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Original filing (PDF)20251015230626NAL0011789586001
WESTERN ASSET MANAGEMENT COMPANY, LLC
Form 5500
FILING_RECEIVED
WESTERN ASSET OPPORTUNISTIC STRUCTURED SECURITIES PORTFOLIO, L.L.C.
Pooled investment trust — a fund that other plans invest in — not a participant plan
Signals · 1
33% in single holding
Active participants
—
Accounts w/ balance
—
Plan assets (EOY)
$285.9M
Net assets (EOY)
$284.3M
How this plan invests
15 plans
invest in this fund
This trust
pooled vehicle
243 securities
Schedule of Assets
This is a pooled fund: many plans invest in it, and it holds the underlying securities.
Master trust / DFE filing
Pooled investment vehicle
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.
Pooled assets (EOY)
$285.9M
Net assets (EOY)
$284.3M
Participating plans
15
latest filings citing this trust
Cited interest
$183.4M
across citing plans' latest filings
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.
Decision-maker contacts
CFO / Head of HR / Benefits Manager — verified email + LinkedIn for WESTERN ASSET MANAGEMENT COMPANY, LLC.
Plan sponsor
Name
WESTERN ASSET MANAGEMENT COMPANY, LLC
EIN
26-0567600
Address
385 EAST COLORADO BOULEVARD · PASADENA, CA · 911011923
Phone
(626) 844-9400
Plan administrator
Same as plan sponsor.
Plan characteristics
Plan number
001
Plan year
2024
Plan year begin
2024-01-01
Tax period
2024-12-31
Filed
2025-10-16
Audit & trust (Schedule H)
Auditor
PRICEWATERHOUSECOOPERS LLP
Trustee / custodian
—
Trustee phone
—
Service providers (Schedule C)
2 rowsCustodian
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON | 13-5160382 | — | CUSTODIAN | $176K | — |
Other
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| PRICEWATERHOUSECOOPERS LLP | 13-4008324 | — | NONE | $95K | — |
Investments
236 direct securities · 1 pooled fund· $290.6M(100% of reported assets)
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.
Uncategorized
$192.4M
236 holdings
103-12 Investment Entity
$98.2M
1 holding
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| WESTERN ASSET INV GRADE COMM MTG WESTERN ASSET MANAGEMENT COMPANY, LLC · EIN 99-1188494 / PN 001 | 103-12 Investment Entity | — | $93.3M | $98.2M | 34.3% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value * DREYFUS GOVERNMENT CASH MANAGEMENT INTEREST BEARING CASH | — | — | $10.0M | $10.0M | 3.5% | |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST 0.04% CORPORATE DEBT SECURITIES | — | — | — | $8.4M | 2.9% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 14.933% US GOVERNMENT SECURITIES | — | — | $4.9M | $5.5M | 1.9% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 13.933% US GOVERNMENT SECURITIES | — | — | $4.4M | $4.7M | 1.7% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.112% US GOVERNMENT SECURITIES | — | — | — | $4.4M | 1.5% | |
| CREDIT SUISSE COMMERCIAL MORTGAGE 6.559% CORPORATE DEBT SECURITIES | — | — | $3.6M | $3.6M | 1.3% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 16.433% US GOVERNMENT SECURITIES | — | — | $2.8M | $3.1M | 1.1% | |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 144A 7.919% US GOVERNMENT SECURITIES | — | — | $3.0M | $3.0M | 1.0% | |
| FOCUS BRANDS FUNDING LLC 144A 5.093% CORPORATE DEBT SECURITIES | — | — | $2.6M | $2.7M | 1.0% | |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 144A 5% CORPORATE DEBT SECURITIES | — | — | $2.6M | $2.6M | 0.9% | |
| AQUA FINANCE TRUST 2021-A 144A 2.4% CORPORATE DEBT SECURITIES | — | — | $3.0M | $2.6M | 0.9% | |
| SUNRUN JUPITER ISSUER LLC 144A 4.75% CORPORATE DEBT SECURITIES | — | — | $2.7M | $2.6M | 0.9% | |
| THRUST ENGINE LEASING 2021 DAC 144A 4.163% CORPORATE DEBT SECURITIES | — | — | $2.6M | $2.5M | 0.9% | |
| BCAP LLC 2010-RR7 TRUST 144A 4.877% CORPORATE DEBT SECURITIES | — | — | $2.3M | $2.5M | 0.9% | |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST 144A 9.59% CORPORATE DEBT SECURITIES | — | — | $2.3M | $2.3M | 0.8% | |
| NEIGHBORLY ISSUER 144A 7.308% CORPORATE DEBT SECURITIES | — | — | $2.2M | $2.3M | 0.8% | |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 144A 7.34% CORPORATE DEBT SECURITIES | — | — | $2.2M | $2.3M | 0.8% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 16.933% US GOVERNMENT SECURITIES | — | — | $2.0M | $2.2M | 0.8% | |
| MFA TRUST 144A 5.913% CORPORATE DEBT SECURITIES | — | — | $2.1M | $2.1M | 0.8% | |
| AGNC INVESTMENT CORP. 6.125% PREFFERED STOCK | — | — | $2.1M | $2.1M | 0.7% | |
| CHIMERA INVESTMENT CORP. 7.75% PREFFERED STOCK | — | — | $2.0M | $2.0M | 0.7% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% US GOVERNMENT SECURITIES | — | — | $2.4M | $2.0M | 0.7% | |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 144A 9.683% US GOVERNMENT SECURITIES | — | — | $1.9M | $1.9M | 0.7% | |
| DIVIDEND SOLARS 2018-2 LLC 144A 4.25% CORPORATE DEBT SECURITIES | — | — | $2.1M | $1.9M | 0.7% | |
| CAFL ISSUER LLC 144A 9.3% CORPORATE DEBT SECURITIES | — | — | $1.8M | $1.9M | 0.6% | |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 144A 7.5% CORPORATE DEBT SECURITIES | — | — | $1.8M | $1.8M | 0.6% | |
| TRICON RESIDENTIAL TRUST 144A 5.35% CORPORATE DEBT SECURITIES | — | — | $1.7M | $1.7M | 0.6% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.002% US GOVERNMENT SECURITIES | — | — | — | $1.7M | 0.6% | |
| CREDIT SUISSE COMMERCIAL MORTGAGE 4.565% CORPORATE DEBT SECURITIES | — | — | $1.9M | $1.7M | 0.6% | |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 144A 7.762% CORPORATE DEBT SECURITIES | — | — | $1.6M | $1.7M | 0.6% | |
| FOCUS BRANDS FUNDING 144A 8.241% CORPORATE DEBT SECURITIES | — | — | $1.6M | $1.7M | 0.6% | |
| NAVSL 2020-BA B 1/69 2.77% CORPORATE DEBT SECURITIES | — | — | $2.0M | $1.6M | 0.6% | |
| VERUS SECURITIZATION TRUST 144A 7.454% CORPORATE DEBT SECURITIES | — | — | $1.6M | $1.6M | 0.6% | |
| DRIVEN BRANDS FUNDING LLC 144A 6.372% CORPORATE DEBT SECURITIES | — | — | $1.6M | $1.6M | 0.6% | |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 144A 7.101% CORPORATE DEBT SECURITIES | — | — | $1.6M | $1.6M | 0.6% | |
| LHOME MORTGAGE TRUST 144A 8.897% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| ZIPLY FIBER ISSUER LLC 144A 6.64% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 7.069% US GOVERNMENT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| LHOME MORTGAGE TRUST 144A 9.165% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| NYMT LOAN TRUST 144A 7.154% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| INDYMAC INDX MORTGAGE TRUST 2004-AR3 3.839% CORPORATE DEBT SECURITIES | — | — | $10.1M | $1.5M | 0.5% | |
| MFA FINANCIAL INC. 6.5% PREFFERED STOCK | — | — | $1.4M | $1.5M | 0.5% | |
| BALLYROCK CLO 2018-1 LTD. 144A 5.879% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3 144A 6.25% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.5M | 0.5% | |
| BRAVO RESIDENTIAL FUNDING TRUST 144A 7.535% CORPORATE DEBT SECURITIES | — | — | $1.4M | $1.4M | 0.5% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% US GOVERNMENT SECURITIES | — | — | $1.7M | $1.4M | 0.5% | |
| RENAISSANCE HOME EQUITY TRUST 2005-1 5.951% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.4M | 0.5% | |
| NYMT LOAN TRUST 144A 0.04% CORPORATE DEBT SECURITIES | — | — | $1.4M | $1.4M | 0.5% | |
| MILL CITY SOLAR 2019-1 LTD. 144A 4.34% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.4M | 0.5% | |
| PAL SOLAR LTD. 144A 2.47% CORPORATE DEBT SECURITIES | — | — | $1.7M | $1.4M | 0.5% | |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-FL7 144A 8.443% CORPORATE DEBT SECURITIES | — | — | $1.8M | $1.4M | 0.5% | |
| JACK IN THE BOX FUNDING LLC 144A 4.97% CORPORATE DEBT SECURITIES | — | — | $1.5M | $1.4M | 0.5% | |
| SUNNOVA HELIOS II ISSUER LLC 2019-A 144A 4.49% CORPORATE DEBT SECURITIES | — | — | $1.6M | $1.3M | 0.5% | |
| JP MORGAN MORTGAGE TRUST 144A 0.5% CORPORATE DEBT SECURITIES | — | — | $1.3M | $1.3M | 0.5% | |
| COLLEGE AVE STUDENT LOANS LLC 144A 2.72% CORPORATE DEBT SECURITIES | — | — | $1.3M | $1.3M | 0.4% | |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% US GOVERNMENT SECURITIES | — | — | $942K | $1.3M | 0.4% | |
| FULL HOUSE RESORTS INC. 144A 8.25% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.2M | 0.4% | |
| OCTAGON INVESTMENT PARTNERS 36 LTD. 144A 5.888% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.2M | 0.4% | |
| TWO HARBORS INVESTMENT CORP. 6.25% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.2M | 0.4% | |
| SMB PRIVATE EDUCATION TRUST 2021-A 144A 3.86% CORPORATE DEBT SECURITIES | — | — | $1.4M | $1.2M | 0.4% | |
| CITIGROUP MORTGAGE LOAN TRUST 144A 6.17% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.2M | 0.4% | |
| MOSAIC SOLAR LOAN TRUST 144A 8.8% CORPORATE DEBT SECURITIES | — | — | $1.3M | $1.2M | 0.4% | |
| VERUS SECURITIZATION TRUST 144A 6.668% CORPORATE DEBT SECURITIES | — | — | $1.1M | $1.2M | 0.4% | |
| ACCESSLEX INSTITUTE 5.332% CORPORATE DEBT SECURITIES | — | — | $1.1M | $1.1M | 0.4% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% US GOVERNMENT SECURITIES | — | — | $1.1M | $1.1M | 0.4% | |
| DK NOTE BACKED TRUST 144A 7.086% CORPORATE DEBT SECURITIES | — | — | $1.1M | $1.1M | 0.4% | |
| BRAVO RESIDENTIAL FUNDING TRUST 144A 5.5% CORPORATE DEBT SECURITIES | — | — | $1.1M | $1.1M | 0.4% | |
| OBX 2021-NQM2 TRUST 144A 1.563% CORPORATE DEBT SECURITIES | — | — | $1.3M | $1.1M | 0.4% | |
| PROGRESS RESIDENTIAL TRUST 144A 3.75% CORPORATE DEBT SECURITIES | — | — | $1.0M | $1.1M | 0.4% | |
| NATIONAL COLLEGIATE STUDENT TRUST 2007-2 4.743% CORPORATE DEBT SECURITIES | — | — | $1.1M | $1.1M | 0.4% | |
| NRM FNT1 EXCESS LLC 144A 7.398% CORPORATE DEBT SECURITIES | — | — | $1.0M | $1.0M | 0.4% | |
| CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST 3.362% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.0M | 0.4% | |
| GSRPM MORTGAGE TRUST 2007-1 144A 4.853% CORPORATE DEBT SECURITIES | — | — | $806K | $1.0M | 0.4% | |
| SOFI PROFESSIONAL PROGRAM 2020-ATRUST 144A 3.12% CORPORATE DEBT SECURITIES | — | — | $1.2M | $1.0M | 0.4% | |
| EXTENET ISSUER LLC 144A 6.15% CORPORATE DEBT SECURITIES | — | — | $990K | $996K | 0.3% | |
| SMB PRIVATE EDUCATION TRUST 2020-A 144A 3% CORPORATE DEBT SECURITIES | — | — | $1.1M | $990K | 0.3% | |
| GREYSTONE SELECT HOLDINGS LLC INITIAL TERM 9.879% LOANS | — | — | $977K | $979K | 0.3% | |
| SEB FUNDING LLC 144A 7.386% CORPORATE DEBT SECURITIES | — | — | $910K | $931K | 0.3% | |
| VERUS SECURITIZATION TRUST 144A 6.791% CORPORATE DEBT SECURITIES | — | — | $884K | $921K | 0.3% | |
| GOODGREEN 2021-1 TRUST 144A 2.66% CORPORATE DEBT SECURITIES | — | — | $1.1M | $915K | 0.3% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 7.669% US GOVERNMENT SECURITIES | — | — | $880K | $915K | 0.3% | |
| FANNIE MAE REMICS 2.5% US GOVERNMENT SECURITIES | — | — | $584K | $902K | 0.3% | |
| SESAC FINANCE LLC 144A 6.421% CORPORATE DEBT SECURITIES | — | — | $893K | $895K | 0.3% | |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 144A 2.741% CORPORATE DEBT SECURITIES | — | — | $846K | $871K | 0.3% | |
| METRONET INFRASTRUCTURE ISSUER LLC 144A 6.23% CORPORATE DEBT SECURITIES | — | — | $830K | $847K | 0.3% | |
| COLLEGE AVE STUDENT LOANS LLC 144A 4.11% CORPORATE DEBT SECURITIES | — | — | $858K | $844K | 0.3% | |
| GOODGREEN TRUST 144A 5.74% CORPORATE DEBT SECURITIES | — | — | $871K | $828K | 0.3% | |
| CHASE FUNDING TRUST SERIES 2003-5 5.053% CORPORATE DEBT SECURITIES | — | — | $778K | $818K | 0.3% | |
| DIVIDEND SOLARS 2018-2 LLC 144A 4.93% CORPORATE DEBT SECURITIES | — | — | $957K | $798K | 0.3% | |
| FREDDIE MAC REMICS 2.5% US GOVERNMENT SECURITIES | — | — | $621K | $796K | 0.3% | |
| HSI ASSET SECURITIZATION CORP. TRUST 2007-NC1 4.813% CORPORATE DEBT SECURITIES | — | — | $1.1M | $789K | 0.3% | |
| CREDIT SUISSE COMMERCIAL MORTGAGE 1.632% CORPORATE DEBT SECURITIES | — | — | $865K | $748K | 0.3% | |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1 144A 3.474% CORPORATE DEBT SECURITIES | — | — | $775K | $745K | 0.3% | |
| GS MORTGAGE SECURITIES CORP. II 144A 10.945% CORPORATE DEBT SECURITIES | — | — | $7.1M | $730K | 0.3% | |
| CASCADE MH ASSET TRUST 2021-MH1 144A 3.693% CORPORATE DEBT SECURITIES | — | — | $946K | $723K | 0.3% | |
| RENEW 144A 7.506% CORPORATE DEBT SECURITIES | — | — | $701K | $681K | 0.2% | |
| HARDEE'S FUNDING LLC 144A 3.981% CORPORATE DEBT SECURITIES | — | — | $720K | $677K | 0.2% | |
| SUNRUN ATLAS ISSUER 2019-2 LLC 144A 3.61% CORPORATE DEBT SECURITIES | — | — | $676K | $676K | 0.2% | |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 6.769% US GOVERNMENT SECURITIES | — | — | $670K | $673K | 0.2% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.168% US GOVERNMENT SECURITIES | — | — | $688K | $668K | 0.2% | |
| COMMONBOND STUDENT TRUST 2018-C-GS 144A 3.87% CORPORATE DEBT SECURITIES | — | — | $631K | $584K | 0.2% | |
| BRAVO RESIDENTIAL FUNDING TRUST 144A 5.757% CORPORATE DEBT SECURITIES | — | — | $558K | $563K | 0.2% | |
| CWHEQ REVOLVING HOME EQUITY TRUST SERIES 2007-A 4.632% CORPORATE DEBT SECURITIES | — | — | $549K | $545K | 0.2% | |
| SERVICE PROPERTIES TRUST 144A 8.625% CORPORATE DEBT SECURITIES | — | — | $494K | $523K | 0.2% | |
| KESTREL AIRCRAFT FUNDING LTD. 144A 4.25% CORPORATE DEBT SECURITIES | — | — | $452K | $509K | 0.2% | |
| MERITAGE MORTGAGE TRUST 2003-1 5.503% CORPORATE DEBT SECURITIES | — | — | $462K | $501K | 0.2% | |
| JP MORGAN MORTGAGE TRUST 144A 0.335% CORPORATE DEBT SECURITIES | — | — | $511K | $500K | 0.2% | |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC. INITIAL TERM 7.437% LOANS | — | — | $485K | $494K | 0.2% | |
| NELNET STUDENT LOAN TRUST 144A 4.38% CORPORATE DEBT SECURITIES | — | — | $530K | $488K | 0.2% | |
| FREMONT HOME TRUST 2004-A 5.278% CORPORATE DEBT SECURITIES | — | — | $428K | $474K | 0.2% | |
| CWHEQ REVOLVING HOME EQUITY TRUST SERIES 2007-B 4.662% CORPORATE DEBT SECURITIES | — | — | $459K | $463K | 0.2% | |
| MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC2 5.278% CORPORATE DEBT SECURITIES | — | — | $428K | $454K | 0.2% | |
| MASTR REPERFORMING TRUST 2005-2 144A 4.803% CORPORATE DEBT SECURITIES | — | — | $825K | $448K | 0.2% | |
| FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES 3.417% US GOVERNMENT SECURITIES | — | — | $318K | $445K | 0.2% | |
| PRODIGY FINANCE CM2021-1 DAC 144A 5.702% CORPORATE DEBT SECURITIES | — | — | $429K | $432K | 0.2% | |
| FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2007-1 5.242% CORPORATE DEBT SECURITIES | — | — | $410K | $430K | 0.2% | |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC 144A 0% CORPORATE DEBT SECURITIES | — | — | $1.3M | $421K | 0.1% | |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% US GOVERNMENT SECURITIES | — | — | $847K | $410K | 0.1% | |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR12 TRUST 5.433% CORPORATE DEBT SECURITIES | — | — | $328K | $375K | 0.1% | |
| LUNAR STRUCTURED AIRCRAFT PORTFOLIO NOTES 144A 2.636% CORPORATE DEBT SECURITIES | — | — | $386K | $367K | 0.1% | |
| MORTGAGEIT TRUST 2004-2 5.278% CORPORATE DEBT SECURITIES | — | — | $346K | $336K | 0.1% | |
| MAPS 2021-1 TRUST 144A 2.521% CORPORATE DEBT SECURITIES | — | — | $347K | $320K | 0.1% | |
| LONG BEACH MORTGAGE TRUST 2006-10 4.773% CORPORATE DEBT SECURITIES | — | — | $790K | $313K | 0.1% | |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.551% US GOVERNMENT SECURITIES | — | — | $504K | $312K | 0.1% | |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.461% US GOVERNMENT SECURITIES | — | — | $333K | $309K | 0.1% | |
| FIVE GUYS HOLDINGS INC. 144A 7.549% CORPORATE DEBT SECURITIES | — | — | $299K | $300K | 0.1% | |
| GSMPS MORTGAGE TRUST 2006-RP2 144A 4.853% CORPORATE DEBT SECURITIES | — | — | $323K | $297K | 0.1% | |
| GREENPOINT MTA TRUST 2005-AR1 4.893% CORPORATE DEBT SECURITIES | — | — | $251K | $291K | 0.1% | |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.212% US GOVERNMENT SECURITIES | — | — | $549K | $288K | 0.1% | |
| CVS PASS-THROUGH TRUST 6.036% CORPORATE DEBT SECURITIES | — | — | $240K | $278K | <0.1% | |
| FANNIE MAE TRUST 2003-W6 2.917% US GOVERNMENT SECURITIES | — | — | $440K | $260K | <0.1% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% US GOVERNMENT SECURITIES | — | — | $1.6M | $259K | <0.1% | |
| NEW RESIDENTIAL MORTGAGE TRUST 2019-6 144A 0.5% CORPORATE DEBT SECURITIES | — | — | $578K | $259K | <0.1% | |
| INDYMAC INDX MORTGAGE TRUST 2004-AR13 3.521% CORPORATE DEBT SECURITIES | — | — | $232K | $254K | <0.1% | |
| BANC OF AMERICA FUNDING 2004-C TRUST 5.266% CORPORATE DEBT SECURITIES | — | — | $251K | $252K | <0.1% | |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.552% US GOVERNMENT SECURITIES - | — | — | — | $244K | <0.1% | |
| CREDIT SUISSE COMMERCIAL MORTGAGE 1.538% CORPORATE DEBT SECURITIES | — | — | $266K | $236K | <0.1% | |
| CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTS SERIES 2004-3 144A 4.753% CORPORATE DEBT SECURITIES | — | — | $234K | $235K | <0.1% | |
| IMPAC SECURED ASSETS TRUST 2006-1 5.383% CORPORATE DEBT SECURITIES | — | — | $223K | $230K | <0.1% | |
| STRUCTURED ASSET SECURITIES CORP. 144A 7.786% CORPORATE DEBT SECURITIES | — | — | $272K | $228K | <0.1% | |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR12 TRUST 5.373% CORPORATE DEBT SECURITIES | — | — | $158K | $218K | <0.1% | |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-A 144A 5.353% CORPORATE DEBT SECURITIES | — | — | $441K | $217K | <0.1% | |
| MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE1 5.128% CORPORATE DEBT SECURITIES | — | — | $180K | $211K | <0.1% | |
| CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTS SERIES 2004-4 144A 5.033% CORPORATE DEBT SECURITIES | — | — | $199K | $201K | <0.1% | |
| GSAMP TRUST 2007-H1 4.853% CORPORATE DEBT SECURITIES | — | — | $352K | $198K | <0.1% | |
| CHASEFLEX TRUST SERIES 2007-1 6% CORPORATE DEBT SECURITIES | — | — | $350K | $190K | <0.1% | |
| RENAISSANCE HOME EQUITY TRUST 2007-3 5.453% CORPORATE DEBT SECURITIES | — | — | $188K | $188K | <0.1% | |
| CHL MORTGAGE PASS-THROUGH TRUST 2004-25 5.113% CORPORATE DEBT SECURITIES | — | — | $179K | $187K | <0.1% | |
| ADJUSTABLE RATE MORTGAGE TRUST 2005-7 4.877% CORPORATE DEBT SECURITIES | — | — | $189K | $187K | <0.1% | |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A9 6.25% CORPORATE DEBT SECURITIES | — | — | $143K | $185K | <0.1% | |
| SAXON ASSET SECURITIES TRUST 2003-3 4.008% CORPORATE DEBT SECURITIES | — | — | $165K | $176K | <0.1% | |
| IMPAC SECURED ASSETS TRUST 2006-1 5.203% CORPORATE DEBT SECURITIES | — | — | $161K | $169K | <0.1% | |
| STRUCTURED ADJUSTABLE RATE MORTGAGE TRUST 4.945% CORPORATE DEBT SECURITIES | — | — | $147K | $163K | <0.1% | |
| INDYMAC INDX MORTGAGE TRUST 2004-AR5 5.313% CORPORATE DEBT SECURITIES | — | — | $155K | $162K | <0.1% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value IMPAC CMB TRUST SERIES 2005-2 4.973% CORPORATE DEBT SECURITIES | — | — | $159K | $162K | <0.1% | |
| HARBORVIEW MORTGAGE TRUST 2005-9 144A 0.001% CORPORATE DEBT SECURITIES | — | — | — | $159K | <0.1% | |
| AFC HOME EQUITY TRUST 5.103% CORPORATE DEBT SECURITIES | — | — | $154K | $157K | <0.1% | |
| COMMONBOND STUDENT TRUST 2018-BGS 144A 3.99% CORPORATE DEBT SECURITIES | — | — | $174K | $156K | <0.1% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.158% US GOVERNMENT SECURITIES | — | — | — | $152K | <0.1% | |
| ALTERNATIVE TRUST 2005-84 5.225% CORPORATE DEBT SECURITIES | — | — | $148K | $148K | <0.1% | |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY1 TRUST 4.367% CORPORATE DEBT SECURITIES | — | — | $134K | $141K | <0.1% | |
| GREENPOINT MORTGAGE FUNDING TRUST 2005-HE4 5.188% CORPORATE DEBT SECURITIES | — | — | $58K | $140K | <0.1% | |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% US GOVERNMENT SECURITIES | — | — | $79K | $139K | <0.1% | |
| STRUCTURED ADJUSTABLE RATE MORTGAGE TRUST SERIES 2005-4 4.676% CORPORATE DEBT SECURITIES | — | — | $134K | $138K | <0.1% | |
| RAAC SERIES 2004-SP1 TRUST 5.153% CORPORATE DEBT SECURITIES | — | — | $131K | $135K | <0.1% | |
| RENAISSANCE HOME EQUITY TRUST 2003-4 5.693% CORPORATE DEBT SECURITIES | — | — | $144K | $134K | <0.1% | |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.592% US GOVERNMENT SECURITIES | — | — | $251K | $133K | <0.1% | |
| OWNIT MORTGAGE TRUST SERIES 2006-6 4.773% CORPORATE DEBT SECURITIES | — | — | $147K | $128K | <0.1% | |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2003-1 5.213% CORPORATE DEBT SECURITIES | — | — | $125K | $127K | <0.1% | |
| RENAISSANCE HOME EQUITY TRUST 2006-4 4.693% CORPORATE DEBT SECURITIES | — | — | $943K | $127K | <0.1% | |
| CWHEQ REVOLVING HOME EQUITY TRUST SERIES 2005-D 4.702% CORPORATE DEBT SECURITIES | — | — | $116K | $124K | <0.1% | |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR11 TRUST 5.785% CORPORATE DEBT SECURITIES | — | — | $106K | $123K | <0.1% | |
| FREMONT HOME TRUST 2006-B 4.653% CORPORATE DEBT SECURITIES | — | — | $366K | $121K | <0.1% | |
| CWHEQ REVOLVING HOME EQUITY TRUST SERIES 2005-C 4.692% CORPORATE DEBT SECURITIES | — | — | $112K | $118K | <0.1% | |
| FEDERAL HOME LOAN MORTGAGE CORP 3% US GOVERNMENT SECURITIES | — | — | $108K | $112K | <0.1% | |
| BEAR STEARNS ALT-A TRUST 2004-3 5.093% CORPORATE DEBT SECURITIES | — | — | $103K | $109K | <0.1% | |
| CENTEX HOME EQUITY TRUST 2002-A 4.753% CORPORATE DEBT SECURITIES | — | — | $82K | $108K | <0.1% | |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2003-OPT1 5.173% CORPORATE DEBT SECURITIES | — | — | $98K | $107K | <0.1% | |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.767% US GOVERNMENT SECURITIES | — | — | $133K | $103K | <0.1% | |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR8 4.993% CORPORATE DEBT SECURITIES | — | — | $85K | $97K | <0.1% | |
| FIRST FRANKLIN MORTGAGE TRUST 2003-FF5 5.353% CORPORATE DEBT SECURITIES | — | — | $85K | $95K | <0.1% | |
| FANNIE MAE REMICS 1.467% US GOVERNMENT SECURITIES | — | — | $794K | $92K | <0.1% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.63% US GOVERNMENT SECURITIES | — | — | $432K | $91K | <0.1% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value RAMP SERIES 2005-SL2 TRUST 7% CORPORATE DEBT SECURITIES | — | — | $108K | $89K | <0.1% | |
| ALTERNATIVE TRUST 2006-OA9 4.685% CORPORATE DEBT SECURITIES | — | — | $82K | $86K | <0.1% | |
| INDYMAC INDX MORTGAGE TRUST 2004-AR7 5.333% CORPORATE DEBT SECURITIES | — | — | $76K | $83K | <0.1% | |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES 2005-A4 6.018% CORPORATE DEBT SECURITIES | — | — | $47K | $78K | <0.1% | |
| NOMURA ASSET ACCEPTANCE CORP. ALTERNATIVE TRUST SERIES 2006-S2 144A 4.953% CORPORATE DEBT SECURITIES | — | — | $25K | $76K | <0.1% | |
| BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 144A 5.353% CORPORATE DEBT SECURITIES | — | — | $45K | $64K | <0.1% | |
| CITIGROUP MORTGAGE TRUST 2006-AR5 3.918% CORPORATE DEBT SECURITIES | — | — | $76K | $60K | <0.1% | |
| BEAR STEARNS ALT-A TRUST 2007-1 4.773% CORPORATE DEBT SECURITIES | — | — | $52K | $57K | <0.1% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-CL1 3.014% CORPORATE DEBT SECURITIES | — | — | $44K | $56K | <0.1% | |
| HARBORVIEW MORTGAGE TRUST 2004-9 5.241% CORPORATE DEBT SECURITIES | — | — | $62K | $55K | <0.1% | |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2007-SD2 144A 4.853% CORPORATE DEBT SECURITIES | — | — | $485K | $55K | <0.1% | |
| NEW YORK MORTGAGE TRUST 2005-3 5.128% CORPORATE DEBT SECURITIES | — | — | $46K | $49K | <0.1% | |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.619% US GOVERNMENT SECURITIES | — | — | $413K | $48K | <0.1% | |
| CITIGROUP MORTGAGE TRUST INC. 4.713% CORPORATE DEBT SECURITIES | — | — | $35K | $42K | <0.1% | |
| STRUCTURED ASSET SECURITIES CORP. MORTGAGE PASS-THROUGH CTFS SER 2003-9A 6.698% CORPORATE DEBT SECURITIES | — | — | $41K | $41K | <0.1% | |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1 4.663% CORPORATE DEBT SECURITIES | — | — | $27K | $40K | <0.1% |
Showing top 200 of 237 investments by value.