Page | |||||
Report of Independent Registered Public Accounting Firm | 1 | ||||
Financial Statements: | |||||
Statements of Net Assets Available for Benefits as of December 31, 2023 and 2022 | 3 | ||||
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2023 | 4 | ||||
Notes to Financial Statements | 5 | ||||
Supplemental Schedule: | |||||
Schedule H, Part IV, Line 4(i) – Schedule of Assets (Held at End of Year) as of December 31, 2023 | 11 |
December 31, | |||||||||||
2023 | 2022 | ||||||||||
ASSETS | |||||||||||
Investments at fair value (See Notes 3 and 4) | $ | 1,715,931 | $ | 1,573,914 | |||||||
Fully benefit-responsive investment contracts at contract value (See Note 4) | 282,746 | 339,691 | |||||||||
Total Investments | 1,998,677 | 1,913,605 | |||||||||
Notes receivable from participants | 61,046 | 66,043 | |||||||||
Participant contributions receivable | 1,858 | 1,709 | |||||||||
Employer contributions receivable | 857 | 801 | |||||||||
Dividends and interest receivable | — | 30 | |||||||||
Total Receivables | 63,761 | 68,583 | |||||||||
Total Assets | 2,062,438 | 1,982,188 | |||||||||
LIABILITIES | |||||||||||
Administrative expenses payable | 285 | 195 | |||||||||
Total Liabilities | 285 | 195 | |||||||||
Net Assets Available for Benefits | $ | 2,062,153 | $ | 1,981,993 | |||||||
See Notes to Financial Statements. |
Net Assets Available for Benefits, December 31, 2022 | $ | 1,981,993 | |||
Changes in Net Assets: | |||||
Contributions: | |||||
Participant contributions | 51,120 | ||||
Employer contributions | 22,949 | ||||
Rollover contributions | 45,582 | ||||
119,651 | |||||
Investment Income: | |||||
Net appreciation in fair value of investments | 253,442 | ||||
Dividends | 17,518 | ||||
Interest | 7,604 | ||||
278,564 | |||||
Interest income on notes receivable from participants | 3,791 | ||||
Distributions | (320,456) | ||||
Administrative expenses | (1,390) | ||||
Net Increase | 80,160 | ||||
Net Assets Available for Benefits, December 31, 2023 | $ | 2,062,153 | |||
See Notes to Financial Statements. |
• AT&T Shares Fund | • Global Equity Fund | ||||
• Bond Fund | • Mid and Small Cap Stock Fund | ||||
• Large Cap Stock Fund | • International Stock Fund | ||||
• Interest Income Fund | • Warner Bros. Discovery Stock Fund * | ||||
• AT&T Age-Based Asset Allocation Funds (based on retirement date)** |
Plan Assets at Fair Value as of December 31, 2023 | |||||||||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||||||||||
AT&T common stock | $ | 256,389 | $ | — | $ | — | $ | 256,389 | |||||||||||||||
Mutual funds or exchange-traded funds | 10,729 | — | — | 10,729 | |||||||||||||||||||
Total assets in fair value hierarchy | $ | 267,118 | $ | — | $ | — | $ | 267,118 | |||||||||||||||
Common/collective trusts measured at net asset value: | |||||||||||||||||||||||
Large cap U.S. stock index fund1 | 567,917 | ||||||||||||||||||||||
Mid and small cap U.S. stock index fund2 | 294,494 | ||||||||||||||||||||||
Bond index fund3 | 164,293 | ||||||||||||||||||||||
International stock index fund4 | 192,774 | ||||||||||||||||||||||
Global equity fund5 | 179,552 | ||||||||||||||||||||||
Asset allocation funds6 | 49,783 | ||||||||||||||||||||||
Total investments at fair value | $ | 1,715,931 | |||||||||||||||||||||
Plan Assets at Fair Value as of December 31, 2022 | |||||||||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||||||||||
AT&T common stock | $ | 291,520 | $ | — | $ | — | $ | 291,520 | |||||||||||||||
Warner Bros. Discovery common stock | 30,884 | — | — | 30,884 | |||||||||||||||||||
Mutual funds or exchange-traded funds | 5,923 | — | — | 5,923 | |||||||||||||||||||
Total assets in fair value hierarchy | $ | 328,327 | $ | — | $ | — | $ | 328,327 | |||||||||||||||
Common/collective trusts measured at net asset value: | |||||||||||||||||||||||
Large cap U.S. stock index fund1 | 490,781 | ||||||||||||||||||||||
Mid and small cap U.S. stock index fund2 | 262,574 | ||||||||||||||||||||||
Bond index fund3 | 162,917 | ||||||||||||||||||||||
International stock index fund4 | 173,717 | ||||||||||||||||||||||
Global equity fund5 | 155,598 | ||||||||||||||||||||||
Total investments at fair value | $ | 1,573,914 | |||||||||||||||||||||
2023 | 2022 | ||||||||||
Net Assets Available for Benefits per the financial statements | $ | 2,062,153 | $ | 1,981,993 | |||||||
Distributions payable to participants | (919) | (1,427) | |||||||||
Net Assets Available for Benefits per the Form 5500 | $ | 2,061,234 | $ | 1,980,566 | |||||||
2023 | |||||
Distributions to participants per the financial statements | $ | 320,456 | |||
Distributions payable to participants at December 31, 2022 | (1,427) | ||||
Distributions payable to participants at December 31, 2023 | 919 | ||||
Distributions to participants per the Form 5500 | $ | 319,948 |
Identity of Issue | Description of Investment | Current Value |
Common Stocks | ||||||||
* AT&T INC | 15,279,458 SHARES | $ | 256,389 | |||||
Mutual Funds or Exchange-Traded Funds | ||||||||
DREYFUS GOVERNMENT CASH MANAGEMENT FUND | REGISTERED INVESTMENT COMPANY: 10,729,133 UNITS | 10,729 | ||||||
Asset Allocation Funds | ||||||||
* ASSP RET FUND | US EQUITY FUNDS: 70,345 UNITS | 1,164 | ||||||
* ASSP FUND- 2005 | US EQUITY FUNDS: 40,613 UNITS | 734 | ||||||
* ASSP FUND- 2010 | US EQUITY FUNDS: 85,662 UNITS | 1,748 | ||||||
* ASSP FUND- 2015 | US EQUITY FUNDS: 147,785 UNITS | 3,171 | ||||||
* ASSP FUND- 2020 | US EQUITY FUNDS: 222,875 UNITS | 4,872 | ||||||
* ASSP FUND- 2025 | US EQUITY FUNDS: 261,874 UNITS | 6,159 | ||||||
* ASSP FUND- 2030 | US EQUITY FUNDS: 470,419 UNITS | 11,431 | ||||||
* ASSP FUND- 2035 | US EQUITY FUNDS: 459,693 UNITS | 12,347 | ||||||
* ASSP FUND- 2040 | US EQUITY FUNDS: 231,468 UNITS | 6,398 | ||||||
* ASSP FUND- 2045 | US EQUITY FUNDS: 46,848 UNITS | 1,306 | ||||||
* ASSP FUND- 2050 | US EQUITY FUNDS: 2,755 UNITS | 76 | ||||||
* ASSP FUND- 2055 | US EQUITY FUNDS: 3,013 UNITS | 88 | ||||||
* ASSP FUND- 2060 | US EQUITY FUNDS: 10,702 UNITS | 208 | ||||||
* ASSP FUND- 2065 | US EQUITY FUNDS: 8,251 UNITS | 81 | ||||||
Total Blended Equity & Debt Funds | 49,783 | |||||||
Large Cap U.S. Stock Index Fund | ||||||||
* BLACKROCK EQUITY INDEX FUND F | COMMON/COLLECTIVE TRUST FUND: 5,725,378 UNITS | 567,917 | ||||||
Mid and Small Cap U.S. Stock Index Fund | ||||||||
* BLACKROCK EXTENDED EQUITY MARKET FUND F | COMMON/COLLECTIVE TRUST FUND: 2,826,312 UNITS | 294,494 | ||||||
Bond Index Fund | ||||||||
* BLACKROCK GOVERNMENT/CREDIT BOND INDEX FUND F | COMMON/COLLECTIVE TRUST FUND: 5,257,686 UNITS | 164,293 | ||||||
International Stock Index Fund | ||||||||
* BLACKROCK EAFE EQUITY INDEX FUND F | COMMON/COLLECTIVE TRUST FUND: 3,450,532 UNITS | 192,774 | ||||||
Global Equity Fund | ||||||||
* BLACKROCK US EQUITY MARKET FUND F | COMMON/COLLECTIVE TRUST FUND: 4,810,337 UNITS | 179,552 |
Identity of Issue | Description of Investment | Current Value |
Interest Income Funds | ||||||||
COMMONWEALTH BANK OF AUST 144A | 1.125% 06/15/2026 DD 09/15/21 | 298 | ||||||
BANK OF MONTREAL | 5.300% 06/05/2026 DD 06/05/23 | 732 | ||||||
CANADIAN IMPERIAL BANK OF COMM | 0.950% 10/23/2025 DD 10/23/20 | 584 | ||||||
MASTER CREDIT CARD T 1A A 144A | 0.530% 11/21/2025 DD 06/15/21 | 613 | ||||||
ROYAL BANK OF CANADA | 1.400% 11/02/2026 DD 10/07/21 | 572 | ||||||
TORONTO-DOMINION BANK/THE | 1.150% 06/12/2025 DD 06/12/20 | 568 | ||||||
TORONTO-DOMINION BANK/THE | 3.766% 06/06/2025 DD 06/08/22 | 935 | ||||||
TORONTO-DOMINION BANK/THE | 4.108% 06/08/2027 DD 06/08/22 | 294 | ||||||
AGL CLO 5 LTD 5A A1R 144A | VAR RT 07/20/2034 DD 06/28/21 | 849 | ||||||
ANCHORAGE CAPITAL 20A A1 144A | VAR RT 01/20/2035 DD 11/10/21 | 999 | ||||||
ATLAS SENIOR LOAN 18A A1 144A | VAR RT 01/18/2035 DD 12/15/21 | 846 | ||||||
BAIN CAPITAL CREDI 3A A1R 144A | VAR RT 10/23/2034 DD 10/25/21 | 600 | ||||||
CIFC FUNDING 2018-II 3A A 144A | VAR RT 07/18/2031 DD 07/20/18 | 1,050 | ||||||
DRYDEN 76 CLO LTD 76A A1R 144A | VAR RT 10/20/2034 DD 11/18/21 | 1,300 | ||||||
HALSEYPOINT CLO 3 3A A1A 144A | VAR RT 11/30/2032 DD 11/24/20 | 600 | ||||||
LCM XXIII LTD 23A A1R 144A | VAR RT 10/20/2029 DD 02/26/20 | 229 | ||||||
MF1 2021-FL6 LTD FL6 A 144A | VAR RT 07/16/2036 DD 06/24/21 | 239 | ||||||
NASSAU 2018-II LTD IIA A 144A | VAR RT 10/15/2031 DD 11/20/18 | 447 | ||||||
NORTHWOODS CAPITAL 27A A1 144A | VAR RT 10/17/2034 DD 11/23/21 | 996 | ||||||
SOUND POINT CLO V-R 1RA A 144A | VAR RT 07/18/2031 DD 07/18/18 | 599 | ||||||
SOUND POINT CLO XX 3A A1A 144A | VAR RT 10/26/2031 DD 10/10/18 | 550 | ||||||
TIKEHAU US CLO I LT 1A A1 144A | VAR RT 01/18/2035 DD 12/23/21 | 748 | ||||||
TRINITAS CLO XVIII 18A A1 144A | VAR RT 01/20/2035 DD 12/17/21 | 1,218 | ||||||
NORDEA BANK ABP 144A | 1.500% 09/30/2026 DD 09/30/21 | 547 | ||||||
BNP PARIBAS SA 144A | VAR RT 06/09/2026 DD 06/09/20 | 191 | ||||||
SMBC AVIATION CAPITAL FIN 144A | 3.550% 04/15/2024 DD 04/15/19 | 596 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP | 2.801% 07/18/2024 DD 07/18/19 | 1,133 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP | 1.412% 07/17/2025 DD 07/17/20 | 283 | ||||||
SUMITOMO MITSUI FINANCIAL GROU | 2.696% 07/16/2024 DD 07/16/19 | 788 | ||||||
SUMITOMO MITSUI FINANCIAL GROU | 1.474% 07/08/2025 DD 07/08/20 | 189 | ||||||
SUMITOMO MITSUI TRUST BAN 144A | 1.050% 09/12/2025 DD 09/16/20 | 303 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP | VAR RT 07/19/2025 DD 07/20/21 | 585 | ||||||
ING GROEP NV | 3.950% 03/29/2027 DD 03/29/17 | 445 | ||||||
SIEMENS FINANCIERINGSMAAT 144A | 0.650% 03/11/2024 DD 03/11/21 | 421 | ||||||
ING GROEP NV 144A | VAR RT 07/01/2026 DD 07/01/20 | 659 | ||||||
WESTPAC NEW ZEALAND LTD 144A | 4.902% 02/15/2028 DD 02/15/23 | 220 | ||||||
PFIZER INVESTMENT ENTERPRISES | 4.450% 05/19/2028 DD 05/19/23 | 705 | ||||||
BANCO SANTANDER SA | 2.706% 06/27/2024 DD 06/27/19 | 395 | ||||||
INTERNATIONAL BANK FOR RECONST | 0.500% 10/28/2025 DD 10/28/20 | 1,091 | ||||||
CREDIT SUISSE AG/NEW YORK NY | 2.950% 04/09/2025 DD 04/09/20 | 412 | ||||||
CREDIT SUISSE AG/NEW YORK NY | 1.250% 08/07/2026 DD 08/09/21 | 590 | ||||||
UBS AG/LONDON 144A | 0.450% 02/09/2024 DD 02/09/21 | 199 |
Identity of Issue | Description of Investment | Current Value |
UBS GROUP AG 144A | VAR RT 01/30/2027 DD 07/30/20 | 504 | ||||||
CSL FINANCE PLC 144A | 3.850% 04/27/2027 DD 04/27/22 | 73 | ||||||
HSBC HOLDINGS PLC | VAR RT 04/18/2026 DD 08/18/20 | 761 | ||||||
COREBRIDGE GLOBAL FUNDING 144A | 0.900% 09/22/2025 DD 09/22/20 | 302 | ||||||
AMERICAN EXPRESS CREDIT AC 1 A | 4.870% 05/15/2028 DD 06/14/23 | 302 | ||||||
BA CREDIT CARD TRUST A2 A2 | 5.000% 04/15/2028 DD 11/23/22 | 302 | ||||||
BMW VEHICLE OWNER TRUST A A2A | 5.720% 04/27/2026 DD 07/18/23 | 200 | ||||||
BARCLAYS DRYROCK ISSUANCE 1 A | 4.720% 02/15/2029 DD 04/25/23 | 600 | ||||||
BERKSHIRE HATHAWAY ENERGY CO | 4.050% 04/15/2025 DD 10/15/20 | 247 | ||||||
BRISTOL-MYERS SQUIBB CO | 2.900% 07/26/2024 DD 01/26/20 | 315 | ||||||
BRISTOL-MYERS SQUIBB CO | 0.750% 11/13/2025 DD 11/13/20 | 233 | ||||||
CATERPILLAR FINANCIAL SERVICES | 1.450% 05/15/2025 DD 05/15/20 | 717 | ||||||
CATERPILLAR FINANCIAL SERVICES | 0.450% 05/17/2024 DD 05/17/21 | 270 | ||||||
CHEVRON CORP | 1.554% 05/11/2025 DD 05/11/20 | 767 | ||||||
CITIGROUP COMMERCIAL M GC25 A4 | 3.635% 10/10/2047 DD 10/01/14 | 441 | ||||||
CITIBANK NA | 3.650% 01/23/2024 DD 01/23/19 | 400 | ||||||
CITIBANK NA | 5.803% 09/29/2028 DD 09/29/23 | 648 | ||||||
WALT DISNEY CO/THE | 3.350% 03/24/2025 DD 03/23/20 | 637 | ||||||
EAST OHIO GAS CO/THE 144A | 1.300% 06/15/2025 DD 06/16/20 | 95 | ||||||
ECOLAB INC | 1.650% 02/01/2027 DD 12/15/21 | 299 | ||||||
EQUITABLE FINANCIAL LIFE 144A | 1.400% 07/07/2025 DD 07/07/20 | 402 | ||||||
EXXON MOBIL CORP | 2.992% 03/19/2025 DD 03/19/20 | 661 | ||||||
FHLMC POOL #A6-4440 | 6.000% 08/01/2037 DD 08/01/07 | 1 | ||||||
FHLMC POOL #A6-3809 | 6.000% 08/01/2037 DD 07/01/07 | 1 | ||||||
FHLMC POOL #A6-4142 | 6.000% 08/01/2037 DD 08/01/07 | 1 | ||||||
FHLMC POOL #A6-5518 | 6.000% 09/01/2037 DD 09/01/07 | 1 | ||||||
FHLMC POOL #A6-5652 | 6.000% 09/01/2037 DD 09/01/07 | 1 | ||||||
FHLMC POOL #A6-8998 | 6.000% 11/01/2037 DD 11/01/07 | 2 | ||||||
FHLMC POOL #A6-9830 | 6.000% 12/01/2037 DD 12/01/07 | 1 | ||||||
FHLMC POOL #A6-9654 | 6.000% 12/01/2037 DD 12/01/07 | 2 | ||||||
FHLMC POOL #A7-6472 | 6.000% 04/01/2038 DD 04/01/08 | 1 | ||||||
FHLMC POOL #A7-6476 | 6.000% 04/01/2038 DD 04/01/08 | 1 | ||||||
FHLMC POOL #G0-4170 | 6.000% 04/01/2038 DD 04/01/08 | 1 | ||||||
FHLMC POOL #G0-3330 | 6.000% 09/01/2037 DD 09/01/07 | 1 | ||||||
FHLMC POOL #G0-3349 | 6.000% 10/01/2037 DD 09/01/07 | 1 | ||||||
FHLMC POOL #G0-3551 | 6.000% 11/01/2037 DD 11/01/07 | 5 | ||||||
FHLMC POOL #G0-3581 | 6.000% 11/01/2037 DD 11/01/07 | 2 | ||||||
FHLMC POOL #G0-3616 | 6.000% 12/01/2037 DD 11/01/07 | 2 | ||||||
FHLMC POOL #G0-3646 | 6.000% 01/01/2038 DD 12/01/07 | 1 | ||||||
FHLMC POOL #G0-3698 | 6.000% 12/01/2037 DD 12/01/07 | 1 | ||||||
FHLMC POOL #G0-3721 | 6.000% 12/01/2037 DD 12/01/07 | 1 | ||||||
FHLMC POOL #G0-3776 | 6.000% 01/01/2038 DD 01/01/08 | 2 | ||||||
FHLMC POOL #G0-3781 | 6.000% 01/01/2038 DD 01/01/08 | 2 |
Identity of Issue | Description of Investment | Current Value |
FHLMC POOL #G0-3819 | 6.000% 01/01/2038 DD 01/01/08 | 1 | ||||||
FHLMC POOL #G0-3926 | 6.000% 02/01/2038 DD 02/01/08 | 1 | ||||||
FHLMC POOL #G0-3941 | 6.000% 02/01/2038 DD 02/01/08 | 2 | ||||||
FHLMC POOL #G0-4230 | 6.000% 04/01/2038 DD 04/01/08 | 1 | ||||||
FHLMC POOL #G0-4411 | 6.000% 06/01/2038 DD 06/01/08 | 3 | ||||||
FHLMC POOL #G0-4576 | 6.000% 09/01/2038 DD 08/01/08 | 3 | ||||||
FHLMC POOL #G0-4607 | 6.000% 09/01/2038 DD 08/01/08 | 1 | ||||||
FHLMC POOL #G0-4645 | 6.000% 07/01/2038 DD 08/01/08 | 3 | ||||||
FHLMC POOL #G0-4713 | 6.000% 10/01/2038 DD 09/01/08 | 2 | ||||||
FHLMC POOL #G0-4765 | 6.000% 09/01/2038 DD 09/01/08 | 2 | ||||||
FHLMC POOL #G0-5940 | 6.000% 04/01/2040 DD 07/01/10 | 1 | ||||||
FHLMC POOL #G0-5369 | 6.000% 03/01/2039 DD 03/01/09 | 1 | ||||||
FHLMC POOL #G0-6789 | 6.000% 05/01/2040 DD 10/01/11 | 2 | ||||||
FHLMC POOL #G0-6066 | 6.000% 05/01/2040 DD 10/01/10 | 2 | ||||||
FHLMC POOL #G0-6249 | 6.000% 05/01/2040 DD 02/01/11 | 1 | ||||||
FHLMC POOL #G0-6954 | 6.000% 05/01/2040 DD 04/01/12 | 2 | ||||||
FHLMC POOL #G0-7222 | 6.000% 04/01/2040 DD 11/01/12 | 2 | ||||||
FHLMC POOL #A8-1068 | 6.000% 08/01/2038 DD 08/01/08 | 1 | ||||||
FHLMC POOL #A8-2474 | 6.000% 10/01/2038 DD 10/01/08 | 1 | ||||||
FHLMC POOL #C0-3475 | 6.000% 04/01/2040 DD 04/01/10 | 1 | ||||||
FHLMC POOL #C0-3325 | 6.000% 02/01/2039 DD 02/01/09 | 1 | ||||||
FHLMC POOL #A8-5741 | 6.000% 04/01/2039 DD 04/01/09 | 1 | ||||||
FHLMC POOL #V8-0804 | 6.000% 01/01/2039 DD 11/01/13 | 3 | ||||||
FNMA GTD REMIC P/T 13-13 MA | 4.000% 01/25/2043 DD 02/01/13 | 122 | ||||||
FNMA GTD REMIC P/T 15-92 PA | 2.500% 12/25/2041 DD 11/01/15 | 62 | ||||||
FNMA GTD REMIC P/T 16-11 GA | 2.500% 03/25/2046 DD 02/01/16 | 321 | ||||||
FNMA GTD REMIC P/T 16-43 MA | 3.000% 10/25/2045 DD 06/01/16 | 239 | ||||||
FNMA GTD REMIC P/T 17-86 PA | 3.000% 06/25/2045 DD 10/01/17 | 251 | ||||||
FHLMC MULTICLASS MTG 4189 PA | 3.500% 11/15/2042 DD 04/01/13 | 71 | ||||||
FHLMC MULTICLASS MTG 4585 DA | 3.000% 06/15/2045 DD 05/01/16 | 241 | ||||||
FHLMC MULTICLASS MTG 4594 PA | 3.000% 11/15/2044 DD 06/01/16 | 174 | ||||||
FHLMC MULTICLASS MTG 4604 HA | 2.500% 05/15/2045 DD 08/01/16 | 166 | ||||||
FHLMC MULTICLASS MTG 4874 AT | 3.000% 09/15/2048 DD 03/01/19 | 113 | ||||||
FNMA POOL #0555678 | 5.000% 08/01/2033 DD 07/01/03 | 263 | ||||||
FNMA POOL #0725228 | 6.000% 03/01/2034 DD 02/01/04 | 178 | ||||||
FNMA POOL #0735676 | 5.000% 07/01/2035 DD 06/01/05 | 86 | ||||||
FNMA POOL #0BF0198 | 4.000% 11/01/2040 DD 01/01/18 | 216 | ||||||
FNMA POOL #0AB0130 | 5.000% 05/01/2038 DD 05/01/09 | 26 | ||||||
FLORIDA POWER & LIGHT CO | 2.850% 04/01/2025 DD 03/27/20 | 171 | ||||||
GNMA II POOL #0MA5332 | 5.000% 07/20/2048 DD 07/01/18 | 442 | ||||||
GNMA II POOL #0MA5530 | 5.000% 10/20/2048 DD 10/01/18 | 231 | ||||||
GNMA II POOL #0MA5596 | 4.500% 11/20/2048 DD 11/01/18 | 29 | ||||||
GNMA II POOL #0MA5711 | 4.500% 01/20/2049 DD 01/01/19 | 16 |
Identity of Issue | Description of Investment | Current Value |
GNMA II POOL #0MA5764 | 4.500% 02/20/2049 DD 02/01/19 | 64 | ||||||
GNMA II POOL #0MA5818 | 4.500% 03/20/2049 DD 03/01/19 | 86 | ||||||
GNMA II POOL #0MA5819 | 5.000% 03/20/2049 DD 03/01/19 | 20 | ||||||
GNMA II POOL #0MA5877 | 4.500% 04/20/2049 DD 04/01/19 | 126 | ||||||
GNMA II POOL #0MA5987 | 4.500% 06/20/2049 DD 06/01/19 | 44 | ||||||
GNMA II POOL #0MA5988 | 5.000% 06/20/2049 DD 06/01/19 | 661 | ||||||
GM FINANCIAL CONSUMER AU 3 A2A | 5.740% 09/16/2026 DD 07/19/23 | 301 | ||||||
GEORGIA-PACIFIC LLC 144A | 0.625% 05/15/2024 DD 11/19/20 | 319 | ||||||
GREAT-WEST LIFECO US FINA 144A | 0.904% 08/12/2025 DD 08/12/20 | 234 | ||||||
HERSHEY CO/THE | 2.050% 11/15/2024 DD 10/31/19 | 389 | ||||||
HONDA AUTO RECEIVABLES 20 2 A2 | 5.410% 04/15/2026 DD 05/30/23 | 500 | ||||||
HYUNDAI AUTO LEASE S A A4 144A | 1.320% 12/15/2025 DD 01/19/22 | 197 | ||||||
MARS INC 144A | 4.550% 04/20/2028 DD 04/20/23 | 654 | ||||||
MERCEDES-BENZ FINANCE NOR 144A | 5.200% 08/03/2026 DD 08/03/23 | 765 | ||||||
MERCEDES-BENZ AUTO LEASE B A3 | 0.400% 11/15/2024 DD 06/29/21 | 45 | ||||||
NESTLE HOLDINGS INC 144A | 0.375% 01/15/2024 DD 09/15/20 | 175 | ||||||
NORTHWESTERN MUTUAL GLOBA 144A | 1.750% 01/11/2027 DD 01/11/22 | 229 | ||||||
ONCOR ELECTRIC DELIVERY CO LLC | 0.550% 10/01/2025 DD 04/01/21 | 163 | ||||||
PNC FINANCIAL SERVICES GROUP I | 3.500% 01/23/2024 DD 01/23/19 | 156 | ||||||
PACIFIC LIFE GLOBAL FUNDI 144A | 1.375% 04/14/2026 DD 04/14/21 | 439 | ||||||
PRINCIPAL LIFE GLOBAL FUN 144A | 0.750% 04/12/2024 DD 04/12/21 | 345 | ||||||
RELIANCE STANDARD LIFE GL 144A | 1.512% 09/28/2026 DD 09/28/21 | 180 | ||||||
ROCHE HOLDINGS INC 144A | 5.265% 11/13/2026 DD 11/13/23 | 445 | ||||||
CHARLES SCHWAB CORP/THE | 0.750% 03/18/2024 DD 03/18/21 | 520 | ||||||
TOYOTA MOTOR CREDIT CORP | 3.950% 06/30/2025 DD 06/30/22 | 736 | ||||||
TRUIST BANK | 1.500% 03/10/2025 DD 03/09/20 | 311 | ||||||
UNITED PARCEL SERVICE INC | 3.900% 04/01/2025 DD 03/24/20 | 395 | ||||||
US BANCORP | 3.375% 02/05/2024 DD 02/04/19 | 1,671 | ||||||
U S TREASURY NOTE | 0.375% 09/30/2027 DD 09/30/20 | 2,897 | ||||||
U S TREASURY NOTE | 0.625% 11/30/2027 DD 11/30/20 | 9,765 | ||||||
U S TREASURY NOTE | 0.625% 12/31/2027 DD 12/31/20 | 3,397 | ||||||
U S TREASURY NOTE | 1.125% 02/29/2028 DD 02/28/21 | 7,605 | ||||||
U S TREASURY NOTE | 1.250% 11/30/2026 DD 11/30/21 | 10,902 | ||||||
U S TREASURY NOTE | 1.875% 02/28/2027 DD 02/28/22 | 8,057 | ||||||
U S TREASURY NOTE | 2.750% 04/30/2027 DD 04/30/22 | 3,263 | ||||||
U S TREASURY NOTE | 2.625% 05/31/2027 DD 05/31/22 | 9,309 | ||||||
U S TREASURY NOTE | 4.000% 02/28/2030 DD 02/28/23 | 11,902 | ||||||
U S TREASURY NOTE | 3.625% 03/31/2030 DD 03/31/23 | 3,450 | ||||||
WELLS FARGO & CO | 3.750% 01/24/2024 DD 01/24/19 | 623 | ||||||
WISCONSIN ELECTRIC POWER CO | 2.050% 12/15/2024 DD 12/10/19 | 291 | ||||||
BX TRUST 2021-ARIA ARIA A 144A | VAR RT 10/15/2036 DD 10/28/21 | 489 | ||||||
BANK OF AMERICA CORP | VAR RT 09/25/2025 DD 09/25/20 | 1,554 | ||||||
BANK OF AMERICA CORP | VAR RT 02/04/2025 DD 02/04/22 | 548 |
Identity of Issue | Description of Investment | Current Value |
BANK OF AMERICA CORP | VAR RT 04/25/2025 DD 04/27/22 | 581 | ||||||
BANK OF NEW YORK MELLON CORP/T | VAR RT 07/24/2026 DD 07/26/22 | 233 | ||||||
BANK OF NEW YORK MELLON CORP/T | VAR RT 04/26/2027 DD 04/26/23 | 460 | ||||||
CITIGROUP INC | VAR RT 11/03/2025 DD 11/03/21 | 601 | ||||||
FHLMC POOL #2B-0069 | VAR RT 12/01/2041 DD 12/01/11 | 18 | ||||||
FHLMC POOL #78-8657 | VAR RT 09/01/2031 DD 09/01/01 | 2 | ||||||
FHLMC POOL #84-9008 | VAR RT 06/01/2042 DD 03/01/13 | 34 | ||||||
FHLMC POOL #84-9539 | VAR RT 11/01/2044 DD 12/01/14 | 19 | ||||||
FHLMC POOL #84-9727 | VAR RT 05/01/2045 DD 05/01/15 | 113 | ||||||
FHLMC POOL #2B-6264 | VAR RT 06/01/2047 DD 06/01/17 | 70 | ||||||
FNMA POOL #0AK5677 | VAR RT 02/01/2042 DD 02/01/12 | 7 | ||||||
FNMA POOL #0AL1674 | VAR RT 05/01/2042 DD 05/01/12 | 9 | ||||||
FNMA POOL #0AL2492 | VAR RT 10/01/2042 DD 09/01/12 | 40 | ||||||
FNMA GTD REMIC P/T 02-W11 AF6 | VAR RT 11/25/2032 DD 09/01/02 | 1 | ||||||
FNMA GTD REMIC P/T 03-W10 2A | VAR RT 06/25/2043 DD 06/01/03 | 53 | ||||||
FNMA GTD REMIC P/T 04-T4 A9 | VAR RT 08/25/2034 DD 07/01/04 | 3 | ||||||
FNMA POOL #0686026 | VAR RT 04/01/2033 DD 04/01/03 | 18 | ||||||
FNMA POOL #0756359 | VAR RT 12/01/2033 DD 12/01/03 | 27 | ||||||
FNMA POOL #0BM1523 | VAR RT 07/01/2047 DD 07/01/17 | 119 | ||||||
JPMORGAN CHASE & CO | VAR RT 04/22/2026 DD 04/22/20 | 2,110 | ||||||
JPMORGAN CHASE & CO | VAR RT 02/16/2025 DD 02/16/21 | 149 | ||||||
JPMORGAN CHASE & CO | VAR RT 06/14/2025 DD 06/14/22 | 436 | ||||||
MORGAN STANLEY | VAR RT 10/21/2025 DD 10/21/20 | 1,596 | ||||||
MORGAN STANLEY | VAR RT 05/30/2025 DD 06/01/21 | 733 | ||||||
MORGAN STANLEY | VAR RT 07/17/2026 DD 07/20/22 | 228 | ||||||
SLC STUDENT LOAN TRUST 201 1 A | VAR RT 11/25/2042 DD 07/06/10 | 22 | ||||||
MACQUARIE BANK LTD 144A | 2.300% 01/22/2025 DD 01/22/20 | 388 | ||||||
MACQUARIE GROUP LTD 144A | VAR RT 01/12/2027 DD 01/12/21 | 138 | ||||||
MASTER CREDIT CARD T 1A A 144A | 0.530% 11/21/2025 DD 06/15/21 | 735 | ||||||
TORONTO-DOMINION BANK/THE | 4.456% 06/08/2032 DD 06/08/22 | 243 | ||||||
AGL CLO 5 LTD 5A A1R 144A | VAR RT 07/20/2034 DD 06/28/21 | 899 | ||||||
ANCHORAGE CAPITAL 20A A1 144A | VAR RT 01/20/2035 DD 11/10/21 | 1,099 | ||||||
BAIN CAPITAL CREDI 3A A1R 144A | VAR RT 10/23/2034 DD 10/25/21 | 750 | ||||||
CIFC FUNDING 2018-II 3A A 144A | VAR RT 07/18/2031 DD 07/20/18 | 1,050 | ||||||
ELMWOOD CLO IV LTD 1A A 144A | VAR RT 04/15/2033 DD 03/26/20 | 1,100 | ||||||
HALSEYPOINT CLO 3 3A A1A 144A | VAR RT 11/30/2032 DD 11/24/20 | 550 | ||||||
NASSAU 2018-II LTD IIA A 144A | VAR RT 10/15/2031 DD 11/20/18 | 447 | ||||||
NORTHWOODS CAPITAL 27A A1 144A | VAR RT 10/17/2034 DD 11/23/21 | 1,195 | ||||||
PARALLEL 2017-1 LT 1A A1R 144A | VAR RT 07/20/2029 DD 02/12/20 | 265 | ||||||
SOUND POINT CLO V-R 1RA A 144A | VAR RT 07/18/2031 DD 07/18/18 | 599 | ||||||
SOUND POINT CLO XX 3A A1A 144A | VAR RT 10/26/2031 DD 10/10/18 | 600 | ||||||
TRINITAS CLO XVIII 18A A1 144A | VAR RT 01/20/2035 DD 12/17/21 | 1,069 | ||||||
VENTURE 39 CLO LTD 39A A1 144A | VAR RT 04/15/2033 DD 03/30/20 | 844 |
Identity of Issue | Description of Investment | Current Value |
TOTALENERGIES CAPITAL INTERNAT | 2.829% 01/10/2030 DD 07/10/19 | 414 | ||||||
BNP PARIBAS SA 144A | VAR RT 01/13/2027 DD 01/13/21 | 254 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP | 3.850% 03/01/2026 DD 03/01/16 | 391 | ||||||
COOPERATIEVE RABOBANK UA/NY | 3.375% 05/21/2025 DD 05/21/15 | 392 | ||||||
SHELL INTERNATIONAL FINANCE BV | 3.875% 11/13/2028 DD 11/13/18 | 886 | ||||||
ING GROEP NV 144A | VAR RT 07/01/2026 DD 07/01/20 | 353 | ||||||
EQUINOR ASA | 2.375% 05/22/2030 DD 05/22/20 | 112 | ||||||
CREDIT SUISSE AG/NEW YORK NY | 3.625% 09/09/2024 DD 09/09/14 | 789 | ||||||
UBS GROUP AG 144A | VAR RT 02/11/2033 DD 01/11/22 | 164 | ||||||
CSL FINANCE PLC 144A | 3.850% 04/27/2027 DD 04/27/22 | 24 | ||||||
CSL FINANCE PLC 144A | 4.250% 04/27/2032 DD 04/27/22 | 122 | ||||||
PRUDENTIAL FUNDING ASIA PLC | 3.125% 04/14/2030 DD 04/14/20 | 68 | ||||||
HSBC HOLDINGS PLC | VAR RT 04/18/2026 DD 08/18/20 | 452 | ||||||
STANDARD CHARTERED PLC 144A | VAR RT 01/12/2025 DD 01/14/21 | 449 | ||||||
ADOBE INC | 2.150% 02/01/2027 DD 02/03/20 | 188 | ||||||
ADOBE INC | 2.300% 02/01/2030 DD 02/03/20 | 269 | ||||||
AIR PRODUCTS AND CHEMICALS INC | 1.850% 05/15/2027 DD 04/30/20 | 115 | ||||||
AIR PRODUCTS AND CHEMICALS INC | 2.050% 05/15/2030 DD 04/30/20 | 66 | ||||||
ALPHABET INC | 1.100% 08/15/2030 DD 08/05/20 | 622 | ||||||
AMAZON.COM INC | 3.150% 08/22/2027 DD 02/22/18 | 649 | ||||||
AMERICAN EXPRESS CO | 4.200% 11/06/2025 DD 11/06/18 | 395 | ||||||
AMERICAN EXPRESS CO | 2.250% 03/04/2025 DD 03/04/22 | 242 | ||||||
APPLE INC | 2.450% 08/04/2026 DD 08/04/16 | 858 | ||||||
APPLIED MATERIALS INC | 1.750% 06/01/2030 DD 05/29/20 | 192 | ||||||
ARCHER-DANIELS-MIDLAND CO | 3.250% 03/27/2030 DD 03/27/20 | 70 | ||||||
ARCHER-DANIELS-MIDLAND CO | 2.900% 03/01/2032 DD 02/28/22 | 134 | ||||||
ARIZONA PUBLIC SERVICE CO | 2.950% 09/15/2027 DD 09/11/17 | 175 | ||||||
AUTOMATIC DATA PROCESSING INC | 3.375% 09/15/2025 DD 09/15/15 | 93 | ||||||
BMW VEHICLE OWNER TRUST A A2A | 5.720% 04/27/2026 DD 07/18/23 | 200 | ||||||
BAKER HUGHES HOLDINGS LLC / BA | 3.337% 12/15/2027 DD 12/11/17 | 296 | ||||||
BANK OF AMERICA CORP | 3.248% 10/21/2027 DD 10/21/16 | 381 | ||||||
BANK OF AMERICA AUT 2A A2 144A | 5.850% 08/17/2026 DD 11/21/23 | 251 | ||||||
BANK 2019-BNK21 BN21 A5 | 2.851% 10/17/2052 DD 10/01/19 | 660 | ||||||
BANK 2020-BNK29 BN29 A4 | 1.997% 11/15/2053 DD 11/01/20 | 275 | ||||||
BANK 2020-BNK30 BN30 A4 | 1.925% 12/15/2053 DD 12/01/20 | 160 | ||||||
BANK 2021-BNK32 BN32 A5 | 2.643% 04/15/2054 DD 03/01/21 | 300 | ||||||
TRUIST BANK | 3.625% 09/16/2025 DD 09/16/15 | 744 | ||||||
BENCHMARK 2021-B31 MORT B31 A5 | 2.669% 12/15/2054 DD 12/01/21 | 211 | ||||||
BERKSHIRE HATHAWAY ENERGY CO | 3.700% 07/15/2030 DD 01/15/21 | 166 | ||||||
BERKSHIRE HATHAWAY FINANCE COR | 1.850% 03/12/2030 DD 03/12/20 | 218 | ||||||
BP CAPITAL MARKETS AMERICA INC | 4.234% 11/06/2028 DD 11/06/18 | 174 | ||||||
BRISTOL-MYERS SQUIBB CO | 2.950% 03/15/2032 DD 03/02/22 | 89 | ||||||
CAMDEN PROPERTY TRUST | 2.800% 05/15/2030 DD 04/20/20 | 201 |
Identity of Issue | Description of Investment | Current Value |
CAPITAL ONE MULTI-ASSET A3 A3 | 1.040% 11/16/2026 DD 11/30/21 | 675 | ||||||
CENTERPOINT ENERGY TRANSI 1 A3 | 3.028% 10/15/2025 DD 01/19/12 | 185 | ||||||
CITIGROUP INC | 3.400% 05/01/2026 DD 05/02/16 | 772 | ||||||
COLGATE-PALMOLIVE CO | 3.250% 08/15/2032 DD 08/09/22 | 186 | ||||||
COMCAST CORP | 3.300% 02/01/2027 DD 01/10/17 | 26 | ||||||
COMCAST CORP | 3.150% 02/15/2028 DD 08/07/17 | 48 | ||||||
COMCAST CORP | 3.950% 10/15/2025 DD 10/05/18 | 197 | ||||||
COMCAST CORP | 4.150% 10/15/2028 DD 10/05/18 | 370 | ||||||
COMCAST CORP | 2.650% 02/01/2030 DD 11/05/19 | 361 | ||||||
COSTCO WHOLESALE CORP | 1.375% 06/20/2027 DD 04/20/20 | 204 | ||||||
COSTCO WHOLESALE CORP | 1.600% 04/20/2030 DD 04/20/20 | 300 | ||||||
DEERE & CO | 3.100% 04/15/2030 DD 03/30/20 | 139 | ||||||
JOHN DEERE CAPITAL CORP | 1.750% 03/09/2027 DD 03/09/20 | 207 | ||||||
WALT DISNEY CO/THE | 3.800% 03/22/2030 DD 03/23/20 | 146 | ||||||
DUKE ENERGY CAROLINAS LLC | 3.950% 11/15/2028 DD 11/08/18 | 197 | ||||||
EAST OHIO GAS CO/THE 144A | 1.300% 06/15/2025 DD 06/16/20 | 71 | ||||||
EAST OHIO GAS CO/THE 144A | 2.000% 06/15/2030 DD 06/16/20 | 62 | ||||||
META PLATFORMS INC | 3.500% 08/15/2027 DD 08/09/22 | 414 | ||||||
META PLATFORMS INC | 3.850% 08/15/2032 DD 08/09/22 | 335 | ||||||
FHLMC POOL #G0-8079 | 5.000% 09/01/2035 DD 09/01/05 | 66 | ||||||
FHLMC POOL #SD-0294 | 4.500% 03/01/2050 DD 03/01/20 | 823 | ||||||
FHLMC POOL #SD-0295 | 3.000% 02/01/2049 DD 03/01/20 | 776 | ||||||
FHLMC POOL #SD-0296 | 4.000% 03/01/2050 DD 03/01/20 | 1,176 | ||||||
FHLMC POOL #SD-1403 | 2.000% 01/01/2052 DD 07/01/22 | 4,256 | ||||||
FHLMC POOL #SD-7531 | 3.000% 12/01/2050 DD 11/01/20 | 553 | ||||||
FHLMC POOL #SD-7540 | 2.500% 05/01/2051 DD 04/01/21 | 1,528 | ||||||
FHLMC POOL #SD-7563 | 4.500% 05/01/2053 DD 05/01/23 | 960 | ||||||
FHLMC POOL #SD-8146 | 2.000% 05/01/2051 DD 04/01/21 | 774 | ||||||
FHLMC POOL #Q0-4439 | 3.500% 11/01/2041 DD 10/01/11 | 13 | ||||||
FHLMC POOL #U9-0065 | 3.500% 08/01/2042 DD 08/01/12 | 66 | ||||||
FHLMC POOL #U9-5026 | 3.500% 07/01/2042 DD 07/01/12 | 61 | ||||||
FHLMC POOL #G6-7700 | 3.500% 08/01/2046 DD 08/01/16 | 602 | ||||||
FHLMC POOL #G6-7713 | 4.000% 06/01/2048 DD 05/01/18 | 657 | ||||||
FHLMC POOL #RA-1411 | 3.000% 09/01/2049 DD 09/01/19 | 508 | ||||||
FHLMC POOL #RA-5276 | 2.500% 05/01/2051 DD 05/01/21 | 2,277 | ||||||
FHLMC POOL #RA-5801 | 2.500% 09/01/2051 DD 08/01/21 | 711 | ||||||
FHLMC POOL #RA-5853 | 2.500% 09/01/2051 DD 08/01/21 | 719 | ||||||
FHLMC POOL #RA-8213 | 6.000% 11/01/2052 DD 11/01/22 | 364 | ||||||
FHLMC POOL #RA-8417 | 6.000% 01/01/2053 DD 01/01/23 | 960 | ||||||
FNMA GTD REMIC P/T 13-13 MA | 4.000% 01/25/2043 DD 02/01/13 | 93 | ||||||
FNMA GTD REMIC P/T 15-92 PA | 2.500% 12/25/2041 DD 11/01/15 | 67 | ||||||
FNMA GTD REMIC P/T 16-M7 A2 | 2.499% 09/25/2026 DD 07/01/16 | 286 | ||||||
FNMA GTD REMIC P/T 16-43 MA | 3.000% 10/25/2045 DD 06/01/16 | 322 |
Identity of Issue | Description of Investment | Current Value |
FHLMC MULTICLASS MTG 4570 PA | 3.000% 03/15/2044 DD 04/01/16 | 222 | ||||||
FHLMC MULTICLASS MTG 4585 DA | 3.000% 06/15/2045 DD 05/01/16 | 387 | ||||||
FHLMC MULTICLASS MTG 4594 PA | 3.000% 11/15/2044 DD 06/01/16 | 193 | ||||||
FHLMC MULTICLASS MTG 4604 HA | 2.500% 05/15/2045 DD 08/01/16 | 185 | ||||||
FHLMC MULTICLASS MTG K127 A2 | 2.108% 01/25/2031 DD 03/01/21 | 711 | ||||||
FNMA POOL #0AI8618 | 4.000% 12/01/2041 DD 12/01/11 | 174 | ||||||
FNMA POOL #0AJ3107 | 4.000% 01/01/2042 DD 01/01/12 | 78 | ||||||
FNMA POOL #0AJ4050 | 4.000% 10/01/2041 DD 10/01/11 | 94 | ||||||
FNMA POOL #0AL7232 | 3.500% 09/01/2045 DD 08/01/15 | 177 | ||||||
FNMA POOL #0AL7495 | 3.500% 10/01/2045 DD 10/01/15 | 123 | ||||||
FNMA POOL #0AL7910 | 3.500% 02/01/2045 DD 12/01/15 | 232 | ||||||
FNMA POOL #0AL7951 | 3.500% 01/01/2046 DD 01/01/16 | 131 | ||||||
FNMA POOL #0AQ0817 | 3.500% 12/01/2042 DD 12/01/12 | 474 | ||||||
FNMA POOL #0AR8305 | 3.500% 05/01/2043 DD 05/01/13 | 813 | ||||||
FNMA POOL #0AS6188 | 3.500% 11/01/2045 DD 10/01/15 | 160 | ||||||
FNMA POOL #0AT8390 | 3.500% 06/01/2043 DD 06/01/13 | 639 | ||||||
FNMA POOL #0AX3358 | 3.500% 11/01/2045 DD 11/01/15 | 5 | ||||||
FNMA POOL #0AX6373 | 3.500% 02/01/2045 DD 02/01/15 | 4 | ||||||
FNMA POOL #0AX7714 | 3.500% 02/01/2045 DD 02/01/15 | 5 | ||||||
FNMA POOL #0AY2930 | 3.500% 04/01/2045 DD 04/01/15 | 3 | ||||||
FNMA POOL #0AY4450 | 3.500% 02/01/2045 DD 02/01/15 | 5 | ||||||
FNMA POOL #0AY4203 | 3.500% 05/01/2045 DD 05/01/15 | 29 | ||||||
FNMA POOL #0AY4781 | 3.500% 03/01/2045 DD 03/01/15 | 3 | ||||||
FNMA POOL #0AY6303 | 3.500% 02/01/2045 DD 03/01/15 | 18 | ||||||
FNMA POOL #0AZ0054 | 3.500% 07/01/2045 DD 07/01/15 | 3 | ||||||
FNMA POOL #0AZ1223 | 3.500% 06/01/2045 DD 06/01/15 | 8 | ||||||
FNMA POOL #0AZ1367 | 3.500% 05/01/2045 DD 05/01/15 | 3 | ||||||
FNMA POOL #0AZ2604 | 3.500% 08/01/2045 DD 08/01/15 | 2 | ||||||
FNMA POOL #0AZ2619 | 3.500% 08/01/2045 DD 08/01/15 | 3 | ||||||
FNMA POOL #0AZ2637 | 3.500% 09/01/2045 DD 09/01/15 | 8 | ||||||
FNMA POOL #0AZ2665 | 3.500% 10/01/2045 DD 10/01/15 | 11 | ||||||
FNMA POOL #0AZ2709 | 3.500% 06/01/2045 DD 06/01/15 | 3 | ||||||
FNMA POOL #0AZ5196 | 3.500% 08/01/2045 DD 08/01/15 | 2 | ||||||
FNMA GTD REMIC P/T 04-W1 2A2 | 7.000% 12/25/2033 DD 01/01/04 | 103 | ||||||
FNMA POOL #0AZ8683 | 3.500% 01/01/2046 DD 01/01/16 | 5 | ||||||
FNMA POOL #0BA3553 | 3.500% 11/01/2045 DD 11/01/15 | 4 | ||||||
FNMA POOL #0BA2899 | 3.500% 11/01/2045 DD 11/01/15 | 14 | ||||||
FNMA POOL #0BA2978 | 3.500% 11/01/2045 DD 11/01/15 | 2 | ||||||
FNMA POOL #0BA3084 | 3.500% 12/01/2045 DD 12/01/15 | 4 | ||||||
FNMA POOL #0BA5324 | 3.500% 11/01/2045 DD 11/01/15 | 6 | ||||||
FNMA POOL #0BA4700 | 3.500% 11/01/2045 DD 11/01/15 | 4 | ||||||
FNMA POOL #0BC3481 | 3.500% 02/01/2046 DD 02/01/16 | 5 | ||||||
FNMA POOL #0BM4343 | 4.500% 05/01/2048 DD 07/01/18 | 822 |
Identity of Issue | Description of Investment | Current Value |
FNMA POOL #0BM5538 | 5.000% 11/01/2048 DD 02/01/19 | 419 | ||||||
FNMA POOL #0CA2156 | 4.000% 08/01/2048 DD 07/01/18 | 166 | ||||||
FNMA POOL #0CA4756 | 3.000% 12/01/2049 DD 11/01/19 | 519 | ||||||
FNMA POOL #0CA6988 | 2.500% 09/01/2050 DD 08/01/20 | 1,532 | ||||||
FNMA POOL #0CB4307 | 5.000% 08/01/2052 DD 07/01/22 | 886 | ||||||
FNMA POOL #0CB6080 | 5.500% 04/01/2053 DD 03/01/23 | 925 | ||||||
FNMA POOL #0FM1389 | 4.500% 06/01/2049 DD 08/01/19 | 465 | ||||||
FNMA POOL #0FM2984 | 4.000% 08/01/2045 DD 04/01/20 | 523 | ||||||
FNMA POOL #0FM2985 | 4.000% 12/01/2044 DD 04/01/20 | 259 | ||||||
FNMA POOL #0FM8691 | 2.500% 09/01/2051 DD 08/01/21 | 726 | ||||||
FNMA POOL #0FS2433 | 5.000% 07/01/2052 DD 07/01/22 | 904 | ||||||
FNMA POOL #0AB2775 | 4.500% 04/01/2041 DD 03/01/11 | 116 | ||||||
FNMA POOL #0MA0878 | 4.000% 10/01/2031 DD 09/01/11 | 117 | ||||||
FNMA POOL #0MA4465 | 2.000% 10/01/2051 DD 10/01/21 | 287 | ||||||
FNMA POOL #0MA4158 | 2.000% 10/01/2050 DD 09/01/20 | 1,568 | ||||||
FNMA POOL #0MA4182 | 2.000% 11/01/2050 DD 10/01/20 | 1,568 | ||||||
FIFTH THIRD BANK NA | 2.250% 02/01/2027 DD 01/31/20 | 393 | ||||||
FORD CREDIT AUTO OWNER T C A2A | 5.680% 09/15/2026 DD 11/21/23 | 452 | ||||||
GNMA II POOL #0MA1601 | 4.000% 01/20/2044 DD 01/01/14 | 452 | ||||||
GNMA II POOL #0MA2679 | 4.000% 03/20/2045 DD 03/01/15 | 684 | ||||||
GNMA II POOL #0MA2149 | 4.000% 08/20/2044 DD 08/01/14 | 584 | ||||||
GNMA II POOL #0MA2304 | 4.000% 10/20/2044 DD 10/01/14 | 23 | ||||||
GNMA II POOL #0MA2755 | 4.000% 04/20/2045 DD 04/01/15 | 24 | ||||||
GNMA II POOL #0MA2893 | 4.000% 06/20/2045 DD 06/01/15 | 373 | ||||||
GNMA II POOL #0MA3106 | 4.000% 09/20/2045 DD 09/01/15 | 519 | ||||||
GNMA II POOL #0MA3311 | 4.000% 12/20/2045 DD 12/01/15 | 38 | ||||||
GNMA II POOL #0MA3377 | 4.000% 01/20/2046 DD 01/01/16 | 150 | ||||||
GNMA II POOL #0MA4382 | 3.500% 04/20/2047 DD 04/01/17 | 611 | ||||||
GNMA II POOL #0MA5400 | 5.000% 08/20/2048 DD 08/01/18 | 60 | ||||||
GNMA II POOL #0MA4900 | 3.500% 12/20/2047 DD 12/01/17 | 415 | ||||||
GNMA II POOL #0MA5080 | 5.000% 03/20/2048 DD 03/01/18 | 352 | ||||||
GNMA II POOL #0MA5193 | 4.500% 05/20/2048 DD 05/01/18 | 164 | ||||||
GNMA II POOL #0MA6221 | 4.500% 10/20/2049 DD 10/01/19 | 202 | ||||||
GNMA II POOL #0MA5467 | 4.500% 09/20/2048 DD 09/01/18 | 540 | ||||||
GNMA II POOL #0MA5597 | 5.000% 11/20/2048 DD 11/01/18 | 430 | ||||||
GNMA II POOL #0MA5653 | 5.000% 12/20/2048 DD 12/01/18 | 148 | ||||||
GNMA II POOL #0MA5711 | 4.500% 01/20/2049 DD 01/01/19 | 1,037 | ||||||
GNMA II POOL #0MA5712 | 5.000% 01/20/2049 DD 01/01/19 | 462 | ||||||
GNMA II POOL #0MA5818 | 4.500% 03/20/2049 DD 03/01/19 | 44 | ||||||
GNMA II POOL #0MA5819 | 5.000% 03/20/2049 DD 03/01/19 | 194 | ||||||
GNMA II POOL #0MA7137 | 3.000% 01/20/2051 DD 01/01/21 | 292 | ||||||
GNMA II POOL #0MA6541 | 3.000% 03/20/2050 DD 03/01/20 | 375 | ||||||
GNMA II POOL #0MA7768 | 3.000% 12/20/2051 DD 12/01/21 | 1,515 |
Identity of Issue | Description of Investment | Current Value |
GNMA II POOL #0MA8268 | 4.500% 09/20/2052 DD 09/01/22 | 919 | ||||||
GNMA II POOL #0MA8347 | 4.500% 10/20/2052 DD 10/01/22 | 2,758 | ||||||
GNMA II POOL #0MA8644 | 3.500% 02/20/2053 DD 02/01/23 | 877 | ||||||
GNMA II POOL #0005280 | 4.000% 01/20/2042 DD 01/01/12 | 116 | ||||||
GNMA II POOL #0004802 | 5.000% 09/20/2040 DD 09/01/10 | 152 | ||||||
GNMA II POOL #0785831 | 2.500% 01/20/2052 DD 01/01/22 | 833 | ||||||
GM FINANCIAL CONSUMER AU 3 A2A | 5.740% 09/16/2026 DD 07/19/23 | 301 | ||||||
GNMA GTD REMIC P/T 21-135 A | 2.000% 08/20/2051 DD 08/01/21 | 893 | ||||||
HOME DEPOT INC/THE | 3.900% 12/06/2028 DD 12/06/18 | 172 | ||||||
INTERCONTINENTAL EXCHANGE INC | 4.350% 06/15/2029 DD 05/23/22 | 329 | ||||||
INTUIT INC | 1.350% 07/15/2027 DD 06/29/20 | 135 | ||||||
INTUIT INC | 1.650% 07/15/2030 DD 06/29/20 | 84 | ||||||
KIMBERLY-CLARK CORP | 3.100% 03/26/2030 DD 03/26/20 | 47 | ||||||
LAM RESEARCH CORP | 3.750% 03/15/2026 DD 03/04/19 | 516 | ||||||
ELI LILLY & CO | 3.375% 03/15/2029 DD 02/22/19 | 117 | ||||||
LOCKHEED MARTIN CORP | 5.250% 01/15/2033 DD 10/24/22 | 239 | ||||||
MARS INC 144A | 3.200% 04/01/2030 DD 03/29/19 | 139 | ||||||
MARSH & MCLENNAN COS INC | 2.250% 11/15/2030 DD 05/07/20 | 345 | ||||||
MASTERCARD INC | 3.300% 03/26/2027 DD 03/26/20 | 170 | ||||||
MICROSOFT CORP | 3.125% 11/03/2025 DD 11/03/15 | 361 | ||||||
MIDAMERICAN ENERGY CO | 3.650% 04/15/2029 DD 01/09/19 | 191 | ||||||
MORGAN STANLEY CAPITAL HR2 A4 | 3.587% 12/15/2050 DD 12/01/17 | 142 | ||||||
MORGAN STANLEY | 4.000% 07/23/2025 DD 07/23/15 | 20 | ||||||
MORGAN STANLEY BANK OF C24 A4 | 3.732% 05/15/2048 DD 08/01/15 | 252 | ||||||
NUVEEN LLC 144A | 4.000% 11/01/2028 DD 10/22/18 | 318 | ||||||
OHIO POWER CO | 2.600% 04/01/2030 DD 03/17/20 | 66 | ||||||
PAYPAL HOLDINGS INC | 3.900% 06/01/2027 DD 05/23/22 | 172 | ||||||
PEPSICO INC | 2.750% 03/19/2030 DD 03/19/20 | 345 | ||||||
PFIZER INC | 3.450% 03/15/2029 DD 03/11/19 | 482 | ||||||
PFIZER INC | 2.625% 04/01/2030 DD 03/27/20 | 90 | ||||||
PFIZER INC | 1.700% 05/28/2030 DD 05/28/20 | 320 | ||||||
PRINCIPAL FINANCIAL GROUP INC | 2.125% 06/15/2030 DD 06/12/20 | 233 | ||||||
PRUDENTIAL FINANCIAL INC | 3.878% 03/27/2028 DD 03/27/18 | 254 | ||||||
PUBLIC SERVICE ELECTRIC AND GA | 3.700% 05/01/2028 DD 05/04/18 | 97 | ||||||
SANTANDER DRIVE AUTO RECE 6 A2 | 6.080% 05/17/2027 DD 11/21/23 | 401 | ||||||
CHARLES SCHWAB CORP/THE | 3.200% 03/02/2027 DD 03/02/17 | 209 | ||||||
CHARLES SCHWAB CORP/THE | 2.900% 03/03/2032 DD 03/03/22 | 366 | ||||||
SOUTHERN CALIFORNIA EDISON CO | 4.200% 03/01/2029 DD 03/15/19 | 123 | ||||||
TOYOTA AUTO LOAN EXT 1A A 144A | 1.070% 02/27/2034 DD 03/08/21 | 438 | ||||||
TRUIST BANK | 2.250% 03/11/2030 DD 03/09/20 | 207 | ||||||
UNITED PARCEL SERVICE INC | 4.450% 04/01/2030 DD 03/24/20 | 278 | ||||||
U S TREASURY NOTE | 2.875% 05/15/2032 DD 05/15/22 | 6,401 | ||||||
U S TREASURY NOTE | 2.750% 08/15/2032 DD 08/15/22 | 11,524 |
Identity of Issue | Description of Investment | Current Value |
U S TREASURY NOTE | 3.625% 03/31/2030 DD 03/31/23 | 6,749 | ||||||
UNITEDHEALTH GROUP INC | 5.300% 02/15/2030 DD 10/28/22 | 1,205 | ||||||
VISA INC | 3.150% 12/14/2025 DD 12/14/15 | 1,171 | ||||||
VISA INC | 2.050% 04/15/2030 DD 04/02/20 | 176 | ||||||
WALMART INC | 3.700% 06/26/2028 DD 06/27/18 | 148 | ||||||
WELLS FARGO & CO | 3.000% 10/23/2026 DD 10/25/16 | 798 | ||||||
WELLS FARGO COMMERCIAL C51 ASB | 3.160% 06/15/2052 DD 07/01/19 | 142 | ||||||
WELLS FARGO COMMERCIAL C58 A4 | 2.092% 07/15/2053 DD 12/01/20 | 207 | ||||||
WELLS FARGO COMMERCIAL C59 A5 | 2.626% 04/15/2054 DD 05/01/21 | 296 | ||||||
WISCONSIN ELECTRIC POWER CO | 2.050% 12/15/2024 DD 12/10/19 | 121 | ||||||
BX TRUST 2022-PSB PSB A 144A | VAR RT 08/15/2039 DD 08/15/22 | 133 | ||||||
BX TRUST 2021-ARIA ARIA A 144A | VAR RT 10/15/2036 DD 10/28/21 | 538 | ||||||
BANK OF AMERICA CORP | VAR RT 07/23/2029 DD 07/23/18 | 217 | ||||||
BANK OF AMERICA CORP | VAR RT 07/23/2031 DD 07/23/20 | 287 | ||||||
BANK OF AMERICA CORP | VAR RT 07/21/2032 DD 07/21/21 | 196 | ||||||
BANK OF AMERICA CORP | VAR RT 04/27/2033 DD 04/27/22 | 167 | ||||||
BANK OF AMERICA CORP | VAR RT 01/20/2027 DD 01/20/23 | 200 | ||||||
BANK OF AMERICA CORP | VAR RT 04/25/2029 DD 04/25/23 | 443 | ||||||
BARCLAYS DRYROCK ISSUANCE 2 A | VAR RT 08/15/2028 DD 11/20/23 | 801 | ||||||
CITIGROUP INC | VAR RT 10/30/2024 DD 10/30/20 | 375 | ||||||
CITIGROUP INC | VAR RT 11/05/2030 DD 11/05/19 | 178 | ||||||
FHLMC POOL #1B-1438 | VAR RT 01/01/2034 DD 01/01/04 | 15 | ||||||
FHLMC POOL #1B-0118 | VAR RT 08/01/2031 DD 08/01/01 | 4 | ||||||
FHLMC MULTICLASS MTG KF73 AS | VAR RT 11/25/2029 DD 12/20/19 | 111 | ||||||
FHLMC MULTICLASS MTG F108 AS | VAR RT 02/25/2031 DD 04/29/21 | 100 | ||||||
FNMA POOL #0728766 | VAR RT 07/01/2033 DD 07/01/03 | 7 | ||||||
GNMA II POOL #0MA0414 | VAR RT 09/20/2042 DD 09/01/12 | 27 | ||||||
JPMORGAN CHASE & CO | VAR RT 01/23/2029 DD 01/23/18 | 308 | ||||||
JPMORGAN CHASE & CO | VAR RT 04/22/2031 DD 04/22/20 | 22 | ||||||
JPMORGAN CHASE & CO | VAR RT 05/13/2031 DD 05/13/20 | 88 | ||||||
JPMORGAN CHASE & CO | VAR RT 04/26/2033 DD 04/26/22 | 460 | ||||||
MSWF COMMERCIAL MORTGAGE 2 A5 | VAR RT 12/15/2056 DD 12/01/23 | 216 | ||||||
MORGAN STANLEY | VAR RT 04/01/2031 DD 03/31/20 | 161 | ||||||
MORGAN STANLEY | VAR RT 12/10/2026 DD 12/10/20 | 851 | ||||||
MORGAN STANLEY | VAR RT 01/21/2033 DD 01/24/22 | 64 | ||||||
MORGAN STANLEY | VAR RT 01/28/2027 DD 01/19/23 | 828 | ||||||
MORGAN STANLEY | VAR RT 04/20/2029 DD 04/21/23 | 372 | ||||||
STATE STREET CORP | VAR RT 08/04/2033 DD 08/04/22 | 198 | ||||||
TRUIST FINANCIAL CORP | VAR RT 06/08/2027 DD 06/08/23 | 61 | ||||||
US BANCORP | VAR RT 06/12/2029 DD 06/12/23 | 175 | ||||||
WELLS FARGO & CO | VAR RT 04/30/2026 DD 04/30/20 | 383 | ||||||
COMMIT TO PUR FNMA SF MTG | 2.000% 01/01/2054 DD 01/01/24 | 818 | ||||||
COMMIT TO PUR FNMA SF MTG | 2.500% 01/01/2054 DD 01/01/24 | 851 |
Identity of Issue | Description of Investment | Current Value |
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2054 DD 01/01/24 | 2,658 | ||||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2054 DD 01/01/24 | (947) | ||||||
COMMIT TO PUR FNMA SF MTG | 4.500% 01/01/2054 DD 01/01/24 | (2,911) | ||||||
COMMIT TO PUR FNMA SF MTG | 5.000% 01/01/2054 DD 01/01/24 | (1,981) | ||||||
COMMIT TO PUR FNMA SF MTG | 7.000% 01/01/2054 DD 01/01/24 | 2,063 | ||||||
COMMIT TO PUR FNMA SF MTG | 7.000% 02/01/2054 DD 02/01/24 | 1,031 | ||||||
COMMIT TO PUR GNMA II JUMBOS | 2.000% 01/20/2054 DD 01/01/24 | 848 | ||||||
COMMIT TO PUR GNMA II JUMBOS | 2.500% 01/20/2054 DD 01/01/24 | 1,751 | ||||||
COMMIT TO PUR GNMA II JUMBOS | 3.000% 01/20/2054 DD 01/01/24 | (906) | ||||||
COMMIT TO PUR GNMA II JUMBOS | 3.500% 01/20/2054 DD 01/01/24 | (932) | ||||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2054 DD 01/01/24 | (1,911) | ||||||
COMMIT TO PUR GNMA II JUMBOS | 4.500% 01/20/2054 DD 01/01/24 | (3,906) | ||||||
COMMIT TO PUR GNMA II JUMBOS | 5.000% 01/20/2054 DD 01/01/24 | 994 | ||||||
DREYFUS GOVT CM BOLD 6 | GSAM 1-5 YR G/C | 1,659 | ||||||
DREYFUS GOVT CM BOLD 6 | GSAM INT AGG | 3,164 | ||||||
Total Interest Income Funds at Fair Value | 260,097 | |||||||
Adjustment From Fair Value To Contract Value For Fully Benefit-Responsive Investment Contracts | 22,649 | |||||||
Total Interest Income Funds at Contract Value | 282,746 | |||||||
* Notes Receivable from Participants | 4.25% - 10.50% | 61,046 | ||||||
Total | $ | 2,059,723 | ||||||
* Party-in-interest |
AT&T Savings and Security Plan | ||||||||
By: AT&T Services, Inc., | ||||||||
Plan Administrator for the Foregoing Plan | ||||||||
By | /s/ Sabrina Sanders | |||||||
Sabrina Sanders | ||||||||
Senior Vice President, Chief Accounting Officer and Controller |
Exhibit Number | |||||