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Original filing (PDF)20251015204319NAL0007421264001
UNITED PARCEL SERVICE OF AMERICA, INC.
Form 5500
FILING_RECEIVED
UPS PENSION PLAN
Defined-benefit pension plan
Signals · 2
No recordkeeper disclosed17 service providers
Active participants
159,780
Accounts w/ balance
0
Plan assets (EOY)
$9.3B
Net assets (EOY)
$9.3B
How this plan invests
This plan
1 pooled trust
Schedule D
364 securities
funds · stocks · CUSIPs
Holdings are itemized directly on this plan's Schedule of Assets, below.
Plan health score (directional)
98
/ 100
Grade A
Top-tier plan health
Directional indicator computed from public Form 5500 data — compliance, concentration, cost, vendor stack and participation. Not a fiduciary tool.
Compliance & disclosures
100
Concentration risk
100
Total plan cost
100
Vendor stack
80
Participation health
100
Knocking points off
- No recordkeeper disclosed on Schedule C.
Decision-maker contacts
CFO / Head of HR / Benefits Manager — verified email + LinkedIn for UNITED PARCEL SERVICE OF AMERICA, INC..
Plan sponsor
Name
UNITED PARCEL SERVICE OF AMERICA, INC.
EIN
95-1732075
Address
55 GLENLAKE PARKWAY NE · ATLANTA, GA · 30328
Phone
(404) 828-8517
Industry
Real Estatesee all
Plan administrator
Same as plan sponsor.
Plan characteristics
Plan number
022
Plan year
2024
Plan year begin
2024-01-01
Tax period
2024-12-31
Filed
2025-10-15
Pension benefit codes
1A · Pay-related DB formula
1B · Flat-dollar DB formula
1D · Floor-offset DB
Audit & trust (Schedule H)
Auditor
DELOITTE & TOUCHE, LLP
Trustee / custodian
—
Trustee phone
—
Service providers (Schedule C)
17 rowsOther
17| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON | 13-5160382 | — | NONE | $759K | — |
| CONDUENT INCORPORATED | 81-2983623 | — | NONE | $628K | — |
| ALSTON & BIRD LLP | 58-0137615 | — | NONE | $569K | — |
| NISA INVESTMENT ADVISORS | 48-1140940 | — | NONE | $420K | — |
| RR DONNELLEY | 36-1004130 | — | NONE | $227K | — |
| PWC US TAX LLP | 92-0460586 | — | NONE | $152K | — |
| BLOOMBERG FINANCE LP | 06-1818168 | — | NONE | $137K | — |
| WILLIS TOWERS WATSON US LLC | 53-0181291 | — | NONE | $127K | — |
| QDRO BENEFITS FIRM | 84-2015520 | — | NONE | $96K | — |
| BLACKROCK FINANCIAL | 13-3806691 | — | NONE | $95K | — |
| DELOITTE TAX LLP | 86-1065772 | — | NONE | $91K | — |
| PENSION BENEFIT INFORMATION | 94-2856521 | — | NONE | $73K | — |
| FACTSET RESEARCH SYSTEMS, INC. | 13-3362547 | — | NONE | $22K | — |
| RIDGEWORTH CAPITAL MANAGEMENT | 58-1604573 | — | NONE | $19K | — |
| PROSKAUER ROSE, LLP | 13-1840454 | — | NONE | $16K | — |
| EVESTMENT INC AND SUBSIDIARIES | 90-0905513 | — | NONE | $13K | — |
| DILIGEND, INC. | 36-4917197 | — | NONE | $7K | — |
Investments
360 direct securities · 1 pooled fund· $17.9B(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.
Master Trust
$9.0B
1 holding
Uncategorized
$8.9B
360 holdings
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| UPS GROUP TRUST PLAN UNITED PARCEL SERVICE OF AMERICA · EIN 35-2371556 / PN 001 | Master Trust | — | — | $9.0B | 96.7% | |
| MSCI WORLD EX-US INDEX FUND A | — | — | $0 | $1.4B | 14.8% | |
| BGI EQUITY INDEX FD | — | — | $0 | $1.0B | 10.9% | |
| BGI RUSSELL 1000 INDEX PLUS FUND | — | — | $0 | $717.6M | 7.7% | |
| U S TREASURY BOND 4.500% 11/15/2054 DD 11/15/24 | — | 533,292,576.632 | $537.8M | $509.4M | 5.5% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2048 DD 11/15/18 | — | 795,098,078.355 | $285.3M | $248.2M | 2.7% | |
| TACTICAL TRADING MANAGERS (MANAGED | — | — | $0 | $234.1M | 2.5% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2049 DD 02/15/19 | — | 746,856,796.387 | $265.7M | $230.6M | 2.5% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2048 DD 08/15/18 | — | 692,663,272.477 | $250.8M | $218.4M | 2.4% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2051 DD 05/17/21 | — | 719,580,016.281 | $225.5M | $203.1M | 2.2% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2050 DD 11/16/20 | — | 695,161,136.272 | $220.0M | $199.5M | 2.1% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2054 DD 02/15/24 | — | 701,058,745.839 | $219.4M | $183.0M | 2.0% | |
| BNY MELLON CASH RESERVE 0.100% 12/31/2049 DD 06/26/97 | — | 170,166,411.218 | $170.2M | $170.2M | 1.8% | |
| U S TREASURY BOND 4.375% 05/15/2041 DD 05/15/11 | — | 171,929,335.239 | $170.0M | $163.9M | 1.8% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2052 DD 02/15/22 | — | 557,953,272.068 | $172.6M | $152.6M | 1.6% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2048 DD 02/15/18 | — | 402,731,949.818 | $149.0M | $130.0M | 1.4% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2051 DD 08/16/21 | — | 433,454,151.945 | $134.7M | $120.6M | 1.3% | |
| U S TREASURY BOND 2.375% 02/15/2042 DD 02/15/22 | — | 168,670,738.025 | $123.9M | $120.2M | 1.3% | |
| MORGAN STANLEY EMERGING MARKET | — | — | $0 | $120.2M | 1.3% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2053 DD 02/15/23 | — | 397,786,376.54 | $114.3M | $105.9M | 1.1% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2043 DD 08/15/13 | — | 250,629,150.957 | $112.9M | $102.3M | 1.1% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2050 DD 05/15/20 | — | 300,478,057.704 | $92.1M | $88.7M | 1.0% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2048 DD 11/15/18 | — | 260,945,713.54 | $89.7M | $81.5M | 0.9% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2052 DD 08/15/22 | — | 299,216,139.423 | $96.3M | $80.7M | 0.9% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2048 DD 02/15/18 | — | 242,509,526.304 | $84.1M | $78.5M | 0.8% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2052 DD 05/16/22 | — | 280,228,254.769 | $82.6M | $76.2M | 0.8% | |
| MSCI EMERGING MKTS FREE | — | — | $0 | $75.8M | 0.8% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2039 DD 08/17/09 | — | 155,896,614.219 | $79.6M | $75.0M | 0.8% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2050 DD 08/17/20 | — | 257,775,244.615 | $81.4M | $74.8M | 0.8% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2048 DD 08/15/18 | — | 230,553,096.884 | $79.5M | $72.8M | 0.8% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2052 DD 08/15/22 | — | 252,907,589.642 | $74.7M | $68.2M | 0.7% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2051 DD 11/15/21 | — | 243,785,774.388 | $70.3M | $67.2M | 0.7% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2039 DD 08/17/09 | — | 119,832,978.005 | $61.1M | $60.4M | 0.7% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2052 DD 11/15/22 | — | 215,905,351.329 | $62.9M | $58.5M | 0.6% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2053 DD 05/15/23 | — | 213,505,109.318 | $60.5M | $56.4M | 0.6% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2047 DD 11/15/17 | — | 149,119,512.989 | $51.7M | $48.9M | 0.5% | |
| U S TREASURY BD CPN STRIP 0.000% 11/15/2042 DD 11/15/12 | — | 109,063,235.401 | $46.6M | $44.1M | 0.5% | |
| U S TREASURY BD PRIN STRIP 0.000% 11/15/2046 DD 11/15/16 | — | 124,655,852.344 | $44.2M | $43.0M | 0.5% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2043 DD 02/15/13 | — | 103,315,193.152 | $44.2M | $41.3M | 0.4% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2050 DD 08/17/20 | — | 136,491,374.051 | $41.2M | $39.5M | 0.4% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2047 DD 05/15/17 | — | 110,782,811.767 | $38.4M | $37.3M | 0.4% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2046 DD 02/16/16 | — | 103,541,783.163 | $39.0M | $35.8M | 0.4% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2047 DD 02/15/17 | — | 102,511,828.569 | $35.8M | $34.8M | 0.4% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2042 DD 02/15/12 | — | 79,888,652.004 | $36.1M | $33.6M | 0.4% | |
| U S TREASURY BOND 1.875% 02/15/2041 DD 02/15/21 | — | 47,288,350.065 | $31.8M | $31.7M | 0.3% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2046 DD 02/16/16 | — | 89,505,741.076 | $34.8M | $30.9M | 0.3% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2051 DD 02/16/21 | — | 107,997,456.299 | $32.5M | $30.7M | 0.3% | |
| U S TREASURY BOND 4.375% 08/15/2043 DD 08/15/23 | — | 31,346,444.172 | $29.6M | $29.5M | 0.3% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2044 DD 05/15/14 | — | 74,514,975.86 | $29.5M | $29.2M | 0.3% | |
| U S TREASURY BD PRIN STRIP 0.000% 02/15/2040 DD 02/16/10 | — | 55,626,504.215 | $28.3M | $27.3M | 0.3% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2042 DD 08/15/12 | — | 66,006,655.299 | $28.8M | $27.0M | 0.3% | |
| U S TREASURY BOND 3.875% 05/15/2043 DD 05/15/23 | — | 30,652,344.337 | $28.3M | $27.0M | 0.3% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2043 DD 05/15/13 | — | 66,723,145.451 | $27.0M | $26.4M | 0.3% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2044 DD 08/15/14 | — | 70,726,534.179 | $29.3M | $26.3M | 0.3% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2043 DD 02/15/13 | — | 62,861,263.529 | $25.7M | $25.1M | 0.3% | |
| U S TREASURY BOND 3.250% 05/15/2042 DD 05/15/22 | — | 30,003,025.136 | $24.5M | $24.4M | 0.3% | |
| MS ICE CCP COLLAT VAR RT 01/01/2049 DD 02/19/13 | — | 20,239,055.583 | $20.2M | $20.2M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2048 DD 02/15/18 | — | 64,152,737.029 | $21.9M | $20.1M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2050 DD 08/17/20 | — | 70,708,621.925 | $22.2M | $19.8M | 0.2% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2051 DD 08/16/21 | — | 70,753,402.559 | $20.6M | $19.7M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2050 DD 05/15/20 | — | 68,944,264.924 | $22.3M | $19.6M | 0.2% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2048 DD 05/15/18 | — | 60,785,233.313 | $20.9M | $19.4M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 11/15/2044 DD 11/17/14 | — | 51,408,168.442 | $20.4M | $18.9M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2047 DD 08/15/17 | — | 55,165,263.679 | $19.6M | $17.8M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2043 DD 08/15/13 | — | 44,332,828.186 | $17.7M | $17.3M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 11/15/2043 DD 11/15/13 | — | 44,153,705.648 | $17.5M | $17.0M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2047 DD 05/15/17 | — | 51,748,501.264 | $18.4M | $16.9M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2042 DD 05/15/12 | — | 39,048,713.311 | $17.0M | $16.2M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2044 DD 02/18/14 | — | 42,183,357.728 | $16.5M | $16.1M | 0.2% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2053 DD 05/15/23 | — | 59,665,717.449 | $16.6M | $15.8M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 02/15/2049 DD 02/15/19 | — | 52,370,952.084 | $16.9M | $15.6M | 0.2% | |
| NISA INVESTMENT ADVISORS | — | — | $0 | $15.3M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2046 DD 05/16/16 | — | 44,901,542.244 | $17.3M | $15.3M | 0.2% | |
| U S TREASURY BOND 3.375% 05/15/2044 DD 05/15/14 | — | 17,912,253.812 | $15.8M | $14.5M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2045 DD 05/15/15 | — | 40,302,571.078 | $15.8M | $14.5M | 0.2% | |
| U S TREASURY BD CPN STRIP 0.000% 11/15/2045 DD 11/16/15 | — | 40,723,509.043 | $14.6M | $14.3M | 0.2% | |
| U S TREASURY BOND 3.625% 08/15/2043 DD 08/15/13 | — | 16,756,913.442 | $14.8M | $14.2M | 0.2% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2048 DD 05/15/18 | — | 44,073,100.506 | $14.6M | $14.1M | 0.2% | |
| FNMA GTD REMIC P/T 21-93 Z 3.000% 08/25/2051 DD 12/01/21 | — | 21,684,176.545 | $15.0M | $13.8M | 0.1% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2045 DD 08/17/15 | — | 38,869,590.773 | $15.0M | $13.8M | 0.1% | |
| STANDARD CHARTERED BK C/D 4.230% 10/03/2025 DD 10/04/24 | — | 13,469,633.336 | $13.5M | $13.5M | 0.1% | |
| FNMA GTD REMIC P/T 22-17 ZU 3.000% 04/25/2052 DD 03/01/22 | — | 20,793,914.155 | $14.4M | $13.3M | 0.1% | |
| U S TREASURY BD CPN STRIP 0.000% 08/15/2044 DD 08/15/14 | — | 35,645,385.087 | $14.4M | $13.3M | 0.1% | |
| EUR (EURO) | — | 12,460,615.22 | $13.9M | $12.9M | 0.1% | |
| U S TREASURY NOTE 4.250% 11/15/2034 DD 11/15/24 | — | 13,082,214.572 | $13.0M | $12.7M | 0.1% | |
| U S TREASURY BOND 4.125% 08/15/2044 DD 08/15/24 | — | 13,784,374.921 | $13.6M | $12.5M | 0.1% | |
| FNMA GTD REMIC P/T 21-56 YZ 2.500% 09/25/2051 DD 08/01/21 | — | 20,946,879.357 | $12.9M | $11.8M | 0.1% | |
| US TREAS-CPI INFLAT 0.125% 02/15/2051 DD 02/15/21 | — | 20,306,711.016 | $11.4M | $11.2M | 0.1% | |
| U S TREASURY BOND 4.500% 11/15/2054 DD 11/15/24 | — | 11,463,842.44 | $11.0M | $10.9M | 0.1% | |
| INR (INDIAN RUPEE) | — | 908,067,418.345 | $10.8M | $10.6M | 0.1% | |
| PRINCIPAL/BLACKROCK INT EQ INDEX CI | — | — | $0 | $10.1M | 0.1% | |
| U S TREASURY BOND 3.875% 05/15/2043 DD 05/15/23 | — | 11,047,382.539 | $10.4M | $9.7M | 0.1% | |
| FHLMC MULTICLASS MTG 5205 Z 3.000% 03/25/2052 DD 02/01/22 | — | 13,441,579.997 | $9.9M | $9.3M | <0.1% | |
| U S TREASURY BOND 2.250% 08/15/2049 DD 08/15/19 | — | 14,867,170.664 | $9.8M | $9.2M | <0.1% | |
| FHLMC POOL #SD-2879 3.000% 08/01/2052 DD 05/01/23 | — | 10,677,581.256 | $9.5M | $9.2M | <0.1% | |
| U S TREASURY BOND 4.125% 08/15/2044 DD 08/15/24 | — | 9,394,977.125 | $8.9M | $8.5M | <0.1% | |
| BLACKROCK MSCI WORLD EX US MIN VOL | — | — | $0 | $8.4M | <0.1% | |
| U S TREASURY BOND 3.625% 02/15/2053 DD 02/15/23 | — | 10,079,852.149 | $9.4M | $8.2M | <0.1% | |
| U S TREASURY BOND 4.250% 08/15/2054 DD 08/15/24 | — | 8,545,040.681 | $8.2M | $7.8M | <0.1% | |
| FHLMC POOL #SD-6406 2.500% 03/01/2052 DD 09/01/24 | — | 9,431,154.772 | $8.1M | $7.8M | <0.1% | |
| FNMA POOL #0FS3826 3.000% 02/01/2053 DD 01/01/23 | — | 8,728,415.75 | $7.9M | $7.4M | <0.1% | |
| FNMA POOL #0FS8746 3.000% 03/01/2052 DD 08/01/24 | — | 8,215,910.191 | $7.3M | $7.1M | <0.1% | |
| FNMA POOL #0BV9867 3.000% 05/01/2052 DD 05/01/22 | — | 8,300,622.927 | $7.5M | $7.1M | <0.1% | |
| FHLMC POOL #SD-7512 3.000% 02/01/2050 DD 02/01/20 | — | 7,974,029.466 | $7.3M | $6.9M | <0.1% | |
| FNMA POOL #0CB3166 3.000% 03/01/2052 DD 02/01/22 | — | 8,019,510.872 | $7.0M | $6.8M | <0.1% | |
| LCH CCP MS CASH COLL VAR RT 01/01/2049 DD 07/01/08 | — | 6,818,299.414 | $6.8M | $6.8M | <0.1% | |
| FNMA POOL #0BU5836 2.000% 11/01/2051 DD 11/01/21 | — | 8,535,571.87 | $7.2M | $6.7M | <0.1% | |
| JPY CURRENCY AT BROKER | — | 1,043,197,402.354 | $6.9M | $6.6M | <0.1% | |
| FNMA POOL #0BZ1178 5.810% 06/01/2031 DD 06/01/24 | — | 6,316,756.307 | $6.5M | $6.5M | <0.1% | |
| US TREAS-CPI INFLAT 2.125%002/15/2054 DD 02/15/24 | — | 6,724,370.251 | $6.3M | $6.2M | <0.1% | |
| FHLMC MULTICLASS MTG 5223 Z 2.500% 03/25/2052 DD 04/01/22 | — | 11,085,224.244 | $6.6M | $6.1M | <0.1% | |
| U S TREASURY BOND 3.000% 02/15/2049 DD 02/15/19 | — | 8,239,636.754 | $6.4M | $6.0M | <0.1% | |
| FNMA POOL #0BL2264 3.610% 04/01/2039 DD 04/01/19 | — | 6,621,264.622 | $5.8M | $5.6M | <0.1% | |
| U S TREASURY BOND 4.250% 08/15/2054 DD 08/15/24 | — | 5,731,921.22 | $5.6M | $5.2M | <0.1% | |
| U S TREASURY BD PRIN STRIP 0.000% 05/15/2046 DD 05/15/16 | — | 7,619,872.772 | $5.2M | $5.2M | <0.1% | |
| DOM MFA CASH COLL UBS VAR RT 01/01/2049 DD 07/01/08 | — | 5,181,119.415 | $5.2M | $5.2M | <0.1% | |
| GNMA GTD REMIC P/T 15-64 GZ 2.000% 05/20/2045 DD 05/01/15 | — | 7,032,417.74 | $5.1M | $4.9M | <0.1% | |
| U S TREASURY NOTE 4.500% 12/31/2031 DD 12/31/24 | — | 4,907,957.545 | $4.9M | $4.9M | <0.1% | |
| FNMA POOL #0BS2542 2.495% 08/01/2051 DD 08/01/21 | — | 6,603,964.054 | $4.8M | $4.8M | <0.1% | |
| FNMA GTD REMIC P/T 21-59 HZ 2.000% 09/25/2051 DD 08/01/21 | — | 9,573,023.047 | $5.0M | $4.6M | <0.1% | |
| III OFFSHORE ADVISORS | — | — | $0 | $4.6M | <0.1% | |
| FHLMC POOL #WN-1345 5.030% 02/01/2029 DD 05/01/24 | — | 4,595,388.716 | $4.6M | $4.6M | <0.1% | |
| U S TREASURY BOND 3.875% 02/15/2043 DD 02/15/23 | — | 5,104,992.337 | $4.8M | $4.5M | <0.1% | |
| U S TREASURY BOND 3.000% 02/15/2048 DD 02/15/18 | — | 6,072,254.042 | $5.0M | $4.5M | <0.1% | |
| U S TREASURY BOND 3.375% 11/15/2048 DD 11/15/18 | — | 5,642,359.951 | $4.6M | $4.4M | <0.1% | |
| U S TREASURY BILL 0.000% 03/20/2025 DD 03/21/24 | — | 4,478,063.453 | $4.4M | $4.4M | <0.1% | |
| FNMA POOL #0AN9508 4.290% 10/01/2039 DD 10/01/21 | — | 4,805,857.698 | $4.5M | $4.4M | <0.1% | |
| U S TREASURY BOND 2.500% 02/15/2045 DD 02/15/15 | — | 6,269,288.834 | $4.8M | $4.4M | <0.1% | |
| FNMA GTD REMIC P/T 22-3 NZ 2.000% 02/25/2052 DD 01/01/22 | — | 7,652,827.369 | $4.5M | $4.2M | <0.1% | |
| U S TREASURY BOND 2.375% 11/15/2049 DD 11/15/19 | — | 6,358,850.103 | $4.1M | $4.0M | <0.1% | |
| FHLMC MULTICLASS MTG 4839 WO 0.000% 08/15/2056 DD 10/01/18 | — | 6,053,086.632 | $4.4M | $3.8M | <0.1% | |
| FHLMC MULTICLASS MTG 4851 PO 0.000% 08/15/2057 DD 11/01/18 | — | 5,742,889.153 | $4.2M | $3.7M | <0.1% | |
| FNMA GTD REMIC P/T 16-62 MZ 2.500% 09/25/2046 DD 08/01/16 | — | 4,324,671.715 | $3.4M | $3.4M | <0.1% | |
| U S TREASURY BD CPN STRIP 0.000% 05/15/2041 DD 05/16/11 | — | 7,702,269.139 | $3.6M | $3.4M | <0.1% | |
| FNMA GTD REMIC P/T 19-69 DB 2.500% 12/25/2049 DD 11/01/19 | — | 4,478,063.453 | $3.4M | $3.3M | <0.1% | |
| U S TREASURY BOND 4.625% 11/15/2044 DD 11/15/24 | — | 3,388,102.809 | $3.4M | $3.3M | <0.1% | |
| U S TREASURY BILL 0.000% 02/06/2025 DD 08/08/24 | — | 3,302,123.99 | $3.3M | $3.3M | <0.1% | |
| FHLMC MULTICLASS MTG 5250 PO 0.000% 08/25/2052 DD 07/01/22 | — | 8,975,363.735 | $3.1M | $3.2M | <0.1% | |
| FHLMC MULTICLASS MTG 4376 GZ 3.000% 08/15/2044 DD 08/01/14 | — | 3,661,885.617 | $3.2M | $3.2M | <0.1% | |
| U S TREASURY BILL 0.000% 02/13/2025 DD 08/15/24 | — | 3,134,644.417 | $3.1M | $3.1M | <0.1% | |
| JPY CURRENCY AT BROKER | — | 472,033,186.526 | $3.1M | $3.0M | <0.1% | |
| PACIFIC INVESTMENT MANAGEMENT | — | — | $0 | $2.8M | <0.1% | |
| FNMA POOL #0BL1969 4.400% 03/01/2040 DD 03/01/22 | — | 3,052,650.941 | $2.9M | $2.8M | <0.1% | |
| U S TREASURY BOND 3.125% 05/15/2048 DD 05/15/18 | — | 3,672,012.032 | $2.8M | $2.8M | <0.1% | |
| FHLMC MULTICLASS MTG 5143 AZ 2.000% 06/25/2051 DD 08/01/21 | — | 5,893,597.178 | $3.0M | $2.7M | <0.1% | |
| US TREAS-CPI INFLAT 1.500% 02/15/2053 DD 02/15/23 | — | 3,328,929.66 | $2.7M | $2.7M | <0.1% | |
| CAD CURRENCY AT BROKER | — | 3,804,282.177 | $2.7M | $2.6M | <0.1% | |
| FNMA GTD REMIC P/T 16-88 LZ 2.500% 12/25/2046 DD 11/01/16 | — | 3,329,510.519 | $2.6M | $2.6M | <0.1% | |
| JPY CURRENCY AT BROKER | — | 409,658,742.499 | $2.7M | $2.6M | <0.1% | |
| U S TREASURY BOND 1.750% 08/15/2041 DD 08/15/21 | — | 3,806,353.935 | $2.5M | $2.5M | <0.1% | |
| FHLMC MULTICLASS MTG 4620 DZ 2.500% 10/15/2046 DD 10/01/16 | — | 3,057,494.558 | $2.5M | $2.4M | <0.1% | |
| FNMA POOL #0BL2028 4.410% 04/01/2040 DD 03/01/22 | — | 2,608,501.508 | $2.5M | $2.4M | <0.1% | |
| FNMA POOL #0BS9915 6.330% 11/01/2028 DD 11/01/23 | — | 2,186,190.578 | $2.2M | $2.2M | <0.1% | |
| EUR CURRENCY AT BROKER | — | 2,101,727.047 | $2.2M | $2.2M | <0.1% | |
| DOUBLELINE MANAGEMENT LP | — | — | $0 | $2.1M | <0.1% | |
| T. ROWE PRICE ASSOCIATES, INC. | — | — | $0 | $2.1M | <0.1% | |
| SECURITY CAPITAL RESEARCH | — | — | $0 | $2.0M | <0.1% | |
| U S TREASURY BOND 2.875% 05/15/2049 DD 05/15/19 | — | 2,776,399.341 | $2.1M | $2.0M | <0.1% | |
| PROLOGIS TARGETED U.S. | — | — | $0 | $1.9M | <0.1% | |
| U S TREASURY BILL 0.000% 01/16/2025 DD 07/18/24 | — | 1,871,830.523 | $1.9M | $1.9M | <0.1% | |
| FNMA GTD REMIC P/T 13-63 DZ 2.500% 06/25/2043 DD 05/01/13 | — | 2,392,124.912 | $1.9M | $1.8M | <0.1% | |
| GSO EUROPEAN SENIOR DEBT | — | — | $0 | $1.8M | <0.1% | |
| U S TREASURY BILL 0.000% 05/15/2025 DD 05/16/24 | — | 1,880,786.65 | $1.8M | $1.8M | <0.1% | |
| US TREAS-CPI INFLAT 0.125% 02/15/2052 DD 02/15/22 | — | 3,249,999.323 | $1.8M | $1.8M | <0.1% | |
| FNMA GTD REMIC P/T 21-92 ZK 2.500% 09/25/2051 DD 12/01/21 | — | 3,434,465.337 | $2.0M | $1.8M | <0.1% | |
| BNY MELLON CASH RESERVE 0.100% 12/31/2049 DD 06/26/97 | — | 1,755,445.421 | $1.8M | $1.8M | <0.1% | |
| JPY (JAPANESE YEN) | — | 271,280,075.53 | $1.8M | $1.7M | <0.1% | |
| FNMA GTD REMIC P/T 20-88 Z 2.000% 12/25/2050 DD 11/01/20 | — | 3,427,369.756 | $1.9M | $1.7M | <0.1% | |
| NGN (NIGERIAN NAIRA) | — | 2,258,769,308.588 | $2.5M | $1.5M | <0.1% | |
| FNMA GTD REMIC P/T 13-109 BO 0.000% 07/25/2043 DD 09/01/13 | — | 2,366,517.715 | $1.4M | $1.4M | <0.1% | |
| BLACKSTONE CREDIT SYSTEMATIC | — | — | $0 | $1.3M | <0.1% | |
| GBP (GREAT BRITISH POUNDS) | — | 1,031,608.451 | $1.4M | $1.3M | <0.1% | |
| WELLINGTON MANAGEMENT COMPANY | — | — | $0 | $1.2M | <0.1% | |
| CHF (SWISS FRANC) | — | 1,095,916.335 | $1.3M | $1.2M | <0.1% | |
| FEDERAL FARM CR BK CONS BD 2.250% 11/16/2039 DD 11/16/21 | — | 1,665,839.605 | $1.2M | $1.2M | <0.1% | |
| U S TREASURY BD PRIN STRIP 0.000% 08/15/2043 DD 08/15/13 | — | 2,865,960.61 | $1.2M | $1.2M | <0.1% | |
| CAD CURRENCY AT BROKER | — | 1,673,806.115 | $1.2M | $1.2M | <0.1% | |
| ACADIAN ASSET MANAGEMENT LLC | — | — | $0 | $1.2M | <0.1% | |
| ARES MANAGEMENT HOLDINGS L.P. | — | — | $0 | $1.1M | <0.1% | |
| PGIM, INC | — | — | $0 | $1.0M | <0.1% | |
| FNMA GTD REMIC P/T 18-21 PO 0.000% 04/25/2048 DD 03/01/18 | — | 1,375,763.22 | $1.1M | $1.0M | <0.1% | |
| SGD CURRENCY AT BROKER | — | 1,397,864.693 | $1.1M | $1.0M | <0.1% | |
| BLACKROCK FINANCIAL | — | — | $0 | $990K | <0.1% | |
| BARCLAYS CASH COLLATERAL VAR RT 01/01/2049 DD 07/01/08 | — | 960,992.417 | $961K | $961K | <0.1% | |
| FHLMC MULTICLASS STRIP 325 PO 0.000% 03/15/2044 DD 03/01/14 | — | 1,328,404 | $1.1M | $957K | <0.1% | |
| COMMINGLED PENSION TR FUND SP | — | — | $0 | $902K | <0.1% | |
| UPS GROUP TRUST | — | — | $0 | $897K | <0.1% | |
| FMR LLC | — | — | $0 | $886K | <0.1% | |
| U S TREASURY BILL 0.000% 04/17/2025 DD 04/18/24 | — | 895,612.691 | $870K | $870K | <0.1% | |
| FNMA GTD REMIC P/T 16-48 Z 3.000% 08/25/2046 DD 07/01/16 | — | 1,148,758.021 | $913K | $870K | <0.1% | |
| EUR CURRENCY AT BROKER | — | 807,656.969 | $847K | $836K | <0.1% | |
| CAD CURRENCY AT BROKER | — | 1,185,374.304 | $841K | $824K | <0.1% | |
| FNMA POOL #0BS3204 2.330% 10/01/2039 DD 10/01/21 | — | 1,115,037.8 | $812K | $788K | <0.1% | |
| CHF (SWISS FRANC) | — | 679,246.126 | $806K | $750K | <0.1% | |
| FEDERAL FARM CR BK CONS BD 2.770% 03/16/2037 DD 03/16/22 | — | 913,524.944 | $741K | $727K | <0.1% | |
| U S TREASURY BOND 4.625% 11/15/2044 DD 11/15/24 | — | 747,836.597 | $742K | $726K | <0.1% | |
| BNY MELLON CASH RESERVE 0.100% 12/31/2049 DD 06/26/97 | — | 719,156.92 | $719K | $719K | <0.1% | |
| POST ADVISORY GROUP LLC | — | — | $0 | $703K | <0.1% | |
| HKD CURRENCY AT BROKER | — | 5,216,694.137 | $671K | $672K | <0.1% | |
| SEAPORT EUROPEAN PROPERTY | — | — | $0 | $664K | <0.1% |
Showing top 200 of 361 investments by value.