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 | $192K | — |
| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| PRICEWATERHOUSECOOPERS LLP | 13-4008324 | — | NONE | $153K | — |
| ROPES & GRAY, LLP | 04-2233412 | — | NONE | $10K | — |
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 |
|---|---|---|---|---|---|---|
| WA SHORT-DATED HIGH YIELD WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 45-3720333 / PN 001 | 103-12 Investment Entity | — | $32.1M | $43.8M |
| 5.5% |
| UNIFORM MORTGAGE BACKED SECURITIES 3% US GOVERNMENT SECURITIES | — | — | $32.7M | $32.4M | 4.1% |
| WA INVESTMENT GRADE COMM MORTGAGE L WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 99-1188494 / PN 001 | 103-12 Investment Entity | — | $30.2M | $31.5M | 4.0% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% US GOVERNMENT SECURITIES | — | — | $23.9M | $23.8M | 3.0% |
| LEGG MASON US$ ACCUMULATING SHARE FUND OTHER INVESTMENTS | — | — | $13.4M | $22.6M | 2.8% |
| BRAZIL NOTAS DO TESOURO NACIONAL, SERIES F 10% OTHER INVESTMENTS | — | — | $31.8M | $20.6M | 2.6% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% US GOVERNMENT SECURITIES | — | — | $19.0M | $19.0M | 2.4% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% US GOVERNMENT SECURITIES | — | — | $18.9M | $18.9M | 2.4% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% US GOVERNMENT SECURITIES | — | — | $18.8M | $18.8M | 2.4% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% US GOVERNMENT SECURITIES | — | — | $18.4M | $18.2M | 2.3% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% US GOVERNMENT SECURITIES | — | — | $17.2M | $17.0M | 2.1% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% US GOVERNMENT SECURITIES | — | — | $16.8M | $16.8M | 2.1% |
| UNITED STATES TREASURY 4.18% US GOVERNMENT SECURITIES | — | — | $16.0M | $16.0M | 2.0% |
| WA MANAGED CURRENCY MAST WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 26-1954445 / PN 001 | 103-12 Investment Entity | — | $12.4M | $15.2M | 1.9% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% US GOVERNMENT SECURITIES | — | — | $14.3M | $14.3M | 1.8% |
| LEGG MASON WESTERN ASSET ASIAN OPPORTUNITIES FUND OTHER INVESTMENTS | — | — | $12.0M | $14.0M | 1.8% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% US GOVERNMENT SECURITIES | — | — | $14.0M | $13.9M | 1.7% |
| WESTERN ASSET OPPORTUNISTIC STRUCTURED SECURITIES PORTFOLIO, L.L.C. 103-12 INVESTMENTS | — | — | $10.6M | $13.8M | 1.7% |
| WA OPP STRUC SEC PORTFOLIO LLC WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 26-0567600 / PN 001 | 103-12 Investment Entity | — | — | $13.8M | 1.7% |
| UNITED STATES TREASURY 1.88% US GOVERNMENT SECURITIES | — | — | $13.1M | $12.3M | 1.6% |
| UNIFORM MORTGAGE BACKED SECURITIES 2% US GOVERNMENT SECURITIES | — | — | $11.7M | $11.6M | 1.5% |
| UNITED STATES TREASURY 4.25% US GOVERNMENT SECURITIES | — | — | $9.8M | $9.8M | 1.2% |
| WA RISK BALANCED CREDIT, LLC WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 85-4253864 / PN 001 | 103-12 Investment Entity | — | $9.4M | $9.2M | 1.2% |
| GOLDMAN SACHS & CO. 4.35% OTHER INVESTMENTS | — | — | $8.0M | $8.0M | 1.0% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value DREYFUS GOVERNMENT CASH MANAGEMENT INTEREST BEARING CASH | — | — | $7.9M | $7.9M | 1.0% |
| INTEREST RATE SWAP AGREEMENTS OTHER INVESTMENTS 1945926 | — | — | — | $6.7M | 0.8% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% US GOVERNMENT SECURITIES | — | — | $6.8M | $6.6M | 0.8% |
| UNITED AIRLINES INC. 144A 4.63% CORPORATE DEBT INSTRUMENTS | — | — | $6.8M | $6.6M | 0.8% |
| WA FRONTIER MARKETS FUND, LTD WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 98-1715742 / PN 001 | 103-12 Investment Entity | — | $4.9M | $6.5M | 0.8% |
| UNIFORM MORTGAGE BACKED SECURITIES 3.5% US GOVERNMENT SECURITIES | — | — | $6.2M | $6.2M | 0.8% |
| WA EMERGING MARKETS DIVERSIFIED DEB WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 92-2265258 / PN 001 | 103-12 Investment Entity | — | $5.2M | $6.2M | 0.8% |
| NEXT.E.GO MOBILE SE WARRA COMMON STOCKS 0 * WESTERN ASSET EMERGING MARKETS CORPORATE CREDIT PORTFOLIO, L.L.C. 103-12 INVESTMENTS | — | — | $4.8M | $6.0M | 0.8% |
| WA EM MKT CORP CRED PORTFOLIO LLC WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 26-1592491 / PN 001 | 103-12 Investment Entity | — | — | $6.0M | 0.8% |
| NETFLIX INC. 3.88% CORPORATE DEBT INSTRUMENTS | — | — | $7.2M | $5.6M | 0.7% |
| UNITED STATES TREASURY 3.63% US GOVERNMENT SECURITIES | — | — | $5.6M | $5.4M | 0.7% |
| WA INDIA BOND FUND LLC WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 47-1998112 / PN 001 | 103-12 Investment Entity | — | $4.1M | $5.2M | 0.7% |
| UNITED STATES TREASURY 4.75% US GOVERNMENT SECURITIES | — | — | $4.7M | $4.5M | 0.6% |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 144A 7.62% US GOVERNMENT SECURITIES | — | — | $3.9M | $4.2M | 0.5% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% US GOVERNMENT SECURITIES | — | — | $4.1M | $4.0M | 0.5% |
| GOVERNMENT OF MEXICO 8% OTHER INVESTMENTS | — | — | $5.6M | $3.9M | 0.5% |
| LEGACY MORTGAGE ASSET TRUST 2021-GS2 144A 6.5% CORPORATE DEBT INSTRUMENTS | — | — | $3.8M | $3.8M | 0.5% |
| FORD MOTOR CREDIT CO. LLC 4.13% CORPORATE DEBT INSTRUMENTS | — | — | $3.5M | $3.5M | 0.4% |
| JP MORGAN CHASE COMMERCIAL MTG SECURITIES TRUST 2015-FL7 144A 8.44% CORPORATE DEBT INSTRUMENTS | — | — | $4.2M | $3.3M | 0.4% |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND 6.25% OTHER INVESTMENTS | — | — | $4.5M | $3.2M | 0.4% |
| UNITED STATES TREASURY 1.13% US GOVERNMENT SECURITIES | — | — | $3.2M | $2.9M | 0.4% |
| UNITED STATES TREASURY 4.5% US GOVERNMENT SECURITIES | — | — | $3.0M | $2.9M | 0.4% |
| HUMANA INC. 8.15% CORPORATE DEBT INSTRUMENTS | — | — | $2.6M | $2.9M | 0.4% |
| GOVERNMENT OF MEXICO 7.75% OTHER INVESTMENTS | — | — | $3.9M | $2.8M | 0.3% |
| RCKT MORTGAGE TRUST 144A 6.5% CORPORATE DEBT INSTRUMENTS | — | — | $2.7M | $2.7M | 0.3% |
| CREDIT AGRICOLE SA 144A 8.13% CORPORATE DEBT INSTRUMENTS | — | — | $2.6M | $2.6M | 0.3% |
| SANDS CHINA LTD. 5.13% CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.6M | 0.3% |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 144A MTN 6.63% CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $2.5M | 0.3% |
| BATTALION CLO XI LTD. 144A 6.62% CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.5M | 0.3% |
| H&E EQUIPMENT SERVICES INC. 144A 3.88% CORPORATE DEBT INSTRUMENTS | — | — | $2.7M | $2.5M | 0.3% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% US GOVERNMENT SECURITIES | — | — | $2.5M | $2.4M | 0.3% |
| CREDIT SUISSE GROUP AG 144A 3.09% CORPORATE DEBT INSTRUMENTS | — | — | $2.4M | $2.3M | 0.3% |
| CSC HOLDINGS LLC 144A 3.38% CORPORATE DEBT INSTRUMENTS | — | — | $2.9M | $2.3M | 0.3% |
| ROCKIES EXPRESS PIPELINE LLC 144A 6.88% CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.2M | 0.3% |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.15% CORPORATE DEBT INSTRUMENTS | — | — | $2.2M | $2.1M | 0.3% |
| COOPERATIEVE RABOBANK UA 144A 3.65% CORPORATE DEBT INSTRUMENTS | — | — | $2.2M | $2.1M | 0.3% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value PACIFIC GAS AND ELECTRIC CO. 4.95% CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.1M | 0.3% |
| NEUBERGER BERMAN LOAN ADVISERS CLO 33 LTD. 144A 7.81% CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.1M | 0.3% |
| FEDERAL HOME LOAN MORTGAGE CORP 3% US GOVERNMENT SECURITIES | — | — | $2.1M | $2.0M | 0.3% |
| BRAZIL LETRAS DO TESOURO NACIONAL OTHER INVESTMENTS | — | — | $2.3M | $2.0M | 0.3% |
| FEDERAL HOME LOAN MORTGAGE CORP 2% US GOVERNMENT SECURITIES | — | — | $2.0M | $2.0M | 0.3% |
| OBRA CLO 1 LTD. 144A 7.82% CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.0M | 0.3% |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST 144A 9.59% CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.0M | 0.2% |
| BANCO SANTANDER SA 4.18% CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.0M | 0.2% |
| POINT AU ROCHE PARK CLO LTD. 144A 7.68% CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.9M | 0.2% |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP. 144A 4.25% CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.9M | 0.2% |
| ENERGY TRANSFER LP 6.75% CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.8M | 0.2% |
| ALLEGANY PARK CLO LTD. 144A 6.67% CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.8M | 0.2% |
| VOYA CLO LTD. 144A 7.06% CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.7M | 0.2% |
| NAVIGATOR AIRCRAFT ABS LTD. 144A 3.57% CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.7M | 0.2% |
| TORONTO-DOMINION BANK 8.13% CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.7M | 0.2% |
| BNP PARIBAS SA 144A 2.87% CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.6M | 0.2% |
| FOCUS BRANDS FUNDING 144A 8.24% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.2% |
| STEWART PARK CLO LTD. 144A 6.72% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.2% |
| BALBOA BAY LOAN FUNDING LTD. 144A 9.12% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.2% |
| GOLUB CAPITAL PARTNERS CLO 77 B LTD. 144A 0.01% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.2% |
| PALMER SQUARE LOAN FUNDING LTD. 144A 7.66% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.2% |
| CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST 3.36% CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.6M | 0.2% |
| OCEAN TRAILS CLO XIV LTD. 144A 0.01% CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.2% |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% US GOVERNMENT SECURITIES | — | — | $1.5M | $1.5M | 0.2% |
| OBX TRUST 144A 6.85% CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.2% |
| JAMESTOWN CLO XII LTD. 144A 7.12% CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.2% |
| CARVAL CLO XI C LTD. 144A 7.57% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.2% |
| GOLDENTREE LOAN MANAGEMENT US CLO 3 LTD. 144A 6.78% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.2% |
| VERUS SECURITIZATION TRUST 144A 5.87% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.2% |
| OCP CLO LTD. 144A 10.5% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.2% |
| WESTERN MIDSTREAM OPERATING LP 4.75% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.3M | 0.2% |
| FEDERAL HOME LOAN MORTGAGE CORP 4% US GOVERNMENT SECURITIES | — | — | $1.4M | $1.3M | 0.2% |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 3.5% OTHER INVESTMENTS | — | — | $1.0M | $1.3M | 0.2% |
| PALMER SQUARE CLO LTD. 144A 7.57% CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.2% |
| AERCAP IRELAND CAPITAL DAC/AERCAP GLOBAL AVIATION TRUST 3.3% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.3M | 0.2% |
| NISSAN MOTOR C 3.522 9/25 3.52% CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.2% |
| FEDERAL HOME LOAN MORTGAGE CORP 6.5% US GOVERNMENT SECURITIES | — | — | $1.2M | $1.2M | 0.2% |
| BRAVO RESIDENTIAL FUNDING TRUST 144A 6.59% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| OHA CREDIT FUNDING 7 LTD. 144A 7.72% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| ENERGY TRANSFER LP 7.13% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| DANSKE BANK A/S 144A 4.3% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| LHOME MORTGAGE TRUST 144A 7.02% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| CONTINENTAL RESOURCES INC./OK 144A 2.27% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 7.27% US GOVERNMENT SECURITIES | — | — | $1.2M | $1.2M | 0.2% |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 144A 7.66% US GOVERNMENT SECURITIES | — | — | $1.2M | $1.2M | 0.2% |
| EAGLE RE LTD. 144A 9.76% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| DCP MIDSTREAM OPERATING LP 144A 6.75% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% US GOVERNMENT SECURITIES | — | — | $1.2M | $1.2M | 0.1% |
| BANK OF AMERICA CORP. 2.55% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.1% |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% US GOVERNMENT SECURITIES | — | — | $1.2M | $1.2M | 0.1% |
| EQT CORP. 3.9% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.1% |
| ONSLOW BAY MORTGAGE TRUST 144A 1.96% CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.2M | 0.1% |
| SAPPHIRE AVIATION FINANCE II LTD. 144A 3.23% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.1M | 0.1% |
| SMB PRIVATE EDUCATION LOAN TRUST 144A 1.29% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.1% |
| NELNET STUDENT LOAN TRUST 144A 1.36% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.1% |
| LAS VEGAS SANDS CORP. 3.9% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.1% |
| BAIN CAPITAL CREDIT CLO 144A 7.72% CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.1% |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 144A 6.66% US GOVERNMENT SECURITIES | — | — | $1.0M | $1.1M | 0.1% |
| MOUNTAIN VIEW CLO XVI LTD. 144A 8.85% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.1% |
| VERUS SECURITIZATION TRUST 144A 6.85% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.1% |
| DIGNITY HEALTH 5.27% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.0M | 0.1% |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 144A 6.5% CORPORATE DEBT INSTRUMENTS | — | — | $986K | $995K | 0.1% |
| STADIUM FUNDING TRUST (FI 6.98% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $991K | 0.1% |
| MERIT SECURITIES CORP. 144A 7.21% CORPORATE DEBT INSTRUMENTS | — | — | $837K | $978K | 0.1% |
| VALLEY STREAM PARK CLO LTD. 144A 7.26% CORPORATE DEBT INSTRUMENTS | — | — | $940K | $938K | 0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.72% US GOVERNMENT SECURITIES | — | — | $924K | $931K | 0.1% |
| OHA CREDIT FUNDING 18 LTD. 144A 8.07% CORPORATE DEBT INSTRUMENTS | — | — | $920K | $930K | 0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 5% US GOVERNMENT SECURITIES | — | — | $930K | $925K | 0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 1.5% US GOVERNMENT SECURITIES | — | — | $997K | $923K | 0.1% |
| SANDS CHINA LTD. 2.85% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $919K | 0.1% |
| REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 144A 9.75% OTHER INVESTMENTS | — | — | $887K | $901K | 0.1% |
| NCL CORP. LTD. 144A 8.13% CORPORATE DEBT INSTRUMENTS | — | — | $889K | $896K | 0.1% |
| OHA CREDIT FUNDING 11 LTD. 144A 7.47% CORPORATE DEBT INSTRUMENTS | — | — | $880K | $888K | 0.1% |
| CIFC FUNDING LTD. 144A 6.79% CORPORATE DEBT INSTRUMENTS | — | — | $880K | $880K | 0.1% |
| WESTERN MIDSTREAM OPERATING LP 4.05% CORPORATE DEBT INSTRUMENTS | — | — | $940K | $873K | 0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 4.5% US GOVERNMENT SECURITIES | — | — | $896K | $861K | 0.1% |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 144A 6.37% US GOVERNMENT SECURITIES | — | — | $850K | $858K | 0.1% |
| PRKCM TRUST 144A 2.07% CORPORATE DEBT INSTRUMENTS | — | — | $804K | $854K | 0.1% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value WHITEHORSE XII LTD. 144A 8.57% CORPORATE DEBT INSTRUMENTS | — | — | $846K | $852K | 0.1% |
| CARLYLE US CLO LTD. 144A 7.17% CORPORATE DEBT INSTRUMENTS | — | — | $840K | $848K | 0.1% |
| BALBOA BAY LOAN FUNDING LTD. 144A 8.62% CORPORATE DEBT INSTRUMENTS | — | — | $822K | $842K | 0.1% |
| HAYFIN US XV LTD. 144A 8.88% CORPORATE DEBT INSTRUMENTS | — | — | $828K | $838K | 0.1% |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 144A 1.96% CORPORATE DEBT INSTRUMENTS | — | — | $891K | $830K | 0.1% |
| AIMCO CLO 22 LTD. 144A 8.02% CORPORATE DEBT INSTRUMENTS | — | — | $820K | $829K | 0.1% |
| DEUTSCHE MORTGAGE SECURITIES INC. MTG TRUST SERIES 2006-PR1 144A 4.8% CORPORATE DEBT INSTRUMENTS | — | — | $855K | $808K | 0.1% |
| KATAYMA CLO I LTD. 144A 9.87% CORPORATE DEBT INSTRUMENTS | — | — | $790K | $806K | 0.1% |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMM OP CAPITAL 5.5% CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $805K | 0.1% |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 0.75% OTHER INVESTMENTS | — | — | $715K | $800K | 0.1% |
| URUGUAY GOVERNMENT INTERNATIONAL BOND 3.4% OTHER INVESTMENTS | — | — | $935K | $799K | 0.1% |
| NEXT.E.GO MOBILE SE 144A 9.75% CORPORATE DEBT INSTRUMENTS | — | — | $995K | $798K | 0.1% |
| DEVON ENERGY 5.25 10/27 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $797K | $793K | <0.1% |
| CSC HOLDINGS LLC 144A 5.38% CORPORATE DEBT INSTRUMENTS | — | — | $735K | $777K | <0.1% |
| SANDS CHINA LTD. 5.4% CORPORATE DEBT INSTRUMENTS | — | — | $808K | $772K | <0.1% |
| WESTERN MIDSTREAM OPERATING LP 5.45% CORPORATE DEBT INSTRUMENTS | — | — | $798K | $767K | <0.1% |
| SYCAMORE TREE CLO LTD. 144A 8.87% CORPORATE DEBT INSTRUMENTS | — | — | $760K | $763K | <0.1% |
| CLOVER CLO LLC 144A 8.07% CORPORATE DEBT INSTRUMENTS | — | — | $750K | $757K | <0.1% |
| GS MORTGAGE SECURITIES CORP. TRUST 2021-ROSS 144A 7.16% CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $748K | <0.1% |
| BLUEBERRY PARK CLO LTD. 144A 8.03% CORPORATE DEBT INSTRUMENTS | — | — | $740K | $744K | <0.1% |
| PACIFIC GAS AND ELECTRIC CO. 3% CORPORATE DEBT INSTRUMENTS | — | — | $718K | $741K | <0.1% |
| TRANS-ALLEGHENY INTERSTATE LINE CO. 144A 3.85% CORPORATE DEBT INSTRUMENTS | — | — | $739K | $737K | <0.1% |
| SOUTHWESTERN ENERGY CO. 4.75% CORPORATE DEBT INSTRUMENTS | — | — | $742K | $736K | <0.1% |
| KATAYMA CLO II LTD. 144A 9.12% CORPORATE DEBT INSTRUMENTS | — | — | $720K | $733K | <0.1% |
| NEUBERGER BERMAN LOAN ADVISERS CLO 55 LTD. 144A 6.98% CORPORATE DEBT INSTRUMENTS | — | — | $720K | $727K | <0.1% |
| APEX CREDIT CLO 2020 LTD. 144A 8.94% CORPORATE DEBT INSTRUMENTS | — | — | $703K | $714K | <0.1% |
| AB BSL CLO 3 LTD. 144A 8.08% CORPORATE DEBT INSTRUMENTS | — | — | $688K | $692K | <0.1% |
| SFRZ5C 96.375 PIT 96.38% OTHER INVESTMENTS | — | — | $908K | $679K | <0.1% |
| UBS GROUP AG 144A 4.49% CORPORATE DEBT INSTRUMENTS | — | — | $660K | $659K | <0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 5.87% US GOVERNMENT SECURITIES | — | — | $646K | $645K | <0.1% |
| DIVIDEND SOLARS 2018-2 LLC 144A 4.25% CORPORATE DEBT INSTRUMENTS | — | — | $725K | $640K | <0.1% |
| DISH DBS CORP. 144A 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $692K | $638K | <0.1% |
| CHENIERE ENERGY PARTNERS LP 4% CORPORATE DEBT INSTRUMENTS | — | — | $594K | $629K | <0.1% |
| OCP CLO LTD. 144A 8.32% CORPORATE DEBT INSTRUMENTS | — | — | $620K | $624K | <0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.28% US GOVERNMENT SECURITIES | — | — | $581K | $618K | <0.1% |
| CHENIERE ENERGY PARTNERS LP 3.25% CORPORATE DEBT INSTRUMENTS | — | — | $711K | $616K | <0.1% |
| BANK OF AMERICA CORP. 2.97% CORPORATE DEBT INSTRUMENTS | — | — | $672K | $602K | <0.1% |
| OCEAN TRAILS CLO XII LTD. 144A 8.12% CORPORATE DEBT INSTRUMENTS | — | — | $600K | $601K | <0.1% |
| MICRON TECHNOLOGY INC. 5.3% CORPORATE DEBT INSTRUMENTS | — | — | $600K | $600K | <0.1% |
| SANDS CHINA LTD. 2.3% CORPORATE DEBT INSTRUMENTS | — | — | $640K | $597K | <0.1% |
| WARWICK CAPITAL CLO 3 LTD. 144A 9.12% CORPORATE DEBT INSTRUMENTS | — | — | $580K | $592K | <0.1% |
| ARCELORMITTAL SA 7% CORPORATE DEBT INSTRUMENTS | — | — | $606K | $587K | <0.1% |
| TRANSDIGM INC. 144A 7.13% CORPORATE DEBT INSTRUMENTS | — | — | $594K | $584K | <0.1% |
| DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 11.25% OTHER INVESTMENTS | — | — | $590K | $581K | <0.1% |
| SMB PRIVATE EDUCATION LOAN TRUST 144A 5.24% CORPORATE DEBT INSTRUMENTS | — | — | $583K | $576K | <0.1% |
| PRKCM TRUST 144A 4.1% CORPORATE DEBT INSTRUMENTS | — | — | $581K | $575K | <0.1% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMM OP CAPITAL 4.2% CORPORATE DEBT INSTRUMENTS | — | — | $571K | $573K | <0.1% |
| FREEPORT-MCMORAN INC. 5.45% CORPORATE DEBT INSTRUMENTS | — | — | $620K | $570K | <0.1% |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.07% US GOVERNMENT SECURITIES | — | — | $571K | $570K | <0.1% |
| NEUBERGER BERMAN LOAN ADVISERS CLO 30 LTD. 144A 7.73% CORPORATE DEBT INSTRUMENTS | — | — | $567K | $569K | <0.1% |
| ARCELORMITTAL SA 6.75% CORPORATE DEBT INSTRUMENTS | — | — | $598K | $556K | <0.1% |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% US GOVERNMENT SECURITIES | — | — | $566K | $555K | <0.1% |
| LCM 41 LTD. 144A 6.86% CORPORATE DEBT INSTRUMENTS | — | — | $550K | $551K | <0.1% |
| FORD MOTOR CREDIT CO. LLC 3.63% CORPORATE DEBT INSTRUMENTS | — | — | $630K | $545K | <0.1% |
| MAGNETITE XXII LTD. 144A 7.56% CORPORATE DEBT INSTRUMENTS | — | — | $530K | $536K | <0.1% |
| PERMIAN RESOURCES OPERATING LLC 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $535K | $528K | <0.1% |
| MAGNETITE XXV LTD. 144A 8.19% CORPORATE DEBT INSTRUMENTS | — | — | $520K | $520K | <0.1% |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMM OP CAPITAL 5.38% CORPORATE DEBT INSTRUMENTS | — | — | $661K | $516K | <0.1% |
| FORD MOTOR CREDIT CO. LLC 2.3% CORPORATE DEBT INSTRUMENTS | — | — | $511K | $512K | <0.1% |
| DEVON ENERGY 4.5 1/30 4.5% CORPORATE DEBT INSTRUMENTS | — | — | $538K | $509K | <0.1% |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 144A 6.52% US GOVERNMENT SECURITIES | — | — | $501K | $506K | <0.1% |
| PALMER SQUARE LOAN FUNDING LTD. 144A 10.01% CORPORATE DEBT INSTRUMENTS | — | — | $500K | $498K | <0.1% |
