZUHO NY YCD SOFR+78 4/26/23                                             | CUSIP: 60710RE84<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24028200.00  | 0.42%             | 2023-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA FRN SFRIX+45 10/26/2023                              | CUSIP: 78015K7K4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  31000000 | PA      | $30854294.11  | 0.54%             | 2023-10-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH  | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+81 07/03/2023     | CUSIP: 53947BJ92<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24008769.60  | 0.42%             | 2023-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                       | 7 ELEVEN INC 0.625% 02/10/2023 144A                                       | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3566000 | PA      | $3534440.90   | 0.06%             | 2023-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | ATHENE GLOBAL FUNDING FRN SFRIX+71.5 01/07/2025 144A                      | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  31450000 | PA      | $30522664.36  | 0.53%             | 2025-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                        | BARCLAYS BANK PLC NY BRANCH YCD SOFR+30 02/02/2023                        | CUSIP: 06742TF92<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $33994145.20  | 0.60%             | 2023-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP PARIBAS 4.705%/VAR 01/10/2025 144A                                    | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25144000 | PA      | $24851976.83  | 0.44%             | 2025-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC(UNGTD)                             | LLOYDS BANK PLC(UNGTD) YCP .0451 02/01/2023                               | CUSIP: 53943SP19<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |  25000000 | PA      | $24803825.00  | 0.43%             | 2023-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                           | NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A                       | CUSIP: 64952WDM2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  28272000 | PA      | $28255908.99  | 0.50%             | 2023-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                      | SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+83 04/01/2024                     | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24818205.50  | 0.43%             | 2024-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK FRN SOFR+35.5 03/04/2024                            | CUSIP: 89114QCR7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  32800000 | PA      | $32485299.74  | 0.57%             | 2024-03-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023                         | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  47004000 | PA      | $46948945.15  | 0.82%             | 2023-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | TOYOTA MOTOR CREDIT CORP FRN SOFR+35 06/13/2023                           | CUSIP: 89236TJS5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24962835.50  | 0.44%             | 2023-06-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                 | MITSUBISHI UFJ FIN GRP INC FRN SOFR+165 07/18/2025                        | CUSIP: 606822CJ1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  25000000 | PA      | $25058810.00  | 0.44%             | 2025-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024                         | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  23400000 | PA      | $22709067.03  | 0.40%             | 2024-06-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                 | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+ 05/03/2023                       | CUSIP: 86565FLD2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  33600000 | PA      | $33606642.72  | 0.59%             | 2023-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                  | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+61 02/08/2023                     | CUSIP: 86564MPT9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |  33750000 | PA      | $33769494.00  | 0.59%             | 2023-02-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                         | CATERPILLAR FINL SVCS CORP FRN SOFR+45 11/13/2023                         | CUSIP: 14913R2X4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26001498.90  | 0.46%             | 2023-11-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.841%/VAR 04/25/2025                         | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19200000 | PA      | $18724185.41  | 0.33%             | 2025-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                               | BANK OF MONTREAL QUE VCP SOFR+68 07/11/23                                 | CUSIP: 06373L3Q0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  31000000 | PA      | $30999953.50  | 0.54%             | 2023-07-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                          | CREDIT SUISSE AG NY BRNCH FRN SFRIX+39 02/02/2024                         | CUSIP: 22550UAB7<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $47555000.00  | 0.83%             | 2024-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC       | FEDERATION DES CAISE DESJARDIN VCP SOFR+68 04/28/23                       | CUSIP: 31428HBV2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  33750000 | PA      | $33756952.50  | 0.59%             | 2023-04-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                     | PROTECTIVE LIFE GLOBAL FUNDING SOFR+55 03/31/2023 144A                    | CUSIP: 74368CBN3<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15990107.36  | 0.28%             | 2023-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                | SCHWAB CHARLES CORP FRN SFRIX+50 03/18/2024                               | CUSIP: 808513BM6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11521182.76  | 0.20%             | 2024-03-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC (THE) FRN 3ML+75 02/23/2023                       | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  46919000 | PA      | $46964399.76  | 0.82%             | 2023-02-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                            | NATIONAL BANK OF CANADA VCP SOFR+67 04/26/2023                            | CUSIP: 63307NGY7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  33750000 | PA      | $33778177.88  | 0.59%             | 2023-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024                           | CUSIP: 89236TJY2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $25952462.12  | 0.45%             | 2024-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                 | METROPOLITAN LIFE GLBL FDG I FRN SOFR+57 01/13/2023 144A                  | CUSIP: 59217GEF2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  32895000 | PA      | $32902820.13  | 0.58%             | 2023-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                           | NEW YORK LIFE GLOBAL FDG FRN SOFR+22 02/02/2023 144A                      | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  30150000 | PA      | $30144753.90  | 0.53%             | 2023-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                      | SOUTHERN CALIFORNIA EDISON CO FRN SOFR+0 12/02/2022                       | CUSIP: 842400HL0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  25725000 | PA      | $25725000.00  | 0.45%             | 2022-12-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC FRN SFRIX+130 04/07/2025                         | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  20225000 | PA      | $19657150.56  | 0.34%             | 2025-04-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                 | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+28 02/10/2023                     | CUSIP: 86565FGM8<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34992947.50  | 0.61%             | 2023-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC FRN SOFR+58 11/22/2024                                  | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19499360.00  | 0.34%             | 2024-11-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA FRN SOFR+57 01/14/2025 144A                                       | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  14031000 | PA      | $13691038.41  | 0.24%             | 2025-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025                       | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $9689179.68   | 0.17%             | 2025-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                | NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A                          | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  17169000 | PA      | $16964131.94  | 0.30%             | 2025-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | DANSKE BANK AS (UNGTD) 3.875% 09/12/2023 144A                             | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   9117000 | PA      | $8983061.51   | 0.16%             | 2023-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION FRN SOFR+66 02/04/2025                        | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  28500000 | PA      | $28002222.71  | 0.49%             | 2025-02-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                    | ROCHE HLDGS INC FRN SOFR+33 09/11/2023 144A                               | CUSIP: 771196BZ4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  33325000 | PA      | $33268280.85  | 0.58%             | 2023-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.3% 01/11/2023                               | CUSIP: 06051GEU9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9783716.03   | 0.17%             | 2023-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                | FIFTH THIRD BANCORP 3.65% 01/25/2024                                      | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  28784000 | PA      | $28332737.11  | 0.50%             | 2024-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA VCP SOFR+66 07/07/2023                               | CUSIP: 78014XJP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  29000000 | PA      | $29000005.80  | 0.51%             | 2023-07-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                 | CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025                       | CUSIP: 13607HR38<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  26960000 | PA      | $26651505.89  | 0.47%             | 2025-04-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                 | WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024                              | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14873000 | PA      | $14604109.84  | 0.26%             | 2024-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                       | PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A                  | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  19254000 | PA      | $19104011.34  | 0.33%             | 2024-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | TOYOTA MOTOR CREDIT CORP FRN SOFR+32 04/06/2023                           | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  30100000 | PA      | $30083144.00  | 0.53%             | 2023-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                | PPL ELEC UTILS CORP FRN 3ML+25 09/28/2023                                 | CUSIP: 69351UAX1<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8766604.88   | 0.15%             | 2023-09-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC         | SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023                                | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |  13000000 | PA      | $12752856.48  | 0.22%             | 2023-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | ATMOS ENERGY CORP FRN 3ML+38 03/09/2023                                   | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $9170288.57   | 0.16%             | 2023-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                        | TRUIST BANK FRN SOFR+20 01/17/2024                                        | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  30450000 | PA      | $30172739.66  | 0.53%             | 2024-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK FRN SOFR+48 01/27/2023                              | CUSIP: 89114QCF3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  34290000 | PA      | $34294473.82  | 0.60%             | 2023-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH  | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+72 08/14/2023     | CUSIP: 53947BH94<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  28700000 | PA      | $28689122.70  | 0.50%             | 2023-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC CP .0557 04/12/2023                              | CUSIP: 37046URC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23500718.40  | 0.41%             | 2023-04-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                       | DNB BANK ASA 2.698%/VAR 03/28/2025 144A                                   | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  10200000 | PA      | $9838198.25   | 0.17%             | 2025-03-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                    | PHILIP MORRIS INTL INC 5.125% 11/15/2024                                  | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11996552.40  | 0.21%             | 2024-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP FRN SOFR+0 12/06/2024                          | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  24955000 | PA      | $24399751.25  | 0.43%             | 2024-12-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                            | SIMON PROPERTY GROUP LP FRN SFRIX+0 01/11/2024                            | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  14294000 | PA      | $14195302.93  | 0.25%             | 2024-01-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                     | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+50 11/08/2023                     | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  28400000 | PA      | $28188420.00  | 0.49%             | 2023-11-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                 | CANADIAN IMPERIAL BK OF COMM FRN SOFR+34 06/22/2023                       | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  27203000 | PA      | $27131812.20  | 0.48%             | 2023-06-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP FRN SOFR+135 05/09/2025                        | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  25611000 | PA      | $25229524.16  | 0.44%             | 2025-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                 | MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024                          | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  14209000 | PA      | $13659710.75  | 0.24%             | 2024-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+139 03/15/2024                     | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25953000 | PA      | $25982093.31  | 0.46%             | 2024-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                     | PACIFIC LIFE GF II FRN SOFR+38 04/12/2024 144A                            | CUSIP: 6944PL2F5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29547187.80  | 0.52%             | 2024-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+70 01/24/2025                      | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26512920.00  | 0.46%             | 2025-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023                          | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $16629020.32  | 0.29%             | 2023-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                | UBS AG LON BRANCH FRN SOFR+45 08/09/2024 144A                             | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  17225000 | PA      | $17067040.89  | 0.30%             | 2024-08-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC       | FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A                | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  25121000 | PA      | $24809560.90  | 0.43%             | 2024-05-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024                                     | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  22100000 | PA      | $21841074.19  | 0.38%             | 2024-05-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                         | MIZUHO FINL GROUP INC 3.922/VAR 09/11/2024                                | CUSIP: 60687YAS8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  18000000 | PA      | $17712777.96  | 0.31%             | 2024-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024                            | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  20794000 | PA      | $20495588.22  | 0.36%             | 2024-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                      | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+59 02/27/2023                      | CUSIP: 13606KKW5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30016317.00  | 0.53%             | 2023-02-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                       | CITI GLB MK VCP SOFR+65 9/22/23                                           | CUSIP: 1730QPAK3<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32000028.80  | 0.56%             | 2023-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                           | NEW YORK LIFE GLOBAL FDG FRN SFRIX+43 06/06/2024 144A                     | CUSIP: 64953BAX6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  26200000 | PA      | $26019526.02  | 0.46%             | 2024-06-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                       | NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+54 03/01/2023                      | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  16898000 | PA      | $16884597.01  | 0.30%             | 2023-03-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                          | UST NOTES 1.625% 10/31/2023                                               | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 195000000 | PA      | $189607031.25 | 3.32%             | 2023-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                               | BANK OF MONTREAL QUE FRN SFRIX+26.5 09/15/2023                            | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $24866267.00  | 0.44%             | 2023-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                       | Fidelity Cash Central Fund                                                | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 586913487 | NS      | $587030869.70 | 10.28%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                        | AMERICAN HONDA FINANCE CORP FRN 3ML+15 02/22/2023                         | CUSIP: 02665WDV0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15898000 | PA      | $15902544.28  | 0.28%             | 2023-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                | UBS AG LON BRANCH FRN SOFR+32 06/01/2023 144A                             | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  23250000 | PA      | $23196148.58  | 0.41%             | 2023-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                          | MIZUHO BANK LTD NY BRANCH YCD SOFR+28 02/10/2023                          | CUSIP: 60710RTX3<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34998796.00  | 0.61%             | 2023-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                       | 7 ELEVEN INC 0.8% 02/10/2024 144A                                         | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9107802.72   | 0.16%             | 2024-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                        | BARCLAYS BANK PLC NY BRANCH YCD SOFR+ 06/08/2023                          | CUSIP: 06742TS31<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29987892.00  | 0.53%             | 2023-06-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK 0.25% 01/06/2023                                    | CUSIP: 89114QCM8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  30480000 | PA      | $30352443.33  | 0.53%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023 144A           | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  18400000 | PA      | $17641166.34  | 0.31%             | 2023-12-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 0.529%/VAR 01/25/2024                                      | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16992000 | PA      | $16828744.94  | 0.29%             | 2024-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | DOMINION ENERGY INC FRN 3ML+53 09/15/2023                                 | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  12339000 | PA      | $12313902.97  | 0.22%             | 2023-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                            | MERCEDES BENZ RETAIL SA 5.5% 11/27/2024 144A                              | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12083024.28  | 0.21%             | 2024-11-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                 | MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025                          | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  24800000 | PA      | $22999831.49  | 0.40%             | 2025-07-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                | PPL ELEC UTILS CORP FRN SOFR+33 06/24/2024                                | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |  28621000 | PA      | $28218637.11  | 0.49%             | 2024-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK FRN SOFR+91 03/08/2024                              | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  23752000 | PA      | $23692144.96  | 0.42%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                              | REYNOLDS AMERICAN INC 4.85% 09/15/2023                                    | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14654544.22  | 0.26%             | 2023-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                         | MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024                               | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  17000000 | PA      | $16331494.04  | 0.29%             | 2024-09-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                      | SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+64 04/03/2023                     | CUSIP: 842400HA4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24947609.75  | 0.44%             | 2023-04-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                          | CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025                        | CUSIP: 22550UAF8<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $19594164.24  | 0.34%             | 2025-02-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC 4.044/VAR 06/01/2024                                        | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  22734000 | PA      | $22550825.34  | 0.40%             | 2024-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                 | WELLS FARGO and CO NEW 3.75% 01/24/2024                                   | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  19485000 | PA      | $19215659.23  | 0.34%             | 2024-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                 | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+70 07/11/2023                     | CUSIP: 86565FQF2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  31000000 | PA      | $31011054.60  | 0.54%             | 2023-07-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                      | VOLKSWAGEN GROUP AMER FIN LLC 4.25% 11/13/2023 144A                       | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12657068.42  | 0.22%             | 2023-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS GROUP AG 1.008%/VAR 07/30/2024 144A                                   | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20100000 | PA      | $19481695.66  | 0.34%             | 2024-07-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                      | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+ 08/22/2023                        | CUSIP: 13606KKS4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |  33750000 | PA      | $33794323.88  | 0.59%             | 2023-08-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC SOFR 0.732%/VAR 08/17/2024                              | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19146252.60  | 0.34%             | 2024-08-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 3.797%/VAR 07/23/2024                               | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11131175.03  | 0.20%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BANK OF NOVA SCOTIA FRN SFRIX+44.5 04/15/2024                             | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  29350000 | PA      | $29083502.00  | 0.51%             | 2024-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                       | DNB BANK ASA FRN SFRIX+83 03/28/2025 144A                                 | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  27000000 | PA      | $26893215.00  | 0.47%             | 2025-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 3.559%/VAR 04/23/24                                 | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  24785000 | PA      | $24612228.47  | 0.43%             | 2024-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                         | SOUTHERN CALIFORNIA GAS CO FRN 3ML+35 09/14/2023                          | CUSIP: 842434CV2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   4524000 | PA      | $4512782.29   | 0.08%             | 2023-09-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                               | BMOM VCP SOFR+70 10/6/23                                                  | CUSIP: 06373L4G1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  24000000 | PA      | $23985789.60  | 0.42%             | 2023-10-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                        | SWEDBANK AB FRN SFRIX+91 04/04/2025 144A                                  | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  16717000 | PA      | $16579251.92  | 0.29%             | 2025-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                   | NTT FINANCE CORP 0.373% 03/03/2023 144A                                   | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  49820000 | PA      | $49241091.60  | 0.86%             | 2023-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | AMERICAN EXPRESS CO FRN SFRIX+72 05/03/2024                               | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  21545000 | PA      | $21469939.81  | 0.38%             | 2024-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                            | WESTERN GAS PARTNERS LP FRN 3ML+210 01/13/2023                            | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6268000 | PA      | $6255464.00   | 0.11%             | 2023-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY FRN SOFR+62.5 01/24/2025                                   | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26568000.00  | 0.47%             | 2025-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025                              | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  27500000 | PA      | $26865300.00  | 0.47%             | 2025-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                 | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+80 08/01/2023                     | CUSIP: 86565FQW5<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  33750000 | PA      | $33765049.13  | 0.59%             | 2023-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | ENBRIDGE INC FRN SFRIX+63 02/16/2024                                      | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  16541000 | PA      | $16379396.08  | 0.29%             | 2024-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                 | BMW US CAPITAL LLC FRN SFRIX+53 04/01/2024 144A                           | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  28838000 | PA      | $28649541.94  | 0.50%             | 2024-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                   | SOUTHERN COMPANY FRN SOFR+37 05/10/2023                                   | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  16711000 | PA      | $16657496.89  | 0.29%             | 2023-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                        | BARCLAYS BANK PLC NY BRANCH YCD SOFR+81 08/11/2023                        | CUSIP: 06742TW85<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  33700000 | PA      | $33700468.43  | 0.59%             | 2023-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                       | NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+40 11/03/2023                      | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  28375000 | PA      | $28132613.66  | 0.49%             | 2023-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC             | GSK CONSUMER HEALTHCARE CAPITAL US LLC FRN SOFR+89 03/24/2024             | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  28800000 | PA      | $28670779.87  | 0.50%             | 2024-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                 | BNS YCD SOFR+64 8/23/23                                                   | CUSIP: 06417ME68<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  28500000 | PA      | $28488411.90  | 0.50%             | 2023-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                       | BANQUE FED CRED MUTUEL PARIS FRN SOFR+41 02/04/2025 144A                  | CUSIP: 06675FAW7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9777400.00   | 0.17%             | 2025-02-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP 4.166%/VAR 05/09/2025                          | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9339209.38   | 0.16%             | 2025-05-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD NY BR                                | MUFG BANK LTD NY BR YCD SOFR+54 03/17/2023                                | CUSIP: 55380T7C8<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | US        |  33700000 | PA      | $33708435.11  | 0.59%             | 2023-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC 4.15% 06/19/2023                                 | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13857000 | PA      | $13764186.23  | 0.24%             | 2023-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | TOYOTA MOTOR CREDIT CORP FRN SFRIX+65 12/29/2023                          | CUSIP: 89236TKB0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  25490000 | PA      | $25450346.48  | 0.45%             | 2023-12-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                      | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+95 06/07/2024 144A                 | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  25400000 | PA      | $25258268.00  | 0.44%             | 2024-06-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                           | SVENSKA HANDELSBANKEN AB VCP SOFR+59 3/1/23                               | CUSIP: 86960LEB2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  35000000 | PA      | $35008050.00  | 0.61%             | 2023-03-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                               | BANK OF MONTREAL QUE FRN SFRIX+27 04/14/2023                              | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  27400000 | PA      | $27366107.84  | 0.48%             | 2023-04-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                     | MAGALLANES INC FRN SFRIX+178 03/15/2024 144A                              | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  12405000 | PA      | $12363127.79  | 0.22%             | 2024-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                  | KEYBANK NATL ASSN FRN SOFR+32 06/14/2024                                  | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  28390000 | PA      | $28086382.01  | 0.49%             | 2024-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                      | VOLKSWAGEN GROUP AMER FIN LLC 0.875% 11/22/2023 144A                      | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $13686439.62  | 0.24%             | 2023-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                 | MITSUBISHI UFJ FIN GRP INC FRN SOFR+138.5 09/12/2025                      | CUSIP: 606822CP7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  20000000 | PA      | $19917180.40  | 0.35%             | 2025-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                              | FLORIDA PWR and LT CO FRN SFRIX+25 05/10/2023                             | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  17114000 | PA      | $17067609.59  | 0.30%             | 2023-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                           | HUNTINGTON NATL BK COLUMBUS OH FRN SFRIX+119 05/16/2025                   | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  25700000 | PA      | $25601140.32  | 0.45%             | 2025-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024                                | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  26000000 | PA      | $25687874.42  | 0.45%             | 2024-07-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BANK OF NOVA SCOTIA FRN SOFR+0 09/15/2023                                 | CUSIP: 0641598L3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  30450000 | PA      | $30285313.31  | 0.53%             | 2023-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                        | TRUIST BANK FRN SOFR+73 03/09/2023                                        | CUSIP: 89788JAC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  32136000 | PA      | $32139899.70  | 0.56%             | 2023-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH  | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+28 02/13/2023     | CUSIP: 53947BG20<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34983396.00  | 0.61%             | 2023-02-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                           | MET TOWER GLOBAL FUNDING FRN SOFR+55 01/17/2023 144A                      | CUSIP: 58989VAA2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  42351000 | PA      | $42363124.24  | 0.74%             | 2023-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP PARIBAS 3.5% 03/01/2023 144A                                          | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16600000 | PA      | $16517058.10  | 0.29%             | 2023-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                     | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A                | CUSIP: 74368CBM5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $27724874.80  | 0.49%             | 2025-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH    | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+48 01/17/2023                    | CUSIP: 60683B6T5<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30007392.00  | 0.53%             | 2023-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+50 06/14/2023 144A      | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  26800000 | PA      | $26729623.47  | 0.47%             | 2023-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                           | SVENSKA HANDELSBANKEN NY YCD SOFR+73 08/03/23                             | CUSIP: 86959RD98<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30014262.00  | 0.53%             | 2023-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | ATHENE GLOBAL FUNDING FRN SFRIX+70 05/24/2024 144A                        | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $31384293.76  | 0.55%             | 2024-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                     | DEUTSCHE BANK AG NEW YORK BNCH 0.962% 11/08/2023                          | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  19741000 | PA      | $18900884.83  | 0.33%             | 2023-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                 | ANALOG DEVICES INC FRN SOFR+0 10/01/2024                                  | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $8926359.35   | 0.16%             | 2024-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                 | MITSUBISHI UFJ FIN GRP INC FRN 3ML+86 07/26/2023                          | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  25243000 | PA      | $25290517.17  | 0.44%             | 2023-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                 | BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A                           | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  26951000 | PA      | $26793684.86  | 0.47%             | 2025-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.4% 03/11/2023 144A                 | CUSIP: 82620KAV5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  19270000 | PA      | $19047205.46  | 0.33%             | 2023-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                | UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A                             | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  20750000 | PA      | $20526730.00  | 0.36%             | 2025-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer