This is a pooled fund: many plans invest in it, and it holds the underlying securities.
This filing is a Direct Filing Entity (DFE) — a master trust or collective investment trust that pools assets from multiple participating plans. It does not have plan participants of its own, and the Plan Health Score formula doesn’t apply. Individual participant-facing plans that invest in this trust are the appropriate target for fiduciary analysis.
Cited interest vs pooled assets: cited interest sums what each participating plan reported holding in this trust, measured at that plan’s own year-end — and those filings span different years. Pooled assets is this single filing’s balance at one date. They’re independent measurements, so cited interest can land slightly above or below the pooled balance and won’t reconcile exactly.
Why no Schedule of Assets here? DFE holdings often live on the master trust’s own audited statement, not as a 4i schedule on the participating plans’ filings. We’re extending the parsing pipeline to cover DFE filings — see Methodology.
| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON | 13-5160382 | — | CUSTODIAN | $446K | — |
| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| PRICEWATERHOUSECOOPERS LLP | 13-4008324 | — | NONE | $130K | — |
| ROPES & GRAY LLP | 04-2233412 | — | NONE | $7K | — |
Rows tagged as a trust or pooled fund hold many underlying securities. Click one to drill into its own Schedule of Assets — where the individual funds, shares, and CUSIPs live.
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| WESTERN ASSET MTG BACKED SEC L.L.C. WESTERN ASSET MANAGEMENT LLC · EIN 20-1575792 / PN 001 | 103-12 Investment Entity | — | $26.5M | $25.3M |
| 9.7% |
| UNITED STATES TREASURY 4% US GOVERNMENT SECURITIES | — | — | $18.7M | $18.7M | 7.2% |
| WA INVESTMENT GRADE COMMERCIAL MTG WESTERN ASSET MANAGEMENT LLC · EIN 99-1188494 / PN 001 | 103-12 Investment Entity | — | $9.3M | $9.8M | 3.8% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% US GOVERNMENT SECURITIES | — | — | $10.4M | $9.0M | 3.5% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% US GOVERNMENT SECURITIES | — | — | $9.1M | $7.9M | 3.0% |
| FEDERAL HOME LOAN MORTGAGE CORP 3% US GOVERNMENT SECURITIES | — | — | $8.6M | $7.6M | 2.9% |
| UNITED STATES TREASURY 5% US GOVERNMENT SECURITIES | — | — | $7.0M | $6.7M | 2.6% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value DREYFUS GOVERNMENT CASH MANAGEMENT INTEREST BEARING CASH | — | — | $5.5M | $5.5M | 2.1% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% US GOVERNMENT SECURITIES | — | — | $6.2M | $5.5M | 2.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 2% US GOVERNMENT SECURITIES | — | — | $4.6M | $4.3M | 1.7% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% US GOVERNMENT SECURITIES | — | — | $3.4M | $3.4M | 1.3% |
| FEDERAL HOME LOAN MORTGAGE CORP 6% US GOVERNMENT SECURITIES | — | — | $3.3M | $3.3M | 1.3% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% US GOVERNMENT SECURITIES | — | — | $3.2M | $3.2M | 1.2% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% US GOVERNMENT SECURITIES | — | — | $3.2M | $3.1M | 1.2% |
| UNITED STATES TREASURY 2% US GOVERNMENT SECURITIES | — | — | $3.1M | $2.9M | 1.1% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% US GOVERNMENT SECURITIES | — | — | $3.1M | $2.9M | 1.1% |
| UNIFORM MORTGAGE BACKED SECURITIES 5% US GOVERNMENT SECURITIES | — | — | $2.7M | $2.7M | 1.0% |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $2.4M | $2.5M | 0.9% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% US GOVERNMENT SECURITIES | — | — | $2.3M | $2.0M | 0.8% |
| BANK OF AMERICA CORP. 3% CORPORATE DEBT INSTRUMENTS | — | — | $2.3M | $2.0M | 0.8% |
| UNIFORM MORTGAGE BACKED SECURITIES 6% US GOVERNMENT SECURITIES | — | — | $2.0M | $2.0M | 0.8% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7% US GOVERNMENT SECURITIES | — | — | $1.8M | $1.8M | 0.7% |
| CITIGROUP INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.8M | 0.7% |
| OBX TRUST 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.8M | 0.7% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% US GOVERNMENT SECURITIES | — | — | $1.8M | $1.8M | 0.7% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value TSMC ARIZONA CORP. 3% CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $1.7M | 0.7% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% US GOVERNMENT SECURITIES | — | — | $2.0M | $1.7M | 0.7% |
| TOWD POINT MORTGAGE TRUST 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.6% |
| WELLS FARGO & CO. MTN 5% CORPORATE DEBT INSTRUMENTS | — | — | $2.3M | $1.6M | 0.6% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% US GOVERNMENT SECURITIES | — | — | $1.6M | $1.5M | 0.6% |
| CIM TRUST 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.5% |
| WHITEBOX CLO IV LTD. 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.5% |
| FEDERAL HOME LOAN MORTGAGE CORP 7% US GOVERNMENT SECURITIES | — | — | $1.4M | $1.4M | 0.5% |
| BANK OF AMERICA CORP. MTN 4% CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.4M | 0.5% |
| CAYUGA PARK CLO LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.5% |
| UNITED STATES TREASURY 3% US GOVERNMENT SECURITIES | — | — | $1.3M | $1.3M | 0.5% |
| JPMORGAN CHASE & CO. 3% CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.2M | 0.5% |
| BRAVO RESIDENTIAL FUNDING TRUST 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.5% |
| OAKTREE CLO LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.5% |
| GOLDMAN SACHS GROUP INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.4% |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.4% |
| COMCAST CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.1M | 0.4% |
| WELLS FARGO & CO. MTN 4% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.4% |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 144A 2% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.0M | 0.4% |
| PALMER SQUARE CLO 2019-1 LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.4% |
| CREDIT SUISSE AG 8% CORPORATE DEBT INSTRUMENTS | — | — | $919K | $985K | 0.4% |
| CEDAR FUNDING V CLO LTD. 144A 2% CORPORATE DEBT INSTRUMENTS | — | — | $997K | $962K | 0.4% |
| TRANSCONTINENTAL GAS PIPE LINE CO. LLC 8% CORPORATE DEBT INSTRUMENTS | — | — | $971K | $954K | 0.4% |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $940K | $951K | 0.4% |
| ABBVIE INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $951K | $931K | 0.4% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1% US GOVERNMENT SECURITIES | — | — | $1.8M | $890K | 0.3% |
| VERIZON COMMUNICATIONS INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $887K | 0.3% |
| CDS-CDX.NA.IG.4312/29@100 12/19/29 CITI OTHER INVESTMENTS | — | — | $909K | $883K | 0.3% |
| EMPOWER CLO LTD. 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $873K | $878K | 0.3% |
| MAGNETITE XVII LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $850K | $856K | 0.3% |
| HALSEYPOINT CLO 3 LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $840K | $845K | 0.3% |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMM OP CAPITAL 5% CORPORATE DEBT INSTRUMENTS | — | — | $972K | $840K | 0.3% |
| LONG BEACH MORTGAGE TRUST 2004-4 5% CORPORATE DEBT INSTRUMENTS | — | — | $841K | $803K | 0.3% |
| SUNRUN ATLAS ISSUER 2019-2 LLC 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $916K | $801K | 0.3% |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 144A 6% US GOVERNMENT SECURITIES | — | — | $790K | $795K | 0.3% |
| MOUNTAIN VIEW CLO XVI LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $780K | $782K | 0.3% |
| BRIGHTWOOD CAPITAL MM CLO LTD. 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $770K | $777K | 0.3% |
| MORGAN STANLEY MTN 4% CORPORATE DEBT INSTRUMENTS | — | — | $834K | $767K | 0.3% |
| MAGNETITE XXVI LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $760K | $760K | 0.3% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value CIGNA CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $812K | $745K | 0.3% |
| OBX TRUST 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $743K | $740K | 0.3% |
| BROADCOM INC. 144A 3% CORPORATE DEBT INSTRUMENTS | — | — | $868K | $711K | 0.3% |
| NORTHROP GRUMMAN CORP. 5% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $694K | 0.3% |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5% OTHER INVESTMENTS | — | — | $1.0M | $692K | 0.3% |
| PRKCM TRUST 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $677K | $685K | 0.3% |
| SHELL FINANCE US INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $730K | $680K | 0.3% |
| ENTERPRISE PRODUCTS OPERATING LLC 4% CORPORATE DEBT INSTRUMENTS | — | — | $790K | $652K | 0.3% |
| LOCKHEED MARTIN CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $775K | $637K | 0.2% |
| RESIDUAL FUNDING CORP. PRINCIPAL STRIP 4% CORPORATE DEBT INSTRUMENTS | — | — | $699K | $634K | 0.2% |
| CLI FUNDING IX LLC 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $634K | $631K | 0.2% |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMM OP CAPITAL 4% CORPORATE DEBT INSTRUMENTS | — | — | $692K | $626K | 0.2% |
| FEDERAL HOME LOAN MORTGAGE CORP 4% US GOVERNMENT SECURITIES | — | — | $638K | $625K | 0.2% |
| ELMWOOD CLO 29 LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $620K | $624K | 0.2% |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $617K | $617K | 0.2% |
| MYERS PARK CLO LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $607K | $610K | 0.2% |
| BLUEMOUNTAIN CLO 2015-3 LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $603K | $603K | 0.2% |
| ELI LILLY & CO. 5% CORPORATE DEBT INSTRUMENTS | — | — | $639K | $598K | 0.2% |
| NAVIENT STUDENT TRUST 2017-1 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $598K | $595K | 0.2% |
| WELLS FARGO & CO. MTN 3% CORPORATE DEBT INSTRUMENTS | — | — | $668K | $583K | 0.2% |
| FEDERAL HOME LOAN MORTGAGE CORP 5% US GOVERNMENT SECURITIES | — | — | $616K | $574K | 0.2% |
| DEVON ENERGY CORP. 6% CORPORATE DEBT INSTRUMENTS | — | — | $620K | $567K | 0.2% |
| MORGAN STANLEY MTN 3% CORPORATE DEBT INSTRUMENTS | — | — | $641K | $565K | 0.2% |
| COTERRA ENERGY INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $606K | $564K | 0.2% |
| OCCIDENTAL PETROLEUM CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $703K | $563K | 0.2% |
| CITIGROUP INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $585K | $548K | 0.2% |
| COMCAST CORP. 3% CORPORATE DEBT INSTRUMENTS | — | — | $697K | $545K | 0.2% |
| FOUNDRY JV HOLDCO LLC 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $555K | $539K | 0.2% |
| CREDIT SUISSE GROUP AG 144A 3% CORPORATE DEBT INSTRUMENTS | — | — | $617K | $531K | 0.2% |
| CREDIT SUISSE AG 3% CORPORATE DEBT INSTRUMENTS | — | — | $530K | $527K | 0.2% |
| BOEING CO. 3% CORPORATE DEBT INSTRUMENTS | — | — | $573K | $517K | 0.2% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value ORACLE CORP. 5% CORPORATE DEBT INSTRUMENTS | — | — | $529K | $513K | 0.2% |
| AT&T INC. 2% CORPORATE DEBT INSTRUMENTS | — | — | $561K | $510K | 0.2% |
| WARNERMEDIA HOLDINGS INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $528K | $502K | 0.2% |
| WILLIAMS COS INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $670K | $496K | 0.2% |
| UNION PACIFIC CORP. 2% CORPORATE DEBT INSTRUMENTS | — | — | $549K | $488K | 0.2% |
| AERCAP IRELAND CAPITAL DAC/AERCAP GLOBAL AVIATION TRUST 3% CORPORATE DEBT INSTRUMENTS | — | — | $546K | $487K | 0.2% |
| BIRCH GROVE CLO 8 LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $480K | $484K | 0.2% |
| SOLVENTUM CORP. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $489K | $483K | 0.2% |
| HILDENE COMMUNITY FUNDING CDO LTD. 144A 3% CORPORATE DEBT INSTRUMENTS | — | — | $543K | $473K | 0.2% |
| MASTERCARD INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $745K | $473K | 0.2% |
| JPMORGAN CHASE & CO. 4% CORPORATE DEBT INSTRUMENTS | — | — | $481K | $471K | 0.2% |
| CVS HEALTH CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $522K | $468K | 0.2% |
| ENTERPRISE PRODUCTS OPERATING LLC 3% CORPORATE DEBT INSTRUMENTS | — | — | $510K | $459K | 0.2% |
| JPMORGAN CHASE & CO. 2% CORPORATE DEBT INSTRUMENTS | — | — | $460K | $456K | 0.2% |
| EQUATE PETROCHEMICAL BV 144A MTN 3% CORPORATE DEBT INSTRUMENTS | — | — | $502K | $453K | 0.2% |
| CVS HEALTH CORP. 2% CORPORATE DEBT INSTRUMENTS | — | — | $547K | $450K | 0.2% |
| ORACLE CORP. 3% CORPORATE DEBT INSTRUMENTS | — | — | $514K | $449K | 0.2% |
| WELLS FARGO & CO. MTN 6% CORPORATE DEBT INSTRUMENTS | — | — | $440K | $440K | 0.2% |
| EOG RESOURCES INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $619K | $436K | 0.2% |
| BLACKBIRD CAPITAL AIRCRAFT 144A 2% CORPORATE DEBT INSTRUMENTS | — | — | $474K | $433K | 0.2% |
| T-MOBILE USA INC. 2% CORPORATE DEBT INSTRUMENTS | — | — | $517K | $432K | 0.2% |
| COLUMBIA PIPELINES OPERATING CO. LLC 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $424K | $431K | 0.2% |
| ILFC E-CAPITAL TRUST II 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $489K | $428K | 0.2% |
| HOME DEPOT INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $550K | $427K | 0.2% |
| CREDIT SUISSE GROUP AG 144A 9% CORPORATE DEBT INSTRUMENTS | — | — | $350K | $423K | 0.2% |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 144A 6% US GOVERNMENT SECURITIES | — | — | $419K | $420K | 0.2% |
| ABBVIE INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $431K | $418K | 0.2% |
| ENERGY TRANSFER LP 6% CORPORATE DEBT INSTRUMENTS | — | — | $439K | $415K | 0.2% |
| APACHE CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $494K | $415K | 0.2% |
| AERCAP IRELAND CAPITAL DAC/AERCAP GLOBAL AVIATION TRUST 2% CORPORATE DEBT INSTRUMENTS | — | — | $431K | $412K | 0.2% |
| PERUSAHAAN LISTRIK NEGARA PT 144A MTN 4% CORPORATE DEBT INSTRUMENTS | — | — | $410K | $411K | 0.2% |
| FIRSTENERGY CORP. 4% CORPORATE DEBT INSTRUMENTS | — | — | $422K | $409K | 0.2% |
| SMB PRIVATE EDUCATION LOAN TRUST 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $402K | $400K | 0.2% |
| AON NORTH AMERICA INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $399K | $400K | 0.2% |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 5% OTHER INVESTMENTS | — | — | $399K | $399K | 0.2% |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 7% US GOVERNMENT SECURITIES | — | — | $397K | $395K | 0.2% |
| ALTRIA GROUP INC. 6% CORPORATE DEBT INSTRUMENTS | — | — | $465K | $394K | 0.2% |
| BRISTOL-MYERS SQUIBB CO. 5% CORPORATE DEBT INSTRUMENTS | — | — | $380K | $381K | 0.1% |
| SAGARD-HALSEYPOINT CLO 8 LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $380K | $380K | 0.1% |
| DIAMONDBACK ENERGY INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $436K | $377K | 0.1% |
| NEW RESIDENTIAL MORTGAGE TRUST 2017-4 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $411K | $375K | 0.1% |
| UNITEDHEALTH GROUP INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $465K | $369K | 0.1% |
| INTEL CORP. 5% CORPORATE DEBT INSTRUMENTS | — | — | $468K | $367K | 0.1% |
| T-MOBILE USA INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $471K | $365K | 0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 1% US GOVERNMENT SECURITIES | — | — | $426K | $365K | 0.1% |
| CAMERON LNG LLC 144A 3% CORPORATE DEBT INSTRUMENTS | — | — | $445K | $364K | 0.1% |
| UNITEDHEALTH GROUP INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $367K | $361K | 0.1% |
| BALLYROCK CLO LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $360K | $360K | 0.1% |
| CONTINENTAL RESOURCES INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $384K | $360K | 0.1% |
| HSBC HOLDINGS PLC 3% CORPORATE DEBT INSTRUMENTS | — | — | $414K | $354K | 0.1% |
| SOUTHERN COPPER CORP. 5% CORPORATE DEBT INSTRUMENTS | — | — | $489K | $353K | 0.1% |
| DELTA AIR LINES INC./SKYMILES IP LTD. 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $363K | $348K | 0.1% |
| ALTRIA GROUP INC. 7% CORPORATE DEBT INSTRUMENTS | — | — | $319K | $347K | 0.1% |
| VERIZON COMMUNICATIONS INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $375K | $344K | 0.1% |
| BP CAPITAL MARKETS AMERICA INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $524K | $337K | 0.1% |
| PHILIP MORRIS INTERNATIONAL INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $340K | $334K | 0.1% |
| COMISION FEDERAL DE ELECTRICIDAD 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $339K | $331K | 0.1% |
| FORD MOTOR CO. 6% CORPORATE DEBT INSTRUMENTS | — | — | $312K | $329K | 0.1% |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMM OP CAPITAL 6% CORPORATE DEBT INSTRUMENTS | — | — | $464K | $327K | 0.1% |
| CIFC FUNDING LTD. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $320K | $323K | 0.1% |
| MCDONALD'S CORP. MTN 4% CORPORATE DEBT INSTRUMENTS | — | — | $394K | $322K | 0.1% |
| SUZANO AUSTRIA GMBH 6% CORPORATE DEBT INSTRUMENTS | — | — | $352K | $321K | 0.1% |
| UBS GROUP AG 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $320K | $319K | 0.1% |
| KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 5% OTHER INVESTMENTS | — | — | $338K | $319K | 0.1% |
| MPLX LP 5% CORPORATE DEBT INSTRUMENTS | — | — | $351K | $308K | 0.1% |
| GOLDMAN SACHS GROUP INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $400K | $305K | 0.1% |
| RELIANCE INDUSTRIES LTD. 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $434K | $304K | 0.1% |
| SMB 2020-A A2A 9/37 2% CORPORATE DEBT INSTRUMENTS | — | — | $307K | $302K | 0.1% |
| WELLS FARGO & CO. 2% CORPORATE DEBT INSTRUMENTS | — | — | $300K | $297K | 0.1% |
| SOUTHERN PACIFIC SECURED ASSET CORP. 7% CORPORATE DEBT INSTRUMENTS 15 STRUCTURED ADJUSTABLE RATE MORTGAGE TRUST 6% CORPORATE DEBT INSTRUMENTS 127 SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5% CORPORATE DEBT INSTRUMENTS | — | — | $357K | $297K | 0.1% |
| CITIGROUP INC. 7% CORPORATE DEBT INSTRUMENTS | — | — | $311K | $297K | 0.1% |
| US BANCORP 6% CORPORATE DEBT INSTRUMENTS | — | — | $290K | $296K | 0.1% |
| T-MOBILE USA INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $299K | $295K | 0.1% |
| PERTAMINA PERSERO PT 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $329K | $295K | 0.1% |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 144A 8% US GOVERNMENT SECURITIES | — | — | $293K | $293K | 0.1% |
| KAZMUNAYGAS NATIONAL CO. JSC 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $406K | $285K | 0.1% |
| GCAT TRUST 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $283K | $281K | 0.1% |
| HUMANA INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $290K | $274K | 0.1% |
| VERIZON COMMUNICATIONS INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $306K | $271K | 0.1% |
| ENTERPRISE PRODUCTS OPERATING LLC 5% CORPORATE DEBT INSTRUMENTS | — | — | $300K | $267K | 0.1% |
| UNITED TECHNOLOGIES CORP. 5% CORPORATE DEBT INSTRUMENTS | — | — | $343K | $259K | <0.1% |
| OCCIDENTAL PETROLEUM CORP. 6% CORPORATE DEBT INSTRUMENTS | — | — | $306K | $257K | <0.1% |
| FREEPORT-MCMORAN INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $273K | $254K | <0.1% |
| ABBVIE INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $371K | $252K | <0.1% |
| COOPERATIEVE RABOBANK UA 144A 4% CORPORATE DEBT INSTRUMENTS | — | — | $276K | $252K | <0.1% |
| AMAZON.COM INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $424K | $251K | <0.1% |
| PETROLEOS DEL PERU SA 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $342K | $250K | <0.1% |
| MORGAN STANLEY MTN 2% CORPORATE DEBT INSTRUMENTS | — | — | $250K | $248K | <0.1% |
| MCDONALD'S CORP. MTN 2% CORPORATE DEBT INSTRUMENTS | — | — | $280K | $245K | <0.1% |
| CHILE GOVERNMENT INTERNATIONAL BOND 3% OTHER INVESTMENTS | — | — | $333K | $244K | <0.1% |
| UBS GROUP AG 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $240K | $239K | <0.1% |
| AMERICAN TRANSMISSION SYSTEMS INC. 144A 3% CORPORATE DEBT INSTRUMENTS | — | — | $272K | $238K | <0.1% |
| UNION PACIFIC RAILROAD CO. 2004 PASS THROUGH TRUST 5% CORPORATE DEBT INSTRUMENTS 83 UNITED STATES SMALL BUSINESS ADMINISTRATION 3% CORPORATE DEBT INSTRUMENTS | — | — | $271K | $237K | <0.1% |
| ONEOK INC. 6% CORPORATE DEBT INSTRUMENTS | — | — | $230K | $235K | <0.1% |
| DIAMONDBACK ENERGY INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $268K | $230K | <0.1% |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 4% CORPORATE DEBT INSTRUMENTS | — | — | $250K | $226K | <0.1% |
| OCP SA 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $220K | $218K | <0.1% |
| BNP PARIBAS SA 144A 2% CORPORATE DEBT INSTRUMENTS | — | — | $221K | $217K | <0.1% |
| PFIZER INC. 3% CORPORATE DEBT INSTRUMENTS | — | — | $360K | $216K | <0.1% |
| INTEL CORP. 2% CORPORATE DEBT INSTRUMENTS | — | — | $240K | $212K | <0.1% |
| OCCIDENTAL PETROLEUM CORP. 3% CORPORATE DEBT INSTRUMENTS | — | — | $215K | $211K | <0.1% |
| UBS GROUP AG 144A 3% CORPORATE DEBT INSTRUMENTS | — | — | $234K | $209K | <0.1% |
| SWAP_IRS USD 3.15 05/15/2048 CITI_R OTHER INVESTMENTS | — | — | $122K | $207K | <0.1% |
| EXPORT-IMPORT BANK OF INDIA 144A 3% OTHER INVESTMENTS | — | — | $209K | $205K | <0.1% |
| REYNOLDS AMERICAN INC. 6% CORPORATE DEBT INSTRUMENTS | — | — | $251K | $201K | <0.1% |
