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.
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 |
|---|---|---|---|---|---|---|
| 09256V293 PRINCIPAL/BLACKROCK S&P 500 INDEX CIT N | — | — | $18.1M | $34.1M |
| 18.9% |
| 256206103 DODGE & COX INTERNATIONAL STOCK FUND #1048 | — | — | $20.4M | $25.8M | 14.3% |
| 298706821 EUROPACIFIC GROWTH FUND CLASS R6 #2616 | — | — | $22.4M | $24.8M | 13.7% |
| 72201P878 PAPS LONG DURATION CORPORATE BOND #1830 | — | — | $20.6M | $17.9M | 9.9% |
| 986991206 BLACK CREEK GLOBAL EQUITY CIT CL A | — | — | $10.4M | $16.9M | 9.4% |
| 628999450 PRUDENTIAL TRUST COMPANY U.S. EMERGING MARKETS BLEND DEBT FUND | — | — | $13.1M | $10.5M | 5.8% |
| HF0024603 HARRISON STREET CORE PROPERTY FUND L.P. | — | — | $9.0M | $9.1M | 5.0% |
| INTERESTS ----------------------------------- HN0026825 ABS DIRECT EQUITY FUND LLC | PARTNERSHIP/JOINT VENTURE | — | $7.5M | $8.3M | 4.6% |
| 666999586 UBS TRUMBULL PROPERTY FUND FORMERLY REAL ESTATE SEPARATE ACCT | — | — | $7.8M | $6.8M | 3.8% |
| SHARES / PAR 72200Q109 PIMCO ASSET BACKED SECURITY PORTFOLIO #460 | — | — | $3.1M | $3.0M | 1.7% |
| 01F052623 FED NATL MTG ASSN 30 YR TBA DTD 02/01/19 5.500 02/01/2049 | — | — | $1.4M | $1.4M | 0.8% |
| SWU01H5V6 CME RECEIVER IRS SWAP USD OIS USD SOFR-1.75000 6/15/22 10Y CME 0 | — | — | — | $694K | 0.4% |
| SECURITIES ---------------- MS6109016 CASH COLLATERAL NOT ADMINISTERED BY BANK, | OTHER | — | $670K | $670K | 0.4% |
| SWU01VTV9 LCH IRSF USD RECEIVER SWAP RFR USD SOFR-1.97500 06-30-23-30Y LC 0 | — | — | — | $621K | 0.3% |
| 91412GHA6 UNIV OF CALIFORNIA CA REVENUES TXBL-GEN-SER AD | — | — | $700K | $582K | 0.3% |
| PF9980004 SHORT-TERM INVESTMENT FUND A S1 | — | — | $523K | $523K | 0.3% |
| RATINGS: BAA2 BBB | — | — | — | $500K | 0.3% |
| SWU01VPN1 LCH RECEIVER RFR SWAP USD RFR USD SOFR-1.95160 06-26-23-30Y LC 0 | — | — | — | $464K | 0.3% |
| SWU01VPO9 LCH RECEIVER RFR SWAP USD RFR USD SOFR-1.93120 06-26-23-30Y LC 0 | — | — | — | $463K | 0.3% |
| SWU01UNW5 LCH IRSF USD RECEIVER SWAP RFRF USD SF+26.161-1.2* 06-09-21-20Y 0 | — | — | — | $418K | 0.2% |
| RATINGS: BAA2 BBB | — | — | — | $400K | 0.2% |
| 654744AC5 NISSAN MOTOR CO 144A PRIV PLCMT 4.345 09/17/2027 | — | — | $434K | $385K | 0.2% |
| 01F042624 FNMA TBA 30YR DTD 02/01/2023 4.500 02/01/2054 | — | — | $375K | $376K | 0.2% |
| 68389XCA1 ORACLE CORP DTD 03/24/21 3.950 03/25/2051 | — | — | $499K | $370K | 0.2% |
| 01F040636 FED NATL MTG ASSN 30 YR TBA DTD 03/01/09 4.000 03/01/2039 | — | — | $366K | $366K | 0.2% |
| 36299TGO2 FVZ4L FUTURE CONTRACT DEC 24 EXP 12/22/24 0 | — | — | — | $357K | 0.2% |
| RATINGS: A3 BBB+ | — | — | — | $300K | 0.2% |
| RATINGS: BAA1 BBB+ | — | — | — | $287K | 0.2% |
| 00206RKB7 AT&T INC DTD 05/28/20 3.850 06/01/2060 | — | — | $406K | $277K | 0.2% |
| 21H022614 GOVT NATL MTG ASSN II 30 YR TBA DTD 01/01/20 2.500 01/01/2050 | — | — | $256K | $251K | 0.1% |
| 45866FAN4 INTERCONTINENTALEXCHANGE DTD 08/20/20 1.850 09/15/2032 | — | — | $299K | $238K | 0.1% |
| 36299TCW8 FVU4L FUTURE CONTRACT SEPT 24 EXP 9/22/24 0 | — | — | — | $233K | 0.1% |
| RATINGS: BAA3 BBB | — | — | — | $228K | 0.1% |
| 126650BY5 CVS PASS-THROUGH TRUST 144A PRIV PLCMT 5.926 01/10/2034 | — | — | $242K | $226K | 0.1% |
| 36299SZX3 FVM4L FUTURE CONTRACT JUNE 24 EXP 6/22/24 0 | — | — | — | $220K | 0.1% |
| SW9999ZZ7 SWAP MARK TO MARKET ACTIVITY 0 | — | — | — | $202K | 0.1% |
| 912810TC2 US TREASURY BOND DTD 11/30/21 2.000 11/15/2041 | — | — | $208K | $201K | 0.1% |
| RATINGS: A1 A- | — | — | — | $200K | 0.1% |
| 26874RAE8 ENI S P A 144A PRIV PLCMT 4.750 09/12/2028 | — | — | $198K | $199K | 0.1% |
| 78009PEH0 ROYAL BK SCOTLND GRP PLC DTD 09/27/18 01/27/2030 | — | — | $200K | $198K | 0.1% |
| 37045XBT2 GENERAL MOTORS FINL CO DTD 01/17/17 4.350 01/17/2027 | — | — | $200K | $198K | 0.1% |
| 912803EL3 US TREASURY BOND ZERO CPN DTD 02/17/15 0.000 02/15/2045 | — | — | $197K | $188K | 0.1% |
| 125523AJ9 CIGNA CORP DTD 08/15/19 4.800 08/15/2038 | — | — | $200K | $181K | 0.1% |
| 898339AA4 TRUST F/1401 144A PRIV PLCMT 4.869 01/15/2030 | — | — | $200K | $181K | 0.1% |
| 29336UAG2 ENLINK MIDSTREAM PARTNER DTD 05/11/17 5.450 06/01/2047 | — | — | $200K | $180K | <0.1% |
| CORPORATE DEBT INSTRUMENTS: ALL OTHER ------------------------------------- 00287YBD0 ABBVIE INC DTD 09/18/18 4.875 11/14/2048 | — | — | $198K | $180K | <0.1% |
| SWU01H5Q7 CME RECEIVER SOFR SWAP USD RFR USD SOFR -1.75000 06-15-22-5Y CM 0 | — | — | — | $179K | <0.1% |
| 87938WAV5 TELEFONICA EMISIONES SAU DTD 03/06/18 4.665 03/06/2038 | — | — | $200K | $178K | <0.1% |
| SWU01VZV2 RFR USD SOFR-4.00000 12-18-24-2Y LCH RECEIVER RFR USD SWAP 12/18/2026 0 | — | — | — | $173K | <0.1% |
| 92857WBS8 VODAFONE GROUP PLC DTD 06/19/19 4.875 06/19/2049 | — | — | $197K | $172K | <0.1% |
| 92343VFW9 VERIZON COMMUNICATIONS DTD 04/30/21 2.987 10/30/2056 | — | — | $199K | $170K | <0.1% |
| 912803FA6 US TREAS SEC STRIPPED ZERO CPN DTD 11/15/17 11/15/2047 | — | — | $199K | $164K | <0.1% |
| 717081EK5 PFIZER INC DTD 09/07/18 4.200 09/15/2048 | — | — | $200K | $162K | <0.1% |
| 878091BF3 TEACHERS INSUR & ANNUITY 144A PRIV PLCMT 4.270 05/15/2047 | — | — | $199K | $160K | <0.1% |
| RATINGS: AA3 AA- | — | — | — | $150K | <0.1% |
| 68268NAM5 ONEOK PARTNERS LP DTD 09/12/13 6.200 09/15/2043 | — | — | $149K | $150K | <0.1% |
| 00774MAV7 AERCAP IRELAND CAP/GLOBA DTD 10/29/21 2.450 10/29/2026 | — | — | $150K | $144K | <0.1% |
| 912810SV1 US TREASURY INFLATION INDEX BOND DTD 02/26/21 0.125 02/15/2051 | — | — | $148K | $133K | <0.1% |
| 82620KAF0 SIEMENS FINANCIERINGSMAT 144A PRIV PLCMT 4.400 05/27/2045 | — | — | $149K | $130K | <0.1% |
| SHARES / PAR 459506AQ4 NUTRITION & BIOSCIENCES 144A PRIV PLCMT 2.300 11/01/2030 | — | — | $150K | $127K | <0.1% |
| RATINGS: BAA1 BBB | — | — | — | $125K | <0.1% |
| 6174468Y8 MORGAN STANLEY DTD 01/25/21 01/25/2052 | — | — | $200K | $122K | <0.1% |
| SWU01Q3Q9 LCH RECEIVER RFR SWAP USD RFR USD SOFR-3.15600 3-10-28-5Y LCH 0 | — | — | — | $120K | <0.1% |
| SWU01PM23 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-0.50 9-16-23-3Y* 0 | — | — | — | $119K | <0.1% |
| SWU020M50 RFR USD SOFR-4.13535 3-1-24-2Y LCH RECEIVER RFR USD SWAP 12/31/25 0 | — | — | — | $119K | <0.1% |
| 674599EA9 OCCIDENTAL PETROLEUM COR DTD 07/13/20 8.875 07/15/2030 | — | — | $115K | $114K | <0.1% |
| 72201P613 PIMCO PAPS SHORT TERM FLOATING NAV PORT II FUND CLASS #1944 | — | — | $109K | $109K | <0.1% |
| 268317AK0 ELECTRICITE DE FRANCE SA 144A PRIV PLCMT 4.875 01/22/2044 | — | — | $121K | $108K | <0.1% |
| 95000U3H4 WELLS FARGO & COMPANY DTD 10/23/2023 VAR CPN 10/23/2034 | — | — | $100K | $106K | <0.1% |
| 054989AB4 BAT CAPITAL CORP DTD 08/02/2023 6.421% 08/02/2033 | — | — | $100K | $106K | <0.1% |
| SWU0203Z5 RFR USD SOFR-4.000 6-20-24-2Y LCH RECEIVER RFR USD SWAP 6/20/2026 0 | — | — | — | $105K | <0.1% |
| 42824CAY5 HP ENTERPRISE CO DTD 10/15/16 6.350 10/15/2045 | — | — | $100K | $104K | <0.1% |
| 36299THM5 TYZ4L FUTURE CONTRACT EXP 12/22/24 0 | — | — | — | $103K | <0.1% |
| 06051GLS6 BANK AMERICA CORP DTD 09/15/2023 VAR CPN 09/15/2029 | — | — | $100K | $102K | <0.1% |
| 294429AW5 EQUIFAX INC DTD 05/16/2023 5.100% 06/01/2028 | — | — | $100K | $100K | <0.1% |
| SHARES / PAR 816851BR9 SEMPRA ENERGY DTD 06/23/2023 5.500% 08/01/2033 | — | — | $100K | $100K | <0.1% |
| RATINGS: A2 A | — | — | — | $100K | <0.1% |
| 30303M8Q8 META PLATFORMS INC DTD 05/03/2023 5.600% 05/15/2053 | — | — | $100K | $100K | <0.1% |
| 95000U3F8 WELLS FARGO & COMPANY DTD 07/25/2023 VAR CPN 07/25/2034 | — | — | $100K | $100K | <0.1% |
| 161175AZ7 CHARTER COMM OPT LLC/CAP DTD 10/23/16 6.384 10/23/2035 | — | — | $100K | $100K | <0.1% |
| 05610FAA5 BX TRUST SER 2022-AHP CL A *0 DAY DELAY* | — | — | $95K | $100K | <0.1% |
| 744320AV4 PRUDENTIAL FINANCIAL INC DTD 05/18/15 05/15/2045 | — | — | $100K | $99K | <0.1% |
| 694308HM2 PACIFIC GAS & ELECTRIC DTD 06/12/15 3.500 06/15/2025 | — | — | $106K | $99K | <0.1% |
| SHARES / PAR 98389BBA7 XCEL ENERGY INC DTD 08/03/2023 5.450% 08/15/2033 | — | — | $100K | $99K | <0.1% |
| 444859CA8 HUMANA INC DTD 03/13/2024 5.375% 04/15/2031 | — | — | $100K | $99K | <0.1% |
| 912810TV0 UNITED STATES TREASURY BONDS DTD 11/15/2023 4.750% 11/15/2053 | — | — | $105K | $99K | <0.1% |
| 26442UAS3 DUKE ENERGY PROGRESS LLC DTD 03/14/2024 5.100% 03/15/2034 | — | — | $100K | $99K | <0.1% |
| 38141GZU1 GOLDMAN SACHS GROUP INC DTD 08/23/2022 VAR CPN 08/23/2028 | — | — | $100K | $99K | <0.1% |
| 36299TAV2 TYM4L FUTURE CONTRACT EXP 6/22/24 0 | — | — | — | $99K | <0.1% |
| 097023CY9 BOEING CO DTD 05/04/20 5.150 05/01/2030 | — | — | $100K | $99K | <0.1% |
| GENERAL INVESTMENTS - OTHER =========================== STATE AND MUNICIPAL SECURITIES ------------------------------ 341271AD6 FLORIDA ST BRD OF ADMIN FIN CO TXBL-SER A | — | — | $100K | $98K | <0.1% |
| SHARES / PAR 031162DS6 AMGEN INC DTD 03/02/2023 5.600% 03/02/2043 | — | — | $99K | $97K | <0.1% |
| 59524QAA3 MID-ATLANTIC INTERSTATE 144A PRIV PLCMT 4.100 05/15/2028 | — | — | $110K | $97K | <0.1% |
| 55336VAR1 MPLX LP DTD 02/08/18 4.000 03/15/2028 | — | — | $100K | $97K | <0.1% |
| 36299THQ6 UXYZ4L FUTURE CONTRACT DEC 24 EXP 12/22/24 0 | — | — | — | $97K | <0.1% |
| 031162DT4 AMGEN INC DTD 03/02/2023 5.650% 03/02/2053 | — | — | $100K | $96K | <0.1% |
| 842587DJ3 SOUTHERN CO DTD 05/06/21 09/15/2051 | — | — | $100K | $96K | <0.1% |
| 05369AAA9 AVIATION CAPITAL GROUP 144A PRIV PLCMT 3.500 11/01/2027 | — | — | $98K | $96K | <0.1% |
| 694308HW0 PACIFIC GAS & ELECTRIC DTD 11/29/17 3.300 12/01/2027 | — | — | $105K | $96K | <0.1% |
| 912810TY4 UNITED STATES TREASURY NOTES TREASURY INFLATION INDEX | — | — | $104K | $95K | <0.1% |
| 912810SC3 US TREASURY BOND DTD 05/15/18 3.125 05/15/2048 | — | — | $100K | $95K | <0.1% |
| SHARES / PAR 14314CAA3 CARLYLE FINANCE LLC 144A PRIV PLCMT 5.650 09/15/2048 | — | — | $100K | $95K | <0.1% |
| 03027XAW0 AMERICAN TOWER CORP DTD 06/13/19 3.800 08/15/2029 | — | — | $100K | $95K | <0.1% |
| SHARES / PAR 912810RW0 US TREASURY INFLATION INDEX BOND DTD 02/28/17 0.875 02/15/2047 | — | — | $108K | $95K | <0.1% |
| 68389XCQ6 ORACLE CORP DTD 02/06/2023 5.550% 02/06/2053 | — | — | $92K | $94K | <0.1% |
| SHARES / PAR 460690BQ2 INTERPUBLIC GROUP COS DTD 09/21/18 5.400 10/01/2048 | — | — | $99K | $94K | <0.1% |
| 268317AL8 ELECTRICITE DE FRANCE 144A PRIV PLCMT 6.000 01/22/2114 | — | — | $97K | $94K | <0.1% |
| 337738AU2 FISERV INC DTD 06/24/19 3.500 07/01/2029 | — | — | $100K | $94K | <0.1% |
| 20030NEG2 COMCAST CORP DTD 05/09/2023 5.500% 05/15/2064 | — | — | $100K | $93K | <0.1% |
| 097023CX1 BOEING CO DTD 05/04/20 5.930 05/01/2060 | — | — | $100K | $93K | <0.1% |
| 44267DAE7 HOWARD HUGHES CORP 144A PRIV PLCMT 4.125 02/01/2029 | — | — | $100K | $92K | <0.1% |
| 268317AP9 ELECTRICITE DE FRANCE SA 144A PRIV PLCMT 4.750 10/13/2035 | — | — | $98K | $92K | <0.1% |
| 05526DBV6 BAT CAPITAL CORP DTD 03/16/2022 5.650% 03/16/2052 | — | — | $97K | $92K | <0.1% |
| 912810SG4 US TREASURY INFLATION INDEX BOND DTD 02/15/19 1.000 02/15/2049 | — | — | $99K | $91K | <0.1% |
| RATINGS: AAA N/A | — | — | — | $91K | <0.1% |
| 3132DWJL8 FED HOME LOAN MTGE CORP POOL #SD8367 30 YR GTD SINGLE FAMILY MORTGAGE | — | — | $92K | $91K | <0.1% |
| 05551UAA3 BROWNSTONE INVESTMENT GROUP SER 2022-BIG CL A *0 DAY DELAY* | — | — | $87K | $91K | <0.1% |
| 008513AB9 AGREE LP DTD 05/14/21 2.000 06/15/2028 | — | — | $99K | $91K | <0.1% |
| 62944TAF2 NVR INC DTD 05/04/20 3.000 05/15/2030 | — | — | $108K | $90K | <0.1% |
| 775109CH2 ROGERS COMMUNICATIONS INC DTD 03/15/2023 3.800% 03/15/2032 | — | — | $100K | $90K | <0.1% |
| 278642AW3 EBAY INC DTD 03/11/20 2.700 03/11/2030 | — | — | $103K | $90K | <0.1% |
| SWU01NIQ0 LCH RECEIVER RFR SWAP USD RFR USD SOFR-3.05000 12-14-22 30Y LC 0 | — | — | — | $90K | <0.1% |
| 36299TDY3 UXYU4L FUTURE CONTRACT SEPT 24 EXP 9/22/24 0 | — | — | — | $89K | <0.1% |
| 126650DV9 CVS HEALTH CORP DTD 02/21/2023 5.625% 02/21/2053 | — | — | $97K | $89K | <0.1% |
| 912810TS7 UNITED STATES TREASURY BONDS DTD 05/15/2023 3.875% 05/15/2043 | — | — | $97K | $88K | <0.1% |
| 573874AJ3 MARVELL TECHNOLOGY INC DTD 04/12/21 2.950 04/15/2031 | — | — | $100K | $88K | <0.1% |
| 02401LAA2 AMERICAN ASSETS TRUST LP DTD 01/26/21 3.375 02/01/2031 | — | — | $99K | $87K | <0.1% |
| 11135FBL4 BROADCOM INC 144A PRIV PLCMT 3.469 04/15/2034 | — | — | $113K | $87K | <0.1% |
| 636180BR1 NATIONAL FUEL GAS CO DTD 02/24/21 2.950 03/01/2031 | — | — | $100K | $86K | <0.1% |
| 79588TAD2 SAMMONS FINANCIAL GROUP 144A PRIV PLCMT 3.350 04/16/2031 | — | — | $100K | $86K | <0.1% |
| 694308JG3 PACIFIC GAS & ELECTRIC DTD 06/19/20 2.500 02/01/2031 | — | — | $100K | $86K | <0.1% |
| 01F030629 FED NATL MTG ASSN 30 YR TBA DTD 02/01/12 3.000 02/01/2042 | — | — | $85K | $85K | <0.1% |
| 36299TBB5 UXYM4L FUTURE CONTRACT JUNE 24 EXP 6/22/24 0 | — | — | — | $83K | <0.1% |
| 11135FBF7 BROADCOM INC 144A PRIV PLCMT 2.600 02/15/2033 | — | — | $100K | $83K | <0.1% |
| 48305QAD5 KAISER FOUNDATION HOSPIT DTD 05/03/17 4.150 05/01/2047 | — | — | $99K | $82K | <0.1% |
| 55903VBD4 WARNERMEDIA HOLDINGS INC DTD 03/15/2023 5.050% 03/15/2042 | — | — | $100K | $80K | <0.1% |
| 21H020618 GOVT NATL MTG ASSN II 30 YR TBA DTD 01/01/21 2.000 01/01/2051 | — | — | $81K | $80K | <0.1% |
| 56585ABE1 MARATHON PETROLEUM CORP DTD 04/01/19 4.500 04/01/2048 | — | — | $99K | $78K | <0.1% |
| 03115AAA1 AMFAM HOLDINGS INC 144A PRIV PLCMT 2.805 03/11/2031 | — | — | $100K | $78K | <0.1% |
| 695114CV8 PACIFICORP DTD 03/01/19 4.150 02/15/2050 | — | — | $77K | $77K | <0.1% |
| 36299TDZ0 WNU4 FUTURE CONTRACT SEPT 24 EXP 9/22/24 0 | — | — | — | $77K | <0.1% |
| 33939HAB5 FLEX INTERMEDIATE HOLDCO 144A PRIV PLCMT 4.317 12/30/2039 | — | — | $100K | $77K | <0.1% |
| 88732JBD9 TIME WARNER CABLE INC DTD 08/10/12 4.500 09/15/2042 | — | — | $98K | $75K | <0.1% |
| 548661DN4 LOWE'S COS INC DTD 04/20/16 3.700 04/15/2046 | — | — | $99K | $74K | <0.1% |
| 78081BAL7 ROYALTY PHARMA PLC DTD 03/02/21 3.300 09/02/2040 | — | — | $96K | $72K | <0.1% |
| SWU01PJN1 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.9* 9-15-23-28Y* 0 | — | — | — | $72K | <0.1% |
| 912810SM1 US TREASURY INFLATION INDEX BOND DTD 02/28/20 0.250 02/15/2050 | — | — | $78K | $72K | <0.1% |
| SWU01RNB8 LCH IRSF USD RECEIVER SWAP RFRF USD SF+26.161-1.8* 07-08-21-30Y 0 | — | — | — | $71K | <0.1% |
| 842400HF3 SOUTHERN CAL EDISON DTD 06/14/21 3.650 06/01/2051 | — | — | $100K | $71K | <0.1% |
| SWU01PML1 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.7* 8-12-23-28Y 0 | — | — | — | $71K | <0.1% |
| SWU01PKP4 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.7* 7-16-23-28Y 0 | — | — | — | $70K | <0.1% |
| SWU01PMD9 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.6* 9-08-23-28Y* 0 | — | — | — | $69K | <0.1% |
| 912810RK6 US TREASURY BOND DTD 02/17/15 2.500 02/15/2045 | — | — | $80K | $69K | <0.1% |
| SWU01PMJ6 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.6* 8-04-23-28Y 0 | — | — | — | $69K | <0.1% |
| 48252MAA3 KKR GROUP FINAN CO VIII 144A PRIV PLCMT 3.500 08/25/2050 | — | — | $99K | $69K | <0.1% |
| RATINGS: AAA N/A | — | — | — | $69K | <0.1% |
| 907818FK9 UNION PACIFIC CORP DTD 01/31/20 3.250 02/05/2050 | — | — | $100K | $68K | <0.1% |
| 00206RKJ0 AT&T INC DTD 03/15/21 3.500 09/15/2053 | — | — | $68K | $67K | <0.1% |
| 87264ABY0 T-MOBILE USA INC DTD 05/15/21 3.600 11/15/2060 | — | — | $101K | $66K | <0.1% |
| 010392FV5 ALABAMA POWER CO DTD 06/11/21 3.125 07/15/2051 | — | — | $68K | $66K | <0.1% |
| 64830NAA9 NEW RESIDENTIAL MORTGAGE LOAN SER 2019-RPL3 CL A1 *24 DAY DELAY* | — | — | $69K | $66K | <0.1% |
| 404119CB3 HCA INC DTD 06/30/21 3.500 07/15/2051 | — | — | $100K | $65K | <0.1% |
| 29444UBJ4 EQUINIX INC DTD 06/22/20 3.000 07/15/2050 | — | — | $98K | $63K | <0.1% |
| SWU020M68 RFR USD SOFR-3.66674 3-1-24-4Y LCH RECEIVER RFR USD SWAP 5/31/28 0 | — | — | — | $63K | <0.1% |
| 912810TE8 US TREASURY INFLATION INDEX BOND DTD 02/15/22 0.125 02/15/2052 | — | — | $58K | $61K | <0.1% |
| 27409LAE3 EAST OHIO GAS CO/THE 144A PRIV PLCMT 3.000 06/15/2050 | — | — | $99K | $61K | <0.1% |
| 29366MAB4 ENTERGY ARKANSAS LLC DTD 09/11/20 2.650 06/15/2051 | — | — | $100K | $59K | <0.1% |
| 040555DC5 ARIZONA PUBLIC SERVICE DTD 09/11/20 2.650 09/15/2050 | — | — | $100K | $58K | <0.1% |
| 36299TDU1 TYU4L FUTURE CONTRACT EXP 9/22/24 0 | — | — | — | $57K | <0.1% |
| FUTURES CONTRACTS ----------------- 362991ZZ7 FUTURES CONTRACT MARK TO MARKET ACTIVITY 0 | — | — | — | $51K | <0.1% |
| RATINGS: BAA1 BBB+ | — | — | — | $50K | <0.1% |
| SWU025TX1 LCH RECEIVER RFR USD SWAP 12/18/34 EFFDT 12/18/2024 1STPMT 12/22/25 0 | — | — | — | $46K | <0.1% |
| 58013MEV2 MCDONALD'S CORP DTD 05/26/15 4.600 05/26/2045 | — | — | $50K | $43K | <0.1% |
| SWU01PNU0 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.4* 9-03-23-6Y* 0 | — | — | — | $41K | <0.1% |
| 24703TAK2 DELL INT LLC / EMC CORP DTD 01/15/21 8.350 07/15/2046 | — | — | $32K | $41K | <0.1% |
| RATINGS: CAA1 B- | — | — | — | $41K | <0.1% |
| 36299THR4 WNZ4 FUTURE CONTRACT DEC 24 EXP 12/22/24 0 | — | — | — | $39K | <0.1% |
| SHARES / PAR 35564CEE3 FREDDIE MAC - SLST SER 2019-3 CL A1C *24 DAY DELAY* | — | — | $43K | $39K | <0.1% |
| RATINGS: BAA2 BBB | — | — | — | $38K | <0.1% |
| RATINGS: A3 BBB | — | — | — | $37K | <0.1% |
| 02209SBD4 ALTRIA GROUP INC DTD 02/14/19 4.800 02/14/2029 | — | — | $37K | $37K | <0.1% |
| 15135UAP4 CENOVUS ENERGY INC DTD 04/07/17 5.250 06/15/2037 | — | — | $38K | $36K | <0.1% |
| 912803DJ9 US TREASURY SEC STRIPPED DTD 11/16/09 11/15/2039 | — | — | $30K | $35K | <0.1% |
| 45660LGD5 INDYMAC INDX MORTGAGE LOAN TRU SER 2005-AR6 CL 2A1 *0 DAY DELAY* | — | — | $29K | $33K | <0.1% |
| RATINGS: AAA N/A | — | — | — | $32K | <0.1% |
| RATINGS: BAA2 BBB | — | — | — | $32K | <0.1% |
| INVESTMENT PURPOSES AT END OF YEAR BASE CURRENCY: USD | — | — | — | $31K | <0.1% |
| 89178BAA2 TOWD POINT MORTGAGE TRUST SER 2019-4 CL A1 *24 DAY DELAY* | — | — | $32K | $31K | <0.1% |
| SWPC0MJ41 CDX IG42 5Y ICE 6/20/29 EFFDT 3/20/24 1STPMT 6/20 0 | — | — | — | $28K | <0.1% |
| SWU01P4T4 LCH IRSF USD RECEIVER SWAP RFRF USD SF+26.161-1.250 12-15-21-5Y 0 | — | — | — | $28K | <0.1% |
| SWU01PGZ7 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.6* 7-06-23-7Y* 0 | — | — | — | $20K | <0.1% |
| 36299TBC3 WNM4 FUTURE CONTRACT JUNE 24 EXP 6/22/24 0 | — | — | — | $20K | <0.1% |
| RATINGS: BA2 BBB- | — | — | — | $20K | <0.1% |
| 222070AE4 COTY INC 144A PRIV PLCMT 5.000 04/15/2026 | — | — | $20K | $20K | <0.1% |
| SWU01PJF8 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.9* 08-20-23-6Y 0 | — | — | — | $19K | <0.1% |
| SWU01PJH4 CME RECEIVER RFRF SWAP USD RFRF USD SF+26.161-1.8* 08-13-23-6Y 0 | — | — | — | $19K | <0.1% |
| SWPC0MWQ7 ISDA2014CREDIT CDX.NA.IG.43 EFFDT 9/20/24 1STPMT 12-20 0 | — | — | — | $18K | <0.1% |
| SWU021X80 LCH RECEIVER RFR USD SWAP 2/22/2029 EFFDT 2/22/24 1STPMT 2/26/2025 0 819 SWU024H17 LCH RECEIVER RFR USD SWAP 4/24/34 EFFDT 4/24/24 1STPMT 4/28/2025 0 | — | — | — | $18K | <0.1% |
| SWU024AF3 LCH RECEIVER RFR USD SWAP 4/30/34 EFFDT 4/30/24 1STPMT 5/2/2025 0 | — | — | — | $18K | <0.1% |
| 912810RU4 US TREASURY BOND DTD 11/15/16 2.875 11/15/2046 | — | — | $22K | $16K | <0.1% |
