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 |
|---|---|---|---|---|---|
| JP MORGAN CHASE | 20-1163822 | — | CUSTODIAN | $77K | — |
| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| GOLDENTREE ASSET MANAGEMENT | 98-0454530 | — | INVESTMENT MANAGER | $3.0M | — |
| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| CARNIVAL CORP 10.375% 5/1/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $6.6M | $6.6M | 1.3% | |
| BANK OF AMERICA CORP 3.366% 1/23/26 CORPORATE DEBT INSTRUMENTS | — | — | $6.4M | $6.5M | 1.3% | |
| CITRIX SYSTEMS INC 9% 9/30/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $4.8M | $5.4M | 1.1% | |
| YAHOO 1STLN TL B2 LOANS | — | — | $4.3M | $4.4M |
| CIBC | — | — | NONE | $101K | — |
| PRICEWATERHOUSECOOPERS | — | — | NONE | $91K | — |
| PRICEWATERHOUSECOOPERS LLP | 13-4008324 | — | NONE | $74K | — |
| WHITE & CASE LLP | 13-5605970 | — | NONE | $74K | — |
| INTERTRUST | — | — | NONE | $30K | — |
| STATE STREET FUND SERVICES LTD. | — | — | NONE | $19K | — |
| PJT PARTNERS LP | 38-3924187 | — | NONE | $19K | — |
| AKIN GUMP STRAUSS HAUER & FELD LLP | 75-1338644 | — | NONE | $16K | — |
| ANALYSIS GROUP, INC. | 42-2727260 | — | NONE | $14K | — |
| 19 DEGREES | — | — | NONE | $10K | — |
| BRUCE GENDELMAN CO., INC | 39-1449275 | — | NONE | $7K | — |
| ARCESIUM LLC | 47-3994184 | — | NONE | $6K | — |
| 0.9% |
| DIRECTV FINANCING LLC 8.875% 2/01/30 144 CORPORATE DEBT INSTRUMENTS | — | — | $4.2M | $4.2M | 0.9% |
| DISH DBS CORP 5.25% 12/1/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.8M | $4.2M | 0.8% |
| ALVOTECH 1L TL USD 2029 S+650 LOANS | — | — | $4.2M | $4.2M | 0.8% |
| HCA INC 5.375% 2/1/25 CORPORATE DEBT INSTRUMENTS | — | — | $3.9M | $4.0M | 0.8% |
| CHARTER COMM 4.25% 1/15/34 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.9M | $3.9M | 0.8% |
| DIVERSIFIED HEALTH 0% 1/15/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.5M | $3.8M | 0.8% |
| CINEWORLD 1STLN TL 2031 S+525 LOANS | — | — | $3.7M | $3.7M | 0.8% |
| TRAVELODGE - GOLDENTREE PPN LOANS | — | — | $3.3M | $3.7M | 0.7% |
| STANDARD INDUSTRIES 4.375% 7/15/30 CORPORATE DEBT INSTRUMENTS | — | — | $3.6M | $3.6M | 0.7% |
| CHARTER COMM 6.484% 10/23/45 CORPORATE DEBT INSTRUMENTS | — | — | $3.4M | $3.6M | 0.7% |
| LLOYDS 8.5% '28 CALL PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $3.6M | $3.6M | 0.7% |
| CITRIX SYSTEMS INC 6.5% 03/31/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.3M | $3.5M | 0.7% |
| AMC NETWORKS INC 10.25% 12/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.2M | $3.4M | 0.7% |
| TALEN ENERGY SUPPLY 8.625% 6/1/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.2M | $3.4M | 0.7% |
| MPT OPER PARTNERSP/FINL .993 10/15/2026 CORPORATE DEBT INSTRUMENTS | — | — | $3.3M | $3.3M | 0.7% |
| CARVANA CO 14% 6/1/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.2M | $3.3M | 0.7% |
| CABLEVISION 6.5% 2/1/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.3M | $3.3M | 0.7% |
| AIR MEDICAL GROUP PIK TL 2028 LOANS | — | — | $3.1M | $3.2M | 0.7% |
| TENET HEALTHCARE 5.125% 11/1/27 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.2M | $3.2M | 0.7% |
| MGM RESORTS INTL 4.625% 9/1/26 CORPORATE DEBT INSTRUMENTS | — | — | $3.2M | $3.2M | 0.6% |
| UBER TECHNOLOGIES 7.5% 9/15/27 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.2M | $3.2M | 0.6% |
| COTIVITI INC 1STLN TL 2031 7.625 LOANS | — | — | $3.1M | $3.1M | 0.6% |
| LIFE TIME 8% 4/15/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.1M | $3.1M | 0.6% |
| HCA INC 5.25% 4/15/25 CORPORATE DEBT INSTRUMENTS | — | — | $3.0M | $3.0M | 0.6% |
| FRONTIER COMMUNICATIONS 8.625% 3/15/31 CORPORATE DEBT INSTRUMENTS | — | — | $2.8M | $3.0M | 0.6% |
| VISTRA ENERGY 8.875% PERP 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.9M | $3.0M | 0.6% |
| SOLENIS HOLDINGS LLC 5.375% 10/1/29 REGS CORPORATE DEBT INSTRUMENTS | — | — | $2.9M | $3.0M | 0.6% |
| NRG ENERGY INC 10.25% PERP 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.7M | $3.0M | 0.6% |
| LOGMEIN 5.5% 05/01/28 1ST OUT CORPORATE DEBT INSTRUMENTS | — | — | $2.9M | $2.9M | 0.6% |
| ENDURANCE 11.75% 10/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $3.5M | $2.9M | 0.6% |
| TRANSDIGM INC 6.625% 3/1/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.9M | $2.9M | 0.6% |
| MALLINCKRODT 1L TL B SEC OUT LOANS | — | — | $2.9M | $2.8M | 0.6% |
| NATWEST GROUP PLC 8% PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $2.8M | $2.8M | 0.6% |
| TRUSTED MEDIA BRANDS INC (TMBI) 1STLN TL LOANS | — | — | $3.1M | $2.8M | 0.6% |
| LIVE NATION ENT 6.5% 5/15/27 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.8M | $2.8M | 0.6% |
| MEDLINE 5.25% 10/1/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.8M | $2.8M | 0.6% |
| LUMMUS 9% 7/1/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.8M | $2.8M | 0.6% |
| SPRINT CORP 7.625% 3/1/26 CORPORATE DEBT INSTRUMENTS | — | — | $2.8M | $2.8M | 0.6% |
| PNC FINANCIAL 6.25% PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $2.6M | $2.7M | 0.5% |
| PRINCE FERRO 9% 2/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.7M | $2.6M | 0.5% |
| SOLENIS HOLDINGS LLC 9.75% 11/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.6M | 0.5% |
| TENET HEALTHCARE CORP 6.125% 6/15/30 CORPORATE DEBT INSTRUMENTS | — | — | $2.6M | $2.6M | 0.5% |
| CABLEVISION 4.5% 11/15/31 CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.6M | 0.5% |
| ARDENT HEALTH PARTNERS 5.75 7/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.6M | 0.5% |
| VIKING RIVER CRUISES 7% 2/15/29 144 CORPORATE DEBT INSTRUMENTS | — | — | $2.3M | $2.5M | 0.5% |
| INTESA SANPOALO S.P.A 5.71% 1/15/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.5M | 0.5% |
| UNITED RENTALS NORTH AM 3.75% 1/15/32 CORPORATE DEBT INSTRUMENTS | — | — | $2.5M | $2.5M | 0.5% |
| FIRST HORIZON BANK 4% 5/26/25 CORPORATE DEBT INSTRUMENTS | — | — | $2.4M | $2.4M | 0.5% |
| CASH AND CASH EQUIVALENTS INTEREST BEARING CASH | — | — | $2.4M | $2.4M | 0.5% |
| ROYAL CARIBBEAN 6% 2/01/33 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.4M | $2.4M | 0.5% |
| ANN & TALBOTS 1ST LIEN TL USD LOANS | — | — | $2.2M | $2.3M | 0.5% |
| NABORS INDUSTRIES INC 9.125 1/31/30 144 CORPORATE DEBT INSTRUMENTS | — | — | $2.3M | $2.3M | 0.5% |
| ANTERO MIDSTREAM 6.625% 2/01/32 144 CORPORATE DEBT INSTRUMENTS | — | — | $2.3M | $2.3M | 0.5% |
| US LBM HOLDINGS LLC 6.25% 1/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.3M | 0.5% |
| BURGER KING CORP 4% 10/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.2M | $2.2M | 0.5% |
| VFS 1STLN TL B2 EUR LOANS | — | — | $2.3M | $2.2M | 0.4% |
| DEALER TIRE 8% 2/1/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.2M | $2.2M | 0.4% |
| AMERICAN AIRLINES, INC. 5.75% 4/20/29 14 CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.1M | 0.4% |
| GARRETT MOTION INC 7.75% 5/31/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.1M | 0.4% |
| ALLIANT 6.5% 10/1/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.1M | 0.4% |
| ULTIMATE SOFTWARE 6.875% 2/1/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.1M | 0.4% |
| THOR INDUSTRIES 4% 10/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $2.1M | 0.4% |
| DIRECTV FINANCING LLC 1STLN TL 2029 USD LOANS | — | — | $2.1M | $2.1M | 0.4% |
| PIKE CORPORATION 8.625% 1/31/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.0M | 0.4% |
| BORR DRILLING 10.375% 11/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.0M | 0.4% |
| SOFTBANK GROUP CORP 3.125% 9/19/25 REGS CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.0M | 0.4% |
| VENTURE GLOBAL 4.125% 08/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $2.0M | 0.4% |
| COPELAND (EMERSON) 6.375% 12/15/30 REGS CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $2.0M | 0.4% |
| AERCAP HOLDINGS NV 6.5% 7/15/25 CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.0M | 0.4% |
| LIFEPOINT HOSPITALS 5.375% 1/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.0M | $2.0M | 0.4% |
| SHELF DRILL HOLD LTD 9.625% 4/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $2.2M | $1.9M | 0.4% |
| CARNIVAL CORP 4% 8/01/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.9M | 0.4% |
| RINGCENTRAL INC 8.5% 8/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.9M | 0.4% |
| ALBERTSONS 7.5% 3/15/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.9M | 0.4% |
| SEAGATE TECHNOLOGY 4.091% 6/1/29 CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.9M | 0.4% |
| MPT OPER PARTNERSP/FINL 2.5% 03/24/26 CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.9M | 0.4% |
| UNICREDIT SPA 7.296% 4/2/34 144A T2 CORPORATE DEBT INSTRUMENTS | — | — | $1.9M | $1.9M | 0.4% |
| NRG ENERGY INC 5.25% 6/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.9M | 0.4% |
| ARCHROCK 6.25% 4/1/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.8M | 0.4% |
| MR. COOPER 7.125% 2/1/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.8M | $1.8M | 0.4% |
| NOKIA OYJ 6.625% 5/15/39 CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.8M | 0.4% |
| DATABRICKS 1STLN TL USD LOANS | — | — | $1.8M | $1.8M | 0.4% |
| BUILDERS FIRSTSOURCE 6.375% 6/15/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.8M | 0.4% |
| FORD MOTOR CREDIT CO LLC 4.134% 8/4/25 CORPORATE DEBT INSTRUMENTS | — | — | $1.7M | $1.8M | 0.4% |
| ECOBAT HOLDINGS PVE USD COMMON STOCKS | — | — | $1.1M | $1.7M | 0.3% |
| MI WINDOWS AND DOORS 5.5% 2/1/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.7M | 0.3% |
| NRG ENERGY INC 3.875% 2/15/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.7M | 0.3% |
| EP INFRASTRUCTURE AS 1.816% 3/2/31 REGS CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.7M | 0.3% |
| TRUSTED BRANDS (RDA) NEW COMMON STOCK COMMON STOCKS | — | — | — | $1.7M | 0.3% |
| LEVEL 3 FINANCING INC 10.75% 12/15/30 CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.7M | 0.3% |
| LLOYDS 7.5% '25 CALL PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.7M | 0.3% |
| SIRIUS XM RADIO 3.875% 9/1/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.7M | 0.3% |
| ALLY FINANCIAL INC 4.7% PERP MAY 26 CALL CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.6M | 0.3% |
| BOMBARDIER 7% 6/1/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.3% |
| EARTHSTONE ENERGY 9.875% 7/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.6M | 0.3% |
| CALPINE CORP 5% 2/1/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.6M | 0.3% |
| ENDO FINANCE HOLDINGS INC 1STLN TL S+400 LOANS | — | — | $1.6M | $1.6M | 0.3% |
| BELLRING BRANDS INC 7% 3/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.3% |
| COTY INC 5% 4/15/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.3% |
| ACPRODUCTS INC. 1STLN TL LOANS | — | — | $1.6M | $1.6M | 0.3% |
| HILTON HOTEL CORP 6.125% 4/1/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.6M | 0.3% |
| HOUGHTON MIFFLIN HARCOURT 1ST LIEN TL LOANS | — | — | $1.6M | $1.6M | 0.3% |
| VICI PROPERTIES INC. 4.625% 6/15/25 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.6M | 0.3% |
| YUM! BRANDS INC 3.625% 3/15/31 CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.3% |
| TUI CRUISES GMBH 6.25% 4/15/29 REGS CORPORATE DEBT INSTRUMENTS | — | — | $1.6M | $1.5M | 0.3% |
| FRONTIER NORTH INC 6.73% 2/15/28 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.5M | 0.3% |
| AUGUSTA SPORTSWEAR 1STLN TL B USD LOANS | — | — | $1.5M | $1.5M | 0.3% |
| BALDWIN 7.125% 5/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.3% |
| NCL CORP LTD 5.875% 3/15/26 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.3% |
| BAUSCH HEALTH 1ST LN TL B LOANS | — | — | $1.3M | $1.5M | 0.3% |
| CINEMARK USA INC 5.25% 7/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.5M | 0.3% |
| ENVALIOR TLB1 (USD) LOANS | — | — | $1.4M | $1.5M | 0.3% |
| MACY'S INC 5.875% 3/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.3% |
| TI GROUP AUTOMOTIVE 3.75% 4/15/29 REGS CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.5M | 0.3% |
| LIGHTNING POWER 7.25% 8/15/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.5M | 0.3% |
| MATADOR RESOURCES CO 6.5% 4/15/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.3% |
| INTESA SANPOALO S.P.A 4.198% 6/1/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.5M | 0.3% |
| TRANSDIGM INC 6% 1/15/33 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.5M | $1.5M | 0.3% |
| FRONTIER FLORIDA LLC 6.86% 2/1/28 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.5M | 0.3% |
| NCL CORP LTD 7.75% 2/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.3% |
| ENDO PHARMACEUTICALS 1145 UNREST PVE COMMON STOCKS | — | — | $1.2M | $1.4M | 0.3% |
| HILTON HOTEL CORP 5.375% 5/1/25 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.3% |
| NOURISH BUYER I, INC. 2NDLN TL USD LOANS | — | — | $1.4M | $1.4M | 0.3% |
| TRANSDIGM INC 5.5% 11/15/27 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.4M | 0.3% |
| DAVITA INC 4.625% 6/1/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.4M | 0.3% |
| STADA (NIDDA HEALTHCARE) 5.625% 2/21/30 CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.4M | 0.3% |
| DEUTSCHE BANK 10% PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.4M | 0.3% |
| HELIX ENERGY SOLUTION 9.75 03/01/29 144 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.4M | 0.3% |
| CTEC II GMBH 5.25% 2/15/30 REGS CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.3M | 0.3% |
| ONEMAIN 4% 9/15/30 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| ALTICE FINCO 5.75% 8/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.4M | $1.3M | 0.3% |
| VALARIS 8.375% 4/30/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| MGM RESORTS INTL 6.5% 4/15/32 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| ONEMAIN 7.5% 05/15/2031 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| LLOYDS 8.5% '27 CALL PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.3M | 0.3% |
| EUROBANK SA 6.25% 4/25/34 REGS T2 CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| PLANET 1STLN TL EUR PIK LOANS | — | — | $1.3M | $1.3M | 0.3% |
| PETROLEOS MEXICANOS 6.7% 2/16/32 CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.3M | 0.3% |
| VODAFONE GROUP 4.125% 06/04/2081 HYBRID CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| DT MIDSTREAM INC 4.125% 6/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| SEADRILL LTD 8.375% 8/1/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.3M | $1.3M | 0.3% |
| FORD MOTOR CREDIT CO LLC 3.625% 6/17/31 CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.3M | 0.3% |
| ALLY FINANCIAL INC 4.7% PERP MAY 28 CALL CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| ROCKET SOFTWARE INC 9% 11/28/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| TENET HEALTHCARE CORP 6.75% 5/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| XPO LOGISTICS INC 7.125% 2/01/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.2M | $1.2M | 0.2% |
| DANA HOLDING CORP 4.5% 2/15/32 CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.2M | 0.2% |
| VIPER ENERGY PARTNERS LP 7.375% 11/1/31 CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.2M | 0.2% |
| ENCINO 8.5% 5/1/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.2% |
| DAVITA INC. 6.875% 9/01/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.2% |
| ANN & TALBOTS 1L INC TL USD LOANS | — | — | $1.0M | $1.1M | 0.2% |
| NRG ENERGY INC 3.625% 2/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.1M | 0.2% |
| BAWAG GROUP 7.25% '29 CALL PERP AT1 CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.2% |
| PETROLEOS MEXICANOS 6.625% 6/15/35 CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.1M | 0.2% |
| LIBERTY MUTUAL 4.3% 2/1/61 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.2% |
| MPT OPER PARTNERSP/FINL 4.625% 8/1/29 CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.1M | 0.2% |
| FORD MOTOR CREDIT CO LLC 5.125% 6/16/25 CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.1M | 0.2% |
| ZOOM INFO 3.875% 2/1/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $946K | $1.0M | 0.2% |
| AVIENT CORP 7.125% 8/1/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.2% |
| IHO VERWALTUNGS GMBH 7.75% 11/15/30 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.2% |
| PUERTO RICO ELEC 5.25% 7/1/23 QXN7 OTHER INVESTMENTS | — | — | $1.1M | $1.0M | 0.2% |
| DIVERSIFIED HEALTHCARE 4.375% 3/1/31 CORPORATE DEBT INSTRUMENTS | — | — | $1.1M | $1.0M | 0.2% |
| RAISING CANE'S 9.375% 5/1/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $957K | $1.0M | 0.2% |
| CAPITAL ONE FINANCIAL 4.985% 7/24/26 CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.2% |
| BOYD GAMING CORP 4.75% 6/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.2% |
| ELASTIC NV 4.125% 7/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $977K | $1.0M | 0.2% |
| JERROLD FINCO PLC 7.875% 4/15/30 REGS CORPORATE DEBT INSTRUMENTS | — | — | $1.0M | $1.0M | 0.2% |
| WR GRACE & CO 5.625% 8/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $924K | $994K | 0.2% |
| ALLIANCE RESOURCE 8.625% 6/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $934K | $981K | 0.2% |
| ENLINK MID PART/FIN COR 5.6% 4/1/44 CORPORATE DEBT INSTRUMENTS | — | — | $861K | $955K | 0.2% |
| SOFTBANK GROUP CORP 4.5% 4/20/25 REGS CORPORATE DEBT INSTRUMENTS | — | — | $995K | $949K | 0.2% |
| CHARTER COMM 5.375% 4/1/38 CORPORATE DEBT INSTRUMENTS | — | — | $937K | $938K | 0.2% |
| ENDURANCE 1ST LIEN TL LOANS | — | — | $998K | $927K | 0.2% |
| PENN NATIONAL GAMING 4.125% 7/1/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $827K | $915K | 0.2% |
| LIBERTY INTERACTIVE 3.75% 2/15/30 CORPORATE DEBT INSTRUMENTS | — | — | $2.1M | $910K | 0.2% |
| POST HOLDING, INC 5.5% 12/31/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $878K | $896K | 0.2% |
| AXIOM 1STLN TL USD LOANS | — | — | $885K | $892K | 0.2% |
| BORR DRILLING 10% 11/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $943K | $891K | 0.2% |
| ENLINK MID PART/FIN COR 5.45% 6/1/47 CORPORATE DEBT INSTRUMENTS | — | — | $775K | $884K | 0.2% |
| SPAUL 4X CRRR LOANS | — | — | $932K | $883K | 0.2% |
| BAUSCH HEALTH 6.25% 2/15/29 144 CORPORATE DEBT INSTRUMENTS | — | — | $845K | $864K | 0.2% |
| LEVEL 3 FINANCING INC 11% 11/15/29 144A CORPORATE DEBT INSTRUMENTS | — | — | $805K | $858K | 0.2% |
| MATADOR RESOURCES CO 6.25% 4/15/33 144A CORPORATE DEBT INSTRUMENTS | — | — | $864K | $849K | 0.2% |
| FORWARD AIR 9.5% 10/15/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $829K | $840K | 0.2% |
| PERSEVERANZA SPV 7% 7/26/35 B NEW CORPORATE DEBT INSTRUMENTS | — | — | $956K | $834K | 0.2% |
| QUORUM HEALTH CORPORATION PVE COMMON STOCKS | — | — | $3.8M | $831K | 0.2% |
| UBER TECHNOLOGIES 6.25% 1/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $832K | $831K | 0.2% |
| BUCKEYE PARTNERS LP 5.6% 10/15/44 CORPORATE DEBT INSTRUMENTS | — | — | $721K | $829K | 0.2% |
| MPT OPER PARTNERSP/FINL 3.5% 3/15/2031 CORPORATE DEBT INSTRUMENTS | — | — | $878K | $829K | 0.2% |
| LEVEL 3 FINANCING INC 3.875% 10/15/30 14 CORPORATE DEBT INSTRUMENTS | — | — | $683K | $828K | 0.2% |
| IHEART 4.75 1/15/28 144A CORPORATE DEBT INSTRUMENTS | — | — | $570K | $825K | 0.2% |
| BLUE RACER MID 7.25% 7/15/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $802K | $824K | 0.2% |
| VISTRA ENERGY 8% PERP 144A CORPORATE DEBT INSTRUMENTS | — | — | $766K | $813K | 0.2% |
| TEREX CORP 6.25% 10/15/32 144A CORPORATE DEBT INSTRUMENTS | — | — | $829K | $812K | 0.2% |
| OPEN TEXT 4.125% 12/1/31 144A CORPORATE DEBT INSTRUMENTS | — | — | $725K | $807K | 0.2% |
| KINDRED 2NDLN TL B LOANS | — | — | $785K | $796K | 0.2% |
